New Issue: Goldman prices $1.4 million leveraged buffered notes tied to two indexes, one fund

By Jennifer Chiou

New York, Dec. 6 - Goldman Sachs Group, Inc. priced $1.4 million of 0% leveraged buffered notes due Dec. 11, 2018 linked to the S&P 500 index with a 50% weight, the Euro Stoxx 50 index with a 30% weight and the iShares MSCI Emerging Markets ETF with a 20% weight, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.4 times any basket gain.

Investors will receive par if the basket falls by up to 10% and will lose 1.1111% for each 1% decline beyond 10%.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered notes
Underlying assets:	S&P 500 (50% weight), Euro Stoxx 50 (30% weight), iShares MSCI Emerging Markets ETF (20% weight)
Amount:	$1.4 million
Maturity:	Dec. 11, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 140% of any basket gain; par if basket falls by up to 10%; 1.1111% loss for each 1% decline beyond 10%
Initial levels:	1,792.81 for S&P 500; 2,991.76 for Euro Stoxx; $41.27 for fund
Pricing date:	Dec. 4
Settlement date:	Dec. 11
Underwriter:	Goldman Sachs & Co.
Fees:	1.47%
Cusip:	38147Q3E4

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