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Published on 2/20/2007 in the Prospect News Structured Products Daily.

New Issue: Goldman Sachs prices $36.523 million 0% leveraged notes linked to index basket

By Jennifer Chiou

New York, Feb. 20 - The Goldman Sachs Group Inc. priced a $36.523 million issue of 0% leveraged index-linked notes due June 2, 2011, according to a 424B2 filing with the Securities and Exchange Commission.

The underlying indexes include the Dow Jones Euro Stoxx 50 with a 34% weight, the FTSE 100 with a 30% weight, the Topix with a 27% weight and the Swiss Market with a 9% weight.

The payout at maturity will be based on the basket value on the determination date. If the final basket value is greater than the initial basket value, investors will receive par plus 206% of the return. Investors will share in any decline in the basket value.

Goldman, Sachs & Co. is the underwriter.

Issuer:The Goldman Sachs Group Inc.
Issue:Leveraged index-linked medium-term notes, series B
Underlying indexes:Dow Jones Euro Stoxx 50 (34% weight), FTSE 100 (30% weight), Topix (27% weight), Swiss Market (9% weight)
Amount:$36.523 million
Maturity:June 2, 2011
Coupon:0%
Price:Par
Payout at maturity:Par plus 206% of the basket return; investors will share in losses
Pricing date:Feb. 15
Settlement date:March 2
Agent:Goldman, Sachs & Co.
Fees:0.3%

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