New Issue: Goldman Sachs prices $14.758 million additional 0% leveraged notes linked to index basket

By Angela McDaniels

Seattle, Feb. 28 - The Goldman Sachs Group, Inc. priced an additional $14.758 million of 0% leveraged notes due June 2, 2011 linked to a basket of four indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket includes the Dow Jones Euro Stoxx 50 index with a 34% weight, the FTSE 100 index with a 30% weight, the Topix index with a 27% weight and the Swiss Market index with a 9% weight.

The company originally priced $36.523 million of the notes on Feb. 15. The total size of the deal is now $51.281 million.

If the final basket value is greater than the initial basket value, the payout at maturity will be par plus 206% of the increase. Investors will share in any decline in the basket value.

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:	$51.281 million, upsized from $36.523 million
Maturity:	June 2, 2011
Coupon:	0%
Price:	Par for notes priced on Feb. 15, 100.685% for notes priced on Feb. 26
Payout at maturity:	Par plus 206% of any basket increase; full exposure to any basket decline
Pricing date:	Feb. 15 for first tranche, Feb. 26 for second tranche
Settlement date:	March 2
Underwriter:	Goldman, Sachs & Co.
Underwriting discount:	0.3%

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