Goldman Sachs to sell leveraged buffered notes on S&P 500, MSCI EAFE

By Susanna Moon

Chicago, Oct. 30 - Goldman Sachs Group, Inc. plans to price two-year 0% leveraged buffered equity index-linked notes linked to a basket of two indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index with a weight of 75% and the MSCI EAFE index with a weight of 25%.

The payout at maturity will be par plus 1.5 times any gain in the basket, up to a maximum settlement amount of between $1,225 and $1,255 per $1,000 principal amount. The exact cap will be set at pricing.

Investors will receive par if the basket falls by less than 11.5% and will be exposed to losses beyond 11.5%.

Goldman, Sachs & Co. is the underwriter.

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