By Angela McDaniels
Tacoma, Wash., July 7 - Goldman Sachs Group, Inc. priced $7.1 million of 0% notes due Jan. 19, 2011 linked to a basket of 100 stocks, according to a 424B2 filing with the Securities and Exchange Commission.
The notes priced at 99.3.
The payout at maturity will be par plus the basket return.
The basket includes the largest market capitalization common stocks whose primary listings are on a stock exchange outside of the United States and India and that are included in the energy, industrials and materials sectors of the MSCI All Country World index. The weighting is 37% in energy, 30% in industrials and 33% in materials.
Each stock was assigned a weighting proportional to its market capitalization expressed in dollars within its respective sector. The weightings range from 0.21% to 5%.
When calculating the initial and final basket levels, the price of each basket stock will be expressed in dollars at the then-current exchange rate.
The energy stocks in order of weight are BP plc, Total SA, Royal Dutch Shell plc, Eni SpA, BG Group plc, Gazprom OAO, Petroleo Brasileiro SA, Encana Corp., Suncor Energy Inc., Canadian Natural Resources Ltd., CNOOC Ltd., Lukoil OAO, Petrochina Co. Ltd., StatoilHydro ASA, Sasol Ltd., Petro-Canada Ltd., Transcanada Corp., Repsol YPF SA, Woodside Petroleum Ltd., Talisman Energy Inc., Tullow Oil plc, Enbridge Inc., Imperial Oil Ltd., China Petroleum & Chemical Corp., Nexen Inc., China Shenhua Energy Co., Cameco Corp., Origin Energy Ltd., Santos Ltd., Rosneft Oil Co., Huksy Energy Inc., Nippon Oil Corp., Tenaris SA, Saipem, OGX Petroleo e Gas Participacoes SA, Inpex Corp. and OMV AG.
The industrials stocks in order of weight are Siemens AG, ABB Ltd., Mitsubishi Corp., Mitsui & Co. Ltd., Canadian National Railway Co., Vinci SA, BAE Systems plc, Philips Electronics NV, East Japan Railway Co., Schneider Electric SA, Hutchison Whampoa Ltd., Fanuc Ltd., Vestas Wind Systems AS, Komatsu Ltd., Compagnie de Saint-Gobain, Alstom, Deutsche Post AG, Sumitomo Corp., Mitsubishi Electric Corp., Itochu Corp., Mitsubishi Heavy Industries, Central Japan Railway Co., Rolls-Royce Group plc, Bouygues SA, Sandvik AB, Sumitomo Electric Industries, Secom Co. Ltd., Mitsui OSK Lines Ltd., Experian plc and Kubota Corp.
The materials stocks in order of weight are BHP Billiton Ltd., Rio Tinto plc, BASF SE, Anglo American plc, Potash Corp. of Saskatchewan, Barrick Gold Corp., Arcelormittal, Vale SA, Goldcorp Inc., Syngenta AG, Air Liquide SA, Xstrata plc, Posco, Shin-Etsu Chemical Co. Ltd., Nippon Steel Corp., CRH plc, JFE Holdings Inc., LaFarge SA, Kinross Gold Corp., Linde AG, Newcrest Mining Ltd., Impala Platinum Holdings Ltd., Anglogold Ashanti Ltd., Holcim Ltd., K+S AG, Akzo Nobel, CIA Siderurgica Nacional SA, Thyssenkrupp AG, MMC Norilsk Nickel, Sumitomo Metal Industries, Agnico-Eagle Mines, Tech Resources Ltd. and China Steel Corp.
Goldman, Sachs & Co. is the underwriter.
| Issuer: | Goldman Sachs Group, Inc.
|
| Issue: | Notes
|
| Underlying stocks: | Largest market cap stocks whose primary listings are on a stock exchange outside the United States and India and that are included in the energy, industrials and materials sectors of the MSCI All Country World index
|
| Amount: | $7,095,000
|
| Maturity: | Jan. 19, 2011
|
| Coupon: | 0%
|
| Price: | 99.3
|
| Payout at maturity: | Par plus the basket return calculated using the stocks' prices expressed in dollars at the then-current exchange rate
|
| Pricing date: | July 2
|
| Settlement date: | July 17
|
| Underwriter: | Goldman, Sachs & Co.
|
| Fees: | 0.15%
|
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