New Issue: Goldman Sachs prices $4.08 million leveraged notes linked to S&P GSCI, iShares MSCI EM

By Angela McDaniels

Tacoma, Wash., July 30 - Goldman Sachs Group, Inc. priced $4.08 million of 0% leveraged notes due Dec. 11, 2012 linked to equal weights of the S&P GSCI Enhanced Commodity Index Excess Return and the iShares MSCI Emerging Markets index fund, according to a 424B2 filing with the Securities and Exchange Commission.

If the basket return is positive, the payout at maturity will be par plus 60% of the return. If the basket return is between 0% and negative 10%, the payout will be par plus the return. If the basket return is less than negative 10%, the payout will be $900 for each $1,000 principal amount of notes.

Goldman, Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged basket-linked notes
Underlying basket:	S&P GSCI Enhanced Commodity Index Excess Return and iShares MSCI Emerging Markets index fund, equally weighted
Amount:	$4,075,000
Maturity:	Dec. 11, 2012
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 60% of any basket gain; par plus basket return if basket falls by 10% or less; 90% of par if basket falls by more than 10%
Initial levels:	343.30 for index; $35.42 for index fund
Pricing date:	July 28
Settlement date:	Aug. 11
Underwriter:	Goldman, Sachs & Co.
Fees:	0.25%

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