New Issue: Goldman Sachs prices $20.29 million 0% notes linked to five currencies

By Jennifer Chiou

New York, Sept. 9 - Goldman Sachs Group, Inc. priced $20.29 million of 0% notes due Oct. 3, 2011 linked to the performance of a basket of currencies relative to the U.S. dollar, according to a 424B2 filing with the Securities and Exchange Commission.

The basket includes equal weights of the Brazilian real, Chinese renminbi, Indian rupee, Indonesian rupiah and Turkish lira.

If the basket return is greater than or equal to the 2% threshold return, the payout at maturity will be par plus the greater of 15% and the basket return.

If the basket return is less than the threshold return, the payout will be 97% of par.

Goldman, Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Currency-linked notes
Underlying currencies:	Brazilian real, Chinese renminbi, Indian rupee, Indonesian rupiah and Turkish lira, equally weighted
Amount:	$20,286,000
Maturity:	Oct. 3, 2011
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus the greater of 15% and the basket return if the basket return is greater than or equal to the 2% threshold return; if the basket return is less than the threshold return, the payout will be 97% of par
Initial exchange rates:	1.8735 real per dollar; 6.83 renminbi per dollar; 48.9 rupee per dollar; 10,110 rupiah per dollar; 1.509 lira per dollar
Pricing date:	Sept. 3
Settlement date:	Sept. 17
Underwriter:	Goldman, Sachs & Co.
Fees:	0.175%

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