New Issue: Goldman Sachs prices $751,000 notes linked to six currencies

By Angela McDaniels

Tacoma, Wash., Oct. 13 - Goldman Sachs Group, Inc. priced $751,000 of 0% currency-linked notes due Jan. 21, 2014 linked to a basket of exchange rates, according to a 424B2 filing with the Securities and Exchange Commission.

The basket includes equal weights of the New Zealand dollar, the Swedish krona, the Russian ruble, the Korean won, the Malaysian ringgit and the Chilean peso.

If the basket appreciates relative to the U.S. dollar or remains flat, the payout at maturity will be par plus the greater of (a) 30% and (b) 1.5 times the basket return. Investors will receive par if the basket declines by 20% or less and will lose 1.25% for every 1% that it declines beyond 20%.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Currency-linked notes
Underlying currencies:	New Zealand dollar, Swedish krona, Russian ruble, Korean won, Malaysian ringgit and Chilean peso, equally weighted and each measured relative to the U.S. dollar
Amount:	$751,000
Maturity:	Jan. 21, 2014
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus greater of (a) 30% and (b) 150% of basket return if basket return is positive; par if basket declines by 20% or less; 1.25% loss for every 1% that basket declines beyond 20%
Initial exchange rates:	1.2821 for New Zealand dollar, 6.69 for krona, 31.55 for ruble, 1,170 for won, 3.14 for ringgit and 511 for peso
Pricing date:	Oct. 11
Settlement date:	Oct. 18
Underwriter:	Goldman Sachs & Co.
Fees:	0.175%
Cusip:	38143UYA3

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