New Issue: Goldman prices $5.84 million notes tied to leveraged buffered indexes

By Jennifer Chiou

New York, Nov. 4 - Goldman Sachs Group, Inc. priced $5.84 million of 0% leveraged buffered basket-linked notes due June 10, 2013 tied to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Russell 1000 Growth index with a 30% weight, the Russell 1000 Value index with a 30% weight, the Russell Midcap Growth index with a 15% weight, the Russell Midcap Value index with a 15% weight, the S&P SmallCap 600 Growth index with a 5% weight and the S&P SmallCap 600 Value index with a 5% weight.

The payout at maturity will be par plus 1.5 times any basket gain, up to a maximum settlement amount of $1,251.25 per $1,000 principal amount.

Investors will receive par if the basket falls by up to 10% and will be exposed to any losses beyond 10%.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered basket-linked notes
Underlying indexes:	Russell 1000 Growth (30% weight), Russell 1000 Value (30% weight), Russell Midcap Growth (15% weight), Russell Midcap Value (15% weight), S&P SmallCap 600 Growth (5% weight) and S&P SmallCap 600 Value (5% weight)
Amount:	$5,839,000
Maturity:	June 10, 2013
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.5 times any basket gain, capped at $1,251.25 return per $1,000 principal amount; par if the basket falls by up to 10%; investors exposed to any losses beyond 10%
Pricing date:	Nov. 2
Settlement date:	Nov. 9
Underwriter:	Goldman Sachs & Co.
Fees:	0.75%
Cusip:	38143UG39

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