New Issue: Goldman Sachs prices $36.31 million notes linked to four currencies

By Toni Weeks

San Diego, Nov. 15 - Goldman Sachs Group, Inc. priced $36.31 million of 0% currency-linked notes due Nov. 18, 2013 linked to the performance of a basket of four equally weighted currencies relative to the dollar, according to a 424B2 filing with the Securities and Exchange Commission.

The underlying currencies are the Chinese renminbi, the Mexican peso, the Indonesian rupiah and the Turkish lira.

If the basket return is positive, the payout at maturity will be par plus 2.15 times the basket gain.

If the basket return is zero or negative, the payout will be par plus the basket return, subject to a minimum payout of $950 per $1,000 principal amount.

Goldman Sachs & Co. is the underwriter, and J.P. Morgan Securities LLC is dealer.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Currency-linked notes
Underlying currencies:	Chinese renminbi, Mexican peso, Indonesian rupiah and Turkish lira, equally weighted and relative to the dollar
Amount:	$36,308,000
Maturity:	Nov. 18, 2013
Coupon:	0%
Price:	Variable prices
Payout at maturity:	Par plus 2.15 times any basket gain; exposure to any basket decline, subject to minimum payout of $950 per $1,000 principal amount
Initial rates:	6.3317 for renminbi, 13.4114 for peso, 9,000 for rupiah, 1.77315 for lira
Pricing date:	Nov. 11
Settlement date:	Nov. 18
Underwriter:	Goldman Sachs & Co. with J.P. Morgan Securities LLC as dealer
Fees:	1.675%
Cusip:	38143UZV6

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