Goldman Sachs to price buffered notes linked to S&P 500, MSCI EAFE

By Angela McDaniels

Tacoma, Wash., March 9 - Goldman Sachs Group, Inc. plans to price 0% buffered basket-linked notes linked to two indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket includes the S&P 500 index with a 70% weight and the MSCI EAFE index with a 30% weight.

The tenor of the notes will be 43 to 47 months.

The payout at maturity will be par plus any increase in the basket. Investors will receive par if the basket declines by 25% or less and will lose 1.3333% for every 1% that it declines beyond 30%.

The issuer noted that the initial index levels will be set at pricing and may be higher or lower than the actual closing levels of the indexes on the pricing date.

Goldman Sachs & Co. is the underwriter.

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