By Susanna Moon
Chicago, Nov. 7 - Goldman Sachs Group, Inc. priced $33.32 million of 0% leveraged buffered basket-linked notes due Nov. 20, 2013 tied to a basket of three indexes, according to a 424B2 filing with the Securities and Exchange Commission.
The basket consists of the Euro Stoxx 50 index with a 56% weight, the FTSE 100 index with a 23% weight and the Topix with a 21% weight.
The basket return will equal the sum of the weighted component returns for the basket indexes, up to a maximum payout at maturity of $1,165.40 per $1,000 principal amount.
The component returns for each index will be double any index gain, up to the maximum component return of 116.54%.
If the index declines by 10% or less, its component return will be zero.
If the index declines by more than 10%, its component return will be 1.1111 times the sum of its return plus 10%.
Goldman Sachs & Co. is the underwriter.
Issuer: | Goldman Sachs Group, Inc.
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Issue: | Leveraged buffered basket-linked notes
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Underlying indexes: | Euro Stoxx 50 index (56% weight), the FTSE 100 index (23% weight) and the Topix (21% weight)
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Amount: | $33,324,000
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Maturity: | Nov. 20, 2013
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Coupon: | 0%
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Price: | Par
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Payout at maturity: | Basket return will equal sum of weighted component returns for the basket indexes; component returns for each index will be double any gain, up to the maximum component return of 116.54%; if index falls by 10% or less, its component return will be zero; otherwise, its component return will be 1.1111 times the sum of its return plus 10%
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Pricing date: | Nov. 2
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Settlement date: | Nov. 7
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Underwriter: | Goldman Sachs & Co.
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Fees: | 1.1%
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Cusip: | 38141GHK3
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