By Susanna Moon
Chicago, March 6 - Goldman Sachs Group, Inc. priced $5.93 million of 0% leveraged buffered index-linked notes due Sept. 10, 2013 tied to the MSCI All Country World index, according to a 424B2 filing with the Securities and Exchange Commission.
The payout at maturity will be par plus triple any index gain, up to a maximum settlement amount of $1,159 for each $1,000 principal amount.
Investors will receive par if the index falls by up to 15% and will lose 1.1765% for each 1% decline beyond 15%.
The initial index level is higher than the actual closing level of the index at pricing, which is 331.90.
Goldman Sachs & Co. is the underwriter.
| Issuer: | Goldman Sachs Group, Inc.
|
| Issue: | Leveraged buffered index-linked notes
|
| Underlying index: | MSCI All Country World index
|
| Amount: | $5,928,000
|
| Maturity: | Sept. 10, 2013
|
| Coupon: | 0%
|
| Price: | Par
|
| Payout at maturity: | Par plus 300% of any index gain, capped at 15.9%; 1.1765% loss per 1% drop beyond 15%
|
| Initial index level: | 332.79
|
| Pricing date: | March 2
|
| Settlement date: | March 9
|
| Underwriter: | Goldman Sachs & Co.
|
| Fees: | 0.15%
|
| Cusip: | 38147A424
|
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