By Susanna Moon
Chicago, March 30 - Goldman Sachs Group, Inc. priced $5 million of 0% buffered index-linked digital notes due Oct. 2, 2013 tied to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.
If the index finishes at or above the initial level, the payout at maturity will be the threshold settlement amount of $1,170 per $1,000 principal amount of notes.
Investors will receive par if the index falls by up to 20% and will lose 1.25% for each 1% decline beyond 20%.
Goldman Sachs & Co. is the underwriter.
Issuer: | Goldman Sachs Group, Inc.
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Issue: | Buffered index-linked digital notes
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Underlying index: | MSCI EAFE
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Amount: | $5 million
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Maturity: | Oct. 2, 2013
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Coupon: | 0%
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Price: | Par
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Payout at maturity: | If index gains or ends flat, par plus 17%; par if falls by 20% or less; 1.25% loss per 1% drop beyond 20%
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Initial index level: | 1,573.84
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Pricing date: | March 27
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Settlement date: | March 30
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Underwriter: | Goldman Sachs & Co.
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Fees: | 0.3%
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Cusip: | 38143UU74
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