Goldman Sachs plans notes linked to best performing of three baskets

By Angela McDaniels

Tacoma, Wash., April 23 - Goldman Sachs Group, Inc. plans to price 0% five-year basket-linked notes linked to the best performing of three baskets, according to a 424B2 filing with the Securities and Exchange Commission.

Each basket will be made up of different weights of the currency component, the commodity component, the equity component and the Treasury bond component.

The currency component is an equally weighted basket comprised of the Brazilian real, the British pound, the euro and the Japanese yen, each measured relative to the dollar. The commodity component is the S&P GSCI Excess Return index. The equity component is an equally weighted basket comprised of the S&P 500 index, the Euro Stoxx 50 index, the Topix index and the iShares MSCI Emerging Markets index fund. The Treasury bond component is the iShares Barclays 7-10 Year Treasury bond fund.

Basket A will contain the currency component with a 15% weight, the commodity component with a 5% weight, the equity component with a 25% weight and the Treasury bond component with a 55% weight.

Basket B will contain the currency component with a 10% weight, the commodity component with a 10% weight, the equity component with a 40% weight and the Treasury bond component with a 40% weight.

Basket C will contain the currency component with a 5% weight, the commodity component with a 15% weight, the equity component with a 55% weight and the Treasury bond component with a 25% weight.

If the return of the best-performing basket is positive, the payout at maturity will be par plus that basket's return. If the return of the best-performing basket is zero or negative, the payout will be par.

Goldman Sachs & Co. is the underwriter.

The Cusip number is 38143U2S9.

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