By Toni Weeks
San Luis Obispo, Calif., Feb. 26 - Goldman Sachs Group, Inc. priced $1.21 million of 0% leveraged basket-linked notes due Feb. 26, 2015, according to a 424B2 filing with the Securities and Exchange Commission.
The basket is comprised of the MSCI EAFE index with a 33% weight and the S&P 500 index with a 67% weight.
If the basket return is positive, the payout at maturity will be par plus 137% of the basket return. Investors will be exposed to any losses.
The initial index level of 1,658.21 for the MSCI EAFE is lower than the actual closing level of the index of 1,659.78 at pricing. Likewise, the initial index level of 1,508.53 is lower than the actual closing level of 1,515.60 at pricing.
Goldman Sachs & Co. is the underwriter.
| Issuer: | Goldman Sachs Group, Inc.
|
| Issue: | Leveraged basket-linked notes
|
| Underlying basket indexes: | MSCI EAFE (33% weight) and S&P 500 (67% weight)
|
| Amount: | $1,206,000
|
| Maturity: | Feb. 26, 2015
|
| Coupon: | 0%
|
| Price: | Par
|
| Payout at maturity: | If basket return is positive, par plus 137% of the basket return; exposure to losses
|
| Initial index levels: | 1,658.21 for MSCI EAFE and 1,508.53 for S&P 500
|
| Initial basket level: | 100
|
| Pricing date: | Feb. 22
|
| Settlement date: | March 1
|
| Underwriters: | Goldman Sachs & Co.
|
| Fees: | 1.75%
|
| Cusip: | 38147K422
|
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