Goldman plans leveraged buffered index-linked notes on MSCI EAFE

By Jennifer Chiou

New York, March 11 - Goldman Sachs Group, Inc. plans to price 0% leveraged buffered index-linked notes tied to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The maturity is expected to be between 16 and 18 months after issue.

If the index return is positive, the payout at maturity will be par plus 200% of the index gain, subject to a maximum return that is expected to be between $1,180.00 and $1,210.00 per note.

Investors will receive par if the index falls by up to 10% and will share in losses at a rate of 1.1111% per 1% drop beyond 10%.

The exact deal terms will be set at pricing.

Goldman, Sachs & Co. is the underwriter.

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