New Issue: Goldman prices $2.53 million leveraged buffered notes on indexes

By Jennifer Chiou

New York, Oct. 22 – Goldman Sachs Group, Inc. priced $2,525,000 of 0% leveraged buffered basket-linked notes due Oct. 25, 2016, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with a 8% weight.

If the basket return is positive, the payout at maturity will be par plus 150% of the basket return, capped at 20.1%.

Investors will receive par for losses up to 10% and will be exposed to any losses beyond 10% at a rate of 1.1111% per 1% decline.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered basket-linked notes
Underlying basket indexes:	Euro Stoxx 50 index (37% weight), FTSE 100 index (23% weight), Topix index (23% weight), Swiss Market index (9% weight) and S&P/ASX 200 index (8% weight)
Amount:	$2,525,000
Maturity:	Oct. 25, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 150% of the basket return, capped at 20.1%; par for losses up to 10%; exposure to losses beyond 10% at a rate of 1.1111% per 1% decline
Initial index levels:	2,927.30 for Euro Stoxx 50, 6,267.07 for FTSE 100, 1,224.34 for Topix, 8,283.31 for Swiss Market and 5,319.439 for S&P/ASX 200
Pricing date:	Oct. 20
Settlement date:	Oct. 27
Underwriters:	Goldman Sachs & Co.
Fees:	1.65%
Cusip:	38148F828

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