New Issue: Goldman Sachs prices $11.38 million leveraged buffered notes tied to index basket

By Marisa Wong

Madison, Wis., Oct. 30 – Goldman Sachs Group, Inc. priced $11.38 million of 0% leveraged buffered notes due May 22, 2017 linked to a basket of indexes, 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 an 8% weight.

If the basket return is positive, the payout at maturity will be par plus 1.14 times the basket return. Investors will receive par if the basket falls by 10% or less and will lose 1.1111% for every 1% that the basket declines beyond 10%.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered notes
Underlying indexes:	Euro Stoxx 50 (37% weight), FTSE 100 (23% weight), Topix (23% weight), Swiss Market (9% weight) and S&P/ASX 200 (8% weight)
Amount:	$11,382,000
Maturity:	May 22, 2017
Coupon:	0%
Price:	If basket return is positive, par plus 1.14 times basket return; par if basket falls by 10% or less; 1.1111% loss for every 1% that basket declines beyond 10%
Payout at maturity:	3,030.37 for Euro Stoxx 50; 6,388.73 for FTSE 100; 1,242.32 for Topix; 8,532.09 for Swiss Market; 5,412.248 for S&P/ASX 200
Pricing date:	Oct. 24
Settlement date:	Oct. 31
Underwriter:	Goldman Sachs & Co.
Fees:	2.105%
Cusip:	38148K132

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