New Issue: Goldman prices $5.58 million leveraged buffered notes on indexes

By Jennifer Chiou

New York, Dec. 24 – Goldman Sachs Group, Inc. priced $5,575,000 of 0% leveraged buffered notes due Dec. 28, 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 1.24 times the basket return.

Investors will receive par for losses up to 10% and will lose 1.1111% for every 1% decline beyond 10%.

Goldman, Sachs & Co. is the agent.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered basket-linked 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:	$5,575,000
Maturity:	Dec. 28, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 1.24 times basket return; par for losses up to 10% and exposure to losses at rate of 1.1111% for every 1% decline beyond 10%
Initial index levels:	3,154.91 for Euro Stoxx 50; 6,576.74 for FTSE 100; 1,413.05 for Topix; 9,033.45 for Swiss Market; 5,441.955 for S&P/ASX 200
Pricing date:	Dec. 22
Settlement date:	Dec. 30
Agent:	Goldman, Sachs & Co.
Fees:	2.425%
Cusip:	38148K843

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