New Issue: Goldman prices $6.99 million leveraged buffered notes linked to indexes

By Marisa Wong

Morgantown, W.Va., Dec. 2 – Goldman Sachs Group, Inc. priced $6.99 million of 0% leveraged notes due Nov. 24, 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 two times the basket return, subject to a maximum settlement amount of $1,218 for each $1,000 principal amount of notes. Investors will receive par if the basket declines 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:	$6,985,000
Maturity:	Nov. 24, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus double basket return, subject to maximum settlement amount of $1,218 for each $1,000 principal amount; par if basket falls by 10% or less; 1.1111% loss for every 1% that basket declines beyond 10%
Pricing date:	Nov. 20
Settlement date:	Nov. 30
Underwriter:	Goldman Sachs & Co.
Fees:	1.65%
Cusip:	38148TJM2

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