New Issue: Goldman Sachs prices $1.61 million leveraged buffered notes linked to four indexes

By Susanna Moon

Chicago, July 6 - Goldman Sachs Group, Inc. priced $1.61 million of 0% leveraged buffered basket-linked notes due July 7, 2015 linked to four indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index with a 50% weight, the MSCI EAFE index with a 30% weight, the S&P MidCap 400 index with a 10% weight and the Russell 2000 index with a 10% weight.

The payout at maturity will be par plus 1.05 times any basket gain.

Investors will receive par if the basket falls by up to 30% and will lose 1.4286% for each 1% that it declines beyond 30%.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered basket-linked notes
Underlying indexes:	S&P 500 (50% weight), MSCI EAFE (30% weight), S&P MidCap 400 (10% weight) and Russell 2000 (10% weight)
Amount:	$1,605,000
Maturity:	July 7, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 105% of any basket gain; par if basket falls by 30% or less; 1.4286% loss per 1% drop beyond 30%
Initial index levels:	1,320.64 for S&P 500; 1,708.08 for MSCI EAFE; 978.64 for S&P MidCap 400; 827.43 for Russell
Pricing date:	June 30
Settlement date:	July 8
Underwriter:	Goldman Sachs & Co.
Fees:	1.85%
Cusip:	38143UVX6

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