New Issue: Goldman prices $3.35 million leveraged buffered notes on index basket

By Jennifer Chiou

New York, April 9 - Goldman Sachs Group, Inc. priced $3,347,000 of 0% leveraged buffered basket-linked notes due May 14, 2018 linked to the S&P 500 index with a 55% weight, the Russell 2000 index with a 30% weight and the S&P MidCap 400 index with a 15% weight, according to a 424B2 filing with the Securities and Exchange Commission.

If the basket return is positive, the payout at maturity will be par plus 1.3 times the basket return.

If the basket falls by up to 20%, the payout will be par. If the basket falls by more than 20%, investors will lose 1.25% for every 1% drop beyond 20%.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered basket-linked notes
Underlying indexes:	S&P 500 (55% weight), Russell 2000 (30% weight) and S&P MidCap 400 (15% weight)
Amount:	$3,347,000
Maturity:	May 14, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 130% of return; par if index falls by up to 20%; 1.25% loss for every 1% decline in index beyond 20%
Pricing date:	April 5
Settlement date:	April 12
Underwriter:	Goldman Sachs & Co.
Fees:	1.78%
Cusip:	38141GQT4

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