Goldman Sachs to price S&P GSCI Enhanced Strategy Excess Return-linked notes for Svensk

By Angela McDaniels

Seattle, June 14 - Goldman, Sachs & Co. plans to price 0% notes due June 2010 linked to the S&P GSCI Enhanced Strategy Excess Return for issuer AB Svensk Exportkredit, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will price and settle sometime in June.

The payout at maturity will be par plus any index gain, subject to a maximum payout of 150% of par. Investors will receive at least par.

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