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Published on 1/5/2009 in the Prospect News Structured Products Daily.

New Issue: Goldman Sachs sells $1.83 million notes linked to MSCI EAFE for Svensk

By E. Janene Geiss

Philadelphia, Jan. 5 - Goldman, Sachs & Co. priced $1.83 million index-linked notes due March 9, 2011 linked to the MSCI EAFE index for issuer AB Svensk Exportkredit, according to an FWP filing with the Securities and Exchange Commission.

Payout at maturity will be par plus 150% of any gain on the index, up to a maximum redemption amount of 130% of par.

Investors will receive par if the index declines by 10% or less and will lose 1.1111% for every 1% that the index declines beyond 10%.

Issuer:AB Svensk Exportkredit
Issue:Index-linked notes
Underlying index:MSCI EAFE index
Amount:$1,828,000
Maturity:March 9, 2011
Coupon:0%
Price:Par
Payout at maturity:Par plus 150% of any index gain, capped at 130% of par; par if the index declines by 10% or less and losses of 1.1111% for every 1% that the index declines beyond 10%
Initial index level:1,251.92
Buffer level:1,126.728, 90% of initial level
Pricing date:Jan. 2
Settlement date:Jan. 16
Underwriter:Goldman, Sachs & Co.
Fees:0.25%

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