New Issue: Goldman prices $3.11 million leveraged buffered notes on index basket

By Marisa Wong

Madison, Wis., April 24 – Goldman Sachs Group, Inc. priced $3.11 million of 0% leveraged buffered notes due April 25, 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 1.5 times the basket return, subject to a maximum settlement amount of $1,199.50 per $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% decline 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:	$3,106,000
Maturity:	April 25, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 1.5 times basket return, capped at 19.95%; par if basket declines by 10% or less; 1.1111% loss for every 1% drop beyond 10%
Initial levels:	3,718.04 for Euro Stoxx, 7,052.13 for FTSE 100, 1,582.68 for Topix, 9,243.71 for Swiss Market and 5,833.118 for S&P/ASX 200
Pricing date:	April 20
Settlement date:	April 27
Underwriter:	Goldman Sachs & Co.
Fees:	1.65%
Cusip:	38146U629

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