New Issue: Goldman prices $7.17 million notes due 2015 linked to four currencies

By Susanna Moon

Chicago, May 21 - Goldman Sachs Group, Inc. priced $7.17 million of 0% currency-linked notes due Nov. 23, 2015 tied to a basket of four equally weighted currencies, each relative to the euro, according to a 424B2 filing with the Securities and Exchange Commission.

The basket components are the Indian rupee, Indonesian rupiah, Turkish lira and South African rand.

If the basket finishes at or above the initial level, the payout at maturity per $1,000 principal amount will be the greater of the contingent minimum of $1,120 and any gain, up to a maximum payout of $2,000.

If the basket falls, the payout per $1,000 will be par plus the return with a minimum settlement amount of $970.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Currency-linked notes
Underlying currencies:	Indian rupee, Indonesian rupiah, Turkish lira and South African rand, equally weighted and relative to euro
Amount:	$7,165,000
Maturity:	Nov. 23, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	If basket gains, par plus the greater of 12% and any gain, capped at 200% of par; otherwise, par plus return, floor of 97% of par
Initial exchange rates:	81.50683 for the rupee, 15,742.36 for the rupiah, 2.87116 for the lira and 14.18553 for the rand
Pricing date:	May 16
Settlement date:	May 23
Underwriter:	Goldman Sachs & Co.
Fees:	1%
Cusip:	38147Q6K7

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