New Issue: Goldman prices $618,000 currency-linked notes tied to six rates

By Jennifer Chiou

New York, Sept. 29 - Goldman Sachs Group, Inc. priced $618,000 of 0% currency-linked notes due Feb. 4, 2014 tied to an equally weighted basket of six currency exchange rates against the U.S. dollar, according to a 424B2 filing with the Securities and Exchange Commission.

The basket currencies include the New Zealand dollar, Swedish krona, Russian ruble, Korean won, Malaysian ringgit and Chilean peso.

If the basket return is positive or flat, the payout at maturity will be par plus the greater of the 36% threshold settlement amount and 150% of the return.

Investors will receive par for losses up to 20% and will share in losses beyond the buffer at a rate of 1.25% per 1% drop.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Currency-linked notes
Underlying rates: New Zealand dollar, Swedish krona, Russian ruble, Korean won, Malaysian ringgit and Chilean peso, equally weighted relative to the U.S. dollar
Amount:	$618,000
Maturity:	Feb. 4, 2014
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus greater of 150% of any basket gain and 36% if return is flat or positive; par for losses up to 20%; investors share in losses beyond the buffer at a rate of 1.25% per 1% drop
Initial rates:	1.2626 for New Zealand dollar, 6.7349 for Swedish krona, 31.73 for Russian ruble, 1,164 for Korean won, 3.13 for Malaysian ringgit and 503.25 for Chilean peso
Pricing date:	Sept. 27
Settlement date:	Oct. 4
Underwriter:	Goldman Sachs & Co.
Fees:	0.175%
Cusip:	38143UE98

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