New Issue: Goldman Sachs prices $12.64 million currency-linked notes tied to four exchange rates

By Toni Weeks

San Diego, Oct. 24 - Goldman Sachs Group, Inc. priced $12.64 million of 0% currency-linked notes due May 29, 2014 tied to a basket of four equally weighted currency exchange rates relative to the U.S. dollar, according to a 424B2 filing with the Securities and Exchange Commission.

The basket currencies include the Brazilian real, Mexican peso, Korean won and Indonesian rupiah.

If the basket return is zero or positive, the payout at maturity will be the greater of the $1,162.50 threshold settlement amount and par plus the basket return, subject to a maximum settlement amount of $2,000 per $1,000 principal amount of notes.

Investors will receive par if the basket falls by up to 15% and will lose 1.1765% for every 1% basket decline beyond 15%.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Currency-linked notes
Underlying basket:	Brazilian real, Mexican peso, Korean won and Indonesian rupiah
Amount:	$12,638,000
Maturity:	May 29, 2014
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is zero or positive, greater of $1,162.50 and par plus the return, subject to a maximum settlement amount of $2,000 per $1,000 principal amount; par if basket falls by up to 15%; 1.1765% loss for every 1% basket decline beyond 15%
Initial rates:	2.0266 for real, 12.85055 for peso, 1,105.10 for won and 9,622 for rupiah
Pricing date:	Oct. 22
Settlement date:	Oct. 29
Underwriter:	Goldman Sachs & Co.
Fees:	1.34%
Cusip:	38143U8B0

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