By Susanna Moon
Chicago, June 4 - Goldman Sachs Group, Inc. priced $9.9 million of 0% leveraged buffered index-linked notes due June 9, 2014 linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.
The payout at maturity will be par plus double any index gain, up to a maximum return of $1,368 for each $1,000 principal amount.
Investors will receive par if the index falls by up to 20% and will lose 1.25% for every 1% decline beyond 20%.
The initial index level was set lower than the actual closing level at pricing, which was 1,332.89.
Goldman Sachs & Co. is the underwriter.
| Issuer: | Goldman Sachs Group, Inc.
|
| Issue: | Leveraged buffered index-linked notes
|
| Underlying index: | MSCI EAFE
|
| Amount: | $9,895,000
|
| Maturity: | June 9, 2014
|
| Coupon: | 0%
|
| Price: | Par
|
| Payout at maturity: | Par plus 200% of any index gain, capped at 36.8%; par if index falls by 20% or less; 1.25% loss per 1% decline beyond 20%
|
| Initial index level: | 1,329.66
|
| Pricing date: | May 31
|
| Settlement date: | June 7
|
| Underwriter: | Goldman Sachs & Co.
|
| Fees: | 1.8%
|
| Cusip: | 38147B315
|
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