Goldman Sachs plans leveraged notes with cap linked to Euro Stoxx 50

By Susanna Moon

Chicago, May 29 - Goldman Sachs Group, Inc. plans to price 0% leveraged notes linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will mature between 24 and 27 months after pricing.

The payout at maturity will be par plus double any index gain, up to a maximum return of $1,460 to $1,540 for each $1,000 principal amount.

Investors will share in any losses.

Goldman Sachs & Co. is the underwriter.

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