New Issue: Goldman Sachs prices $7.71 million leveraged buffered notes on five indexes

By Jennifer Chiou

New York, June 18 - Goldman Sachs Group, Inc. priced $7.71 million of 0% leveraged buffered basket-linked notes due April 23, 2012 linked to a basket of five indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index with a 31.8% weight, the Topix index with a 26.5% weight, the FTSE 100 index with a 23.7% weight, the S&P/ASX 200 index with a 9.2% weight and the Swiss Market index with an 8.8% weight.

The payout at maturity will be par plus two times any basket gain, up to the maximum settlement amount of $1,180 per $1,000 principal amount.

Investors will receive par if the basket falls by up to 20% and will be exposed to any losses beyond 20% at a rate of 1.25% per 1% drop beyond the buffer.

Goldman, Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered basket-linked notes
Underlying indexes:	Euro Stoxx 50 (31.8% weight), Topix (26.5% weight), FTSE 100 (23.7% weight), S&P/ASX 200 (9.2% weight), Swiss Market index (8.8% weight)
Amount:	$7,705,000
Maturity:	April 23, 2012
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 200% of any basket gain, capped at 18%; exposure to losses beyond 20% at a rate of 1.25% per 1% drop beyond buffer
Initial index levels:	Euro Stoxx 50 at 2,736, Topix at 890.50, FTSE 100 at 5,260, S&P/ASX 200 at 4,578, Swiss Market index at 6,506
Pricing date:	June 16
Settlement date:	June 23
Underwriter:	Goldman, Sachs & Co.
Fees:	0.15%
Cusip:	38145W246

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