By Jennifer Chiou
New York, Nov. 20 - Goldman Sachs Group, Inc. priced $37.06 million of 0% leveraged buffered basket-linked notes due Dec. 4, 2013 tied to three indexes, according to a 424B2 filing with the Securities and Exchange Commission.
The basket consists of the Euro Stoxx 50 index with a 56% weight, the FTSE 100 index with a 23% weight and the Topix with a 21% weight.
The basket return will equal the sum of the weighted component returns for the basket indexes, up to a maximum payout at maturity of $1,167.40 per $1,000 principal amount.
The component returns for each index will be double any index gain, up to the maximum component return of 116.74%.
If the index declines by 10% or less, its component return will be zero.
If the index declines by more than 10%, its component return will be 1.1111 times the sum of its return plus 10%.
Goldman Sachs & Co. is the underwriter.
| Issuer: | Goldman Sachs Group, Inc.
|
| Issue: | Leveraged buffered basket-linked notes
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| Underlying indexes: | Euro Stoxx 50 index (56% weight), the FTSE 100 index (23% weight) and the Topix (21% weight)
|
| Amount: | $37.06 million
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| Maturity: | Dec. 4, 2013
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| Coupon: | 0%
|
| Price: | Par
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| Payout at maturity: | Basket return will equal sum of weighted component returns for the basket indexes; component returns for each index will be double any gain, up to the maximum component return of 116.74%; if index falls by 10% or less, its component return will be zero; otherwise, its component return will be 1.1111 times the sum of its return plus 10%
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| Pricing date: | Nov. 16
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| Settlement date: | Nov. 21
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| Underwriter: | Goldman Sachs & Co.
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| Fees: | 1.1%
|
| Cusip: | 38141GJG0
|
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