Goldman plans leveraged buffered notes with cap linked to index basket

By Susanna Moon

Chicago, Dec. 20 - Goldman Sachs Group, Inc. plans to price 0% leveraged notes due Jan. 10, 2014 linked to a basket of 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 be based on the sum of the component returns for each index multiplied by the index weight.

The component return will be the sum of double the index return, up to a maximum component return of 115.3%. If the index return is zero or up to negative 10%, the component return will be 100%. Otherwise, the component return will be the sum of 100% plus 1.1111 times the sum of the index return plus 10%.

The maximum payout at maturity will be $1,153 for each $1,000 principal amount.

Goldman Sachs & Co. is the underwriter.

The notes will price on Dec. 21 and settle on Dec. 27.

The Cusip number is 38141GLJ1.

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