New Issue: Goldman prices $4.69 million leveraged basket-linked notes on indexes

By Jennifer Chiou

New York, Oct. 21 – Goldman Sachs Group, Inc. priced $4,694,000 of 0% leveraged basket-linked notes due April 21, 2016, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with a 8% weight.

If the basket return is positive, the payout at maturity will be par plus 150% of the basket return, capped at 34.8%.

Investors will be exposed to any losses.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged basket-linked notes
Underlying basket indexes:	Euro Stoxx 50 index (37% weight), FTSE 100 index (23% weight), Topix index (23% weight), Swiss Market index (9% weight) and S&P/ASX 200 index (8% weight)
Amount:	$4,694,000
Maturity:	April 21, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 150% of the basket return, capped at 34.8%; otherwise, exposure to losses
Initial index levels:	2,962.24 for Euro Stoxx 50, 6,310.29 for FTSE 100, 1,177.22 for Topix, 8,250.10 for Swiss Market and 5,271.721 for S&P/ASX 200
Pricing date:	Oct. 17
Settlement date:	Oct. 24
Underwriters:	Goldman Sachs & Co.
Fees:	1.35%
Cusip:	38148F703

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