New Issue: Goldman Sachs prices $4.68 million leveraged buffered notes linked to index basket

By Toni Weeks

San Luis Obispo, Calif., Dec. 16 – Goldman Sachs Group, Inc. priced $4.68 million of 0% leveraged buffered notes due Dec. 15, 2016 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 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 an 8% weight.

The payout at maturity will be par plus double any basket gain, up to a maximum settlement amount of $1,393 for each $1,000 principal amount.

Investors will be exposed to any decline in the basket level.

The exact deal terms will be set at pricing.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered basket-linked notes
Underlying basket:	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:	$4,681,000
Maturity:	Dec. 15, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 200% of basket return; full exposure to any decline in the basket
Initial index levels:	3,067.32 for Euro Stoxx, 6,300.63 for FTSE 100, 1,399.65 for Topix, 8,895.35 for Swiss Market and 5,219.569 for S&P/ASX
Initial basket level:	100
Pricing date:	Dec. 12
Settlement date:	Dec. 19
Underwriter:	Goldman Sachs & Co.
Fees:	1.65%
Cusip:	38148K652

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