New Issue: Goldman Sachs prices $560,000 leveraged notes linked to index basket

By Marisa Wong

Madison, Wis., Jan. 26 – Goldman Sachs Group, Inc. priced $560,000 of 0% leveraged notes due Sept. 9, 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.

If the basket return is positive, the payout at maturity will be par plus triple the basket return, subject to a maximum settlement amount of $1,262.50 for each $1,000 principal amount.

Investors will share in losses.

Goldman, Sachs & Co. is the agent.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged basket-linked notes
Underlying indexes:	Euro Stoxx 50 (37% weight), FTSE 100 (23% weight), Topix (23% weight), Swiss Market (9% weight) and S&P/ASX 200 (8% weight)
Amount:	$560,000
Maturity:	Sept. 9, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 3 times basket return, subject to maximum payout of $1,262.50 per $1,000 note; exposure to losses
Initial index levels:	3,322.65 for Euro Stoxx 50; 6,796.63 for FTSE 100; 1,389.43 for Topix; 7,999.48 for Swiss Market; 5,419.939 for S&P/ASX 200
Pricing date:	Jan. 22
Settlement date:	Jan. 29
Agent:	Goldman, Sachs & Co.
Fees:	1.45%
Cusip:	38148L379

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