New Issue: Goldman prices $497.53 million leveraged notes tied to index basket

By Marisa Wong

Madison, Wis., Feb. 3 – Goldman Sachs Group, Inc. priced $497.53 million of 0% leveraged notes due Feb. 18, 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 58% weight, the FTSE 100 index with a 21% weight and the Topix index with a 21% weight.

The payout at maturity will be par plus double any basket gain, up to a maximum settlement amount of $1,211.40 for each $1,000 principal amount.

Investors will be exposed to any losses.

Goldman, Sachs & Co. is the underwriter with JPMorgan as placement agent.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged notes
Underlying basket:	Euro Stoxx 50 index (58% weight), FTSE 100 index (21% weight), Topix index (21% weight)
Amount:	$497,526,000
Maturity:	Feb. 18, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus double any basket gain, up to a maximum settlement amount of $1,211.40 for each $1,000 principal amount
Initial levels:	3,351.44 for Euro Stoxx, 6,749.40 for FTSE 100, 1,415.07 for Topix
Pricing date:	Jan. 30
Settlement date:	Feb. 4
Underwriter:	Goldman, Sachs & Co. with JPMorgan as placement agent
Fees:	1.1%
Cusip:	38147QSY3

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