New Issue: Goldman Sachs prices $8.48 million leveraged notes tied to index basket

By Marisa Wong

Madison, Wis., April 6 – Goldman Sachs Group, Inc. priced $8.48 million of 0% leveraged notes due July 6, 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 gain, subject to a maximum settlement amount of $1,201 per $1,000 principal amount of notes. Investors will be fully exposed to losses.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged 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:	$8,475,000
Maturity:	July 6, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 3 times basket return, subject to maximum settlement amount of $1,201 per $1,000 principal amount of notes; full exposure to losses
Initial levels:	3,697.38 for Euro Stoxx, 6,773.04 for FTSE, 1,543.11 for Topix, 9,128.98 for Swiss Market, 5,891.505 for S&P/ASX
Pricing date:	March 31
Settlement date:	April 8
Underwriter:	Goldman Sachs & Co.
Fees:	1.1%
Cusip:	38146U603

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