New Issue: Goldman prices $2.15 million leveraged buffered notes linked to indexes

By Susanna Moon

Chicago, Oct. 8 – Goldman Sachs Group, Inc. priced $2.15 million of 0% leveraged buffered basket-linked notes due Oct. 4, 2017 tied to a basket of five 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 1.5 times any basket gain, up to a maximum settlement amount of $1,259.50 for each $1,000 principal amount.

Investors will receive par if the basket falls by up to 10% and will lose 1.1111% for each 1% decline beyond 10%.

Goldman, Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered basket-linked notes
Underlyings:	Euro Stoxx 50 (37% weight), FTSE 100 (23% weight), Topix (23% weight), Swiss Market (9% weight) and S&P/ASX 200 (8% weight)
Amount:	$2,147,000
Maturity:	Oct. 4, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.5 times any gain, capped at 25.95%; if basket falls by up to 10%, par; otherwise, 1.1111% loss per 1% drop beyond 10%
Initial levels:	3,100.67 for Euro Stoxx, 6,061.61 for FTSE, 1,411.16 for Topix, 8,513.41 for Swiss Market and 5,021.629 for S&P/ASX
Pricing date:	Sept. 30
Settlement date:	Oct. 7
Underwriter:	Goldman, Sachs & Co.
Fees:	1.65%
Cusip:	38148TFC8

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