GS Finance to price leveraged notes linked to basket of five indexes

By Angela McDaniels

Tacoma, Wash., March 18 – GS Finance Corp. plans to price 13- to 15-month 0% leveraged notes linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be guaranteed by Goldman Sachs Group, Inc.

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 three times the basket return, subject to a maximum settlement amount of $1,187.50 to $1,220.50 for each $1,000 principal amount of notes. If the basket return is negative, investors will participate in the decline.

The exact maturity date and maximum settlement amount will be set at pricing.

Goldman Sachs & Co. is the underwriter.

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