GS Finance to price 13- to 15-month leveraged notes on index basket

By Sarah Lizee

Olympia, Wash., June 19 – GS Finance Corp. plans to price 0% leveraged notes due in 13 to 15 months linked to an unequally weighted 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 triple any basket return, subject to a maximum settlement amount of $1,234.90 to $1,276 for each $1,000 principal amount.

Investors will be exposed to any decline in the basket from its initial level.

Goldman Sachs & Co. is the agent.

The Cusip number is 40055QG55.

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