By Susanna Moon
Chicago, Dec. 27 - Goldman Sachs Group, Inc. priced $2.85 million of 0% buffered notes due Aug. 25, 2014 linked to a basket of two indexes, according to a 424B2 filing with the Securities and Exchange Commission.
The basket consists of the MSCI EAFE index with a 25% weight and the S&P 500 index with a 75% weight.
The payout at maturity will be par plus any basket gain, up to a maximum settlement amount of $1,210 for each $1,000 principal amount.
Investors will receive par if the basket falls by up to 15% and will lose 1.1765% for each 1% decline in the index beyond 15%.
Goldman Sachs & Co. is the underwriter.
| Issuer: | Goldman Sachs Group, Inc.
|
| Issue: | Buffered basket-linked notes
|
| Underlying basket: | MSCI EAFE index (25% weight) and the S&P 500 index (75% weight)
|
| Amount: | $2.85 million
|
| Maturity: | Aug. 25, 2014
|
| Coupon: | 0%
|
| Price: | Par
|
| Payout at maturity: | Par plus any basket gain, capped at 21%; par if basket falls by up to 15%; 1.1765% loss per 1% decline beyond 15%
|
| Initial levels: | 1,621.35 for EAFE, 1,438.21 for S&P
|
| Pricing date: | Dec. 20
|
| Settlement date: | Dec. 28
|
| Underwriter: | Goldman Sachs & Co.
|
| Fees: | 1.25%
|
| Cusip: | 38147H718
|
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