New Issue: Goldman prices $4.5 million leveraged notes tied to fund, two indexes

By Toni Weeks

San Diego, May 1 - Goldman Sachs Group, Inc. priced $4.5 million of 0% leveraged basket-linked notes due Nov. 7, 2013 tied to an unequally weighted basket of two indexes and one fund, according to a 424B2 filing with the Securities and Exchange Commission.

The basket includes the S&P 500 index with a 40% weight, the MSCI EAFE index with a 40% weight and the iShares MSCI Emerging Markets index fund with a 20% 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 $1,267 per $1,000 principal amount.

Investors will be fully exposed to any losses.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged basket-linked notes
Underlying components:	S&P 500 index (40% weight), MSCI EAFE index (40% weight) and iShares MSCI Emerging Markets index fund (20% weight)
Amount:	$4,502,000
Maturity:	Nov. 7, 2013
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus three times the basket return, subject to maximum payment of $1,267 per $1,000 principal amount; full exposure to losses
Initial levels:	1,396.64 for S&P 500, 1,519.78 for MSCI EAFE and $42.16 for iShares MSCI EM
Pricing date:	April 30
Settlement date:	May 7
Underwriter:	Goldman Sachs & Co.
Fees:	0.15%
Cusip:	38147B125

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