New Issue: Goldman prices $9.72 million notes linked to six exchange rates

By Jennifer Chiou

New York, Nov. 17 - Goldman Sachs Group, Inc. priced $9.72 million of 0% currency-linked notes due Jan. 22, 2014 tied to an equally weighted basket of six currency exchange rates measured against the U.S. dollar, according to a 424B2 filing with the Securities and Exchange Commission.

The currencies are the New Zealand dollar, the Swedish krona, the Russian ruble, the Korean won, the Malaysian ringgit and the Chilean peso.

If the basket return is flat or positive, the payout at maturity will be par plus the greater of 30% and 1.5 times any basket gain.

Investors will receive par if the basket falls by up to 20% and will lose 1.25% for every 1% that it declines beyond 20%.

Goldman Sachs & Co. is the agent.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Currency-linked notes
Underlying currencies:	New Zealand dollar, Swedish krona, Russian ruble, Korean won, Malaysian ringgit and Chilean peso, equally weighted and relative to the dollar
Amount:	$9,716,000
Maturity:	Jan. 22, 2014
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus greater of 1.5 times any basket gain and 30% if basket remains flat or gains; par for losses up to 20%; investors lose 1.25% for every 1% decline beyond 20%
Initial rates:	1.3004 for New Zealand dollar, 6.735 for krona, 30.66 for ruble, 1,130 for won, 3.15 for ringgit, 506.50 for peso
Pricing date:	Nov. 11
Settlement date:	Nov. 18
Underwriter:	Goldman Sachs & Co.
Fees:	0.175%
Cusip:	38143UZW4

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