New Issue: Goldman Sachs prices $1.8 million notes linked to four currencies vs. dollar

By Toni Weeks

San Diego, Sept. 13 - Goldman Sachs Group, Inc. priced $1.8 million of 0% currency-linked notes due March 18, 2013 tied to a basket of four equally weighted exchange rates relative to the U.S. dollar, according to a 424B2 filing with the Securities and Exchange Commission.

The underlying currencies are the Singapore dollar, the Indonesian rupiah, the Indian rupee and the South Korean won.

If the basket return is positive, the payout at maturity will be par plus 1.86 times the basket gain.

Investors will receive par if the basket falls by up to 10% and will lose 1.1111% for each 1% decline beyond 10%.

Goldman Sachs & Co. is the underwriter with J.P. Morgan Securities LLC as dealer.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Currency-linked notes
Underlying currencies:	Singapore dollar, Indonesian rupiah, Indian rupee and South Korean won, equally weighted
Amount:	$1,803,000
Maturity:	March 18, 2013
Coupon:	0%
Price:	Variable prices
Payout at maturity:	Par plus 1.86 times any basket gain; par if basket falls by up to 10%; 1.1111% loss for each 1% decline beyond 10%
Initial rates:	1.214 for Singapore dollar, 8,569 for rupiah, 46.3843 for rupee and 1,076 for won
Pricing date:	Sept. 9
Settlement date:	Sept. 16
Underwriter:	Goldman Sachs & Co. with J.P. Morgan Securities LLC as dealer
Fees:	1.4%
Cusip:	38143UC90

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