By Susanna Moon
Chicago, Dec. 7 - Goldman Sachs Group, Inc. priced $3.84 million of 0% leveraged buffered index-linked notes due June 12, 2013 linked to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.
The payout at maturity will be par plus double any index gain, up to a maximum payment of $1,246 per $1,000 principal amount of notes.
Investors will receive par if the index falls by 15% or less and will lose 1.1765% for every 1% decline beyond 15%.
Goldman Sachs & Co. is the underwriter.
| Issuer: | Goldman Sachs Group, Inc.
|
| Issue: | Leveraged buffered index-linked notes
|
| Underlying index: | S&P 500
|
| Amount: | $3.84 million
|
| Maturity: | June 12, 2013
|
| Coupon: | 0%
|
| Price: | Par
|
| Payout at maturity: | Par plus 200% of any index gain, capped at 24.6%; par if index falls by up to 15%; 1.1765% loss for every 1% drop beyond 15%
|
| Initial index level: | 1,257.08
|
| Pricing date: | Dec. 5
|
| Settlement date: | Dec. 12
|
| Underwriter: | Goldman Sachs & Co.
|
| Fees: | 0.15%
|
| Cusip: | 38146R642
|
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