New Issue: Goldman Sachs prices $1.76 million leveraged buffered notes linked to index basket

By Toni Weeks

San Diego, May 18 - Goldman Sachs Group, Inc. priced $1.76 million of 0% leveraged buffered basket-linked notes due May 18, 2015 linked to a basket of two indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket includes the S&P 500 index, with a 75% weight, and the MSCI EAFE index, with a 25% weight.

The payout at maturity will be par plus 1.2 times the basket gain.

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

Goldman Sachs & Co. is the agent.

Issuer:	Goldman Sachs Group:
Issue:	Leveraged buffered basket-linked notes
Underlying indexes:	S&P 500, with 75% weight, and MSCI EAFE index, with 25% weight
Amount:	$1.76 million
Maturity:	May 18, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.2 times basket gain; par if basket falls by up to 20%, loss of 1.25% for every 1% decline beyond 20%
Initial levels:	1,333.8 for S&P 500, 1,702.1 for MSCI EAFE
Pricing date:	May 16
Settlement date:	May 23
Agent:	Goldman Sachs & Co.
Fees:	0.3%
Cusip:	38146Q883

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