New Issue: Goldman sells $5 million leveraged buffered notes on S&P 500, MSCI EAFE

By Marisa Wong

Madison, Wis., Aug. 27 - Goldman Sachs Group, Inc. priced $5 million of 0% leveraged buffered basket-linked notes due Feb. 27, 2014 tied to the MSCI EAFE index and the S&P 500 index, equally weighted, according to a 424B2 filing with the Securities and Exchange Commission.

If the basket return is positive, the payout at maturity will be par plus 1.5 times the basket gain, subject to the maximum settlement amount of $1,261 per $1,000 principal amount of notes.

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

Goldman, Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leverage buffered basket-linked notes
Underlying indexes:	MSCI EAFE, S&P 500
Amount:	$5 million
Maturity:	Feb. 27, 2014
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 1.5 times basket gain, subject to maximum payout of $1,261 per $1,000 of notes; par if basket declines by up to 10%; 1.1111% loss for every 1% drop beyond 10%
Initial levels:	1,495.65 for MSCI EAFE 1,402.08 for S&P 500
Pricing date:	Aug. 23
Settlement date:	Aug. 30
Agent:	Goldman, Sachs & Co.
Fees:	1.1%
Cusip:	38147B745

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