New Issue: Goldman prices $634,000 more leveraged buffered notes tied to two indexes, one fund

By Toni Weeks

San Luis Obispo, Calif., May 14 - Goldman Sachs Group, Inc. priced another $634,000 of 0% leveraged buffered notes due Dec. 11, 2018 linked to the S&P 500 index with a 50% weight, the Euro Stoxx 50 index with a 30% weight and the iShares MSCI Emerging Markets ETF with a 20% weight, according to a 424B2 filing with the Securities and Exchange Commission.

This brings the total deal size to $2,034,000, up from the original $1.4 million of the notes that priced on Dec. 4.

The $634,000 add-on will be sold at 102% of par.

The payout at maturity will be par plus 1.4 times any 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.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered notes
Underlying assets:	S&P 500 (50% weight), Euro Stoxx 50 (30% weight), iShares MSCI Emerging Markets ETF (20% weight)
Amount:	$2,034,000, increased from $1.4 million
Maturity:	Dec. 11, 2018
Coupon:	0%
Prices:	Par for $1.4 million; 102 for $634,000
Payout at maturity:	Par plus 140% of any basket gain; par if basket falls by up to 10%; 1.1111% loss for each 1% decline beyond 10%
Initial levels:	1,792.81 for S&P 500; 2,991.76 for Euro Stoxx; $41.27 for fund
Pricing dates:	Dec. 4 for $1.4 million; May 12 for $634,000
Settlement dates:	Dec. 11 for $1.4 million; May 19 for add-on
Underwriter:	Goldman Sachs & Co.
Fees:	1.47% for first $1.4 million; 0.68% for add-on
Cusip:	38147Q3E4

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