New Issue: Goldman prices $1.42 million leveraged buffered notes on fund, indexes

By Susanna Moon

Chicago, April 3 - Goldman Sachs Group, Inc. priced $1.42 million of 0% leveraged buffered notes due April 6, 2016 linked to a basket of two indexes and a fund, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P MidCap 400 index with a 50% weight, the Russell 2000 index with a 25% weight and the iShares MSCI Emerging Markets index fund with a 25% weight.

The payout at maturity will be par plus 1.5 times any basket gain, up to a maximum payment of $1,630 per $1,000 note.

Investors will receive par if the basket falls by up to 30% and will lose 1.4286% for every 1% loss beyond 30%.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered basket-linked notes
Underlying basket:	S&P MidCap 400 index (50% weight), the Russell 2000 index (25% weight) and the iShares MSCI Emerging Markets index fund (25% weight)
Amount:	$1,423,000
Maturity:	April 6, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 150% any basket gain, capped at 63%; par if basket falls up to 30%; 1.4286% loss for every 1% drop beyond 30%
Initial levels:	994.30 for midcap, 830.30 for Russell and $42.945 for MSCI EM
Pricing date:	March 30
Settlement date:	April 9
Agent:	Goldman Sachs & Co.
Fees:	1.85%
Cusip:	38143US28

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