New Issue: Goldman prices $10.07 million notes tied to Mexican peso via JPMorgan

By Toni Weeks

San Diego, Nov. 14 - Goldman Sachs Group, Inc. priced $10.07 million of 0% currency-linked notes due Nov. 25, 2013 linked to the Mexican peso relative to the dollar, according to a 424B2 filing with the Securities and Exchange Commission.

If the currency return is greater than or equal to 5%, the payout at maturity will be the maximum settlement amount of $1,221 per $1,000 principal amount.

If the currency return is positive but less than 5%, the payout will be $1,050 per $1,000 principal amount.

Investors will receive par if the exchange rate stays flat or declines by up to 15% and will be fully exposed to losses if it falls by more than 15%.

Goldman Sachs & Co. is the underwriter with J.P. Morgan Securities LLC as placement agent.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Currency-linked notes
Underlying currency:	Mexican peso
Amount:	$10,065,000
Maturity:	Nov. 25, 2013
Coupon:	0%
Price:	Par
Payout at maturity:	If currency return is greater than or equal to 5%, $1,221 per $1,000 principal amount; if currency return is positive but less than 5%, $1,050 per $1,000 principal amount; if exchange rate stays flat or declines by up to 15%, par; full exposure to losses if exchange rate falls by more than 15%
Initial exchange rate:	13.19585
Pricing date:	Nov. 9
Settlement date:	Nov. 16
Underwriter:	Goldman Sachs & Co. with J.P. Morgan Securities LLC as agent
Fees:	1.1%
Cusip:	38141GHP2

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