New Issue: Goldman prices $5.45 million notes tied to Mexican peso vs. dollar

By Jennifer Chiou

New York, July 2 - Goldman Sachs Group, Inc. priced $5,445,000 of 0% currency-linked notes due July 16, 2014 linked to the Mexican peso against the dollar, according to a 424B2 filing with the Securities and Exchange Commission.

If the return is flat or positive, the payout will be par plus the greater of the currency return and 10.025%.

Investors will receive par plus 10.025% for losses of up to 10% and will be fully exposed to any losses beyond the buffer.

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 against the dollar
Amount:	$5,445,000
Maturity:	July 16, 2014
Coupon:	0%
Price:	Par
Payout at maturity:	If currency return is flat or positive, par plus greater of the currency return and 10.025%; par plus 10.025% for losses of up to 10%; exposure to losses if currency return is less than negative 10%
Initial rate:	13.02585
Pricing date:	June 28
Settlement date:	July 28
Underwriter:	Goldman Sachs & Co. with J.P. Morgan Securities LLC as agent
Fees:	1.1%
Cusip:	38147QEE2

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