New Issue: Goldman prices $6.51 million currency-linked notes on eight rates

By Jennifer Chiou

New York, May 2 - Goldman Sachs Group, Inc. priced $6,507,000 of 0% currency-linked notes due Dec. 18, 2013 tied to a weighted basket of eight exchange rates relative to the dollar, according to a 424B2 filing with the Securities and Exchange Commission.

The underlying currencies are the Russian ruble, the Chinese renminbi, the Mexican peso and the Korean won, each with a 15% weight, as well as the Brazilian real, the Indian rupee, the Turkish lira and the Indonesian rupiah, each with a 10% weight.

If the final basket level is at least the initial level, the payout at maturity will be the greater of the basket return and the threshold settlement amount of $1,150 per $1,000 principal amount of notes.

Investors will receive par for losses up to 20% and will share in losses at a rate of 1.25% per 1% decline beyond the buffer.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Currency-linked notes
Underlying rates:	Russian ruble, Chinese renminbi, Mexican peso and Korean won, each with a 15% weight; Brazilian real, Indian rupee, Turkish lira and Indonesian rupiah, each with a 10% weight; relative to the U.S. dollar
Amount:	$6,507,000
Maturity:	Dec. 18, 2013
Coupon:	0%
Price:	Par
Payout at maturity:	If basket if flat or gains, greater of basket return and 15%; par for losses of up to 20%; investors share in losses at a rate of 1.25% per 1% decline beyond the buffer
Pricing date:	April 30
Settlement date:	May 7
Underwriter:	Goldman Sachs & Co.
Fees:	0.15%
Cusip:	38143U3D1

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