Issuer: Goldman Sachs Group Inc. (A1/A)
Structure: 15yr NC1yr Leveraged Steepener Note
Maturity: 6/24/24
Call: 6/24/10
Coupon: Yr1: [11.00%-13.00%]
Yr2-15: 6 x (10yCMS-2yrCMS), capped @ 18.00%
Frequency: Pay & Reset Quarterly
Settle Dt: 6/24/09 (Books close 6/17)
Denoms: 1m x 1m
CUSIP: 38143UDR9
Price: $100 to end accounts
* 10yCMS-2yCMS is currently 257bps and has averaged 111bps over the last 10yrs
http://www.golittletigersbaseball.co..._without_b.pdf