New Issue: GS Finance sells $3.75 million leveraged buffered basket-linked notes

By William Gullotti

Buffalo, N.Y., March 9 – GS Finance Corp. priced $3.75 million of 0% leveraged buffered notes due March 6, 2024 linked to a weighted basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index with a 36% weight, the FTSE 100 index with a 16% weight, the Topix index with a 29% weight, the Swiss Market index with a 11% weight and the S&P/ASX 200 index with a 8% weight.

The payout at maturity will be par plus 200% of the basket gain up with a maximum payout of par plus 31.3%.

Investors will receive par if the basket finishes flat or falls by up to 10% and will lose 1.1111% for every 1% decline beyond 10%.

The notes are guaranteed by Goldman Sachs Group, Inc.

Goldman Sachs & Co. LLC is the agent.

Issuer:	GS Finance Corp.
Guarantor:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered index-linked notes
Underlying indexes:	Euro Stoxx 50 (36% weight), FTSE 100 (16% weight), Topix (29% weight), Swiss Market (11% weight), S&P/ASX 200 (8% weight)
Amount:	$3,748,000
Maturity:	March 6, 2024
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 200% of basket gain, up to par plus 31.3%; par if basket finishes flat or declines by up to 10%; 1.1111% loss for every 1% decline beyond 10%
Initial levels:	3,820.59 for Euro Stoxx, 7,429.56 for FTSE, 1,859.94 for Topix, 11,871.59 for Swiss Market, 7,116.658 for S&P/ASX
Buffer level:	90% of initial level
Pricing date:	March 2
Settlement date:	March 9
Agent:	Goldman Sachs & Co. LLC
Fees:	1.5%
Cusip:	40057LB75

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