New Issue: Goldman prices $12.29 million leveraged basket-linked notes on indexes

By Wendy Van Sickle

Columbus, Ohio, Dec. 21 – GS Finance Corp. priced $12.29 million of 0% leveraged notes due Jan. 9, 2019 linked to a 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 37% weight, the FTSE 100 index with a 23% weight, the Topix index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

The notes are guaranteed by Goldman Sachs Group, Inc.

If the basket return is positive, the payout at maturity will be par plus 3 times the basket return, capped at 40.5%.

Investors will share in any losses.

Goldman Sachs & Co. is the agent.

Issuer:	GS Finance Corp.
Guarantor:	Goldman Sachs Group, Inc.
Issue:	Leveraged notes
Underlying indexes:	Euro Stoxx 50 (37% weight), FTSE 100 (23% weight), Topix (23% weight), Swiss Market (9% weight) and S&P/ASX 200 (8% weight)
Amount:	$12.29 million
Maturity:	Jan. 9, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 3 times the basket return, capped at 40.5%; exposure to losses
Initial index levels:	3,257.85 for Euro Stoxx 50; 7,017.16 for FTSE 100; 1,549.06 for Topix; 8,234.49 for Swiss Market; 5,562.082 for S&P/ASX 200
Pricing date:	Dec. 19
Settlement date:	Dec. 27
Agent:	Goldman Sachs & Co.
Fees:	1.675%
Cusip:	40054KSB3

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