New Issue: Goldman prices $2.55 million leveraged basket-linked notes on indexes

By Sarah Lizee

Olympia, Wash., April 17 – GS Finance Corp. priced $2.55 million of 0% leveraged notes due April 12, 2022 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index (50% weight), Euro Stoxx 50 index (18% weight), Topix index (13.5% weight), the FTSE 100 index (9.5% weight), the Swiss Market index (5% weight) and the S&P/ASX 200 index (4% weight).

The notes are guaranteed by Goldman Sachs Group, Inc.

If the basket return is positive, the payout at maturity will be par plus 1.29 times the basket return.

If the basket decline, the payout will be par plus the return of the basket with full exposure to the decline.

Goldman Sachs & Co. LLC is the agent.

Issuer:	GS Finance Corp.
Guarantor:	Goldman Sachs Group, Inc.
Issue:	Leveraged notes
Underlying indexes:	S&P 500 index (50% weight), Euro Stoxx 50 index (18% weight), Topix index (13.5% weight), the FTSE 100 index (9.5% weight), the Swiss Market index (5% weight) and the S&P/ASX 200 index (4% weight).
Amount:	$2.55 million
Maturity:	April 12, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 1.29 times the basket return; otherwise, par plus the return of the basket with full exposure to the decline
Initial levels:	2,749.98 for S&P, 2,851.27 for Stoxx, 1,425.47 for Topix, 5,677.73 for FTSE, 9,432.39 for Swiss, 5,206.942 for S&P/ASX
Pricing date:	April 8
Settlement date:	April 15
Agent:	Goldman Sachs & Co. LLC
Fees:	1.65%
Cusip:	40056YYV0

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