New Issue: GS Finance prices $4.87 million leveraged buffered basket-linked notes

Chicago, March 12 – GS Finance Corp. priced $4.87 million of 0% leveraged buffered notes due March 6, 2026 linked to an equally-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 Topix index with a 26% weight, the FTSE 100 index with a 17% weight, the Swiss Market index with a 12% weight and the S&P/ASX 200 index with a 9% weight.

The payout at maturity will be par plus three times the basket gain, capped at par plus 30.63%.

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 notes
Underlying indexes:	Euro Stoxx 50 (36% weight), Topix (26% weight), FTSE 100 index (17% weight), Swiss Market index (12% weight) and S&P/ASX 200 index (9% weight)
Amount:	$4,865,000
Maturity:	March 6, 2026
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus three times basket gain, capped at par plus 30.63%; par if basket finishes flat or declines by up to 10%; 1.1111% loss for every 1% decline beyond 10%
Initial levels:	4,912.92 for Stoxx, 2,706.28 for Topix, 7,640.33 for FTSE, 11,477.80 for Swiss Market, 7,735.79 for S&P/ASX
Buffer level:	90% of initial level
Pricing date:	March 4
Settlement date:	March 11
Agent:	Goldman Sachs & Co. LLC
Fees:	1.5%
Cusip:	40057YHF3

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