New Issue: GS Finance sells $6.36 million leveraged buffered notes on index basket

By Marisa Wong

Morgantown, W.Va., Jan. 10 – GS Finance Corp. priced $6.36 million of 0% leveraged buffered notes due Feb. 18, 2020 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by Goldman Sachs Group, Inc.

The basket includes the Euro Stoxx 50 index with a 37% initial weight, the FTSE 100 index with a 23% initial weight, the Topix with a 23% initial weight, the Swiss Market index with a 9% initial weight and the S&P/ASX 200 index with an 8% initial weight.

The payout at maturity will be par plus 1.6 times any basket gain.

Investors will receive par if the basket declines by 10% or less and will lose 1.1111% for every 1% that it declines beyond 10%.

Goldman Sachs & Co. is the agent.

Issuer:	GS Finance Corp.
Guarantor:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered notes
Underlying indexes:	Euro Stoxx 50 (37% initial weight), FTSE 100 (23% initial weight), Topix (23% initial weight), Swiss Market (9% initial weight) and S&P/ASX 200 (8% initial weight)
Amount:	$6,362,000
Maturity:	Feb. 18, 2020
Coupon:	0%
Price:	Par of $1,000
Payout at maturity:	Par plus 1.6 times any basket gain; par if basket falls by up to 10%; 1.1111% loss for every 1% drop beyond 10%
Initial levels:	3,321.17 for Euro Stoxx, 7,210.05 for FTSE, 1,553.32 for Topix, 8,417.46 for Swiss Market and 5,755.581 for S&P/ASX
Pricing date:	Jan. 6
Settlement date:	Jan. 13
Underwriter:	Goldman Sachs & Co.
Fees:	2.5%
Cusip:	40054KTV8

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