New Issue: GS Finance sells $3.5 million leveraged buffered notes on index basket

By Marisa Wong

Morgantown, W.Va., June 12 – GS Finance Corp. priced $3.5 million of 0% leveraged buffered notes due March 24, 2023 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 consists of the Euro Stoxx 50 index with a 36% weight, the Topix index with a 27% weight, the FTSE 100 index with a 19% weight, the Swiss Market index with a 10% weight and the S&P/ASX 200 index with an 8% weight.

The payout at maturity will be par plus 3 times any basket gain.

Investors will receive par if the basket declines by 15% or less and will lose 1.1765% for every 1% that it declines beyond 15%.

Goldman Sachs & Co. LLC is the agent.

Issuer:	GS Finance Corp.
Guarantor:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered notes
Underlying basket:	Euro Stoxx 50 index with a 36% weight, Topix with a 27% weight, FTSE 100 index with a 19% weight, Swiss Market index with a 10% weight and S&P/ASX 200 index with an 8% weight
Amount:	$3.5 million
Maturity:	March 24, 2023
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 3 times any basket gain; par if basket falls by up to 15%; 1.1765% loss for every 1% drop beyond 15%
Initial levels:	3,386.51 for Euro Stoxx, 1,550.30 for Topix, 7,328.92 for FTSE, 9,624.16 for Swiss Market and 6,500.141 for S&P/ASX
Pricing date:	May 21
Settlement date:	May 29
Agent:	Goldman Sachs & Co. LLC
Fees:	3.51%
Cusip:	40056FJ97

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