New Issue: GS Finance sells $6.37 million leveraged notes linked to index basket

By Marisa Wong

Morgantown, W.Va., April 19 – GS Finance Corp. priced $6.37 million of 0% leveraged notes due Oct. 17, 2018 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 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.

If the basket return is positive, the payout at maturity will be par plus 3 times the basket gain, with the return capped at 30%.

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:	$6,373,000
Maturity:	Oct. 17, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 3 times the basket gain, capped at 30%; exposure to losses
Initial index levels:	3,468.51 for Euro Stoxx, 7,348.99 for FTSE, 1,479.54 for Topix, 8,663.77 for Swiss Market and 5,933.958 for S&P/ASX 200
Pricing date:	April 12
Settlement date:	April 19
Agent:	Goldman Sachs & Co.
Fees:	1.23%
Cusip:	40054L5Z3

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