Goldman Sachs to price buffered notes linked to MSCI EAFE, S&P 500

By Marisa Wong

Madison, Wis., Dec. 20 - Goldman Sachs Group, Inc. plans to price 0% buffered basket-linked notes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the MSCI EAFE index with a 25% weight and the S&P 500 index with a 75% weight.

The notes will mature between 20 and 23 months after pricing.

The payout at maturity will be par plus any basket gain, subject to a maximum settlement amount of $1,185.00 to $1,217.50 per $1,000 principal amount. The exact cap will be set at pricing.

Investors will receive par if the basket falls by up to 15% and will lose 1.1765% for each 1% decline beyond 15%.

Goldman, Sachs & Co. is the underwriter.

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