New Issue: GS Finance sells $1.93 million leveraged buffered basket-linked notes on indexes

By Wendy Van Sickle

Columbus, Ohio, Aug. 10 – GS Finance Corp. priced $1.93 million of 0% leveraged buffered notes due Aug. 4, 2022 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index with a 40% weight, the Russell 2000 index with a 30% weight, the iShares MSCI EAFE ETF with a 15% weight and the iShares MSCI Emerging Markets ETF with a 15% weight.

The payout at maturity will be par plus 2 times the basket gain up to 18.5%.

Investors will receive par if the basket finishes flat or falls by up to 10% and will lose 1% for every 1% decline beyond 10%.

Goldman Sachs & Co. LLC is the agent.

Issuer:	GS Finance Corp.
Guarantor:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered index-linked notes
Underlying indexes:	S&P 500 index (40%), Russell 2000 index (30%), iShares MSCI EAFE ETF (15%), iShares MSCI Emerging Markets (15%)
Amount:	$1,927,000
Maturity:	Aug. 4, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 2 times basket gain, capped at 18.5%; par if basket finishes flat or declines by up to 10%; 1% loss for every 1% decline beyond 10%
Initial levels:	3,246.22 for S&P, 1,495.101 for Russell, $63.40 for EAFE, $43.59 for Emerging Markets
Buffer level:	90% of initial level
Pricing date:	July 30
Settlement date:	Aug. 4
Agent:	Goldman Sachs & Co. LLC
Fees:	0.975%
Cusip:	40057CGG0

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