New Issue: GS Finance sells $358,000 leveraged buffered basket-linked notes on indexes

By Taylor Fox

New York, Sept. 14 – GS Finance Corp. priced $358,000 of 0% leveraged buffered notes due Sept. 8, 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 35% weight, the Russell 2000 index with a 25% weight, the Nasdaq-100 Technology Sector index with a 15% weight, the Euro Stoxx 50 index with a 12.5% weight and the iShares MSCI Emerging Markets ETF with a 12.5% weight.

The payout at maturity will be par plus 2 times the basket gain up to $1,167.5 per note.

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 (35%), Russell 2000 (25%), Nasdaq-100 Technology Sector index (15%), Euro Stoxx 50 (12.5%) and iShares MSCI Emerging Markets index (12.5%)
Amount:	$358,000
Maturity:	Sept. 8, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 2 times basket gain, capped at $1,167.5 per notes; par if basket finishes flat or declines by up to 10%; 1% loss for every 1% decline beyond 10%
Initial levels:	3,580.84 for S&P, 1,592.287 for Russell, 6,915.116 for Nasdaq, 3,337.77 for Euro Stoxx,$45.18 for iShares
Buffer level:	90% of initial level
Pricing date:	Sept. 2
Settlement date:	Sept. 8
Agent:	Goldman Sachs & Co. LLC
Fees:	0.975%
Cusip:	40057CRV5

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