Chicago, Nov. 2 – GS Finance Corp. priced $425,000 of 0% notes due March 4, 2027 linked to a basket of three indexes, according to a 424B2 filing with the Securities and Exchange Commission.
The basket consists of the Euro Stoxx 50 index, the S&P 500 index and the Russell 2000 index.
The notes are guaranteed by Goldman Sachs Group, Inc.
The settlement at maturity is dependent upon the weighted return of the basket, which is determined by adding the products of the highest performing basket index’s return times 75%, the second highest performing basket index’s return times 25% and the least highest basket index’s return times 0%.
The payout at maturity will be par plus the weighted return. The return will be positive if the weighted return is positive. The return will be negative if the weighted return is negative.
Goldman Sachs & Co. LLC is the agent.
| Issuer: | GS Finance Corp.
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| Guarantor: | Goldman Sachs Group, Inc.
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| Issue: | Basket-linked notes
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| Basket components: | Euro Stoxx 50 index, S&P 500 index, Russell 2000 index
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| Amount: | $425,000
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| Maturity: | March 4, 2027
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| Coupon: | 0%
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| Price: | Par
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| Payout at maturity: | Par plus return
|
| Initial levels: | 2,008.506 for Russell, 3,765.85 for Stoxx, 4,306.26 for S&P
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| Pricing date: | March 1
|
| Settlement date: | March 4
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| Agent: | Goldman Sachs & Co. LLC
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| Fees: | 1%
|
| Cusip: | 40057LBB6
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