Goldman plans 24-month buffered autocallable notes linked to Russell

By Susanna Moon

Chicago, June 27 - Goldman Sachs Group, Inc. plans to price 24-month 0% autocallable buffered notes linked to the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be called at par plus a premium if the index closes at or above its initial level on either call observation dates, which are expected to be 12 to 18 months after pricing. The notes will be called 108% to 109% on the first call observation date and at 112% to 113.5% on the second call date.

If the index finishes at or above the initial level, the payout at maturity will be the maximum settlement amount of $1,160 to $1,180 for each $1,000 principal amount.

Investors will receive par if the index falls by up to 15% and investors will be fully exposed to any losses if the index falls below the 85% trigger level.

Goldman Sachs & Co. is the underwriter.

The Cusip number is 38147QFA9.

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