New Issue: Goldman prices $2.91 million leveraged buffered linked to three indexes

By Susanna Moon

Chicago, July 25 – Goldman Sachs Group, Inc. priced $2.91 million of 0% leveraged buffered basket-linked notes due July 30, 2019 tied 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 55% weight, the Russell 2000 index with a 30% weight and the S&P MidCap 400 index with a 15% weight

The payout at maturity will be par plus 1.27 times any basket gain.

Investors will receive par if the basket falls by up to 20% and lose 1.25% for every 1% decline beyond 20%.

Goldman, Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered notes
Underlying basket:	S&P 500 index (55% weight), Russell 2000 index (30% weight) and the S&P MidCap 400 index (15% weight)
Amount:	$2,908,000
Maturity:	July 30, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 127% of any basket gain; par if basket falls by up to 20%; 1.25% loss for every 1% decline beyond 20%
Initial levels:	1,987.01 for S&P 500, 1,158.11 for Russell and 1,413.28 for S&P MidCap
Pricing date:	July 23
Settlement date:	July 30
Underwriters:	Goldman, Sachs & Co.
Fees:	0.72%
Cusip:	38147QDD5

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