New Issue: Goldman Sachs prices $2.3 million autocallables linked to three indexes

By Susanna Moon

Chicago, Oct. 8 – Goldman Sachs Group, Inc. priced $2.3 million of 0% autocallable autocallable notes due Oct. 4, 2018 linked to the S&P 500 index, the Euro Stoxx 50 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be called at par plus an annual call premium of 11.35% if each index closes at or above its initial level on either call observation date.

If each index finishes at or above the initial level, the payout at maturity will be a fixed amount of $1,340.50 per $1,000 principal amount.

If either index falls but each index falls by no more than 35%, the payout will be par.

Otherwise, investors will lose 1.5385% for every 1% decline of the worse performing index.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Autocallable notes
Underlyings:	S&P 500 index, Euro Stoxx 50 index and Russell 2000 index
Amount:	$2.3 million
Maturity:	Oct. 4, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	If each index gains, par plus 34.05%; if either index falls by up to 35%, par; otherwise, 1.5385% loss for every 1% decline of worse performing index
Call:	At 11.35% per year if each index closes at or above its initial level on Oct. 31, 2016 or Sept. 29, 2017
Initial levels:	1,882.25 for S&P, 3,024.96 for Euro Stoxx and 1,087.42 for Russell
Pricing date:	Sept. 29
Settlement date:	Oct. 6
Underwriter:	Goldman Sachs & Co.
Fees:	2.425%
Cusip:	38148TEW5

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