Goldman plans contingent coupon autocalls on S&P, Stoxx, Russell

New York, April 24 – GS Finance Corp. plans to price autocallable contingent coupon notes due Nov. 21, 2019 linked to the least performing of 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 pay a contingent quarterly coupon at an annualized rate of 9.5% to 10.5% if each index closes at or above its 70% coupon barrier on the observation date for that quarter. The exact coupon will be set at pricing.

Starting in November 2018, the notes will be automatically called at par if each index closes at or above its initial level on any contingent interest payment date.

The payout at maturity will be par unless any index closes below its 70% trigger level on any day during the life of the notes, in which case investors will be fully exposed to any losses of the worse performing index.

The notes are guaranteed by Goldman Sachs Group, Inc.

Goldman Sachs & Co. LLC is the agent.

The notes will price on May 14 and settle on May 17.

The Cusip number is 40055AZ59.

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