New Issue: GS Finance sells $1.35 million buffered basket-linked notes on indexes

By Kiku Steinfeld

Chicago, March 29 – GS Finance Corp. priced $1.35 million of 0% buffered basket-linked notes due March 16, 2027 linked 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 33.33% weight, the Russell 2000 index with a 33.33% weight and the Euro Stoxx 50 index with a 33.33% weight.

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

Investors will receive par if the basket finishes flat or falls by up to 23% and will lose 1% for every 1% decline beyond 23%.

Goldman Sachs & Co. LLC is the agent.

Issuer:	GS Finance Corp.
Guarantor:	Goldman Sachs Group, Inc.
Issue:	Buffered basket-linked notes
Underlying indexes:	S&P 500 index with a 33.33% weight, the Euro Stoxx 50 index with a 33.33% weight and the Russell 2000 index with a 33.33% weight
Amount:	$1,348,000
Maturity:	March 16, 2027
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus basket gain; par if basket finishes flat or declines by up to 23%; 1% loss for every 1% decline beyond 23%
Initial levels:	2,338.542 for Russell, 3,845.64 for Stoxx, 3,939.34 for S&P
Buffer levels:	77% of initial levels
Pricing date:	March 11
Settlement date:	March 16
Agent:	Goldman Sachs & Co. LLC
Fees:	0.875%
Cusip:	40057FR30

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