New Issue: GS Finance sells $2.75 million leveraged buffered notes tied to index basket

By Wendy Van Sickle

Columbus, Ohio, Jan. 13 – GS Finance Corp. priced $2.75 million of 0% leveraged buffered notes due Jan. 13, 2025 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, Euro Stoxx 50 index with a 33.33% weight and the Russell 2000 index with a 33.33% weight.

The payout at maturity will be par plus 1.123 times the basket gain.

Investors will receive par if the basket finishes flat or falls by up to 35% and will lose 1% for every 1% decline beyond 235%.

Goldman Sachs & Co. LLC is the agent.

Issuer:	GS Finance Corp.
Guarantor:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered index-linked notes
Underlying indexes:	S&P 500 (33.33% weight), Euro Stoxx 50 (33.33% weight), Russell 2000 (33.33% weight)
Amount:	$2,745,000
Maturity:	Jan. 13, 2025
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 1.123 times the basket gain; par if basket finishes flat or declines by up to 35%; 1% loss for every 1% decline beyond 35%
Initial levels:	3,253.05 for S&P, 1,663.593 for Russell and 3,772.56 for Stoxx
Pricing date:	Jan. 8
Settlement date:	Jan. 13
Agent:	Goldman Sachs & Co. LLC
Fees:	0.95%
Cusip:	40056Y6E9

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