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Published on 8/4/2015 in the Prospect News Structured Products Daily.

New Issue: Goldman Sachs prices $1.41 million notes linked to index basket

By Toni Weeks

San Luis Obispo, Calif., Aug. 4 – Goldman Sachs Group, Inc. priced $1.41 million of 0% basket-linked notes due Aug. 4, 2021 tied to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket is made up of the Dow Jones industrial average with a 50% weight and the MSCI EAFE index with a 50% weight.

The payout at maturity will be par plus the greater of the basket return and 10%.

The final basket level will be equal to the average of the closing basket levels on each semiannual averaging date throughout the life of the notes.

Goldman Sachs & Co. is the agent.

Issuer:Goldman Sachs Group, Inc.
Issue:Basket-linked notes
Underlying basket:Dow Jones industrial average and MSCI EAFE index, equally weighted
Amount:$1,405,000
Maturity:Aug. 4, 2021
Coupon:0%
Price:Par
Payout at maturity:Par plus greater of basket return and 10%
Initial index levels:17,745.98 for Dow, 1,858.97 for MSCI EAFE
Final basket level:Average of closing basket levels on each semiannual averaging date throughout life of the notes
Pricing date:July 30
Settlement date:Aug. 4
Agent:Goldman Sachs & Co.
Fees:1.625%
Cusip:38148TAY5

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