Goldman plans 36-month autocallable buffered notes tied to Euro Stoxx

By Susanna Moon

Chicago, June 9 – Goldman Sachs Group, Inc. plans to price 0% 36-month autocallable buffered index-linked notes linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be called at par plus a premium if the index closes at or above the initial index level on either call date.

The call payment will be between 107.15% and 108.342% of par on the first call observation date and between 113.20% and 115.40% of par on the second call observation date.

The payout at maturity will be par plus any index gain, up to a maximum settlement amount of $1,198 to $1,231 for each $1,000 principal amount.

Investors will receive par if the index falls by more than 15% and will lose 1.1765% for each 1% loss beyond 15%.

Goldman Sachs & Co. is the underwriter.

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