Goldman plans contingent coupon callable notes linked to three indexes

By Susanna Moon

Chicago, March 10 – GS Finance Corp. plans to price contingent income callable securities due March 19, 2018 linked to the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will pay a contingent quarterly coupon at an annual rate of 9.25% if each index closes at or above its coupon threshold, 65% of its initial index level, on the determination date for that quarter.

The notes are callable at par plus the contingent coupon on any determination date other than the final date.

The payout at maturity will be par plus the final contingent coupon unless any index finishes below its 65% downside threshold level, in which case investors will be fully exposed to any losses of the worst performing index.

The notes are guaranteed by Goldman Sachs Group, Inc.

Goldman Sachs & Co. is the agent.

The notes will price on March 14.

The Cusip number is 40054K6B7.

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