New Issue: Goldman prices $3.84 million autocallable index-linked notes on S&P 500, Euro Stoxx

By Wendy Van Sickle

Columbus, Ohio, May 4 – Goldman Sachs Group, Inc. priced $3.84 million of 0% autocallable index-linked notes due May 3, 2022 tied to the Euro Stoxx 50 index and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be called at par plus a 9% annualized premium if both indexes close at or above their initial index levels on any quarterly call observation date.

If the notes are not called, the payout at maturity will be par plus 45% if each index closes at or above its initial level.

If either index falls by up to 30%, the payout at maturity will be par.

If either index falls by more than 30%, investors will be exposed to any losses of the worse-performing index.

Goldman Sachs & Co. is the agent.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Autocallable index-linked notes
Underlying indexes:	Euro Stoxx 50, S&P 500
Amount:	$3,844,000
Maturity:	May 3, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If each index finishes at or above initial level, par plus 45%; if either index falls by up to 30%, par; if either index falls by more than 30%, par plus return of worst-performing index, with full exposure to losses
Call:	At par plus 9% annualized if both indexes close at or above their initial levels on any quarterly call observation date
Initial index levels:	2,387.45 for S&P, 3,578.71 for Euro Stoxx
Pricing date:	April 26
Settlement date:	April 28
Agent:	Goldman Sachs & Co.
Fees:	3.7%
Cusip:	40054LAB0

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