Goldman plans digital notes due 2019 with trigger tied to index, fund

By Susanna Moon

Chicago, Dec. 1 – GS Finance Corp. plans to price 0% digital index-linked notes due June 28, 2019 linked to the iShares MSCI Emerging Markets exchange-traded fund and the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

If each underlying asset closes at or above its initial level, the payout at maturity will be the maximum settlement amount of $1,102.5 to $1,112.5 for each $1,000 principal amount.

Investors will receive par if either asset falls by up to 25% and lose 1% for each 1% decline of the worse performing index or fund if it finishes below its 75% trigger level.

The notes will be guaranteed by Goldman Sachs Group, Inc.

Goldman Sachs & Co. LLC is the agent.

The notes will price on Dec. 21.

The Cusip number is 40055A5D5.

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