New Issue: GS Finance prices $4.44 million buffered PLUS tied to index, ETF basket

By Wendy Van Sickle

Columbus, Ohio, Oct. 15 – GS Finance Corp. priced $4.44 million of 0% buffered Performance Leveraged Upside Securities due April 1, 2021 linked to a basket of one index and one exchange-traded fund, according to a 424B2 filed with the Securities and Exchange Commission.

The underlying components are the Euro Stoxx 50 index with a 70% weight and the iShares MSCI Emerging Markets ETF with a 30% weight.

The payout at maturity will be par plus double any basket gain, up to a maximum payment of $14.55 per $10.00 PLUS.

Investors will receive par if the basket falls by up to 10% and will be exposed to any losses beyond the buffer.

The notes are guaranteed by Goldman Sachs Group, Inc.

Morgan Stanley & Co. LLC is the agent.

Issuer:	GS Finance Corp.
Guarantor:	Goldman Sachs Group, Inc.
Issue:	Buffered Performance Leveraged Upside Securities
Basket components:	Euro Stoxx 50 index (70% weight), iShares MSCI Emerging Markets ETF (30% weight)
Amount:	$4,439,500
Maturity:	April 1, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 200% of any basket gain, capped at $14.55 per PLUS; if basket falls by up to 10%, par; otherwise, 1% loss per 1% decline beyond 10%
Initial levels:	3,399.20 for index, $42.92 for ETF
Pricing date:	Sept. 28
Settlement date:	Oct. 3
Agent:	Morgan Stanley & Co. LLC
Fees:	3.175%
Cusip:	36256M148

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