Goldman Sachs plans leveraged buffered notes on MSCI EAFE, EM fund

By Susanna Moon

Chicago, Feb. 17 - Goldman Sachs Group, Inc. plans to price three-year 0% leveraged buffered basket-linked notes tied to an index and a fund, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the MSCI EAFE index with a 75% weight and the iShares MSCI Emerging Markets index fund with a 25% weight.

The payout at maturity will be par plus 1.5 times any basket gain, up to a maximum settlement amount of $1,540 to $1,585 per $1,000 principal amount. The exact cap will be set at pricing.

Investors will receive par if the basket falls by up to 15% and will lose 1.1765% for every 1% decline beyond 15%.

The Cusip is 38143URS2.

Goldman Sachs & Co. is the underwriter.

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