Goldman Sachs plans range accrual autocallables linked to Russell

By Susanna Moon

Chicago, Nov. 20 - Goldman Sachs Group, Inc. plans to price autocallable monthly Russell 2000 index-linked range accrual notes, according to a 424B2 filing with the Securities and Exchange Commission.

Interest will accrue at 5.35% for each day that the index closes at or above the 70% trigger level. Interest is payable monthly.

The payout at maturity will be par unless the index finishes below the 50% barrier level, in which case investors will be fully exposed to any losses.

The notes will be called at par if the index closes above its initial level on any monthly call date.

Goldman Sachs & Co. is the underwriter.

The Cusip number is 38141GJJ4.

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