Goldman plans leveraged buffered notes linked to S&P, iShares MSCI EM

By Susanna Moon

Chicago, Dec. 4 - Goldman Sachs Group, Inc. plans to price 0% 84-month leveraged buffered notes linked to a basket containing one index and one fund, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index with a 66.67% weight and the iShares MSCI Emerging Markets ETF with a 33.33% weight.

The payout at maturity will be par plus 1.11 times any basket gain, up to a maximum settlement amount of $1,229.50 and $1,270.00. The exact cap will be set at pricing.

Investors will receive par if the basket falls by up to 20% and will be exposed to losses beyond 20%.

Goldman Sachs & Co. is the underwriter.

The Cusip number is 38147Q4J2.

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