Goldman Sachs to price basket-linked notes on MSCI Spain 25/50 stocks

New York, Oct. 1 – Goldman Sachs Group, Inc. plans to price 0% notes linked to an unequally weighted basket of the 22 ordinary shares of the Spanish companies included in the MSCI Spain 25/50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The stocks in the basket are weighted so that no stock has a weight of more than 5%.

The notes will mature between 24 and 27 months after pricing.

If the basket gains, the payout at maturity will be par plus the basket return subject to a maximum payout of $1,265.00 to $1,310.00 per $1,000 principal amount. The exact cap will be set at pricing.

Investors will receive par if the basket declines by up to 15% and will lose 1.1765% for each 1% the basket declines beyond 15%.

Goldman Sachs & Co. is the agent.

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