| Chicago, April 17 – GS Finance Corp. | plans to price contingent coupon index-linked notes due April 28, 2021 linked to the lesser performing of the | S&P 500 index | and the | Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.
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| The notes will pay a contingent quarterly coupon at an annualized rate of 13.8% if each index closes at or above its 75% coupon barrier on the valuation date for that quarter.
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| The payout at maturity will be par plus the contingent coupon unless either index finishes below its 75% trigger level, in which case investors will be fully exposed to any losses of the worse performing index.
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| The notes will be guaranteed by | Goldman Sachs Group, Inc.
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| Goldman, Sachs & Co. is the agent.
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| The notes will price on April 21 and settle on April 28.
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| The Cusip number is | 40054L6J8.
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