| Chicago, April 17 – GS Finance Corp. | plans to price 0% index-linked notes due Oct. 24, 2019 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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| If each index finishes at or above its initial level, the payout at maturity will be par plus 1.21 times the return of the worse performing index.
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| If either index falls but finishes at or above its 75% threshold, the payout at maturity will be par plus the absolute value of the return of the worse performing index.
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| Otherwise, 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 19.
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| The Cusip number is 40054L6E9.
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