New Issue: GS Finance prices $2.2 million notes linked to S&P 500 index

By Marisa Wong

Morgantown, W.Va., Feb. 4 – GS Finance Corp. priced $2.2 million of 0% index-linked notes due Feb. 5, 2018 tied to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by Goldman Sachs Group, Inc.

If the index return is zero or positive, the payout at maturity will be par of $1,000 plus the index return, subject to a maximum settlement amount of $1,231.

If the final index level is greater than or equal to 76.9% of the initial level, the payout will be par plus the absolute value of the index return.

If the final index level is less than 76.9% of the initial level, investors will be fully exposed to the index decline.

Goldman, Sachs & Co. is the underwriter.

Issuer:	GS Finance Corp.
Guarantor:	Goldman Sachs Group, Inc.
Issue:	Index-linked notes
Underlying index:	S&P 500
Amount:	$2,198,000
Maturity:	Feb. 5, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	If index return is zero or positive, par plus index return, subject to maximum payout of $1,231 per $1,000 principal amount; if index finishes at or above 76.9% of initial level, par plus absolute value of index return; otherwise, full exposure to index decline
Initial index level:	1,940.24
Pricing date:	Jan. 29
Settlement date:	Feb. 5
Underwriters:	Goldman, Sachs & Co.
Fees:	0.425%
Cusip:	40054CBY9

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