GS Finance plans to price leveraged buffered notes tied to Euro Stoxx

By Tali Rackner

Norfolk, Va., March 21– GS Finance Corp. plans to price 0% 24- to 27-month leveraged buffered notes linked to the Euro Stoxx 50 index, according to a 424B2 filed with the Securities and Exchange Commission.

The notes are guaranteed by Goldman Sachs Group, Inc.

If the index return is positive, the payout at maturity will be par plus triple the index return, subject to a maximum settlement amount that is expected to fall between $1,246 and $1,288 for every $1,000 of notes. The exact cap will be set at pricing.

Investors will receive par if the index declines by 10% or less and will lose 1.1111% for every 1% that the index declines beyond 10%.

Goldman Sachs & Co. is the agent.

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