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Published on 8/10/2016 in the Prospect News Structured Products Daily.

New Issue: GS Finance sells $1 million add-on notes linked to GS Momentum Builder

By Wendy Van Sickle

Columbus, Ohio, Aug. 10 – GS Finance Corp. priced another $1 million of 0% notes due Aug. 6, 2026 linked to the GS Momentum Builder Multi-Asset 5S ER index, according to a 424B2 filing with the Securities and Exchange Commission.

This brings the total deal size to $12.21 million, up from $11.21 million priced on Aug. 1.

The notes will be guaranteed by Goldman Sachs Group, Inc.

If the index return is positive, the payout at maturity will be par plus 3.75 times the index return. If the index return is negative or zero, the payout will be par.

Goldman Sachs & Co. is the agent.

Issuer:GS Finance Corp.
Guarantor:Goldman Sachs Group, Inc.
Issue:Index-linked notes
Underlying index:GS Momentum Builder Multi-Asset 5 ER index
Amount:$12,207,000, up from $11,207,000
Maturity:Aug. 6, 2026
Coupon:0%
Price:Par
Payout at maturity:Par plus 3.75 times any index gain; floor of par
Initial index level:101.09
Pricing date:Aug. 1
Settlement date:Aug. 4 for $11,207,000, Aug. 10 for $1 million
Agent:Goldman, Sachs & Co.
Fees:3.7%
Cusip:40054KGR1

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