Goldman plans four-year autocallables tied to Stoxx 50, MSCI ACWI

By Susanna Moon

Chicago, Dec. 14 – GS Finance Corp. plans to price 0% autocallable index-linked notes due Dec. 24, 2021 based on the performance of the Euro Stoxx 50 index and the MSCI ACWI index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be called at par plus an 9.25% annualized call premium if each index closes at or above its initial level on any annual call observation date.

If each index finishes at or above its initial level, the payout at maturity will be $1,370 per $1,000 principal amount.

If either index falls by up to the 70% threshold, the payout will be $1,100 per $1,000 of notes.

Otherwise, the payout will be par plus the return of the worse performing component, with full exposure to any losses.

The notes are guaranteed by Goldman Sachs Group, Inc.

Goldman, Sachs & Co. is the agent.

The notes will price on Dec. 15.

The Cusip number is 40055AB22.

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