Goldman Sachs plans notes linked to GS Momentum Builder Multi-Asset

By Angela McDaniels

Tacoma, Wash., Feb. 5 – GS Finance Corp. plans to price 0% notes due Aug. 30, 2021 linked to the GS Momentum Builder Multi-Asset 5S ER index, according to a 424B2 filing with the Securities and Exchange Commission.

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

If the index return is positive, the payout at maturity will be par plus 100% to 110% of the index return. The exact participation rate will be set at pricing. If the index return is negative or zero, the payout will be par.

The index measures the performance of a basket of underlying assets less the sum of the return on Libor plus 65 basis points (accruing daily). As a result, on any day the basket must outperform the return on Libor plus 65 bps for the index level to increase.

Goldman Sachs & Co. LLC is the agent.

The notes will price Feb. 25.

The Cusip number is 40056EVE5.

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