New Issue: GS Finance prices $1.53 million basket-linked notes with cap on two indexes

By Sarah Lizee

Olympia, Wash., Nov. 1 – GS Finance Corp. priced $1.53 million of 0% leveraged notes due Oct. 31, 2022 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index with a 50% weight and the S&P 500 index with a 50% weight.

The notes are guaranteed by Goldman Sachs Group, Inc.

If the basket return is positive, the payout at maturity will be par plus the basket return, capped at $1,116.50 per $1,000 of notes.

If the basket decline, the payout will be par.

Goldman Sachs & Co. is the agent.

Issuer:	GS Finance Corp.
Guarantor:	Goldman Sachs Group, Inc.
Issue:	Leveraged notes
Underlying indexes:	Euro Stoxx 50 index with a 50% weight and S&P 500 index with a 50% weight
Amount:	$1,526,000
Maturity:	Oct. 31, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus the basket return, capped at $1,116.5 per $1,000 of notes; par if basket declines
Initial levels:	3,625.69 for Stoxx, 3,039.42 for S&P
Pricing date:	Oct. 28
Settlement date:	Oct. 31
Agent:	Goldman Sachs & Co.
Fees:	2.25%
Cusip:	40056XHF6

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