New Issue: Goldman prices $1.9 million buffered notes linked to S&P 500, Russell, iShares MSCI EAFE

By Angela McDaniels

Tacoma, Wash., Feb. 19 - Goldman Sachs Group, Inc. priced $1.9 million 0% buffered notes due Aug. 17, 2017 linked to a basket that includes the S&P 500 index with a 45% weight, the iShares MSCI EAFE exchange-traded fund with a 35% weight and the Russell 2000 index with a 20% weight, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus any basket gain, subject to a maximum settlement amount of $1,390 per $1,000 principal amount. Investors will receive par if the basket falls by up to 20% and will share in any losses beyond 20% at a rate of 1.25% per 1% decline beyond 20%.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Buffered notes
Underlying basket:	S&P 500 index (45% weight), iShares MSCI EAFE ETF (35% weight) and Russell 2000 index (20% weight)
Amount:	$1,903,000
Maturity:	Aug. 17, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus any basket gain, subject to maximum settlement amount of $1,390 per $1,000 principal amount; par if basket falls by up to 20%; 1.25% loss for every 1% that basket declines beyond 20%
Initial levels:	1,838.63 for S&P 500, $66.49 for ETF and 1,149.21 for Russell 2000
Pricing date:	Feb. 14
Settlement date:	Feb. 20
Underwriter:	Goldman Sachs & Co.
Fees:	3.75%
Cusip:	38147QHK5

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