Goldman plans 48-month buffered basket-linked notes on indexes, fund

By Susanna Moon

Chicago, July 9 – Goldman Sachs Group, Inc. plans to price 0% 48-month buffered basket-linked notes tied to a basket of two indexes and one fund, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of 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.

The payout at maturity will be par plus any basket gain, up to a maximum settlement amount of between $1,400 and $1,450 for each $1,000 principal amount.

Investors will receive par if the basket falls by up to 20% and will lose 1.25% for every 1% decline beyond 20%.

The exact deal terms will be set at pricing.

The Cusip number is 38147QCY0.

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