New Issue: GS Finance prices $17.47 million leveraged basket-linked notes

By Wendy Van Sickle

Columbus, Ohio, Feb. 9 – GS Finance Corp. priced $17.47 million of 0% leveraged notes due Nov. 3, 2023 linked to an equally-weighted index basket, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index with a 36% weight, the Topix index with a 29% weight, the FTSE 100 index with a 16% weight, the Swiss Market index with a 11% weight and the S&P/ASX 200 index with an 8% weight.

The payout at maturity will be par plus 3 times the basket gain, up to a maximum payout of $1,331.50 for each $1,000 face amount of notes.

Otherwise, investors will lose 1% for every 1% of decline from initial level.

The notes are guaranteed by Goldman Sachs Group, Inc.

Goldman Sachs & Co. LLC is the agent.

Issuer:	GS Finance Corp.
Guarantor:	Goldman Sachs Group, Inc.
Issue:	Leveraged basket-linked notes
Underlying indexes:	Euro Stoxx 50 (36% weight), Topix (29% weight), FTSE 100 (16% weight), Swiss Market (11% weight), S&P/ASX 200 (8% weight)
Amount:	$17,465,000
Maturity:	Nov. 3, 2023
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 3 times basket gain, up to a maximum payout of $1,331.50 for each $1,000 face amount of notes; full exposure to loss
Initial levels:	4,224.45 for Euro Stoxx 50, 1,896.06 for Topix, 7,535.78 for FTSE 100, 12,359.8 for Swiss Market, 7,006.035 for S&P/ASX 200
Pricing date:	Feb. 1
Settlement date:	Feb. 8
Agent:	Goldman Sachs & Co. LLC
Fees:	1.31%
Cusip:	40057KWS8

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