New Issue: Goldman prices $4.31 million leveraged buffered notes on index basket

By Marisa Wong

Madison, Wis., Dec. 15 – Goldman Sachs Group, Inc. priced $4.31 million of 0% leveraged buffered notes due May 30, 2018 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index with a 50% weight, Euro Stoxx 50 index with a 30% weight and S&P Banks Select Industry index with a 20% weight.

If the basket return is positive, the payout at maturity will be par plus 1.2 times the basket return.

Investors will receive par if the basket falls by 10% or less and will lose 1.1111% for every 1% that the basket declines beyond 10%.

Goldman, Sachs & Co. is the agent.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered notes
Underlying indexes:	S&P 500 index (50% weight), Euro Stoxx 50 index (30% weight) and S&P Banks Select Industry index (20% weight)
Amount:	$4,307,000
Maturity:	May 30, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 1.2 times basket return; par if basket falls by 10% or less; 1.1111% loss for every 1% that basket declines beyond 10%
Initial index levels:	2,035.33 for S&P 500, 3,159.11 for Euro Stoxx, 723.91 for S&P Banks
Pricing date:	Dec. 11
Settlement date:	Dec. 18
Agent:	Goldman, Sachs & Co.
Fees:	2.5%
Cusip:	38148K611

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