GS Finance eyes leveraged buffered notes on basket of three indexes

By Sarah Lizee

Olympia, Wash., June 13 – GS Finance Corp. plans to price 0% leveraged buffered notes due in 60 months linked to a basket of the S&P 500 index with a 60% weight, the Russell 2000 index with a 20% weight and the S&P MidCap 400 index with a 20% weight, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by Goldman Sachs Group, Inc.

The payout at maturity will be par plus between 1.05 and 1.15 times any basket gain.

Investors will receive par if the basket falls by up to 25% and will lose 1% for every 1% decline beyond 25%.

Goldman Sachs & Co. LLC is the underwriter.

The Cusip number is 40056FJM8.

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