New Issue: GS Finance prices $5.18 million leveraged basket-linked notes

By William Gullotti

Buffalo, N.Y., Dec. 14 – GS Finance Corp. priced $5.18 million of 0% leveraged notes due Nov. 3, 2023 linked to a 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 triple the basket gain, subject to a maximum payout of par plus 30.27%.

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

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 index-linked notes
Underlying indexes:	Euro Stoxx 50 index (36%), Topix index (29%), FTSE 100 index (16%), Swiss Market index (11%), S&P/ASX 200 index (8%)
Amount:	$5.18 million
Maturity:	Nov. 3, 2023
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus three times basket gain, up to par plus 30.27%; otherwise, 1% loss for every 1% of basket decline from initial level
Initial levels:	4,208.3 for Stoxx, 1,990.79 for Topix, 7,321.26 for FTSE, 12,607.63 for Swiss, 7,384.456 for S&P/ASX
Pricing date:	Dec. 9
Settlement date:	Dec. 16
Agent:	Goldman Sachs & Co. LLC
Fees:	1.44%
Cusip:	40057KG98

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