New Issue: GS Finance prices $3.68 million leveraged basket-linked notes

By William Gullotti

Buffalo, N.Y., Dec. 14 – GS Finance Corp. priced $3.68 million of 0% leveraged notes due June 10, 2025 linked to a weighted index basket, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index with a 50% weight, the Euro Stoxx 50 index with a 18% weight, the Topix index with a 13% weight, the FTSE 100 index with an 8.5% weight, the Swiss Market index with a 6% weight and the S&P/ASX 200 index with an 4.5% weight.

The payout at maturity will be par plus 1.386 times the basket gain.

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 basket-linked notes
Underlying indexes:	S&P 500 index (50%), Euro Stoxx 50 index (18%), Topix index (13%), FTSE 100 index (8.5%), Swiss Market index (6%), S&P/ASX 200 index (4.5%)
Amount:	$3,675,000
Maturity:	June 10, 2025
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 1.386 times basket gain; otherwise, 1% loss for every 1% of basket decline from initial level
Initial levels:	4,549.34 for S&P, 4,483.26 for Stoxx, 2,387.2 for Topix, 7,515.38 for FTSE, 11,001.62 for Swiss, 7,178.355 for S&P/ASX
Pricing date:	Dec. 6
Settlement date:	Dec. 13
Agent:	Goldman Sachs & Co. LLC
Fees:	1.13%
Cusip:	40057XFJ9

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