New Issue: Goldman prices $3.72 million leveraged basket-linked notes on indexes

By Wendy Van Sickle

Columbus, Ohio, Feb. 22 – GS Finance Corp. priced $3.72 million of 0% leveraged notes due Feb. 18, 2022 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index with a 37% weight, the Topix index with a 25% weight, the FTSE 100 index with a 17% weight, the Swiss Market index with a 9% weight, the S&P/ASX 200 index with a 7.5% weight and the Hang Seng index with a 4.5% weight.

The notes are guaranteed by Goldman Sachs Group, Inc.

If the basket return is positive, the payout at maturity will be par plus 1.27 times the basket return.

If the basket decline, the payout will be par.

Goldman Sachs & Co. is the agent.

Issuer:	GS Finance Corp.
Guarantor:	Goldman Sachs Group, Inc.
Issue:	Leveraged notes
Underlying indexes:	Euro Stoxx 50 (37% weight), Topix (25% weight), FTSE 100 (17% weight), Swiss Market (9% weight), S&P/ASX 200 (7.5% weight) and Hang Seng index (4.5% weight)
Amount:	$3,724,000
Maturity:	Feb. 18, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 1.27 times the basket return; par if basket declines
Initial levels:	3,241.25 for Euro Stoxx, 7,236.68 for FTSE, 1,577.29 for Topix, 9,242.12 for Swiss Market, 6,066.101 for S&P/ASX, 27,900.84 for Hang Seng
Pricing date:	Feb. 15
Settlement date:	Feb. 21
Agent:	Goldman Sachs & Co.
Fees:	0.625%
Cusip:	40056EXC7

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