New Issue: GS Finance sells $1.16 million leveraged buffered notes on index basket

By Marisa Wong

Morgantown, W.Va., June 12 – GS Finance Corp. priced $1.16 million of 0% leveraged buffered notes due May 26, 2021 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by Goldman Sachs Group, Inc.

The basket consists of the Euro Stoxx 50 index with a 39% weight, the Topix with a 26% weight, the FTSE 100 index with a 15% weight, the S&P/ASX 200 with an 11% weight and the Swiss Market index with a 9% weight.

The payout at maturity will be par plus 1.615 times any basket gain.

Investors will receive par if the basket declines by 15% or less and will lose 1.1765% for every 1% that it declines beyond 15%.

Goldman Sachs & Co. LLC is the agent with JPMorgan as placement agent.

Issuer:	GS Finance Corp.
Guarantor:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered notes
Underlying basket:	Euro Stoxx 50 index with a 39% weight, the Topix with a 26% weight, the FTSE 100 index with a 15% weight, the S&P/ASX 200 with an 11% weight and the Swiss Market index with a 9% weight
Amount:	$1,155,000
Maturity:	May 26, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.615 times any basket gain; par if basket falls by up to 15%; 1.1765% loss for every 1% drop beyond 15%
Initial levels:	3,425.64 for Euro Stoxx, 1,554.25 for Topix, 7,348.62 for FTSE, 6,365.299 for S&P/ASX and 9,659.08 for Swiss Market
Pricing date:	May 17
Settlement date:	May 22
Agent:	Goldman Sachs & Co. LLC with JPMorgan as placement agent
Fees:	1.675%
Cusip:	40056FHW8

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