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CUSIP Date Basket Closing Level

The initial index level listed in the table above has been calculated in accordance with the terms of each issuance and based on data from Reuters. None of The Goldman Sachs Group, Inc., Goldman, Sachs & Co. or any of their affiliates has undertaken any independent review or due diligence with respect to this information.

The information provided herein is for the benefit of holders of the notes referenced above and is not to be construed as an offer to sell or the solicitation of an offer to buy any security in any jurisdiction. See for further disclaimers.

The EURO STOXX 50® is the intellectual property (including registered trademarks) of STOXX Limited, Zurich, Switzerland and/or its licensors (“Licensors”), which is used under license. The notes based on the Index are in no way sponsored, endorsed, sold or promoted by STOXX and its Licensors and neither of the Licensors shall have any liability with respect thereto.

"Standard & Poor’s®” and S&P“S&P®”  are registered trademarks of Standard & Poor’s Financial Services LLC (“S&P”) and Dow Jones is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”) and have been licensed for use by S&P Dow Jones Indices LLC and sublicensed for certain purposes by [Issuer].  The S&P 500®  is a product of S&P Dow Jones Indices LLC, and has been licensed for use by [Issuer].    [Issuer]'s [Product(s)] is not sponsored, endorsed, sold or promoted by S&P Dow Jones Indices LLC, Dow Jones, S&P, or their respective affiliates, and neither S&P Dow Jones Indices LLC, Dow Jones, S&P, their respective affiliates make any representation regarding the advisability of investing in such product(s).

The MSCI indexes are the exclusive property of MSCI Inc. (“MSCI”).  MSCI and the MSCI index names are service mark(s) of MSCI or its affiliates and have been licensed for use for certain purposes by [ISSUER].  The financial securities referred to herein are not sponsored, endorsed, or promoted by MSCI, and MSCI bears no liability with respect to any such financial securities.  The [Prospectus] contains a more detailed description of the limited relationship MSCI has with [ISSUER] and any related financial securities. No purchaser, seller or holder of this product, or any other person or entity, should use or refer to any MSCI trade name, trademark or service mark to sponsor, endorse, market or promote this product without first contacting MSCI to determine whether MSCI’s permission is required.  Under no circumstances may any person or entity claim any affiliation with MSCI without the prior written permission of MSCI.