GS Finance Corp. Form 424B3 — Oct 23, 2026
GS Finance Corp. filed a 424B3 index supplement dated October 23, 2026 adding the S&P 500 Futures Volatility Plus Daily Risk Control Index as an underlier for its Medium-Term Notes, Series F, guaranteed by The Goldman Sachs Group, Inc. The index provides leveraged exposure (100%-200%) to the S&P 500 Futures Excess Return Index via a dynamic volatility target set at realized volatility plus 10%, with exposure at 195.67% as of October 1, 2026.
Key figures
- Index launch date
- April 25, 2022
- Leverage exposure range
- 100%-200%
- Index annualized return 1yr
- 14.50%
- Index annualized return 3yr
- 25.09%
- Index exposure pct oct 1 2026
- 195.67
- Index annualized volatility 1yr
- 23.25%
AI analysis
Red flags3 · Pro
The rest of the AI analysis, red flags and sentiment are part of Signal8 Pro.
AI-generated analysis of a public disclosure. Not investment advice; verify against the original document.