Goldman Sachs offers structured notes linked to proprietary momentum index with futures exposure

Filed June 26, 2026 · ~2 min read

Key Changes

• high

  Securities are linked to a Goldman Sachs proprietary momentum index with limited operating history, composed of futures contracts on equity indices, government bonds, and commodities rather than direct ownership of underlying assets.

  Risk Factors verify on EDGAR →
• high

  Goldman Sachs has multiple affiliated roles: Goldman Sachs International sponsors eight of the eligible underlying indices, GS&Co. is the Index Sponsor, and Goldman Sachs Group owns a non-controlling interest in the Index Calculation Agent that determines security values.

  Risk Factors verify on EDGAR →
• high

  The index may allocate substantially to cash or low-yielding assets at any time through risk control mechanisms, and futures-based structure subjects investors to negative roll yields when futures prices are in contango.

  Risk Factors verify on EDGAR →