| | FREE WRITING PROSPECTUS |
| | FILED PURSUANT TO RULE 433 |
| | REGISTRATION FILE NO.: 333-226082-04 |
| | |
Sent: Monday, September 16, 2019 2:48 PM
Subject: GSMS 2019 GC42 -- Pricing Spots (external)
GSMS 2019 GC42 -- Pricing Spots (external)
Treasuries
2yr: 99-15 3/4
3yr: 99-11 +
5yr: 97-27 +
7yr: 97-12
10yr: 98-01 +
Swaps
2yr: -2.00
3yr: -4.75
4yr: -6.75
5yr: -7.00
6yr: -9.75
7yr: -11.50
8yr: -12.25
9yr: -12.00
10yr: -11.75
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