New Issue: Goldman Sachs prices $9.42 million 0% buffered notes tied to Euro Stoxx

By Marisa Wong

Madison, Wis., Feb. 28 - Goldman Sachs Group, Inc. priced $9.42 million of 0% notes due March 9, 2015 linked to the Euro Stoxx 50 index, converted into dollars, according to a 424B2 filing with the Securities and Exchange Commission.

If the index return is greater than or equal to negative 10%, the payout at maturity will be the greater of the threshold settlement amount of $1,150 per $1,000 principal amount and par plus the index return, subject to a maximum settlement amount of $1,370 per note.

If the index return is less than negative 10%, investors will lose 1.1111% for every 1% decline beyond 10%.

Goldman, Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Index-linked notes
Underlying index:	Euro Stoxx 50 index
Amount:	$9,422,000
Maturity:	March 9, 2015
Coupon:	0%
Price:	Par of $1,000
Payout at maturity:	If index return is greater than or equal to negative 10%, greater of $1,150 and par plus index return, with payout capped at $1,370; otherwise, 1.1111% loss for every 1% decline beyond 10%
Initial level:	3,580 (higher than adjusted closing level on pricing date, which was 3,504.30)
Initial rate:	1.32830 (higher than exchange rate on pricing date, which was 1.32145)
Pricing date:	Feb. 25
Settlement date:	March 4
Underwriter:	Goldman, Sachs & Co.
Fees:	1.675%
Cusip:	38147K406

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