New Issue: Goldman Sachs prices $11 million digital notes linked to Euro Stoxx 50

By Toni Weeks

San Luis Obispo, Calif., June 19 - Goldman Sachs Group, Inc. priced $11 million of 0% index-linked digital notes due Aug. 21, 2014 tied to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the final index level is greater than or equal to 90% of the initial level, investors will receive the maximum settlement amount of $1,091 per $1,000 principal amount.

If the index finishes below 90% of the initial level, investors will lose 1.1111% for every 1% loss beyond the 10% buffer.

The initial index level of 2,704.81 is higher than the actual closing level of the index at pricing, which was 2,702.69.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Digital index-linked notes
Underlying index:	Euro Stoxx 50
Amount:	$11,003,000
Maturity:	Aug. 21, 2014
Coupon:	0%
Price:	Par
Payout at maturity:	If index finishes at or above 90% of initial level, $1,091 per $1,000 note; otherwise, 1.1111% loss for every 1% decline beyond 10% buffer
Initial level:	2,704.81
Buffer level:	90% of initial level
Pricing date:	June 17
Settlement date:	June 24
Agent:	Goldman Sachs & Co.
Fees:	1%
Cusip:	38147M550

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