New Issue: Goldman prices $5.01 million digital notes linked to Euro Stoxx 50

By Toni Weeks

San Luis Obispo, Calif., Feb. 13 - Goldman Sachs Group, Inc. priced $5.01 million of 0% digital index-linked notes due March 16, 2015 tied to the Euro Stoxx 50 index, 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 $1,071.50 per $1,000 principal amount of notes.

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

The initial index level of 4,050.899544 is lower than the actual adjusted closing level of the index at pricing, which was 4,208.368462.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Digital index-linked notes
Underlying index:	Euro Stoxx 50
Amount:	$5,013,000
Maturity:	March 16, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	If index return is greater than or equal to negative 10%, $1,071.50 per $1,000 principal amount of notes; otherwise, 1.1111% loss for every 1% that index declines beyond 10%
Initial index level:	4,050.899544
Pricing date:	Feb. 11
Settlement date:	Feb. 19
Underwriter:	Goldman Sachs & Co.
Fees:	0.8%
Cusip:	38148A191

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