New Issue: Goldman Sachs prices $625,000 notes linked to Russell 2000 index

By Marisa Wong

Madison, Wis., Aug. 28 - Goldman Sachs Group, Inc. priced $625,000 of 0% index-linked notes due Aug. 31, 2015 tied to the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus any index gain, subject to a maximum settlement amount of $1,300 per $1,000 principal amount of notes.

If the index return is negative but the index closes at or above 76% of the initial level on every trading day during the life of the notes, the payout will be par plus the absolute value of the index return.

If the index return is negative and the closing level of the index is less than 76% of the initial level on any day during the life of the notes, the payout will be par plus the index return. Investors will be fully exposed to losses.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Index-linked notes
Underlying index:	Russell 2000
Amount:	$625,000
Maturity:	Aug. 31, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus any index gain, subject to a maximum settlement amount of $1,300 per $1,000 of notes; if index return is negative but index closes at or above 76% of initial level on every trading day during life of notes, par plus absolute value of index return; otherwise, par plus index return with full exposure to losses
Initial index level:	1,038.47
Pricing date:	Aug. 26
Settlement date:	Aug. 29
Underwriter:	Goldman Sachs & Co.
Fees:	1.925%
Cusip:	38147QNS1

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