New Issue: Goldman prices $3.75 million callable range accrual notes on S&P, Libor

By Marisa Wong

Madison, Wis., Aug. 16 - Goldman Sachs Group, Inc. priced $3.75 million of callable quarterly range accrual notes due Aug. 17, 2027 linked to the S&P 500 index and six-month Libor, according to a 424B2 filing with the Securities and Exchange Commission.

The coupon will accrue at 7% for each day that the index closes above the 67.5% trigger level and six-month Libor is 6% or less. Interest will be payable quarterly.

The payout at maturity will be par.

The notes will be callable at par on any interest payment date after one year.

Goldman, Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Callable quarterly range accrual notes
Underlying index:	S&P 500
Amount:	$3.75 million
Maturity:	Aug. 17, 2027
Coupon:	7% per year for each day that index closes above trigger level and six-month Libor is 6% or less, payable quarterly
Price:	Par
Payout at maturity:	Par
Call option:	At par on any interest payment date beginning on Aug. 17, 2013
Initial index level:	1,403.93
Index trigger level:	947.65275, 67.5% of initial level
Pricing date:	Aug. 14
Settlement date:	Aug. 17
Agent:	Goldman, Sachs & Co.
Fees:	3.05%
Cusip:	38143U6E6

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