New Issue: Goldman prices $3.59 million callable range accrual notes linked to S&P 500, Libor

By Jennifer Chiou

New York, Jan. 30 - Goldman Sachs Group, Inc. priced $3,586,000 of callable quarterly range accrual notes due Jan. 31, 2022 linked to the S&P 500 index and Libor, according to a 424B2 filing with the Securities and Exchange Commission.

The coupon will be 7.25% per year multiplied by the proportion of days on which the index closes above the 1,021.783 trigger level and Libor is 6% or less. The trigger level is 77.5% of the initial index level. Interest will be payable quarterly.

The payout at maturity will be par.

After one year, the notes will be callable at par on any interest payment date.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Callable quarterly range accrual notes
Underlying index:	S&P 500
Amount:	$3,586,000
Maturity:	Jan. 31, 2022
Coupon:	7.25% per year multiplied by proportion of days on which S&P 500 is above 77.5% of initial level and Libor is 6% or less; payable quarterly
Price:	Par
Payout at maturity:	Par
Call option:	At par on any interest payment date beginning on Jan. 31, 2013
Initial index level:	1,318.43
Index trigger level:	1,021.783, 77.5% of initial level
Pricing date:	Jan. 28
Settlement date:	Jan. 30
Agent:	Goldman Sachs & Co.
Fees:	4.2%
Cusip:	38143UM73

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