New Issue: Goldman prices $4.5 million callable range accrual notes on S&P 500

By Susanna Moon

Chicago, Aug. 29 - Goldman Sachs Group, Inc. priced $4.5 million of callable monthly range accrual notes due Aug. 30, 2024 linked to the S&P 500 index and six-month Libor, according to a 424B2 filing with the Securities and Exchange Commission.

Interest will accrue at 6.75% for each day that the index closes above the 77.22% trigger level and six-month Libor is 6% or less. Interest will be payable monthly.

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 monthly range accrual notes
Underlying index:	S&P 500
Amount:	$4.5 million
Maturity:	Aug. 30, 2024
Coupon:	6.75% annualized for each day that index closes above trigger level and six-month Libor is 6% or less, payable monthly
Price:	Par
Payout at maturity:	Par
Call option:	At par on any interest payment date beginning Aug. 30, 2013
Initial index level:	1,410.44
Trigger level:	1,089.141768, 77.22% of initial level
Pricing date:	Aug. 27
Settlement date:	Aug. 30
Agent:	Goldman, Sachs & Co.
Fees:	4.475%
Cusip:	38143U6L0

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