New Issue: Goldman Sachs prices $2.92 million digital notes tied to Euro Stoxx 50

By Toni Weeks

San Luis Obispo, Calif., Oct. 9 - Goldman Sachs Group, Inc. priced $2.92 million of 0% index-linked digital notes due April 10, 2015 tied to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the final index level is greater than or equal to 90% of the initial level, investors will receive the maximum settlement amount of $1,121 per $1,000 principal amount.

If the index finishes below 90% of the initial level, investors will lose 1.1111% for every 1% loss beyond the 10% buffer.

The initial level and final level of the index will be adjusted to represent the dollar value of the index.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Digital index-linked notes
Underlying index:	Euro Stoxx 50
Amount:	$2,915,000
Maturity:	April 10, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	If index finishes at or above 90% of initial level, $1,121 per $1,000 note; otherwise, 1.1111% loss for every 1% decline beyond 10% buffer
Initial level:	3,967.003736 (dollar value on pricing date)
Initial exchange rate:	1.35715
Buffer level:	90% of initial level
Pricing date:	Oct. 7
Settlement date:	Oct. 15
Agent:	Goldman Sachs & Co.
Fees:	1.2%
Cusip:	38147T555

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