New Issue: Goldman Sachs prices $9.66 million autocallable buffered notes linked to S&P 500

By Angela McDaniels

Tacoma, Wash., Oct. 24 - Goldman Sachs Group, Inc. priced $9.66 million of 0% autocallable buffered index-linked notes due Nov. 4, 2013 linked to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be called at par plus a call premium if the index closes at or above the initial index level on Nov. 27, 2012 or April 29, 2013. The call premium is 13.22% for the first call date and 18.3% for the second.

If the notes are not called and the index return is zero or positive, the payout at maturity will be par plus 24.4%. Investors will receive par if the index declines by 30% or less and will lose 1.4286% for every 1% that it declines beyond 30%.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Autocallable buffered index-linked notes
Underlying index:	S&P 500
Amount:	$9,664,000
Maturity:	Nov. 4, 2013
Coupon:	0%
Price:	Par
Payout at maturity:	If index return is zero or positive, par plus 24.4%; par if the index declines by 30% or less; 1.4286% loss for every 1% that index declines beyond 30%
Call:	Automatically at par plus call premium if index closes at or above initial index level on Nov. 27, 2012 or April 29, 2013; call premium is 13.22% for first call date and 18.3% for second
Initial index level:	1,215.39
Pricing date:	Oct. 20
Settlement date:	Oct. 27
Underwriter:	Goldman Sachs & Co.
Fees:	0.425%
Cusip:	38143UYM7

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