Goldman Sachs plans autocallable buffered notes tied to Russell 2000

By Susanna Moon

Chicago, March 2 - Goldman Sachs Group, Inc. plans to price 0% autocallable buffered index-linked notes due Feb. 6, 2013 linked to the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be called at par plus a premium if the index closes at or above the initial index level on any of four call dates that will occur every six months after issue.

The call premium will be 3.4% to 4% on the first call date, 6.8% to 8% on the second call date, 10.2% to 12% on the third call date and 13.6% to 16% on the final call date.

The payout at maturity will be par unless the index falls by more than 20%, in which case investors will lose 1.25% for each 1% loss beyond 20%.

Goldman Sachs & Co. is the underwriter.

The Cusip number is 38143USL6.

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