New Issue: Goldman prices $849,000 range accrual notes on S&P 500, six-month Libor

By Jennifer Chiou

New York, April 16 - Goldman Sachs Group, Inc. priced $849,000 of callable monthly range accrual notes due April 17, 2027 linked to the S&P 500 index and six-month Libor, according to a 424B2 filing with the Securities and Exchange Commission.

The coupon will accrue at an annualized rate of 8% for each day that the index closes above the 67% 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:	$849,000
Maturity:	April 17, 2027
Coupon:	8% for each day that day 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 on April 17, 2013
Initial index level:	1,387.57
Index trigger level:	929.6719, 67% of initial level
Pricing date:	April 12
Settlement date:	April 17
Agent:	Goldman Sachs & Co.
Fees:	4.55%
Cusip:	38143U2F7

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