Bond Goldman Sachs 0% ( US38147QNY88 ) in USD

Goldman Sachs

100 % ▼

United States

US38147QNY88 ( in USD )

0%

28/06/2022 - Bond has expired

Prospectus brochure of the bond Goldman Sachs US38147QNY88 in USD 0%, expired

1 000 USD

2 153 000 USD

38147QNY8

N/A

A2 ( Upper medium grade - Investment-grade )

Goldman Sachs is a leading global investment banking, securities, and investment management firm that provides a wide range of financial services to corporations, governments, and high-net-worth individuals.

The Bond issued by Goldman Sachs ( United States ) , in USD, with the ISIN code US38147QNY88, pays a coupon of 0% per year.
The coupons are paid 2 times per year and the Bond maturity is 28/06/2022

The Bond issued by Goldman Sachs ( United States ) , in USD, with the ISIN code US38147QNY88, was rated A2 ( Upper medium grade - Investment-grade ) by Moody's credit rating agency.

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424B2 1 a14-23485_25424b2.htm PROSPECTUS SUPPLEMENT NO. 3335 DATED DECEMBER 23, 2014.
Table of Contents
Filed Pursuant to Rule 424(b)(2)
Registration Statement No. 333-198735
The Goldman Sachs Group, Inc.
$2,153,000
GS Momentum Builder Multi-Asset 5
®
ER Index-Linked Notes due 2022
The notes do not bear interest. The amount that you will be paid on your notes on the stated maturity date (June 28,
2022) is based on the performance of the GS Momentum Builder Multi-
®
Asset 5 ER Index as measured from the trade
date (December 23, 2014) to and including the determination date (June 23, 2022). The return on your notes will be
positive if the index level on the determination date is greater than the initial level of the index. If the final index level is
less than the initial index level, you will receive the face amount of your notes.
The index measures the extent to which the performance of the selected underlying assets (up to 14 exchange traded
funds and a money market position, which provide exposure to equities, fixed income, emerging markets, alternatives,
commodities, inflation, and cash equivalent asset classes) outperform the sum of 3-month USD LIBOR plus a daily index
fee of 0.50% per annum. The money market position reflects the returns accruing at a rate equal to the federal funds
effective rate on a hypothetical investment in a notional overnight money account denominated in U.S. dollars. The index
rebalances monthly (and sometimes daily) from among the 15 underlying assets. Each month the index is rebalanced by
calculating the combination of underlying assets with the highest return during the prior six months, subject to a (a) limit
of 5% on portfolio realized volatility over look-back periods of six months, three months and one month, and (b) maximum
weight for each underlying asset and each asset class. Realized volatility is the degree of variation in the daily closing
prices or levels of the aggregate of the underlying assets over the applicable look-back period. This results in a portfolio
for each of the three look-back periods. The weight of each underlying asset for each monthly rebalancing will equal the
average of the weight, if any, of such underlying asset in the three portfolios. During the term of your notes, as a result
of monthly rebalancing, the index may include as few as four underlying assets (as few as three ETFs) and may
never include some of the underlying assets or asset classes. Because the index measures the performance of
the selected underlying assets less the sum of 3-mo-LIBOR plus the fee of 0.50% per annum, the selected
underlying assets must outperform 3-mo-LIBOR plus the fee of 0.50% per annum for the index level to increase.
On each index business day the realized volatility of the index for the prior month is calculated and, if it exceeds 6%, the
index will be rebalanced for that day (but not for any subsequent index business day) by ratably reallocating a portion of
the exposure to the ETFs in the index to the money market position sufficient to reduce the prior month realized volatility
to 6%. As a result of a daily rebalancing, the index may not include any ETFs and may allocate its entire
exposure to the money market position, the return on which might not exceed 3-mo-LIBOR. Historically, a
significant portion of the index exposure has been to the money market position, the return on which has been
below 3-mo-LIBOR.
To determine your payment at maturity, we will calculate the index return, which is the percentage increase or decrease
in the final index level from the initial index level of 111.34. At maturity, for each $1,000 face amount of your notes you
will receive an amount in cash equal to:
if the index return is positive (the final index level is greater than the initial index level), the sum of (i) $1,000 plus
x
(ii) the product of (a) $1,000 times (b) 3.00 times (c) the index return; or
if the index return is zero or negative (the final index level is equal to or less than the initial index level), $1,000.
x
Your investment in the notes involves certain risks, including, among other things, our credit risk. See
page S-13.
You should read the additional disclosure herein so that you may better understand the terms and risks of your
investment.
The estimated value of your notes at the time the terms of your notes were set on the trade date (as determined
by reference to pricing models used by Goldman, Sachs & Co. (GS&Co.) and taking into account our credit
spreads) was equal to approximately $931 per $1,000 face amount, which is less than the original issue price.
The value of your notes at any time will reflect many factors and cannot be predicted; however, the price (not
including GS&Co.'s customary bid and ask spreads) at which GS&Co. would initially buy or sell notes (if it
makes a market, which it is not obligated to do) and the value that GS&Co. will initially use for account
statements and otherwise equals approximately $958 per $1,000 face amount, which exceeds the estimated
value of your notes as determined by reference to these models. The amount of the excess will decline on a
straight line basis over the period from the trade date through December 23, 2015.
Original issue date:
December 29, 2014
Original issue price:
100.00% of the face amount
Underwriting discount: 4.60% of the face amount
Net proceeds to the issuer: 95.40% of the face amount
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Neither the Securities and Exchange Commission nor any other regulatory body has approved or disapproved
of these securities or passed upon the accuracy or adequacy of this prospectus. Any representation to the
contrary is a criminal offense. The notes are not bank deposits and are not insured by the Federal Deposit
Insurance Corporation or any other governmental agency, nor are they obligations of, or guaranteed by, a bank.
Goldman, Sachs & Co.
Prospectus Supplement No.3335 dated December 23, 2014.
Table of Contents
The issue price, underwriting discount and net proceeds listed above relate to the notes we sell initially. We may decide
to sell additional notes after the date of this prospectus supplement, at issue prices and with underwriting discounts and
net proceeds that differ from the amounts set forth above. The return (whether positive or negative) on your investment in
notes will depend in part on the issue price you pay for such notes.
Goldman Sachs may use this prospectus in the initial sale of the notes. In addition, Goldman, Sachs & Co. or any other
affiliate of Goldman Sachs may use this prospectus in a market-making transaction in a note after its initial sale. Unless
Goldman Sachs or its agent informs the purchaser otherwise in the confirmation of sale, this prospectus is
being used in a market-making transaction.
About Your Prospectus
The notes are part of the Medium-Term Notes, Series D program of The Goldman Sachs Group, Inc. This prospectus
includes this prospectus supplement and the accompanying documents listed below. This prospectus supplement
constitutes a supplement to the documents listed below and should be read in conjunction with such documents:
Prospectus supplement dated September 15, 2014
x
Prospectus dated September 15, 2014
x
The information in this prospectus supplement supersedes any conflicting information in the documents listed above.
In addition, some of the terms or features described in the listed documents may not apply to your notes.
The following is a list of the eligible underlying assets for the index, including the related asset classes, asset class
maximum weights and underlying asset maximum weights. The index is more fully described beginning on page S-41
herein.
ASSET
ASSET
UNDERLYING UNDERLYING
ASSET
ELIGIBLE
CLASS
CLASS
ASSET
ASSET
CLASS
UNDERLYING
TICKER
MINIMUM
MAXIMUM
MINIMUM
MAXIMUM
ASSET
WEIGHT
WEIGHT
WEIGHT
WEIGHT
SPDR® S&P 500® ETF
SPY
0%
20%
Trust
Equities
0%
50%
iShares® MSCI EAFE ETF
EFA
0%
20%
iShares® MSCI Japan ETF
EWJ
0%
10%
iShares® 20+ Year Treasury
TLT
0%
20%
Bond ETF
iShares® iBoxx $ Investment
Fixed Income
0%
50%
LQD
0%
20%
Grade Corporate Bond ETF
iShares® iBoxx $ High Yield
HYG
0%
20%
Corporate Bond ETF
iShares® MSCI Emerging
EEM
0%
20%
Markets ETF
Emerging
0%
25%
iShares® J.P. Morgan USD
Markets
Emerging Markets Bond
EMB
0%
20%
ETF
iShares® U.S. Real Estate
IYR
0%
20%
ETF
Alternatives
0%
25%
Alerian MLP ETF
AMLP
0%
10%
PowerShares Senio
®
r Loan
BKLN
0%
10%
Portfolio
Commodities
0%
25%
DBC
0%
20%
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PowerShares DB
®

Commodity Index Tracking
Fund
SPDR G
®
old Trust
GLD
0%
20%
Inflation
0%
25%
iShares® TIPS Bond ETF
TIP
0%
25%
Cash
0%
50%*
Money Market Position
N/A
0%
50%*
Equivalent
* With respect to the money market position, the related asset class maximum weight and underlying asset
maximum weight limitations do not apply to daily rebalancing and, therefore, as a result of daily rebalancing, the
index may allocate its entire exposure to the money market position.
Table of Contents
S-2
Table of Contents
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S-3
Table of Contents
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S-4
Table of Contents
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S-5
Table of Contents
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S-6
Table of Contents
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S-7
Table of Contents
SUMMARY INFORMATION
We refer to the notes we are offering by this prospectus supplement as the "offered notes" or the "notes". Each of
the offered notes, including your notes, has the terms described below and under "Specific Terms of Your Notes" on
page S-35. Please note that in this prospectus supplement, references to "The Goldman Sachs Group, Inc.", "we",
"our" and "us" mean only The Goldman Sachs Group, Inc. and do not include its consolidated subsidiaries, while
references to "Goldman Sachs" mean The Goldman Sachs Group, Inc., together with its consolidated subsidiaries.
Also, references to the "accompanying prospectus" mean the accompanying prospectus, dated September 15, 2014,
as supplemented by the accompanying prospectus supplement, dated September 15, 2014, in each case relating to
the Medium-Term Notes, Series D of The Goldman Sachs Group, Inc. References to the "indenture" in this prospectus
supplement mean the senior debt indenture, dated July 16, 2008, between The Goldman Sachs Group, Inc. and The
Bank of New York Mellon, as trustee.
Key Terms
Issuer: The Goldman Sachs Group, Inc.
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Index: GS Momentum Builder
® Multi-Asset 5 ER Index (Bloomberg symbol, "GSMBMA5 Index"), as published by the
index sponsor (including any index calculation agent acting on the index sponsor's behalf); see "The Index" on
page S-41. Additional information about the index, including the index methodology, which may be amended from time to
time, is available at the following website: http://www.solactive.com/indexing-en/indices/complex/. We are not
incorporating by reference the website or any material it includes in this prospectus supplement
Index calculation agent: Solactive AG
Index sponsor: Goldman, Sachs & Co.
Specified currency: U.S. dollars ("$")
Face amount: each note will have a face amount of $1,000; $2,153,000 in the aggregate for all the offered notes; the
aggregate face amount of the offered notes may be increased if the issuer, at its sole option, decides to sell an additional
amount of the offered notes on a date subsequent to the date of this prospectus supplement
Denominations: $1,000 or integral multiples of $1,000 in excess thereof
Purchase at amount other than face amount: the amount we will pay you at the stated maturity date for your notes
will not be adjusted based on the issue price you pay for your notes, so if you acquire notes at a premium (or discount) to
face amount and hold them to the stated maturity date, it could affect your investment in a number of ways. The return on
your investment in such notes will be lower (or higher) than it would have been had you purchased the notes at face
amount. See "Additional Risk Factors Specific to Your Notes -- If You Purchase Your Notes at a Premium to Face
Amount, the Return on Your Investment Will Be Lower Than the Return on Notes Purchased at Face Amount and the
Impact of Certain Key Terms of the Notes Will Be Negatively Affected" on page S-15 of this prospectus supplement
Supplemental discussion of U.S. federal income tax consequences: the notes will be treated as debt instruments
subject to the special rules governing contingent payment debt instruments for U.S. federal income tax purposes. Under
this treatment, it is the opinion of Sidley Austin LLP that if you are a U.S. individual or taxable entity, you generally should
be required to pay taxes on ordinary income from the notes over their term based on the comparable yield for the notes.
In addition, any gain you may recognize on the sale, exchange or maturity of the notes will be taxed as ordinary interest
income.
Cash settlement amount (on the stated maturity date): for each $1,000 face amount of notes, we will pay you on the
stated maturity date an amount in cash equal to:
if the index return is positive, the sum of (i) $1,000 plus (ii) the product of (a) $1,000 times (b) the upside
x
participation rate times (c) the index return; or
if the index return is zero or negative, $1,000.
x
Initial index level: 111.34
Final index level: the closing level of the index on the determination date, except in the limited circumstances described
under "Specific Terms of Your Notes -- Payment of Principal on Stated Maturity Date -- Consequences of a Non-
Trading Day" on page S-36 and subject to adjustment as provided under "Specific Terms of Your Notes -- Payment of
Principal on Stated Maturity Date -- Discontinuance or Modification of the Index" on page S-36
Closing level of the index: the official closing level of the index or any successor index published by the index sponsor
(including any index calculation agent acting on the index sponsor's behalf) on any trading day for the index
S-8
Table of Contents
Index return: the quotient of (i) the final index level minus the initial index level divided by (ii) the initial index level,
expressed as a positive or negative percentage
Upside participation rate: 300.00%
Trade date: December 23, 2014
Original issue date (settlement date): December 29, 2014
Stated maturity date: June 28, 2022, subject to postponement as described under "Specific Terms of Your Notes --
Payment of Principal on Stated Maturity Date -- Stated Maturity Date" on page S-36
Determination date: June 23, 2022, subject to adjustment as described under "Specific Terms of Your Notes --
Payment of Principal on Stated Maturity Date -- Determination Date" on page S-36
No interest: the notes do not bear interest
No listing: the notes will not be listed on any securities exchange or interdealer market quotation system
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No redemption: the notes will not be subject to redemption right or price dependent redemption right
Note calculation agent: Goldman, Sachs & Co.
Business day: as described under "Specific Terms of Your Notes -- Special Calculation Provisions -- Business Day"
on page S-38
Trading day: as described under "Specific Terms of Your Notes -- Special Calculation Provisions -- Trading Day" on
page S-38
CUSIP no.: 38147QNY8
ISIN no.: US38147QNY88
FDIC: the notes are not bank deposits and are not insured by the Federal Deposit Insurance Corporation or any other
governmental agency, nor are they obligations of, or guaranteed by, a bank
S-9
Table of Contents
HYPOTHETICAL EXAMPLES
The following table, examples and chart are provided for purposes of illustration only. They should not be taken as
an indication or prediction of future investment results and are intended merely to illustrate the impact that the various
hypothetical index levels on the determination date could have on the cash settlement amount at maturity assuming all
other variables remain constant.
The examples below are based on a range of index levels that are entirely hypothetical; no one can predict what the
index level will be on any day throughout the life of your notes, and no one can predict what the final index level will be
on the determination date. The index has been highly volatile in the past -- meaning that the index level has changed
considerably in relatively short periods -- and its performance cannot be predicted for any future period.
The information in the following examples reflects hypothetical rates of return on the offered notes assuming that
they are purchased on the original issue date at the face amount and held to the stated maturity date. If you sell your
notes in a secondary market prior to the maturity date, your return will depend upon the market value of your notes at the
time of sale, which may be affected by a number of factors that are not reflected in the table shown below such as the
volatility of the index and our creditworthiness. In addition, the estimated value of your notes at the time the terms of your
notes were set on the trade date (as determined by reference to pricing models used by Goldman, Sachs & Co.) was
less than the original issue price of your notes. For more information on the estimated value of your notes, see
"Additional Risk Factors Specific to Your Notes -- The Estimated Value of Your Notes At the Time the Terms of Your
Notes Were Set On the Trade Date (as Determined By Reference to Pricing Models Used By Goldman, Sachs & Co.)
Was Less Than the Original Issue Price Of Your Notes" on page S-13 of this prospectus supplement. The information in
the table also reflects the key terms and assumptions in the box below.
Key Terms and Assumptions
Face amount
$1,000
Upside participation rate
300.00%
No non-trading day occurs on the originally scheduled determination date
No change in or affecting any of the eligible underlying assets or the method by which the index sponsor calculates the
index
Notes purchased on original issue date and held to the stated maturity date
For these reasons, the actual performance of the index over the life of your notes, as well as the amount payable at
maturity may bear little relation to the hypothetical examples shown below or to the historical index performance
information or hypothetical performance data shown elsewhere in this prospectus supplement. For information about the
historical index performance levels and hypothetical performance data of the index during recent periods, see "The Index
-- Daily Closing Levels of the Index" on page S-52. Before investing in the offered notes, you should consult publicly
available information to determine the level of the index between the date of this prospectus supplement and the date of
your purchase of the offered notes.
Any rate of return you may earn on an investment in the notes may be lower than that which you could earn on a
comparable investment in the index underlying assets.
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