Bond Goldman Sachs 0% ( US38147QQP45 ) in USD

Issuer Goldman Sachs
Market price refresh price now   89.5 %  ⇌ 
Country  United States
ISIN code  US38147QQP45 ( in USD )
Interest rate 0%
Maturity 07/03/2029



Prospectus brochure of the bond Goldman Sachs US38147QQP45 en USD 0%, maturity 07/03/2029


Minimal amount 1 000 USD
Total amount 2 900 000 USD
Cusip 38147QQP4
Standard & Poor's ( S&P ) rating N/A
Moody's rating NR
Detailed description 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 US38147QQP45, pays a coupon of 0% per year.
The coupons are paid 2 times per year and the Bond maturity is 07/03/2029

The Bond issued by Goldman Sachs ( United States ) , in USD, with the ISIN code US38147QQP45, was rated NR by Moody's credit rating agency.







http://www.sec.gov/Archives/edgar/data/886982/000110465914013216/...
424B2 1 a14-4777_34424b2.htm PROSPECTUS SUPPLEMENT NO. 2729 DATED FEBRUARY 21, 2014
Table of Contents

Filed Pursuant to Rule 424(b)(2)
Registration Statement No. 333-176914








The Goldman Sachs Group, Inc.
$2,900,000
Autocal able Contingent Coupon Index-Linked Notes due 2029

If the closing level of either the Russell 2000 I
® ndex or the EURO STOXX 50 I
® ndex on any determination date is
less than its initial level, you will not receive a coupon on the applicable payment date. The amount that you wil
be paid on your note is based on the performances of the indexes. The notes wil mature on the stated maturity date
(March 7, 2029), unless automatically called on any determination date commencing in February 2017 to and including
November 2028. Your note wil be cal ed if the closing levels of both indexes on any such determination date are greater
than or equal to their respective initial levels. If your note is cal ed, you wil receive a payment on the next payment date
(the tenth business day after the relevant determination date) equal to the face amount of your note plus a coupon (as
described below).

Determination dates are the 21st day of each February, May, August and November commencing in May 2014 and ending
in February 2029. If on any determination date the closing levels of both indexes are greater than or equal to their
respective initial levels, you wil receive on the applicable payment date a coupon for each $1,000 face amount of your
note equal to (i) the product of $21.25 times the number of determination dates that have occurred up to and including
the relevant determination date minus (ii) the sum of al coupons previously paid, if any. If you receive a coupon with
respect to any determination date commencing in February 2017 to and including November 2028, your note wil be
called on the applicable payment date.

The amount that you wil be paid on your note at maturity, if it has not been cal ed, in addition to the final coupon, if any,
is based on the performance of the index with the lowest index return. The index return for each index is the percentage
increase or decrease in the final level of such index on the final determination date from its initial level.

At maturity, for each $1,000 face amount of your note, you wil receive an amount in cash equal to:

·
if the index return of both indexes is greater than or equal to 0.00% (the final level of both indexes is greater than or

equal to 100.00% of their respective initial levels), $1,000 plus a coupon calculated as described above; or

·
if the index return of both indexes is greater than or equal to -50.00% but the index return of either index is less than

0.00%, $1,000. You will not receive a coupon; or

·
if the index return of either index is less than -50.00%, the sum of (i) $1,000 plus (ii) the product of (a) the lesser

performing index return times (b) $1,000. You will receive less than 50.00% of the face amount of your note
and no coupon.

If the index return for both indexes is greater than or equal to -50.00% but the index return of either index is less than
0.00%, you wil receive the face amount of your note and no coupon. If the index return for either index is less
than -50.00%, the percentage of the face amount of your note you will receive will be based on the
performance of the index with the lowest index return. In such event, you will receive less than 50.00% of the
face amount of your note and no coupon.

The maximum return on your note is 2.125% quarterly, regardless of how much either index appreciates.

Your investment in the notes involves certain risks, including, among other things, our credit risk. See
page S-9. 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 $891 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 $956.50 per $1,000 face amount, which exceeds the estimated
1 of 75
2/26/2014 10:42 AM


http://www.sec.gov/Archives/edgar/data/886982/000110465914013216/...
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 February 26, 2015.

Original issue date:
February 26, 2014
Original issue price:
100.00% of the face amount



Underwriting discount:
4.40% of the face amount
Net proceeds to the issuer:
95.60% of the face amount




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 supplement, the
accompanying prospectus supplement or the accompanying 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. 2729 dated February 21, 2014.

2 of 75
2/26/2014 10:42 AM


http://www.sec.gov/Archives/edgar/data/886982/000110465914013216/...
Table of Contents

The issue price, underwriting discount and net proceeds listed above relate to the notes we sell initial y. 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 wil depend in part on the issue price you pay for such notes.

Goldman Sachs may use this prospectus supplement in the initial sale of the notes. In addition, Goldman, Sachs & Co.
or any other affiliate of Goldman Sachs may use this prospectus supplement 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 supplement is being used in a market-making transaction.



About Your Notes

The notes are part of the Medium-Term Notes, Series D program of The Goldman Sachs Group, Inc. This prospectus
supplement constitutes a supplement to the documents listed below and should be read in conjunction with such
documents:

·
Prospectus supplement dated September 19, 2011


·
Prospectus dated September 19, 2011


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.



3 of 75
2/26/2014 10:42 AM


http://www.sec.gov/Archives/edgar/data/886982/000110465914013216/...
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-18. 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.
Also, references to the "accompanying prospectus" mean the accompanying prospectus, dated September 19, 2011,
as supplemented by the accompanying prospectus supplement, dated September 19, 2011, 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.

Indices: the Russell 2000 I
®
ndex (Bloomberg symbol, "RTY Index"), as published by the Russell Investment Group
("Russell"); the EURO STOXX 50 I
®
ndex (Bloomberg symbol, "SX5E Index") as published by STOXX Limited, see "The
Indices" on page S-27

Specified currency: U.S. dol ars ("$")

Face amount: each note wil have a face amount equal to $1,000; $2,900,000 in the aggregate for al 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 wil pay you for your notes on a call payment date or
the stated maturity date, as the case may be, wil 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 a call payment date or the stated maturity
date, it could affect your investment in a number of ways. The return on your investment in such notes wil 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 Wil Be Lower
Than the Return on Notes Purchased at Face Amount and the Impact of Certain Key Terms of the Notes Wil Be
Negatively Affected" on page S-11 of this prospectus supplement

Supplemental discussion of U.S. federal income tax consequences: you wil be obligated pursuant to the terms of
the notes -- in the absence of a change in law, an administrative determination or a judicial ruling to the contrary -- to
characterize each note for all tax purposes as an income-bearing pre-paid derivative contract in respect of the indices,
as described under "Supplemental Discussion of Federal Income Tax Consequences" herein. Pursuant to this approach,
it is the opinion of Sidley Austin LLP that it is likely that any coupon payment wil be taxed as ordinary income in
accordance with your regular method of accounting for U.S. federal income tax purposes. If you are a United States
alien holder of the notes, we intend to withhold on coupon payments made to you at a 30% rate or at a lower rate
specified by an applicable income tax treaty. In addition, upon the sale, exchange, redemption or maturity of your notes,
it would be reasonable for you to recognize capital gain or loss equal to the difference, if any, between the amount of
cash you receive at such time (excluding amounts attributable to any coupon payment) and your tax basis in your notes

Cash settlement amount (on any call payment date): if your notes are automatically called on a call observation date
because the closing levels of both indices are greater than or equal to their respective initial index levels, for each $1,000
face amount of your notes, on the related cal payment date, we wil pay you an amount in cash equal to the sum of
(i) $1,000 plus (i ) the coupon then due

S-2
4 of 75
2/26/2014 10:42 AM


http://www.sec.gov/Archives/edgar/data/886982/000110465914013216/...
5 of 75
2/26/2014 10:42 AM


http://www.sec.gov/Archives/edgar/data/886982/000110465914013216/...
Table of Contents

Cash settlement amount (on the stated maturity date): if your notes are not automatical y cal ed, for each $1,000
face amount of your notes, we wil pay you on the stated maturity date an amount in cash equal to:

·
if the index return of both indices is greater than or equal to 0.00% (the final index level of both indices is

greater than or equal to 100.00% of their respective initial index levels), $1,000 plus the related coupon; or
·
if the index return of both indices is greater than or equal to -50.00% but the index return of either index is less

than 0.00%, $1,000. You will not receive a coupon; or
·
if the index return of either index is less than -50.00%, the sum of (i) $1,000 plus (ii) the product of (a) the

lesser performing index return times (b) $1,000. You will receive less than 50.00% of the face amount of
your note and no coupon

Automatic call feature: if, as measured on any call observation date, the closing levels of both indices are greater than
or equal to their respective initial index levels, your notes wil be automatical y cal ed; if your notes are automatical y
cal ed on any cal observation date, on the corresponding cal payment date, in addition to the coupon then due, you wil
receive an amount in cash equal to $1,000 for each $1,000 face amount of your notes

Lesser performing index return: the index return of the lesser performing index

Lesser performing index: the index with the lowest index return

Coupon: subject to the automatic cal feature, on each coupon payment date, for each $1,000 face amount of your
notes, we wil pay you an amount in cash equal to:

·
if the closing levels of both indices on the related coupon determination date are greater than or equal to their

respective initial levels, (i) the product of $21.25 times the number of coupon determination dates that have
occurred up to and including the relevant coupon determination date minus (i ) the sum of al coupons previously
paid, if any, on your note; or
·
if the closing level of either index on the related coupon determination date is less than its respective initial index

level, $0.00

Initial index level: 1,164.63 with respect to the Russell 2000 I
®
ndex and 3,131.67 with respect to the EURO STOXX
50 I
®
ndex

Final index level: with respect to each index, the closing level of such index on the determination date, except in the
limited circumstances described under "Specific Terms of Your Notes -- Consequences of a Market Disruption Event or
a Non-Trading Day" on page S-21

Closing level: with respect to each index, the closing level of such index on any trading day, as further described under
"Specific Terms of Your Notes -- Special Calculation Provisions -- Closing Level" on page S-23

Index return: with respect to each index on the determination date, the quotient of (i) the final index level minus the
initial index level divided by (i ) the initial index level, expressed as a positive or negative percentage

Defeasance: not applicable

No listing: the offered notes wil not be listed or displayed on any securities exchange or interdealer market quotation
system

Business day: as described on page S-23

Trading day: as described on page S-23

Trade date: February 21, 2014

Original issue date: February 26, 2014

Stated maturity date: March 7, 2029, subject to adjustment as described under "Specific Terms of Your Notes --
6 of 75
2/26/2014 10:42 AM


http://www.sec.gov/Archives/edgar/data/886982/000110465914013216/...
Payment of Principal on Stated Maturity Date -- Stated Maturity Date" on page S-20

Determination date: February 21, 2029, subject to adjustment as described under "Specific Terms of Your Notes --
Payment of Principal on Stated Maturity Date -- Determination Date" on page S-20

Call observation date: each coupon determination date commencing February 21, 2017 and ending on November 21,
2028, subject to adjustment as described under "Specific Terms of Your Notes -- Payment of Principal on Stated
Maturity Date -- Cal Observation Dates" on page S-20

Call payment dates: the tenth business day after each cal observation date subject to adjustment as described under
"Specific Terms of Your Notes -- Payment of Principal on Stated Maturity Date -- Cal Payment Dates" on page S-20

Coupon determination dates: the 21st day of each February, May, August and November, commencing on May 21,
2014 and ending on February 21, 2029, subject to adjustment as described under "Specific Terms of Your Notes
--Coupon Determination Dates" on page S-20

Coupon payment dates: the tenth business day after each coupon determination date to and

S-3
7 of 75
2/26/2014 10:42 AM


http://www.sec.gov/Archives/edgar/data/886982/000110465914013216/...
Table of Contents

including the stated maturity date, subject to adjustment as described under "Specific Terms of Your Notes --Coupon
and Coupon Payment Dates" on page S-20

Regular record dates: the scheduled business day immediately preceding the day on which payment is made

Calculation agent: Goldman, Sachs & Co.

CUSIP no.: 38147QQP4

ISIN no.: US38147QQP45

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-4
8 of 75
2/26/2014 10:42 AM


http://www.sec.gov/Archives/edgar/data/886982/000110465914013216/...
Table of Contents

HYPOTHETICAL EXAMPLES

The fol owing tables and examples are provided for purposes of il ustration only. They should not be taken as an
indication or prediction of future investment results and are intended merely to il ustrate (i) the impact that various
hypothetical closing levels of the indices on a coupon determination date could have on the coupon payable on the
related coupon payment date and (i ) the impact that various hypothetical closing levels of the lesser performing index 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 of either index wil be on any day throughout the life of your notes, what the closing level of either index
wil be on any coupon determination date or call observation date, as the case may be, and what the final index level of
the lesser performing index wil be on the determination date. The indices have been highly volatile in the past --
meaning that the index levels have changed substantial y in relatively short periods -- and their performance cannot be
predicted for any future period.

The information in the fol owing examples reflects the 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 a call payment date or the stated
maturity date. If you sel your notes in a secondary market prior to a cal payment date or the stated maturity date, as
the case may be, your return wil 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 tables below such as interest rates, the volatility of the indices 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-9 of this prospectus supplement. The information in the tables also
reflect the key terms and assumptions in the box below.


Key Terms and Assumptions
Face amount
$1,000
Hypothetical initial index level of the Russel 2000 I
®
ndex
1,150
Hypothetical initial index level of the EURO STOXX 50 I
®
ndex
3,100


The notes are not automatical y called, unless otherwise indicated below

Neither a market disruption event nor a non-trading day occurs on any originally scheduled coupon determination date or call observation date or the
originally scheduled determination date

No change in or affecting any of the index stocks or the method by which the applicable index sponsor calculates either index

Notes purchased on original issue date at the face amount and held to a call payment date or the stated maturity date


For these reasons, the actual performance of the indices over the life of your notes, the actual index levels on any
call observation date or coupon determination date, as wel as the coupon payable, if any, on each coupon payment
date, may bear little relation to the hypothetical examples shown below or to the historical index levels shown elsewhere
in this prospectus supplement. For information about the index levels during recent periods, see "The Indices --
Quarterly High, Low and Closing Levels of the Russell 2000 I
®
ndex" on page S-37 and "The Indices -- Quarterly High,
Low and Closing Levels of EURO STOXX 50 I
®
ndex" on page S-37. Before investing in the notes, you should consult
publicly available information to determine the index levels between the date of this prospectus supplement and the date
of your purchase of the notes.

Also, the hypothetical examples shown below do not take into account the effects of applicable taxes. Because of
the U.S. tax treatment applicable to your notes, tax liabilities could affect the after-tax rate of return on your notes to a
9 of 75
2/26/2014 10:42 AM


http://www.sec.gov/Archives/edgar/data/886982/000110465914013216/...
comparatively greater extent than the after-tax return on the index stocks.

Hypothetical Coupon Payments

The examples below show hypothetical performances of each index as wel as the hypothetical coupons, if any,
that we would pay on each coupon payment date with respect to each $1,000 face amount of the notes if the closing
level of each index on the applicable coupon determination date were the hypothetical closing levels shown.

S-5
10 of 75
2/26/2014 10:42 AM