Obbligazione Goldman Sachs 2.596% ( US38147QCN43 ) in USD

Goldman Sachs

100 USD ▲

Stati Uniti

US38147QCN43 ( in USD )

2.596% per anno ( pagato 2 volte l'anno)

19/06/2028

Prospetto opuscolo dell'obbligazione Goldman Sachs US38147QCN43 en USD 2.596%, scadenza 19/06/2028

1 000 USD

20 000 000 USD

38147QCN4

BBB+ ( Lower medium grade - Investment-grade )

19/06/2025 ( In 116 giorni )

Goldman Sachs è una banca d'investimento multinazionale americana che offre servizi di investimento bancario, gestione patrimoniale e trading a clienti istituzionali e privati.

The Obbligazione issued by Goldman Sachs ( United States ) , in USD, with the ISIN code US38147QCN43, pays a coupon of 2.596% per year.
The coupons are paid 2 times per year and the Obbligazione maturity is 19/06/2028

The Obbligazione issued by Goldman Sachs ( United States ) , in USD, with the ISIN code US38147QCN43, was rated NR by Moody's credit rating agency.

The Obbligazione issued by Goldman Sachs ( United States ) , in USD, with the ISIN code US38147QCN43, was rated BBB+ ( Lower medium grade - Investment-grade ) by Standard & Poor's ( S&P ) credit rating agency.

Prospectus Supplement No. 2258 dated June 14, 2013
http://www.sec.gov/Archives/edgar/data/886982/000119312513262637/...
424B2 1 d555840d424b2.htm PROSPECTUS SUPPLEMENT NO. 2258 DATED JUNE 14, 2013
Table of Contents
Filed Pursuant to Rule 424(b)(2)
Registration Statement No. 333-176914

The Goldman Sachs Group, Inc.
$20,000,000
Cal able Quarterly CMS Spread-Linked Notes due 2028

The notes wil mature on the stated maturity date (June 19, 2028).
We may redeem your notes at 100% of their face amount plus any accrued and unpaid interest on any quarterly interest payment date on or after
December 19, 2013.
On the stated maturity date, we wil pay you an amount in cash equal to the face amount of your notes plus accrued and unpaid interest, if any.
The notes wil pay interest quarterly, beginning September 19, 2013. For each of the first four interest periods, interest wil be paid at a rate of
9.00% per annum. For each interest period thereafter, the amount of interest you wil be paid each quarter wil be based on the product of 4 times the
CMS spread (the difference between the 30-year CMS rate minus the 5-year CMS rate on the relevant interest determination date, which wil be the
second U.S. Government securities business day preceding the respective interest period), subject to the maximum interest rate of 9.00% per annum.
For each quarterly interest period after the fourth interest period, the interest rate per annum for such interest period wil equal:

-- if (i) the CMS spread times (ii) 4 is greater than or equal to 9.00%, the maximum interest rate of 9.00%;

-- if (i) the CMS spread times (ii) 4 is less than 9.00% but greater than 0%, (i) the CMS spread times (ii) 4; or

-- if the CMS spread is equal to or less than 0%, 0%.
After the first four interest periods, if on any interest determination date the 30-year CMS rate does not exceed the 5-year CMS rate,
you will receive no interest on your notes for such interest period, even if the CMS spread on subsequent days is greater than 0%.
Furthermore, the interest rate per annum will be subject to a maximum interest rate of 9.00%.
Your investment in the notes involves certain risks, including, among other things, our credit risk. See page S-4.
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. and taking into account our credit spreads) was equal to approximately $927 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.

Original issue date: June 19, 2013
Original issue price: 100% of the face amount

Underwriting discount: 3.38% of the face amount
Net proceeds to issuer: 96.62% 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. 2258 dated June 14, 2013.
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The issue price, underwriting discount and net proceeds listed on the cover page hereof relate to the notes we sel initial y. We may decide to sel
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 offered 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.

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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-10. 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, relating to 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.
sale or maturity of the notes wil be taxed as ordinary interest income.
CMS spread: on any interest determination date, the difference of the
Trade date: June 14, 2013
30-year CMS rate minus the 5-year CMS rate.
Original issue date (settlement date): June 19, 2013
30-year CMS rate: for any interest determination date, the 30-year U.S.
dol ar interest rate swap rate (as described on page S-11) on such day,
Stated maturity date: June 19, 2028, subject to our early redemption
subject to adjustment as described elsewhere in this prospectus
right and to adjustment as described under "Specific Terms of Your
supplement
Notes -- Payment of Principal on Stated Maturity Date -- Stated
Maturity Date" on page S-11
5-year CMS rate: for any interest determination date, the 5-year U.S.
dol ar interest rate swap rate (as described on page S-11) on such day,
Specified currency: U.S. dol ars ("$")
subject to adjustment as described elsewhere in this prospectus
Denominations: $1,000 or integral multiples of $1,000 in excess thereof
supplement
Interest payment dates: March 19, June 19, September 19 and
Face amount: each note wil have a face amount equal to $1,000;
December 19 of each year, beginning on September 19, 2013, and
$20,000,000 in the aggregate for al the offered notes; the aggregate
ending on the stated maturity date, subject to adjustments as described
face amount of the offered notes may be increased if the issuer, at its
elsewhere in the prospectus supplement
sole option, decides to sel an additional amount of the offered notes on
a date subsequent to the date of this prospectus supplement
Early redemption: we have the right to redeem your notes, in whole but
Supplemental discussion of U.S. federal income tax consequences:
not in part, at a price equal to 100% of the face amount plus accrued
We intend to treat the notes as debt instruments subject to the special
and unpaid interest, on each interest payment date on or after
rules governing contingent payment debt instruments for U.S. federal
December 19, 2013, subject to five business days' prior notice
income tax purposes. Under this treatment, it is the opinion of Sidley
Interest rate: for the first four interest periods, the interest rate wil be
Austin LLP that if you are a U.S. individual or taxable entity, you general y
9.00% per annum. For each interest period thereafter, subject to our
should be required to pay taxes on ordinary income from the notes over
early redemption right, the interest rate wil be based upon the CMS
their term based on the comparable yield for the notes, subject to any
spread on the relevant interest determination date for such interest
positive and negative adjustments based on the actual interest payments
period and wil be a rate per annum equal to:
on the notes. In addition, any gain you may recognize on the

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-- if (i) the CMS spread times (ii) 4 is greater than or equal to the
Interest determination dates: for each interest period after the first

maximum interest rate: the maximum interest rate;
four interest periods, the second U.S. Government securities business

day preceding such interest period
-- if (i) the CMS spread (i ) 4 is less than the maximum interest rate

but greater than 0%: (i) the CMS spread times (ii) 4; or
Interest period: the period from and including each interest payment

date (or the original issue date, in the case of the initial interest period)

-- if the CMS spread is equal to or less than 0%: 0%
to but excluding the next succeeding interest payment date (or the
Maximum interest rate: 9.00% per annum
stated maturity date, in the case of the final interest period)
Day count convention: 30/360 (ISDA)
FDIC: The notes are not bank deposits and are not insured by the
Federal Deposit Insurance Corporation (the "FDIC") or any other
Business day convention: fol owing unadjusted
governmental agency, nor are they obligations of, or guaranteed by, a
Regular record dates: the scheduled business day immediately
bank
preceding each interest payment date
Calculation agent: Goldman, Sachs & Co.
Defeasance: not applicable
CUSIP no.: 38147QCN4
No listing: the offered notes wil not be listed or displayed on any
ISIN no.: US38147QCN43
securities exchange or interdealer market quotation system
Business day: as described on page S-13
U.S. Government securities business day: any day except for a
Saturday, Sunday or a day on which the Securities Industry and
Financial Markets Association recommends that the fixed income
department of its members be closed for the entire day for purposes of
trading in U.S. government securities

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ADDITIONAL RISK FACTORS SPECIFIC TO YOUR NOTES

An investment in your notes is subject to the risks described below, as well as the risks described under "Considerations Relating to Indexed
Securities" in the accompanying prospectus dated September 19, 2011. You should carefully review these risks as well as the terms of the notes
described herein and in the accompanying prospectus, dated September 19, 2011, as supplemented by the accompanying prospectus
supplement, dated September 19, 2011, of The Goldman Sachs Group, Inc. Your notes are a riskier investment than ordinary debt securities. You
should carefully consider whether the offered notes are suited to your particular circumstances.

The Estimated Value of Your Notes At the Time the Terms of Your
differences in pricing models or assumptions used by others. See "--
Notes Were Set On the Trade Date (as Determined By Reference to
The Market Value of Your Notes May Be Influenced by Many Factors
Pricing Models Used By Goldman, Sachs & Co.) Was Less Than
That Are Unpredictable and Interrelated in Complex Ways" below.
the Original Issue Price Of Your Notes
The difference between the estimated value of your notes as of the
The original issue price for your notes exceeds the estimated value
time the terms of your notes were set on the trade date and the original
of your notes as of the time the terms of your notes were set on the
issue price is a result of certain factors, including principal y the
trade date, as determined by reference to Goldman, Sachs & Co.'s
underwriting discount and commissions, the expenses incurred in
pricing models and taking into account our credit spreads. Such
creating, documenting and marketing the notes, and an estimate of the
estimated value on the trade date is set forth on the cover of this
difference between the amounts we pay to Goldman, Sachs & Co. and
prospectus supplement; after the trade date, the estimated value as
the amounts Goldman, Sachs & Co. pays to us in connection with your
determined by reference to these models wil be affected by changes in
notes. We pay to Goldman, Sachs & Co. amounts based on what we
market conditions, our creditworthiness and other relevant factors. If
would pay to holders of a non-structured note with a similar maturity. In
Goldman, Sachs & Co. buys or sel s your notes it wil do so at prices
return for such payment, Goldman, Sachs & Co. pays to us the amounts
that reflect the estimated value determined by reference to such pricing
we owe under your notes.
models at that time. The price at which Goldman, Sachs & Co. wil buy
or sel your notes at any time also wil reflect its then current bid and ask
In addition to the factors discussed above, the value and quoted
spread for similar sized trades of structured notes.
price of your notes at any time wil reflect many factors and cannot be
predicted. If Goldman, Sachs & Co. makes a market in the notes, the
In estimating the value of your notes as of the time the terms of your
price quoted by Goldman, Sachs & Co. would reflect any changes in
notes were set on the trade date, as disclosed on the front cover of this
market conditions and other relevant factors, including any deterioration
prospectus supplement, Goldman, Sachs & Co.'s pricing models
in our creditworthiness or perceived creditworthiness. These changes
consider certain variables, including principally our credit spreads,
may adversely affect the value of your notes, including the price you may
interest rates (forecasted, current and historical rates), volatility, price-
receive for your notes in any market making transaction. To the extent
sensitivity analysis and the time to maturity of the notes. These pricing
that Goldman, Sachs & Co. makes a market in the notes, the quoted
models are proprietary and rely in part on certain assumptions about
price wil reflect the estimated value determined by reference to
future events, which may prove to be incorrect. As a result, the actual
Goldman, Sachs & Co.'s pricing models at that time, plus or minus its
value you would receive if you sold your notes in the secondary market,
then current bid and ask spread for similar sized trades of structured
if any, to others may differ, perhaps material y, from the estimated value
notes.
of your notes determined by reference to our models due to, among
other things, any

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Furthermore, if you sell your notes, you will likely be charged a
Because of the long-dated maturity of your notes, the expected
commission for secondary market transactions, or the price wil likely
future performance of the CMS spread wil have a greater impact on the
reflect a dealer discount. This commission or discount wil further reduce
market value of your notes than if your notes had an earlier maturity
the proceeds you would receive for your notes in a secondary market
date. In particular, the expected future performance of the CMS spread
sale.
may cause the market value of your notes to decrease even though the
CMS spread may be greater than 0% during some portion of the life of
There is no assurance that Goldman, Sachs & Co. or any other party
the offered notes. Moreover, expectations about the performance of the
wil be wil ing to purchase your notes at any price and, in this regard,
CMS spread in the future are subject to a great degree of uncertainty
Goldman, Sachs & Co. is not obligated to make a market in the notes.
and may be based on assumptions about the future that may prove to
See "-- Your Notes May Not Have an Active Trading Market" below.
be incorrect. Even if the expected future performance of the CMS
spread is favorable to your notes, this uncertainty may result in market
The Notes Are Subject to the Credit Risk of the Issuer
participants substantial y discounting this future performance when
determining the market value of your notes.
Although the return on the notes wil be based in part on the
relationship between the 5-year CMS rate and the 30-year CMS rate,
If the CMS Spread Is Less than or Equal to 0% on the Relevant
the payment of any amount due on the notes is subject to our credit risk.
Interest Determination Date for Any Interest Period After the First
The notes are our unsecured obligations. Investors are dependent on
Four Interest Periods, No Interest Will Be Paid for that Interest
our ability to pay all amounts due on the notes, and therefore investors
Period
are subject to our credit risk and to changes in the market's view of our
creditworthiness. See "Description of the Notes We May Offer --
Because of the formula used to calculate the interest rate applicable
Information About Our Medium-Term Notes, Series D Program -- How
to your notes, in the event that on the relevant interest determination
the Notes Rank Against Other Debt" on page S-4 of the accompanying
date for any interest period after the first four interest periods the
prospectus supplement.
30-year CMS rate does not exceed the 5-year CMS rate, no interest wil
be paid for such interest period, even if the CMS spread on subsequent
If the CMS Spread Changes, the Market Value of Your Notes May
days is greater than 0%. Therefore, if the 30-year CMS rate does not
Not Change in the Same Manner
exceed the 5-year CMS rate by for a prolonged period of time over the
life of your notes after the first four interest periods, including interest
The price of your notes may move differently than the CMS spread.
determination dates, you wil receive no interest during the affected
The CMS spread wil vary during the term of the notes based on the
interest periods. In such case, even if you receive some interest
relationship between the 5-year CMS rate and the 30-year CMS rate as
payments on some or al of the interest payment dates, the overall
wel as the market's expectation of this relationship in the future.
return you earn on your notes may be less than you would have earned
Changes in the CMS spread may not result in a comparable change in
by investing in a non-indexed debt security of comparable maturity that
the market value of your notes. Even if the CMS spread is greater than
bears interest at a prevailing market rate.
0% during some portion of the life of the offered notes after the first four
interest periods, the market value of your notes may not increase in the
Assuming circumstances where no interest payment is to be made
same manner. We discuss some of the reasons for this disparity under
on your notes after the fourth interest period, the present value of your
"-- The Market Value of Your Notes May Be Influenced by Many
notes as of the original issue date wil equal the present value of a bond
Factors That Are Unpredictable and Interrelated in Complex Ways"
that pays only the coupons up to and including the fourth interest period,
below.
and with the same maturity and face

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amount issued by us, in each case discounted using current interest
income than an investment in a similar instrument.
rates and credit spreads based on the discount method used by
Goldman, Sachs & Co., which may be different from the methods used
The Historical Levels of the CMS Spread Are Not an Indication of
by others. On the original issue date such present value wil be
the Future Levels of the CMS Spread
approximately 57.1% of the face amount of your notes (you should not
base any tax characterization of your notes on such present value).
In the past, the level of the CMS spread has experienced significant
fluctuations. You should note that historical levels, fluctuations and trends
The Amount of Interest Payable on Your Notes After the First Four
of the CMS spread are not necessarily indicative of future levels. Any
Interest Periods Will Not Be Affected by the CMS Spread on Any
historical upward or downward trend in the CMS spread is not an
Day Other Than the Interest Determination Date for the Applicable
indication that the CMS spread is more or less likely to increase or
Interest Period
decrease at any time after the first four interest periods, and you should
not take the historical levels of the CMS spread as an indication of its
For each interest period after the first four interest periods, the
future performance.
amount of interest payable on each interest payment date is calculated
based on the CMS spread on the interest determination date for the
Recent Regulatory Investigations Regarding Potential Manipulation
applicable interest period. Although the actual CMS spread on an
of ISDAfix May Adversely Affect Your Notes
interest payment date or at other times after the first four interest
periods may be higher than the CMS spread on the interest
It has been reported that the U.K. Financial Conduct Authority and
determination date, you wil not benefit from the CMS spread at any time
the U.S. Commodity Futures Trading Commission are working together
other than on such interest determination date.
to investigate potential manipulation of ISDAfix. If such manipulation
occurred, it may have resulted in this rate or the quarterly difference in
such rate being artificial y lower (or higher) than it would otherwise have
The Amount of Interest Payable On The Notes In Any Quarter Is
been. Any changes or reforms affecting the determination or supervision
Capped
of ISDAfix in light of these investigations, may result in a sudden or
prolonged increase or decrease in reported ISDAfix or the quarterly
The interest rate wil be subject to the maximum interest rate of
difference in ISDAfix, which could have an adverse impact on the trading
9.00% per annum, which wil limit the amount of interest you may receive
market for ISDAfix-benchmarked securities such as your notes, the
on each interest payment date. Because of the formula used to calculate
value of your notes and any payments on your notes.
the interest rate on your notes, if (i) the CMS spread times (ii) 4 is
greater than or equal to 9.00% per annum, the interest rate after the
If You Purchase Your Notes at a Premium to Face Amount, the
first four interest periods wil be capped at 9.00% per annum (equal to a
Return on Your Investment Will Be Lower Than the Return on
maximum quarterly interest payment of $22.50 for each $1,000 face
Notes Purchased at Face Amount and the Impact of Certain Key
amount of notes). Thus, you wil not benefit from any increases in the
Terms of the Notes Will be Negatively Affected
CMS spread above 2.25%. Furthermore, since the interest rate is
determined quarterly, if the interest rate for at least one interest period
The amount you wil be paid for your notes on the stated maturity
after the first four interest periods during any year is less than
date wil not be adjusted based on the issue price you pay for the notes.
9.00% per annum, your actual return for such year wil be less than
If you purchase notes at a price that differs from the face amount of the
9.00% per annum, even if the interest rate is 9.00% per annum for the
notes, then the return on your investment in such notes held to the stated
remaining interest periods during such year. Thus, the notes may provide
maturity date or the date of early redemption wil
less interest

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differ from, and may be substantial y less than, the return on notes
interest payable on each interest payment date, may bear little or no
purchased at face amount. If you purchase your notes at a premium to
relation to the hypothetical levels of the CMS spread or to the
face amount and hold them to the stated maturity date or the date of
hypothetical examples shown elsewhere in this prospectus supplement.
early redemption the return on your investment in the notes wil be lower
than it would have been had you purchased the notes at face amount or
Goldman Sachs' Anticipated Hedging Activities May Negatively
a discount to face amount.
Impact Investors in the Notes and Cause our Interests and Those
of Our Clients and Counterparties to be Contrary to Those of
The Market Value of Your Notes May Be Influenced by Many
Investors in the Notes
Factors That Are Unpredictable and Interrelated in Complex Ways
Goldman Sachs expects to hedge our obligations under the notes
When we refer to the market value of your notes, we mean the
by purchasing futures and/or other instruments linked to the CMS
value that you could receive for your notes if you chose to sel it in the
spread. We also expect to adjust our hedge by, among other things,
open market before the stated maturity date. A number of factors, many
purchasing or sel ing any of the foregoing, and perhaps other
of which are beyond our control, wil influence the market value of your
instruments linked to the CMS spread, at any time and from time to
notes, including:
time, and to unwind the hedge by sel ing any of the foregoing on or

before the final interest determination date for your notes. We may also
-- the 30-year CMS rate and the 5-year CMS rate;
enter into, adjust and unwind hedging transactions relating to other

rate-linked notes whose returns are linked to changes in the level of the
-- the volatility -- i.e., the frequency and magnitude of changes -- in
CMS spread.
the level of the CMS spread;

-- economic, financial, regulatory, political, military and other events
Any of these hedging or other activities may adversely affect the
that affect CMS rates general y;
levels of the CMS spread and therefore the market value of your notes
and the amount we wil pay on your notes. In addition, you should expect

-- interest rates and yield rates in the market;
that these transactions wil cause Goldman Sachs or its clients or

counterparties to have economic interests and incentives that do not
-- the time remaining until your notes mature; and
align with, and that may be directly contrary to, those of an investor in

-- our creditworthiness, whether actual or perceived, and including
the notes. Goldman Sachs wil have no obligation to take, refrain from
actual or anticipated upgrades or downgrades in our credit ratings
taking or cease taking any action with respect to these transactions
or changes in other credit measures.
based on the potential effect on an investor in the notes, and may
receive substantial returns on hedging or other activities while the value
These factors, and many other factors, wil influence the price you
of your notes declines.
wil receive if you sel your notes before maturity, including the price you
may receive for your notes in any market making transaction. If you sel
your notes before maturity, you may receive less than the face amount
As Calculation Agent, Goldman, Sachs & Co. Will Have the
of your notes.
Authority to Make Determinations that Could Affect the Value of
Your Notes and the Amount You May Receive On Any Interest
You cannot predict the future performance of the CMS spread
Payment Date
based on its historical performance. The actual performance of the CMS
spread over the life of the offered notes after the first four interest
As calculation agent for your notes, Goldman, Sachs & Co. wil have
periods, as wel as the
discretion in making certain determinations that affect your notes,
including determining the CMS spread on any interest determination date
in certain circumstances, which we wil use to determine

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the amount, if any, we wil pay on any applicable interest payment date
consult with its counsel regarding whether the purchase or holding of the
after the first four interest payment dates. See "Specific Terms of Your
offered notes could become a "prohibited transaction" under ERISA, the
Notes" below. The exercise of this discretion by Goldman, Sachs & Co.
Internal Revenue Code or any substantially similar prohibition in light of
could adversely affect the value of your notes and may present
the representations a purchaser or holder in any of the above categories
Goldman, Sachs & Co. with a conflict of interest. We may change the
is deemed to make by purchasing and holding the offered notes. This is
calculation agent at any time without notice and Goldman, Sachs & Co.
discussed in more detail under "Employee Retirement Income Security
may resign as calculation agent at any time upon 60 days' written notice
Act" below.
to Goldman Sachs.
We May Sell an Additional Aggregate Face Amount of the Notes at
Your Notes May Not Have an Active Trading Market
a Different Issue Price
Your notes wil not be listed or displayed on any securities exchange
At our sole option, we may decide to sel an additional aggregate
or included in any interdealer market quotation system, and there may
face amount of the notes subsequent to the date of this prospectus
be little or no secondary market for your notes. Even if a secondary
supplement. The issue price of the notes in the subsequent sale may
market for your notes develops, it may not provide significant liquidity
differ substantial y (higher or lower) from the issue price you paid as
and we expect that transaction costs in any secondary market would be
provided on the cover of this prospectus supplement.
high. As a result, the difference between bid and asked prices for your
notes in any secondary market could be substantial.
We Intend to Treat the Notes as Debt Instruments Subject to
Special Rules Governing Contingent Payment Debt Instruments for
We Are Able to Redeem Your Notes at Our Option
U.S. Federal Income Tax Purposes
On any interest payment date on or after December 19, 2013, we
We intend to treat the notes as debt instruments subject to special
wil be permitted to redeem your notes at our option. Even if we do not
rules governing contingent payment debt instruments for U.S. federal
exercise our option to redeem your notes, our ability to do so may
income tax purposes. Under this treatment, if you are a U.S. individual or
adversely affect the value of your notes. It is our sole option whether to
taxable entity, you generally should be required to pay taxes on ordinary
redeem your notes prior to maturity and we may or may not exercise
income from the notes over their term based on the comparable yield for
this option for any reason. Because of this redemption option, the term
the notes, subject to any positive and negative adjustments based on the
of your notes could be anywhere between six months and fifteen years.
actual interest payments on the notes This comparable yield is
determined solely to calculate the amount on which you wil be taxed
Certain Considerations for Insurance Companies and Employee
prior to maturity and is neither a prediction nor a guarantee of what the
Benefit Plans
actual yield wil be. In addition, any gain you may recognize on the sale
or maturity of the notes wil be taxed as ordinary interest income. If you
Any insurance company or fiduciary of a pension plan or other
are a secondary purchaser of the notes, the tax consequences to you
employee benefit plan that is subject to the prohibited transaction rules
may be different.
of the Employee Retirement Income Security Act of 1974, as amended,
which we cal "ERISA", or the Internal Revenue Code of 1986, as
It is possible that the Internal Revenue Service could successful y
amended, including an IRA or a Keogh plan (or a governmental plan to
assert that your notes should be treated as variable rate debt
which similar prohibitions apply), and that is considering purchasing the
instruments. If the notes are so treated you would include the ful interest
offered notes with the assets of the insurance company or the assets of
payment in ordinary income at the time you receive or
such a plan, should

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Prospectus Supplement No. 2258 dated June 14, 2013
http://www.sec.gov/Archives/edgar/data/886982/000119312513262637/...
Table of Contents
accrue such interest payment, depending on your method of accounting

for tax purposes. You should consult your tax advisor concerning
possible further U.S. federal income tax ramifications if your notes are
so treated.
Please see "Supplemental Discussion of Federal Income Tax
Consequences" below for a more detailed discussion. Please also
consult your own tax advisor concerning the U.S. federal income tax and
any other applicable tax consequences to you of owning your notes in
your particular circumstances.

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