Obbligazione Goldman Sachs 0% ( US38148A4316 ) in USD

Goldman Sachs

100 USD ▲

Stati Uniti

US38148A4316 ( in USD )

28/03/2024 - Obbligazione è scaduto

Prospetto opuscolo dell'obbligazione Goldman Sachs US38148A4316 in USD 0%, scaduta

1 000 USD

14 314 000 USD

38148A431

N/A

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 US38148A4316, pays a coupon of 0% per year.
The coupons are paid 2 times per year and the Obbligazione maturity is 28/03/2024

The Obbligazione issued by Goldman Sachs ( United States ) , in USD, with the ISIN code US38148A4316, was rated NR by Moody's credit rating agency.

http://www.sec.gov/Archives/edgar/data/886982/000110465914024271/...
424B2 1 a14-7149_1424b2.htm PROSPECTUS SUPPLEMENT NO. 2756 DATED MARCH 27, 2014
Table of Contents

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

$14,313,560
Trigger Performance Securities Linked to the EURO STOXX 50® Index
due 2024

The notes do not bear interest. The amount that you wil be paid on your notes on the stated maturity date (March
28, 2024) is based on the performance of the EURO STOXX 50 I
®
ndex as measured from the trade date (March 27,
2014) to and including the determination date (March 22, 2024).

If the final index level (the closing level of the index on the determination date) is greater than the initial index level of
3,133.75, then the return on the notes wil be positive and equal the product of the index return (the percentage increase
or decrease in the final index level from the initial index level) multiplied by the participation rate.

If the final index level is less than or equal to the initial index level but equal to or greater than 50.00% of the initial index
level, then you wil only receive the face amount of your notes at maturity.

If the final index level is less than 50.00% of the initial index level, then the return on your notes wil be negative and wil
equal the index return. You could receive less than the face amount of your notes at maturity and you will lose
your entire investment in the notes if the final index level is zero.

At maturity, for each $10 face amount of your notes you wil receive an amount in cash equal to:

·
if the final index level is greater than the initial index level, the sum of (a) $10 plus (b) the product of the index return

times $10 times the participation rate of 2.24;
·
if the final index level is less than or equal to the initial index level but equal to or greater than 50.00% of the initial

index level, $10; or
·
if the final index level is less than 50.00% of the initial index level, the sum of (a) $10 plus (b) the product of the

index return times $10, resulting in a loss proportionate to the negative index return.

Your investment in the notes involves certain risks, including, among other things, our credit risk. See page
S-7.

In addition, any sales prior to maturity could result in a loss even if the level of the EURO STOXX 50 I
® ndex is
greater than 50.00% of the initial index level at the time of such sale.

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 $9.05 per $10 face amount, which will be 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 $9.95 per $10 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 March 27, 2015.

Original issue date:
March 31, 2014
Original issue price:
100.00% of the face amount

Underwriting discount:
5.40% of the face amount
Net proceeds to the issuer:
94.60% 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.

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Goldman, Sachs & Co.
Prospectus Supplement No. 2756 dated March 27, 2014.

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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.

The notes have been registered under the Securities Act of 1933 solely for the purposes of sales in the United
States; they have not been and will not be registered for the purpose of any sales outside the United States.
We are offering to sell the notes, and are seeking offers to buy the notes, only in jurisdictions where such
offers and sales are permitted. The distribution of this prospectus supplement, the accompanying prospectus
supplement and the accompanying prospectus (collectively, "this prospectus") and the offering of the notes in
certain jurisdictions may be restricted by law. Persons outside the United States who come into possession of
this prospectus must inform themselves about and observe any restrictions relating to the offering of the notes
and the distribution of this prospectus outside the United States.

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.

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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-14. 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.

Index: the EURO STOXX 50 I
®
ndex (Bloomberg symbol, "SX5E Index"), as published by STOXX Limited

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

Face amount: each note wil have a face amount of $10, or integral multiples of $10 in excess thereof; $14,313,560 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 sel an additional amount of the offered notes on a date subsequent to the date of this
prospectus supplement

Denominations: $10 and integral multiples of $10 in excess thereof

Minimum purchase amount: in connection with the initial offering of the notes, the minimum principal amount of notes
that may be purchased by any investor is $1,000

Supplemental plan of distribution: The Goldman Sachs Group, Inc. has agreed to sel to Goldman, Sachs & Co., and
Goldman, Sachs & Co. has agreed to purchase from The Goldman Sachs Group, Inc., the aggregate face amount of the
offered notes specified on the front cover of this prospectus supplement. Goldman, Sachs & Co. proposes initial y to
offer the notes to the public at the original issue price set forth on the cover page of this prospectus supplement, and to
certain securities dealers at such price less a concession not in excess of 5.00% of the face amount. See
"Supplemental Plan of Distribution" on page S-29

Cash settlement amount: on the stated maturity date, for each $10 face amount of your notes you wil receive an
amount in cash equal to:

·
if the final index level is greater than the initial index level, the sum of (a) $10 plus (b) the product of the index return

times $10 times the upside participation rate;
·
if the final index level is less than or equal to the initial index level but equal to or greater than the trigger level, $10;

or
·
if the final index level is less than the trigger level, the sum of (a) $10 plus (b) the product of the index return times

$10, resulting in a loss proportionate to the negative index return.

Purchase at amount other than face amount: the amount we wil pay you at the stated maturity date for your notes
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 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
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Impact of Certain Key Terms of the Notes Wil be Negatively Affected"

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 a pre-paid derivative contract in respect of the index, as described under
"Supplemental Discussion of U.S. Federal Income Tax Consequences" on page S-25 below. Pursuant to this approach, it
is the opinion of Sidley Austin LLP that upon the sale, exchange 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 and
your tax basis in your notes. No statutory, judicial or administrative authority directly discusses how your notes should be
treated for U.S. federal income tax purposes. As a result, the U.S. federal income tax consequences of your investment
in the notes are uncertain and alternative characterizations are possible. The Internal Revenue Service might assert that
a

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treatment other than that described above is more appropriate (including on a retroactive basis) and the timing and
character of income in respect of the notes might differ from the treatment described above.

Trade date: March 27, 2014

Original issue date (settlement date): March 31, 2014

Initial index level: 3,133.75

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 Market
Disruption Event or a Non-Trading Day" on page S-15 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-16

Closing level: the official closing level of the index or any successor index published by the index sponsor on any
trading day for the index

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: 224.00%

Trigger level: 1,566.88, which is approximately 50.00% of the initial index level

Trigger event: the final index level is less than the trigger level

Stated maturity date: March 28, 2024, subject to adjustment as described under "Specific Terms of Your Notes --
Payment of Principal on Stated Maturity Date -- Stated Maturity Date" on page S-15

Determination date: March 22, 2024, subject to adjustment as described under "Specific Terms of Your Notes --
Payment of Principal on Stated Maturity Date -- Determination Date" on page S-15

No interest: the notes do not bear interest

No redemption: the notes wil not be subject to redemption right or price dependent redemption right

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

Calculation agent: Goldman, Sachs & Co.

Business day: as described under "Specific Terms of Your Notes -- Special Calculation Provisions -- Business Day"
on page S-17

Trading day: as described under "Specific Terms of Your Notes -- Special Calculation Provisions -- Trading Day" on
page S-17

CUSIP no.: 38148A431

ISIN no.: US38148A4316

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

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HYPOTHETICAL EXAMPLES

The fol owing table is provided for purposes of il ustration only. It should not be taken as an indication or prediction of
future investment results and is intended merely to il ustrate the impact that the various hypothetical final 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 final index levels that are entirely hypothetical; no one can predict what the
index level wil be on any day throughout the life of your notes, and no one can predict what the final index level wil 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 fol owing 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 sel your notes
in a secondary market prior to the stated maturity date, 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 table below such as interest
rates, 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-7 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
$10

Upside participation rate
224.00%

Trigger level
50.00% of the initial index level

Neither a market disruption event nor a non-trading day occurs on the originally scheduled
determination date

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

Notes purchased on original issue date at the face amount and held to the stated maturity date

For these reasons, the actual performance of the index over the life of your notes, as wel as the amount payable at
maturity, if any, 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 historical levels of the index during recent periods,
see "The Index -- Historical High, Low and Closing Levels of the Index" below. Before investing in the offered notes, you
should consult publicly available information to determine the levels of the index between the date of this prospectus
supplement and the date of your purchase of the offered 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
comparatively greater extent than the after-tax return on the index stocks.

The levels in the left column of the table below represent hypothetical final index levels and are expressed as
percentages of the initial index level. The amounts in the middle column represent the hypothetical cash settlement
amounts, based on the corresponding hypothetical final index level (expressed as a percentage of the initial index level),
assuming that a trigger event does not occur (i.e., the final index level is greater than or equal to the trigger level), and
are expressed as percentages of the face amount of a note (rounded to the nearest one-thousandth of a percent). The
amounts in the right column represent the hypothetical cash settlement amounts, based on the corresponding
hypothetical final index level (expressed as a percentage of the initial index level), assuming that a trigger event occurs
(i.e., the final index level is less than the trigger level), and are expressed as percentages of the face amount of a note
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(rounded to the nearest one-thousandth of a percent). Thus, a hypothetical cash settlement amount of 100.000% means
that the value of the cash payment that we would deliver for each $10 of the outstanding face amount of the offered
notes on the stated maturity date would equal 100.000% of the face amount of a note, based on the corresponding
hypothetical final index level (expressed as a percentage of the initial index level) and the assumptions noted above.

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Hypothetical Final Index Level
Hypothetical Cash Settlement Amount
(as percentage of Face Amount)

(as percentage of
Trigger Event has not
Trigger Event has
Initial Index Level)
occurred
occurred
150.000%
212.000%
N/A
140.000%
189.600%
N/A
130.000%
167.200%
N/A
120.000%
144.800%
N/A
110.000%
122.400%
N/A
100.000%
100.000%
N/A
90.000%
100.000%
N/A
80.000%
100.000%
N/A
75.000%
100.000%
N/A
60.000%
100.000%
N/A
50.000%
100.000%
N/A
49.000%
N/A
49.000%
25.000%
N/A
25.000%
0.000%
N/A
0.000%

If, for example, a trigger event has occurred and the final index level were determined to be 25.000% of the initial
index level, the cash settlement amount that we would deliver on your notes at maturity would be 25.000% of the face
amount of your notes, as shown in the table above. As a result, if you purchased your notes on the original issue date at
the face amount and held them to the stated maturity date, you would lose 75.000% of your investment, which is
proportionate to the decline of the index from the trade date to the determination date (if your purchased your notes at a
premium to face amount you would lose a correspondingly higher percentage of your investment).

If, for example, a trigger event has not occurred and the final index level were determined to be 90.000% of the initial
index level, the cash settlement amount that we would deliver on your notes at maturity would be 100.000% of the face
amount of your notes, as shown in the table above. Because a trigger event has not occurred (i.e., the hypothetical final
index level is greater than or equal to the trigger level), the cash settlement amount that we would deliver on your notes
at maturity would be 100.000% of the face amount of your notes, as shown in the table above.

If, however, the final index level were determined to be 110.000% of the initial index level, the cash settlement amount
that we would deliver on your notes at maturity would be 122.400% of the face amount of your notes, as shown in the
table above. Since the hypothetical final index level is greater than the initial index level, the index return is enhanced by
the upside participation rate and the cash settlement amount that we would deliver on your notes at maturity would be
122.400% of the face amount of your notes, as shown in the table above.

The cash settlement amounts shown above are entirely hypothetical; they are based on market prices for the index
stocks that may not be achieved on the determination date and on assumptions that may prove to be erroneous. The
actual market value of your notes on the stated maturity date or at any other time, including any time you may wish to
sell your notes, may bear little relation to the hypothetical cash settlement amounts shown above, and these amounts
should not be viewed as an indication of the financial return on an investment in the offered notes. The hypothetical cash
settlement amounts on notes held to the stated maturity date in the examples above assume you purchased your notes
at their face amount and have not been adjusted to reflect the actual issue price you pay for your notes. The return on
your investment (whether positive or negative) in your notes wil be affected by the amount you pay for your notes. If you
purchase your notes for a price other than the face amount, the return on your investment wil differ from, and may be
significantly lower than, the hypothetical returns suggested by the above examples. Please read "Additional Risk Factors
Specific to the Notes -- The Market Value of Your Notes May Be Influenced by Many Unpredictable Factors" on
page S-9.

Payments on the notes are economically equivalent to the amounts that would be paid on a combination of other
instruments. For example, payments on the notes are economically equivalent to a combination of an interest-bearing
bond bought by the holder and one or more options entered into between the holder and us (with one or more implicit
option premiums paid over time). The discussion in this paragraph does not modify or affect the terms of the notes or the
U.S. federal income tax treatment of the notes, as described elsewhere in this prospectus supplement.

S-5
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