Obbligazione Goldman Sachs 1.404% ( US38150A4M42 ) in USD

Goldman Sachs

97.321 USD ⇌

Stati Uniti

US38150A4M42 ( in USD )

1.404% per anno ( pagato 2 volte l'anno)

06/10/2027

Prospetto opuscolo dell'obbligazione Goldman Sachs US38150A4M42 en USD 1.404%, scadenza 06/10/2027

1 000 USD

20 600 000 USD

38150A4M4

BBB+ ( Lower medium grade - Investment-grade )

A2 ( Upper medium grade - Investment-grade )

06/04/2025 ( In 42 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 US38150A4M42, pays a coupon of 1.404% per year.
The coupons are paid 2 times per year and the Obbligazione maturity is 06/10/2027

The Obbligazione issued by Goldman Sachs ( United States ) , in USD, with the ISIN code US38150A4M42, was rated A2 ( Upper medium grade - Investment-grade ) by Moody's credit rating agency.

The Obbligazione issued by Goldman Sachs ( United States ) , in USD, with the ISIN code US38150A4M42, was rated BBB+ ( Lower medium grade - Investment-grade ) by Standard & Poor's ( S&P ) credit rating agency.

Prospectus Supplement No. 62 dated September 29, 2017
424B2 1 d466123d424b2.htm PROSPECTUS SUPPLEMENT NO. 62 DATED SEPTEMBER 29, 2017
Table of Contents
Filed Pursuant to Rule 424(b)(2)
Registration Statement No. 333-219206
T he Goldm a n Sa c hs Group, I nc .
$20,600,000
Fixed and Floating Rate Notes due 2027

We will pay a fixed rate of interest at a rate of 5% per annum quarterly on January 6, April 6, July 6 and October 6 of each
year, commencing on January 6, 2018 to, and including, October 6, 2018. After October 6, 2018, interest will be payable quarterly on
January 6, April 6, July 6 and October 6 of each year, commencing on January 6, 2019 to, and including, the stated maturity date
(October 6, 2027) at a floating rate equal to the then-applicable 3-month USD LIBOR rate plus the spread of 1.1% per annum,
subject to the minimum interest rate of 0% per annum and the maximum interest rate of 6% per annum. The notes will mature on the
stated maturity date. On the stated maturity date, you will receive $1,000, plus any accrued and unpaid interest, for each $1,000 of
the face amount of your notes. LI BOR is be ing m odifie d, se e pa ge S -8 .
The interest on your notes for each quarterly interest period commencing on or after October 6, 2018 to, but excluding, the
stated maturity date, each of which we refer to as a "floating rate interest period", will be a rate equal to:

· If the 3-month USD LIBOR rate on the interest determination date for a floating rate interest period plus the spread is less

than the applicable maximum interest rate, the 3-month USD LIBOR rate on such interest determination date plus the
spread, subject to the minimum interest rate; or

· If the 3-month USD LIBOR rate on the interest determination date for a floating rate interest period plus the spread is

equal to or greater than the applicable maximum interest rate, the applicable maximum interest rate.
For t he floa t ing ra t e int e re st pe riods c om m e nc ing on or a ft e r Oc t obe r 6 , 2 0 1 8 t o, but e x c luding, t he
st a t e d m a t urit y da t e , e ve n if t he 3 -m ont h U SD LI BOR ra t e on a n int e re st de t e rm ina t ion da t e plus t he spre a d
is gre a t e r t ha n t he a pplic a ble m a x im um int e re st ra t e , int e re st on t he not e s w ill a c c rue only a t t he a pplic a ble
m a x im um int e re st ra t e in t he a pplic a ble int e re st pe riod.
Y our inve st m e nt in t he not e s involve s c e rt a in risk s, inc luding our c re dit risk . Se e pa ge S -8 .
You should read the disclosure herein to better understand the terms and risks of your investment.

Origina l issue da t e :

October 6, 2017
Origina l issue pric e :

100% of the face amount
U nde rw rit ing disc ount :
N e t proc e e ds t o t he

0.935% of the face amount
issue r:
99.065% of the face amount
In addition to offers and sales at the initial price to public, the underwriters may offer the notes from time to time for sale in one
or more transactions at market prices prevailing at the time of sale, at prices related to market prices or at negotiated prices.
N e it he r t he Se c urit ie s a nd Ex c ha nge Com m ission nor a ny ot he r re gula t ory body ha s a pprove d or
disa pprove d of t he se se c urit ie s or pa sse d upon t he a c c ura c y or a de qua c y of t his prospe c t us. Any
re pre se nt a t ion t o t he c ont ra ry is a c rim ina l offe nse . T he not e s a re not ba nk de posit s a nd a re not insure d by
t he Fe de ra l De posit I nsura nc e Corpora t ion or a ny ot he r gove rnm e nt a l a ge nc y, nor a re t he y obliga t ions of, or
gua ra nt e e d by, a ba nk .
Goldm a n Sa c hs & Co. LLC
Prospectus Supplement No. 62 dated September 29, 2017.
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Prospectus Supplement No. 62 dated September 29, 2017
The issue price, underwriting discount and net proceeds listed on the cover page hereof 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 offered notes. In addition, Goldman Sachs & Co. LLC, 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 Y our Prospe c t us
The notes are part of the Medium-Term Notes, Series N 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 July 10, 2017

· Prospectus dated July 10, 2017
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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SPECI FI C T ERM S OF Y OU R N OT ES

We refer to the notes we are offering by this prospectus supplement as the "offered notes" or the "notes". 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 July 10, 2017, as supplemented by the accompanying prospectus supplement, dated July 10,
2017, relating to Medium-Term Notes, Series N, of The Goldman Sachs Group, Inc. Please note that in this section entitled
"Specific Terms of Your Notes", references to "holders" mean those who own notes registered in their own names, on the books
that we or the trustee maintain for this purpose, and not those who own beneficial interests in notes registered in street name or in
notes issued in book-entry form through The Depository Trust Company. Please review the special considerations that apply to
owners of beneficial interests in the accompanying prospectus, under "Legal Ownership and Book-Entry Issuance". References to
the "indenture" in this prospectus supplement mean the senior debt indenture, dated July 16, 2008, as amended, between The
Goldman Sachs Group, Inc. and The Bank of New York Mellon, as trustee.
K e y T e rm s
I ssue r: The Goldman Sachs Group, Inc.
Spe c ifie d c urre nc y: U.S. dollars ("$")
De nom ina t ions: $1,000 and integral multiples of $1,000 in excess thereof
Fa c e a m ount : each note will have a face amount equal to $1,000, or integral multiples of $1,000 in excess thereof; $20,600,000
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
St a t e d m a t urit y da t e : October 6, 2027
T ra de da t e : September 29, 2017
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Prospectus Supplement No. 62 dated September 29, 2017
Origina l issue da t e (se t t le m e nt da t e ): October 6, 2017
Form of N ot e s: global form only
Supple m e nt a l disc ussion of U .S. fe de ra l inc om e t a x c onse que nc e s: We intend to treat your notes as variable rate debt
instruments for U.S. federal income tax purposes. Under this characterization, it is the opinion of Sidley Austin LLP that you should
include the amounts treated as qualified stated interest in ordinary income at the time you receive or accrue such payments,
depending on your regular method of accounting for tax purposes. In addition, you should be required to include any original issue
discount in ordinary income as such original issue discount accrues, regardless of your method of accounting for tax purposes. Any
gain or loss you recognize upon the sale, exchange or maturity of your notes should be capital gain or loss. Please see
"Supplemental Discussion of Federal Income Tax Consequences" below for a more detailed discussion.
Fix e d int e re st ra t e : for the fixed rate interest periods, interest on the notes will be 5% per annum
Fix e d ra t e int e re st pa ym e nt da t e s: qua rt e rly; on each January 6, April 6, July 6 and October 6, commencing on January 6,
2018 to, and including, October 6, 2018
Fix e d ra t e int e re st pe riods: quarterly; the periods from and including a fixed rate interest payment date (or the original issue
date, in the case of the first fixed rate interest period) to but excluding the following fixed rate interest payment date
Floa t ing int e re st ra t e : for the floating rate interest periods commencing on or after October 6, 2018 to, but excluding, the stated
maturity date, interest on the notes will be:

· if the 3-month USD LIBOR rate on an interest determination date plus the spread is less than the applicable maximum

interest rate, the 3-month USD LIBOR rate on such interest determination date plus the spread, subject to the minimum
interest rate; or

· if the 3-month USD LIBOR rate on an interest determination date plus the spread is equal to or greater than the

applicable maximum interest rate, the applicable maximum interest rate

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M a x im um int e re st ra t e : 6% per annum
M inim um int e re st ra t e : 0% per annum
Ba se ra t e for t he floa t ing ra t e int e re st pe riods: 3-month USD LIBOR (as described in the accompanying prospectus
supplement under "Description of the Notes We May Offer -- Interest Rates -- LIBOR Notes" and "Discontinuance of the LIBOR
base rate" below). LI BOR is be ing m odifie d, se e pa ge S -8 .
Disc ont inua nc e of t he LI BOR ba se ra t e : if the calculation agent determines that the base rate has been discontinued, it will
determine whether to use a substitute or successor base rate that it has determined in its sole discretion is most comparable to the
LIBOR base rate, provided that if the calculation agent determines there is an industry accepted successor base rate, the calculation
agent shall use such successor base rate. If the calculation agent has determined a substitute or successor base rate in accordance
with the foregoing, the calculation agent in its sole discretion may also implement changes to the business day convention, the
applicable business days, the interest determination dates and any method for obtaining the substitute or successor base rate if such
rate is unavailable on the relevant business day, in a manner that is consistent with industry accepted practices for such substitute
or successor base rate. Unless the calculation agent determines to use a substitute or successor base rate as so provided, the
provisions as described in the accompanying prospectus supplement under "Description of the Notes We May Offer -- Interest Rates
-- LIBOR Notes" will apply.
Re ut e rs sc re e n LI BOR pa ge : LIBOR01
I nde x m a t urit y: 3 months
I nde x c urre nc y: U.S. dollar
Spre a d: 1.1% per annum
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Prospectus Supplement No. 62 dated September 29, 2017
Floa t ing ra t e int e re st pa ym e nt da t e s: quarterly; on each January 6, April 6, July 6 and October 6, commencing on
January 6, 2019 to and ending on the stated maturity date
Floa t ing ra t e int e re st pe riods: quarterly; the periods from and including a floating rate interest payment date (or the final fixed
rate interest payment date, in the case of the first floating rate interest period) to but excluding the next succeeding floating rate
interest payment date (or the stated maturity date, in the case of the final floating rate interest period)
Busine ss da y c onve nt ion: modified following unadjusted; applicable to interest payment dates and floating rate interest reset
dates
I nt e re st de t e rm ina t ion da t e s: for each floating rate interest period, the second London business day preceding the floating
rate interest reset date
Floa t ing ra t e int e re st re se t da t e s: every January 6, April 6, July 6 and October 6 of each year, commencing on October 6,
2018
Da y c ount c onve nt ion: 30/360 (ISDA). As further described under "Description of Debt Securities We May Offer -- Calculations
of Interest on Debt Securities -- Interest Rates and Interest" in the accompanying prospectus, for each fixed rate interest period or
floating rate interest period (each, an "interest period"), 30/360 (ISDA) means the number of days in such interest period in respect
of which payment is being made divided by 360, calculated on a formula basis as follows, as described in Section 4.16(f) of the 2006
ISDA Definitions published by the International Swaps and Derivatives Association, without regard to any subsequent amendments
or supplements:

[360 × (Y2 Y1)] + [30 × (M2 M1)] + (D2 D1)

360

w he re :
"Y1" is the year, expressed as a number, in which the first day of the interest period falls;
"Y2" is the year, expressed as a number, in which the day immediately following the last day included in the interest period
falls;
"M1" is the calendar month, expressed as a number, in which the first day of the interest period falls;
"M2" is the calendar month, expressed as a number, in which the day immediately following the last day included in the interest
period falls;

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"D1" is the first calendar day, expressed as a number, of the interest period, unless such number would be 31, in which case
D1 will be 30; and
"D2" is the calendar day, expressed as a number, immediately following the last day included in the interest period, unless such
number would be 31 and D1 is greater than 29, in which case D2 will be 30.
Re gula r re c ord da t e s: the scheduled business day immediately preceding each interest payment date
N o list ing: the notes will not be listed or displayed on any securities exchange or interdealer market quotation system
Lim it e d e ve nt s of de fa ult : The only events of default for the notes are (i) interest or principal payment defaults that continue for
30 days and (ii) certain insolvency events. No other breach or default under our senior debt indenture or the notes will result in an
event of default for the notes or permit the trustee or holders to accelerate the maturity of any debt securities that is, they will not
be entitled to declare the principal amount of any notes to be immediately due and payable. See "Risks Relating to Regulatory
Resolution Strategies and Long-Term Debt Requirements" and "Description of Debt Securities We May Offer -- Default, Remedies
and Waiver of Default -- Securities Issued on or After January 1, 2017 under the 2008 Indenture" in the accompanying prospectus
for further details.
N o re de m pt ion: the notes will not be subject to redemption right or price dependent redemption right
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Prospectus Supplement No. 62 dated September 29, 2017
London busine ss da y: any day on which commercial banks are open for general business (including dealings in U.S. dollars) in
London
Busine ss Da y: New York business day
De fe a sa nc e a pplie s a s follow s:

· full defeasance: no

· covenant defeasance: no
Ca lc ula t ion a ge nt : Goldman Sachs & Co. LLC
CU SI P no.: 38150A4M4
I SI N no.: US38150A4M42
FDI C: 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-5
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H Y POT H ET I CAL EX AM PLES
The following examples 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 method we will use to calculate the amount of interest accrued
during each floating rate interest period.
The examples below are based on 3-month USD LIBOR rates that are entirely hypothetical; no one can predict what the
3-month USD LIBOR rate will be on any day during the floating rate interest periods, and no one can predict the interest that will
accrue on your notes in any interest period during the floating rate interest periods.
For these reasons, the actual 3-month USD LIBOR rates during the floating rate interest periods, as well as the interest
payable on each floating rate interest payment date, may bear little relation to the hypothetical examples shown below or to the
historical 3-month USD LIBOR rates shown elsewhere in this prospectus supplement. For information about the 3-month USD
LIBOR rates during recent periods, see "Historical 3-Month USD LIBOR Rates" on page S-13. Before investing in the offered notes,
you should consult publicly available information to determine the 3-month USD LIBOR rates between the date of this prospectus
supplement and the date of your purchase of the offered notes.
The following examples illustrate the method we will use to calculate the interest rate at which interest will accrue on each day
included in each floating rate interest period, subject to the key terms and assumptions below.
The percentage amounts in the left column of the table below represent hypothetical final 3-month USD LIBOR rates on a
given interest determination date. The right column of the table below represents the hypothetical interest, as a percentage of the
face amount of each note, that would be payable on the applicable floating rate interest payment date, based on the corresponding
hypothetical 3-month USD LIBOR rate. The information in the table also reflects the key terms and assumptions in the box below.

K e y T e rm s a nd Assum pt ions
Face amount

$1,000
Maximum interest rate

6% per annum
Minimum interest rate

0% per annum
Spread

1.1% per annum
Also, the hypothetical examples shown below do not take into account the effects of applicable taxes.

H ypot he t ic a l 3 -M ont h
H ypot he t ic a l I nt e re st Am ount Pa ya ble On a Floa t ing Ra t e I nt e re st
U SD LI BOR Ra t e

Pa ym e nt Da t e (I nc luding t he Spre a d)

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Prospectus Supplement No. 62 dated September 29, 2017
On or after January 6, 2019 to and

including October 6, 2027 (per annum)

-4.000%

0.000%*
-3.000%

0.000%*
-2.000%

0.000%*
-1 .1 0 0 %

0 .0 0 0 % *
0.000%

1.100%
1.000%

2.100%
2.000%

3.100%
3.000%

4.100%
4 .9 0 0 %

6 .0 0 0 % * *
5.000%

6 .0 0 0 % * *
6.000%

6 .0 0 0 % * *
7.000%

6 .0 0 0 % * *

*
Interest is floored at the minimum interest rate of 0.000% per annum for the floating rate interest payment dates on or after
January 6, 2019 to and including October 6, 2027.
**
Interest is capped at the maximum interest rate of 6.000% per annum for the floating rate interest payment dates on or after
January 6, 2019 to and including October 6, 2027.

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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 the amounts that would be paid on a combination of an interest-
bearing bond bought, and an option bought, by the holder (with an implicit option premium paid over time by the holder). The
discussion in this paragraph does not modify or affect the terms of the notes or the United States income tax treatment of the notes,
as described elsewhere in this prospectus supplement.

We cannot predict the actual 3-month USD LIBOR rate on any day or the market value of your notes, nor can we predict the
relationship between the 3-month USD LIBOR rate and the market value of your notes at any time prior to the stated maturity
date. The actual interest payment that a holder of the offered notes will receive on each floating rate interest payment date and the
rate of return on the offered notes will depend on the actual 3-month USD LIBOR rates determined by the calculation agent over
the life of your notes. Moreover, the assumptions on which the hypothetical examples are based may turn out to be inaccurate.
Consequently, the interest amount to be paid in respect of your notes on each floating rate interest payment date may be very
different from the information reflected in the examples above. LI BOR is be ing m odifie d, se e pa ge S -8 .

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ADDI T I ON AL RI SK FACT ORS SPECI FI C T O Y OU R N OT ES

An investment in your notes is subject to the risks described below, as well as the risks and considerations described in the
accompanying prospectus, dated July 10, 2017, and in the accompanying prospectus supplement, dated July 10, 2017. Your notes
are a riskier investment than ordinary debt securities. You should carefully review these risks and considerations as well as the
terms of the notes described herein and in the accompanying prospectus, dated July 10, 2017, as supplemented by the
accompanying prospectus supplement, dated July 10, 2017, 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.

T he N ot e s Are Subje c t t o t he Cre dit Risk of t he I ssue r
Although the return on the notes will be based in part on the performance of the 3-month USD LIBOR rate, the payment of any
amount due on the notes is subject to our credit risk. The notes are our unsecured obligations. Investors are dependent on our ability
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Prospectus Supplement No. 62 dated September 29, 2017
to pay all amounts due on the notes, and therefore investors 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 -- Information About Our Medium-Term Notes, Series N Program --
How the Notes Rank Against Other Debt" on page S-5 of the accompanying prospectus supplement.
T he Am ount of I nt e re st Pa ya ble On T he N ot e s I n Ce rt a in I nt e re st Pe riods I s Ca ppe d
For each floating rate interest period commencing on or after October 6, 2018, on the applicable interest determination date,
the 3-month USD LIBOR rate plus the spread will be subject to the applicable maximum interest rate, which will limit the amount of
interest you may receive on each floating rate interest payment date. Thus, you will not benefit from any increases in the 3-month
USD LIBOR rate plus the spread above the applicable maximum interest rate. Accordingly, the notes may provide more or less
interest income than an investment in a similar instrument.
We M a y Se ll a n Addit iona l Aggre ga t e Fa c e Am ount of t he N ot e s a t a Diffe re nt I ssue Pric e
At our sole option, we may decide to sell an additional aggregate face amount of the notes subsequent to the date of this
prospectus supplement. The issue price of the notes in the subsequent sale may differ substantially (higher or lower) from the issue
price you paid as provided on the cover of this prospectus supplement.
T he Am ount of I nt e re st Pa ya ble on Y our N ot e s Will N ot Be Affe c t e d by t he 3 -M ont h U SD LI BOR Ra t e on Any
Da y Ot he r T ha n a n I nt e re st De t e rm ina t ion Da t e
For each interest period after the first four interest periods, the amount of interest payable on each floating rate interest
payment date is calculated based on the 3-month USD LIBOR rate on the applicable interest determination date plus the spread.
Although the actual 3-month USD LIBOR rate on a floating rate interest payment date or at other times during a floating rate interest
period may be higher than the 3-month USD LIBOR rate on the applicable interest determination date, you will not benefit from the
3-month USD LIBOR rate at any time other than on the interest determination date for such floating rate interest period.
Re gula t ion a nd Re form of "Be nc hm a rk s", I nc luding LI BOR a nd Ot he r T ype s of Be nc hm a rk s, M a y Ca use suc h
"Be nc hm a rk s" t o Pe rform Diffe re nt ly T ha n in t he Pa st , or t o Disa ppe a r Ent ire ly, or H a ve Ot he r Conse que nc e s
Whic h Ca nnot be Pre dic t e d
LIBOR and other interest rate, equity, foreign exchange rate and other types of indices which are deemed to be "benchmarks"
are the subject of recent national, international and other regulatory guidance and proposals for reform. Some of these reforms are
already effective while others are still to be implemented. These reforms may cause such "benchmarks" to perform differently than in
the past, or to disappear entirely, or have other consequences which cannot be predicted. Any such consequence could have a
material adverse effect on your notes.
Any of the international, national or other proposals for reform or the general increased regulatory scrutiny of "benchmarks"
could increase the costs and risks of administering or otherwise participating in the setting of a "benchmark" and complying with any
such regulations or requirements. Such factors may have the effect of discouraging market participants from continuing to administer
or contribute to certain "benchmarks", trigger changes in the rules or methodologies used in certain "benchmarks" or lead to the

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disappearance of certain "benchmarks". The disappearance of a "benchmark" or changes in the manner of administration of a
"benchmark" could result in discretionary valuation by the calculation agent or other consequence in relation to your notes. Any such
consequence could have a material adverse effect on the value of and return on your notes.
On July 27, 2017, the Chief Executive of the U.K. Financial Conduct Authority (FCA), which regulates LIBOR, announced that
the FCA will no longer persuade or compel banks to submit rates for the calculation of LIBOR (which includes the 3-month USD
LIBOR rate) after 2021. Such announcement indicates that the continuation of LIBOR on the current basis cannot and will not be
guaranteed after 2021. Notwithstanding the foregoing, it appears highly likely that LIBOR will be discontinued or modified by 2021. It
is not possible to predict the effect that this announcement or any such discontinuance or modification will have on the 3-month
USD LIBOR rate or your notes. If the calculation agent determines that 3-month USD LIBOR has been discontinued, the calculation
agent will determine whether to use a substitute or successor base rate that it has determined in its sole discretion is most
comparable to 3-month USD LIBOR, provided that if the calculation agent determines there is an industry accepted successor base
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Prospectus Supplement No. 62 dated September 29, 2017
rate, the calculation agent shall use such successor base rate. The calculation agent in its sole discretion may also implement
changes to the business day convention, the applicable business days, the interest determination dates and any method for
obtaining the substitute or successor base rate if such rate is unavailable on the relevant business day, in a manner that is
consistent with industry accepted practices for such substitute or successor base rate. See "Specific Terms of Your Notes -- Key
Terms -- Discontinuance of the LIBOR base rate" on page S-4.
T he H ist oric a l Le ve ls of t he 3 -m ont h U SD LI BOR Ra t e Are N ot a n I ndic a t ion of t he Fut ure Le ve ls of t he
3 -m ont h U SD LI BOR Ra t e
In the past, the level of the 3-month USD LIBOR rate has experienced significant fluctuations. You should note that historical
levels, fluctuations and trends of the 3-month USD LIBOR rate are not necessarily indicative of future levels. Any historical upward
or downward trend in the 3-month USD LIBOR rate is not an indication that the 3-month USD LIBOR rate is more or less likely to
increase or decrease at any time during a floating rate interest period, and you should not take the historical levels of the 3-month
USD LIBOR rate as an indication of its future performance.
I f Y ou Purc ha se Y our N ot e s a t a Pre m ium t o Fa c e Am ount , t he Re t urn on Y our I nve st m e nt Will Be Low e r
T ha n t he Re t urn on N ot e s Purc ha se d a t Fa c e Am ount a nd t he I m pa c t of Ce rt a in K e y T e rm s of t he N ot e s Will
be N e ga t ive ly Affe c t e d
The amount you will be paid for your notes on the stated maturity date will not be adjusted based on the issue price you pay
for the notes. If you purchase notes at a price that differs from the face amount of the notes, then the return on your investment in
such notes held to the stated maturity date will differ from, and may be substantially less than, the return on notes purchased at face
amount. If you purchase your notes at a premium to face amount and hold them to the stated maturity date, the return on your
investment in the notes will be lower than it would have been had you purchased the notes at face amount or a discount to face
amount.
T he M a rk e t V a lue of Y our N ot e s M a y Be I nflue nc e d by M a ny U npre dic t a ble Fa c t ors
When we refer to the market value of your notes, we mean the value that you could receive for your notes if you chose to sell
them in the open market before the stated maturity date. A number of factors, many of which are beyond our control, will influence
the market value of your notes, including:

· the 3-month USD LIBOR rate;

· the volatility -- i.e., the frequency and magnitude of changes -- in the level of the 3-month USD LIBOR rate;

· economic, financial, regulatory, political, military and other events that affect LIBOR rates generally;

· other interest rates and yield rates in the market;

· the time remaining until your notes mature; and

· our creditworthiness, whether actual or perceived, and including actual or anticipated upgrades or downgrades in our credit

ratings or changes in other credit measures.
These factors, and many other factors, will influence the price you will receive if you sell your notes before maturity, including
the price you may receive for your notes in any market making transaction. If you sell your notes before maturity, you may receive
less than the face amount of your notes.
You cannot predict the future performance of the 3-month USD LIBOR rate based on its historical performance. The actual
performance of the 3-month USD LIBOR rate during the floating rate interest periods, as well as the interest payable on each
floating rate interest payment date, may bear little or no relation to the hypothetical levels of the 3-month USD LIBOR rate or to the
hypothetical examples shown elsewhere in this prospectus supplement.

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I f t he 3 -m ont h U SD LI BOR Ra t e Cha nge s, t he M a rk e t V a lue of Y our N ot e s M a y N ot Cha nge in t he Sa m e
M a nne r
The price of your notes may move differently than the 3-month USD LIBOR rate. Changes in the 3-month USD LIBOR rate
may not result in a comparable change in the market value of your notes. We discuss some of the reasons for this disparity under
"-- The Amount of Interest Payable on Your Notes Will Not Be Affected by the 3-Month USD LIBOR Rate on Any Day Other Than
an Interest Determination Date" and "-- The Market Value of Your Notes May Be Influenced by Many Unpredictable Factors" above.
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Prospectus Supplement No. 62 dated September 29, 2017
Ant ic ipa t e d H e dging Ac t ivit ie s by Goldm a n Sa c hs or Our Dist ribut ors M a y N e ga t ive ly I m pa c t I nve st ors in t he
N ot e s a nd Ca use Our I nt e re st s a nd T hose of Our Clie nt s a nd Count e rpa rt ie s t o be Cont ra ry t o T hose of
I nve st ors in t he N ot e s
Goldman Sachs expects to hedge our obligations under the notes by purchasing futures and/or other instruments linked to
3-month USD LIBOR. Goldman Sachs also expects to adjust the hedge by, among other things, purchasing or selling any of the
foregoing, and perhaps other instruments linked to 3-month USD LIBOR, at any time and from time to time, and to unwind the hedge
by selling any of the foregoing on or before the final interest determination date for your notes. Alternatively, Goldman Sachs may
hedge all or part of our obligations under the notes with unaffilated distributors of the notes which we expect will undertake similar
market activity. Goldman Sachs may also enter into, adjust and unwind hedging transactions relating to other 3-month USD LIBOR-
linked notes whose returns are linked to 3-month USD LIBOR.
In addition to entering into such transactions itself, or distributors entering into such transactions, Goldman Sachs may structure
such transactions for its clients or counterparties, or otherwise advise or assist clients or counterparties in entering into such
transactions. These activities may be undertaken to achieve a variety of objectives, including: permitting other purchasers of the
notes or other securities to hedge their investment in whole or in part; facilitating transactions for other clients or counterparties that
may have business objectives or investment strategies that are inconsistent with or contrary to those of investors in the notes;
hedging the exposure of Goldman Sachs to the notes including any interest in the notes that it reacquires or retains as part of the
offering process, through its market-making activities or otherwise; enabling Goldman Sachs to comply with its internal risk limits or
otherwise manage firmwide, business unit or product risk; and/or enabling Goldman Sachs to take directional views as to relevant
markets on behalf of itself or its clients or counterparties that are inconsistent with or contrary to the views and objectives of the
investors in the notes.
Any of these hedging or other activities may adversely affect the levels of 3-month USD LIBOR -- and therefore the market
value of your notes and the amount we will pay on your notes at maturity. In addition, you should expect that these transactions will
cause Goldman Sachs or its clients, counterparties or distributors to have economic interests and incentives that do not align with,
and that may be directly contrary to, those of an investor in the notes. Neither Goldman Sachs nor any distributor will have any
obligation to take, refrain from taking or cease taking any action with respect to these transactions based on the potential effect on
an investor in the notes, and may receive substantial returns on hedging or other activities while the value of your notes declines. In
addition, if the distributor from which you purchase notes is to conduct hedging activities in connection with the notes, that distributor
may otherwise profit in connection with such hedging activities and such profit, if any, will be in addition to the compensation that the
distributor receives for the sale of the notes to you. You should be aware that the potential to earn fees in connection with hedging
activities may create a further incentive for the distributor to sell the notes to you in addition to the compensation they would receive
for the sale of the notes.
As Ca lc ula t ion Age nt , Goldm a n Sa c hs & Co. LLC Will H a ve t he Aut horit y t o M a k e De t e rm ina t ions t ha t Could
Affe c t t he V a lue of Y our N ot e s a nd t he Am ount Y ou M a y Re c e ive On Any I nt e re st Pa ym e nt Da t e
As calculation agent for your notes, Goldman Sachs & Co. LLC will have discretion in making certain determinations that affect your
notes, including determining the 3-month USD LIBOR rate on any interest determination date, which we will use to determine the
amount we will pay on any applicable floating rate interest payment date during the floating rate interest periods. Further, if GS&Co.
as calculation agent determines that 3-month USD LIBOR has been discontinued, GS&Co. will determine whether to use a substitute
or successor base rate that it has determined in its sole discretion is most comparable to 3-month USD LIBOR, provided that if
Goldman Sachs & Co. LLC determines there is an industry accepted successor base rate, Goldman Sachs & Co. LLC shall use such
successor base rate. Goldman Sachs & Co. LLC in its sole discretion may also implement changes to the business day convention,
the applicable business days, the interest determination dates and any method for obtaining the substitute or successor base rate if
such rate is unavailable on a relevant business day, in a manner that is consistent with industry accepted practices for such
substitute or successor base rate. See "Specific Terms of Your Notes -- Key Terms -- Discontinuance of the LIBOR base rate" on
page S-4. The exercise of this discretion by Goldman Sachs & Co. LLC could adversely affect the value of your notes and may
present Goldman Sachs & Co. LLC with a conflict of interest. We may change the calculation agent at any time without notice and
Goldman Sachs & Co. LLC may resign as calculation agent at any time upon 60 days' written notice to Goldman Sachs.

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Y our N ot e s M a y N ot H a ve a n Ac t ive T ra ding M a rk e t
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Prospectus Supplement No. 62 dated September 29, 2017
Your notes will not be listed or displayed on any securities exchange or included in any interdealer market quotation system,
and there may be little or no secondary market for your notes. Even if a secondary market for your notes develops, it may not
provide significant liquidity and we expect that transaction costs in any secondary market would be high. As a result, the difference
between bid and asked prices for your notes in any secondary market could be substantial.
Ce rt a in Conside ra t ions for I nsura nc e Com pa nie s a nd Em ploye e Be ne fit Pla ns
Any insurance company or fiduciary of a pension plan or other employee benefit plan that is subject to the prohibited
transaction rules of the Employee Retirement Income Security Act of 1974, as amended, which we call "ERISA", or the Internal
Revenue Code of 1986, as amended, including an IRA or a Keogh plan (or a governmental plan to which similar prohibitions apply),
and that is considering purchasing the offered notes with the assets of the insurance company or the assets of such a plan, should
consult with its counsel regarding whether the purchase or holding of the offered notes could become a "prohibited transaction"
under ERISA, the Internal Revenue Code or any substantially similar prohibition in light of the representations a purchaser or holder
in any of the above categories is deemed to make by purchasing and holding the offered notes. This is discussed in more detail
under "Employee Retirement Income Security Act" below.
Y ou M a y Be Re quire d t o Ac c rue I nt e re st in Ex c e ss of I nt e re st Pa ym e nt s Follow ing t he I nit ia l Fix e d Ra t e
I nt e re st Pe riods
Under the rules governing variable rate debt instruments discussed below under "Supplemental Discussion of Federal Income
Tax Consequences", you may be required to accrue an amount of interest in the initial fixed rate interest periods of your note that is
less than the stated interest on your note in such periods. Conversely, you may be required to accrue an amount of interest in the
floating rate interest periods of your note that exceeds the stated interest on your note in such periods.
Fore ign Ac c ount T a x Com plia nc e Ac t (FAT CA) Wit hholding M a y Apply t o Pa ym e nt s on Y our N ot e s, I nc luding
a s a Re sult of t he Fa ilure of t he Ba nk or Brok e r T hrough Whic h Y ou H old t he N ot e s t o Provide I nform a t ion t o
T a x Aut horit ie s
Please see the discussion under "United States Taxation -- Taxation of Debt Securities -- Foreign Account Tax Compliance Act
(FATCA) Withholding" in the accompanying prospectus for a description of the applicability of FATCA to payments made on your
notes.

S-11
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U SE OF PROCEEDS
We will use the net proceeds we receive from the sale of the offered notes for the purposes we describe in the accompanying
prospectus under "Use of Proceeds".
H EDGI N G
In anticipation of the sale of the offered notes, we and/or our affiliates have entered into or expect to enter into hedging
transactions involving purchases of instruments linked to the 3-month USD LIBOR rate. In addition, from time to time, we and/or our
affiliates expect to enter into additional hedging transactions and to unwind those we have entered into, in connection with the
offered notes and perhaps in connection with other notes we issue, some of which may have returns linked to the 3-month USD
LIBOR rate. Consequently, with regard to your notes, from time to time, we and/or our affiliates:

· expect to acquire or dispose of positions in over-the-counter options, futures or other instruments linked to the 3-month

USD LIBOR rate, and/or

· may take short positions in securities of the kind described above -- i.e., we and/or our affiliates may sell securities of the

kind that we do not own or that we borrow for delivery to purchaser, and/or

· may take or dispose of positions in interest rate swaps, options swaps and treasury bonds.
We and/or our affiliates may also acquire a long or short position in securities similar to your notes from time to time and may,
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