Filed Pursuant to Rule 433
Registration Statement No. 333-159366
Pricing Term Sheet
December 6, 2011
3.30% Global Notes due December 9, 2016
SEC Registered Global
Anticipated Security Ratings:
A2 (Moody’s Investors Service — under review for possible downgrade) / BBB+ (Standard & Poor’s) / A (Fitch Ratings)
December 6, 2011
December 9, 2011
December 9, 2016
Aggregate Principal Amount Offered:
Price to Public (Issue Price):
UST 0.875% due November 30, 2016
Spread to Benchmark:
+240 basis points
Interest Payment Dates:
Semi-annually on June 9 and December 9 of each year, beginning on June 9, 2012
Greater of Par or Make-Whole at Treasury Rate +37.5 basis points
$2,000 × $1,000
Goldman, Sachs & Co.
BNP Paribas Securities Corp.
Mizuho Securities USA Inc.
Note: A securities rating is not a recommendation to buy, sell or hold securities and may be subject to revision or withdrawal at any time.
The Issuer has filed a Registration Statement (including a prospectus) with the Securities and Exchange Commission for the offering to which this communication relates. Before you invest, you should read the prospectus in that registration statement and other documents the Issuer has filed with the Securities and Exchange Commission for more complete information about the Issuer and this offering. You may get these documents for free by visiting EDGAR on the SEC Web site at www.sec.gov. Alternatively, the Issuer, any underwriter or any dealer participating in the offering will arrange to send you the prospectus if you request it by calling (1) Goldman, Sachs & Co. toll free at 1-866-471-2526, (2) J.P. Morgan Securities LLC collect at 212-834-4533 or (3) Morgan Stanley & Co. LLC toll free at 1-866-718-1649.