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Synthetic Fixed-Income Sec STRATS 2006-02, Float Rate Goldman Sachs Group

Ticker: GJS

Parent Ticker:

OTC Grey Market Temporary Ticker:

Issuance Date: 03/31/2006

1st Call Date: Anytime

Maturity Date: 02/15/2033

Shares Issued: 0

Overallotment Shares: 0

Coupon:

Face Value: $25.00

Cumulative:

Qualified: No

Quarterly Dividend Amount:

Payment Months:

Payment Day: 15

S&P Rating: BBB+

III Rating (In Regards to Dividend Safety Only):

Moody Rating: A3

Fitch Rating: NR