Prospectus Filed Pursuant to Rule 424(b)(2) (424b2)

Table of Contents

Filed Pursuant to Rule 424(b)(2)

Registration Statement No. 333-198735

The information in this preliminary prospectus supplement is not complete and may be changed. This preliminary prospectus supplement is not an offer to sell nor does it seek an offer to buy these securities in any jurisdiction where the offer or sale is not permitted.

Return Optimization Securities Linked to the EURO STOXX 50 Index due

The notes will not bear interest.  The amount that you will be paid on your notes on the stated maturity date (expected to be September 16, 2016) is based on the performance of the EURO STOXX 50  Index as measured from the trade date (expected to be March 12, 2015) to and including the determination date (expected to be September 12, 2016).

If the final index level (the closing level of the index on the determination date) is greater than the initial index level (the closing level of the index on the trade date), then the return on the notes will 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 upside multiplier, subject to the maximum settlement amount (expected to be between $12.50 and $12.725 for each $10 face amount of your notes).  If the final index level is less than the initial index level, the return on your notes will be negative.  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 will receive an amount in cash equal to:

                  if the final index level is greater than the initial index level, subject to the maximum settlement amount, the sum of (a) $10 plus (b) the product of the index return times $10 times 3.0; or

                  if the final index level is equal to or less than 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 any negative index return.

Your investment in the notes involves certain risks, including, among other things, our credit risk.  See page S-8.

In addition, any sales prior to maturity could result in a loss even if the level of the EURO STOXX 50  Index is greater than 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 are 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) is expected to be between $9.50 and $9.80 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 will equal approximately $     per $10 face amount, which will exceed 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 a 153 day period from the trade date.