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Published on 12/10/2010 in the Prospect News Structured Products Daily.

New Issue: Goldman Sachs sells $6.61 million leveraged buffered notes on MSCI EAFE

By Susanna Moon

Chicago, Dec. 10 - Goldman Sachs Group, Inc. priced $6.61 million of 0% leveraged buffered index-linked notes due June 15, 2012 based on the performance of the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus double any index gain, up to a maximum settlement amount of $1,260 per $1,000 principal amount.

Investors will receive par if the index falls by up to 10% and will lose 1.1111% for each 1% decline beyond 10%.

Goldman Sachs & Co. is the underwriter.

Issuer:Goldman Sachs Group, Inc.
Issue:Leveraged buffered index-linked notes
Underlying index:MSCI EAFE
Amount:$6,605,000
Maturity:June 15, 2012
Coupon:0%
Price:Par
Payout at maturity:Par plus 200% of any index gain, capped at 26%; 1.1111% loss for each 1% drop beyond 10%
Initial index level:1,613.80
Pricing date:Dec. 8
Settlement date:Dec. 15
Underwriter:Goldman Sachs & Co.
Fees:0.15%
Cusip:38146M486

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