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Published on 1/5/2011 in the Prospect News Structured Products Daily.

New Issue: Goldman prices $2.68 million leveraged buffered notes on MSCI EAFE

By Jennifer Chiou

New York, Jan. 5 - Goldman Sachs Group, Inc. priced $2.68 million of 0% leveraged buffered index-linked notes due Jan. 10, 2013 linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.5 times any index gain, subject to a maximum return of 34.5%. Investors will receive par if the index falls by 10% or less and will lose 1.1111% for every 1% that it declines beyond 10%.

Goldman Sachs & Co. is the underwriter.

Issuer:Goldman Sachs Group, Inc.
Issue:Leveraged buffered index-linked notes
Underlying index:MSCI EAFE
Amount:$2,678,000
Maturity:Jan. 10, 2013
Coupon:0%
Price:Par
Payout at maturity:Par plus 1.5 times any index gain, up to maximum return of 34.5%; par if index declines by 10%; 1.1111% loss for each 1% drop beyond 10%
Initial index level:1,672.03
Pricing date:Jan. 3
Settlement date:Jan. 10
Underwriter:Goldman Sachs & Co.
Fees:0.175%
Cusip:38146M650

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