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Published on 3/15/2011 in the Prospect News Structured Products Daily.

New Issue: Goldman prices $5.02 million buffered notes on S&P 500, MSCI EAFE

By Jennifer Chiou

New York, Jan. 4 - Goldman Sachs Group, Inc. priced $5.02 million of 0% buffered basket-linked notes due Oct. 21, 2014 tied to the S&P 500 index with a 70% weight and the MSCI EAFE index with a 30% weight, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus any basket gain. Investors will receive par if the basket falls by up to 25% and will lose 1.3333% for every 1% decline beyond 25%.

Goldman, Sachs & Co. is the underwriter.

Issuer:Goldman Sachs Group, Inc.
Issue:Buffered basket-linked notes
Underlying indexes:S&P 500 (70% weight) and MSCI EAFE (30% weight)
Amount:$5,016,000
Maturity:Oct. 21, 2014
Coupon:0%
Price:Par
Payout at maturity:Par plus any basket gain; par if the basket falls by up to 25%; investors will lose 1.3333% for every 1% decline beyond 25%
Initial levels:1,295.15 for S&P 500; 1,685 for MSCI EAFE
Pricing date:March 11
Settlement date:March 18
Underwriter:Goldman, Sachs & Co.
Fees:0.25%
Cusip:38146M189

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