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Published on 8/15/2011 in the Prospect News Structured Products Daily.

Goldman to price buffered basket-linked notes on S&P 500, MSCI EAFE

By Marisa Wong

Madison, Wis., Aug. 15 - Goldman Sachs Group, Inc. plans to price 0% buffered basket-linked notes tied to the S&P 500 index with a 67% weight and the MSCI EAFE index with a 33% weight, according to a 424B2 filing with the Securities and Exchange Commission.

The maturity is expected to be between 22 and 25 months after issue.

The payout at maturity will be par plus any basket gain.

Investors will receive par if the basket falls by up to 15% and will lose 1.1765% for every 1% decline beyond 15%.

The exact deal terms will be set at pricing.

Goldman Sachs & Co. is the agent.


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