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Published on 8/1/2012 in the Prospect News Structured Products Daily.

New Issue: Goldman prices $2.69 million leveraged buffered notes on MSCI EAFE

By Jennifer Chiou

New York, Aug. 1 - Goldman Sachs Group, Inc. priced $2,685,000 of 0% leveraged buffered index-linked notes due Aug. 4, 2014 tied to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index return is positive, the payout at maturity will be par of $1,000 plus 1.5 times the index gain, up to a maximum settlement amount of $1,468.75 per note.

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

Goldman Sachs & Co. is the underwriter.

Issuer:Goldman Sachs Group, Inc.
Issue:Leveraged buffered index-linked notes
Underlying index:MSCI EAFE
Amount:$2,685,000
Maturity:Aug. 4, 2014
Coupon:0%
Price:Par
Payout at maturity:If index return is positive, par plus 150% of the index return, up to a cap of 46.875%; par if index falls by up to 10%; 1.1111% loss for every 1% decline in the index beyond 10%
Initial index level:1,440.80
Pricing date:July 30
Settlement date:Aug. 6
Underwriter:Goldman Sachs & Co.
Fees:1.8%
Cusip:38147B620

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