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Published on 11/22/2011 in the Prospect News Structured Products Daily.

New Issue: Goldman prices $8.07 million leveraged buffered notes linked to S&P 500

By Susanna Moon

Chicago, Nov. 22 - Goldman Sachs Group, Inc. priced $8.07 million of 0% leveraged buffered index-linked notes due Dec. 5, 2012 linked to the S&P 500 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 payment of $1,168 per $1,000 principal amount of notes.

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

Goldman Sachs & Co. is the underwriter with J.P. Morgan Securities LLC as dealer.

Issuer:Goldman Sachs Group, Inc.
Issue:Leveraged buffered index-linked notes
Underlying index:S&P 500
Amount:$8,066,000
Maturity:Dec. 5, 2012
Coupon:0%
Price:Variable prices
Payout at maturity:Par plus 200% of any index gain, capped at 16.8%; par if index falls by 10% or less; 1.1111% loss for every 1% drop beyond 10%
Initial index level:1,215.65
Pricing date:Nov. 18
Settlement date:Nov. 23
Underwriter:Goldman Sachs & Co., JPMorgan Securities LLC (dealer)
Fees:1.1%
Cusip:38143UG54

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