New Issue: Goldman Sachs prices $9.52 million digital buffered notes on S&P 500

By Toni Weeks

San Diego, Nov. 28 - Goldman Sachs Group, Inc. priced $9.52 million of 0% digital buffered index-linked notes due May 30, 2013 tied to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the final index level is at least 70% of the initial level, investors will receive the threshold settlement amount of $1,122 per $1,000 principal amount.

Investors will lose 1.4286% for every 1% drop in the index beyond the 30% buffer.

The initial level of 1,193.99 is higher than the actual closing level of 1,188.04 on the pricing date.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Digital buffered index-linked notes
Underlying index:	S&P 500
Amount:	$9,517,000
Maturity:	May 30, 2013
Coupon:	0%
Price:	Par
Payout at maturity:	If final level is at least 70% of initial level, $1,122 per $1,000 principal amount; otherwise, 1.4286% loss for every 1% drop in index beyond 30%
Initial index level:	1,193.99
Pricing date:	Nov. 22
Settlement date:	Nov. 30
Underwriter:	Goldman Sachs & Co.
Fees:	0.15%
Cusip:	38146R584

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