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

New Issue: Goldman prices $9.25 million buffered index-linked notes on S&P 500

By Susanna Moon

Chicago, Aug. 8 - Goldman Sachs Group, Inc. priced $9.25 million of 0% buffered index-linked notes due Aug. 16, 2012 tied 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 any index gain, up to a maximum settlement amount of $1,086 per $1,000 principal amount.

Investors will receive par if the index falls by up to 18% and will lose 1.2195% for each 1% decline beyond 18%.

Goldman Sachs & Co. is the underwriter.

Issuer:Goldman Sachs Group, Inc.
Issue:Buffered index-linked notes
Underlying index:S&P 500
Amount:$9.25 million
Maturity:Aug. 16, 2012
Coupon:0%
Price:Par
Payout at maturity:Par plus any index gain, subject to maximum payment of $1,086 per $1,000 principal amount; par if index falls by up to 18%; 1.2195% loss per 1% drop beyond 18%
Initial level:1,235.70
Pricing date:Aug. 4
Settlement date:Aug. 11
Agent:Goldman Sachs & Co.
Fees:0.1%
Cusip:38146Q487

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