New Issue: Goldman Sachs prices $10.13 million leveraged buffered notes linked to S&P 500

By Angela McDaniels

Tacoma, Wash., Nov. 16 - Goldman Sachs Group, Inc. priced $10.13 million of 0% leveraged buffered equity index-linked notes due Dec. 1, 2010 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, subject to a maximum return of 13.9%. Investors will receive par if the index declines by 10% or less and will lose 1.1111% for every 1% that the index declines beyond 10%.

Goldman, Sachs & Co. is the underwriter, and J.P. Morgan Securities Inc. is co-agent.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered equity index-linked notes
Underlying index:	S&P 500
Amount:	$10,134,000
Maturity:	Dec. 1, 2010
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus double any index gain, up to maximum return of 13.9%; par if index falls by 10% or less; 1.1111% loss for every 1% decline beyond 10%
Initial index level:	1,093.48
Final index level:	Average of index's closing levels on the five trading days ending Nov. 26, 2010
Pricing date:	Nov. 13
Settlement date:	Nov. 18
Underwriter:	Goldman, Sachs & Co. with co-agent J.P. Morgan Securities Inc.
Fees:	1.1%

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