New Issue: Goldman ups leveraged buffered strategy notes on DJ - AIG Commodity to $6.82 million

By Jennifer Chiou

New York, May 7 - Goldman Sachs Group, Inc. priced a $473,000 add-on to its issue of 0% leveraged buffered strategy notes due May 8, 2013 linked to the Goldman Sachs Enhanced Strategy on the Dow Jones - AIG Commodity Excess Return index, raising the issue to $6.82 million from $6.35 million, according to a 424B2 filing with the Securities and Exchange Commission.

The add-on priced at 104.3.

The payout at maturity will be par plus 1.4 times any gain in the strategy level.

Investors will receive par if the strategy level falls by up to 10% and will be exposed to any declines beyond 10%.

The strategy reflects the excess returns that are potentially available through an unleveraged investment in contracts on the same commodities included in the Dow Jones - AIG Commodity Excess Return index, calculated on a basis similar to the index but modified to apply certain dynamic and seasonal rolling rules.

Goldman, Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered strategy-linked notes
Underlying strategy:	Goldman Sachs Enhanced Strategy on the Dow Jones - AIG Commodity Excess Return index
Amount:	$6,819,000, upsized from $6,346,000
Maturity:	May 8, 2013
Coupon:	0%
Price:	Par for original $6,346,000; 104.3 for $473,000
Payout at maturity:	Par plus 140% of any strategy level gain; par if level falls by up to 10%; exposure to losses beyond 10%
Initial strategy level:	215
Pricing date:	May 1 for original $6,346,000; May 7 for $473,000
Settlement date:	May 8
Underwriter:	Goldman, Sachs & Co.
Fees:	0.4%

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