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Published on 8/4/2009 in the Prospect News Structured Products Daily.

New Issue: Goldman Sachs sells $7.95 million leveraged buffered notes linked to S&P 500

By Susanna Moon

Chicago, Aug. 4 - Goldman Sachs Group, Inc. priced $7.95 million of 0% leveraged buffered equity index-linked notes due Dec. 14, 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 1.5 times any index gain, up to a maximum settlement amount of $1,500.25 per note.

Investors will receive par if the index falls by up to 30% and will lose 1.4286% for each 1% drop beyond 30%.

Goldman, Sachs & Co. is the underwriter.

Issuer:Goldman Sachs Group, Inc.
Issue:Leveraged buffered equity index-linked notes
Underlying index:S&P 500 index
Amount:$7,945,000
Maturity:Dec. 14, 2012
Coupon:0%
Price:Par
Payout at maturity:Par plus 150% of any index gain, capped at $1,500.25 per note; par if index falls by up to 30% and 1.4286% loss for each 1% drop beyond 30%
Initial index level:988.05
Pricing date:July 31
Settlement date:Aug. 14
Underwriter:Goldman, Sachs & Co.
Fees:0.25%

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