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Published on 11/22/2010 in the Prospect News Structured Products Daily.

New Issue: Goldman Sachs prices $6.78 million leveraged buffered notes linked to MSCI EAFE

By Angela McDaniels

Tacoma, Wash., Nov. 22 - Goldman Sachs Group, Inc. priced $6.78 million of 0% leveraged buffered index-linked notes due May 25, 2012 linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus triple any increase in the index, subject to a maximum settlement amount of $1,190.50 per $1,000 principal amount of notes. Investors will receive par if the index declines by 15% or less and will lose 1.1765% for each 1% that it declines beyond 15%.

Goldman Sachs & Co. is the underwriter.

Issuer:Goldman Sachs Group, Inc.
Issue:Leveraged buffered index-linked notes
Underlying index:MSCI EAFE
Amount:$6,781,000
Maturity:May 25, 2012
Coupon:0%
Price:Par
Payout at maturity:Par plus triple any index gain, up to maximum return of 19.05%; par if index falls by 15% or less; 1.1765% loss for each 1% decline beyond 15%
Initial index level:1,633.2
Pricing date:Nov. 18
Settlement date:Nov. 24
Underwriter:Goldman Sachs & Co.
Fees:0.15%
Cusip:38146M437

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