New Issue: Goldman prices $1.52 million more leveraged buffered notes on S&P 500

By Susanna Moon

Chicago, Dec. 29 - Goldman Sachs Group, Inc. priced another $1.52 million of 0% leveraged buffered index-linked notes due June 24, 2013 tied to the S&P 500 index, bringing the total deal size to $7.1 million, according to a 424B2 filing with the Securities and Exchange Commission.

The latest tranche priced at 103.45. Goldman Sachs originally priced $5.58 million of the notes at par on Dec. 16.

The payout at maturity will be par plus double any index gain, up to a maximum payment of $1,307 per $1,000 of notes.

Investors will receive par if the index falls by up to 10% and will lose 1.1111% for every 1% index decline beyond 10%.

The initial index level set for the notes, 1,230.42, is higher than the closing level of the index on the pricing date, which was 1,219.66.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered index-linked notes
Underlying index:	S&P 500
Amount:	$7,095,000, up from $5.58 million
Maturity:	June 24, 2013
Coupon:	0%
Price:	Par for $5.58 million, 103.45 for $1,515,000
Payout at maturity:	Par plus 200% of any index gain, capped at 30.7%; par if index falls by up to 10%; 1.1111% loss for every 1% decline in the index beyond 10%
Initial index level:	1,230.42
Pricing date:	Dec. 16 for $5.58 million, Dec. 27 for $1,515,000
Settlement date:	Jan. 3
Underwriter:	Goldman Sachs & Co.
Fees:	0.1%
Cusip:	38146R683

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