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Published on 1/5/2012 in the Prospect News Structured Products Daily.

New Issue: Goldman prices $294,000 more leveraged buffered notes tied to iShares MSCI EM

By Susanna Moon

Chicago, Jan. 5 - Goldman Sachs Group, Inc. priced $294,000 more 0% leveraged buffered index fund-linked notes due Jan. 25, 2013 tied to the iShares MSCI Emerging Markets index fund, according to a 424B2 filing with the Securities and Exchange Commission.

The notes priced at $294,000. The add-on brings the total deal size to $11.79 million, up from $11.5 million.

The payout at maturity will be par plus double any fund gain, up to a maximum settlement amount of $1,278 per $1,000 principal amount.

Investors will receive par if the shares fall by up to 10% and will lose 1.1111% for each 1% decline beyond 10%.

Goldman Sachs & Co. is the underwriter.

Issuer:Goldman Sachs Group, Inc.
Issue:Leveraged buffered index fund-linked notes
Underlying fund:iShares MSCI Emerging Markets index fund
Amount:$11,794,000, up from $11.5 million
Maturity:Jan. 25, 2013
Coupon:0%
Price:Par for $11.5 million, 102.5 for $294,000
Payout at maturity:Par plus 200% of any fund gain, capped at 27.8%; par if shares fall by up to 10%; 1.1111% loss for each 1% drop beyond 10%
Initial level:$37.84
Pricing date:Dec. 21 for $11.5 million, Jan. 3 for $294,000
Settlement date:Dec. 27 for $11.5 million, Jan. 6 for $294,000
Underwriter:Goldman Sachs & Co.
Fees:0.1%
Cusip:38143UK67

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