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Published on 3/30/2012 in the Prospect News Structured Products Daily.

New Issue: Goldman Sachs prices $660,000 buffered digital notes linked to the Dow

By Toni Weeks

San Diego, March 30 - Goldman Sachs Group, Inc. priced $660,000 of 0% buffered index-linked digital notes due April 2, 2015 tied to the Dow Jones industrial average, according to a 424B2 filing with the Securities and Exchange Commission.

If the index return is greater than or equal to zero, the payout at maturity will be the greater of the threshold settlement amount of $1,200 and par plus the index return, with a maximum payment of $1,400 per $1,000 principal amount.

Investors will receive par if the index falls by up to 15% and will be exposed to losses beyond the 15% buffer.

Goldman Sachs & Co. is the underwriter.

Issuer:Goldman Sachs Group, Inc.
Issue:Buffered index-linked digital notes
Underlying index:Dow Jones industrial average
Amount:$660,000
Maturity:April 2, 2015
Coupon:0%
Price:Par
Payout at maturity:If index gains or ends flat, greater of $1,200 and par plus index return, capped at 40%; par if index falls by up to 15%; exposure to losses beyond 15% buffer
Initial index level:13,126.21
Pricing date:March 28
Settlement date:March 30
Underwriter:Goldman Sachs & Co.
Fees:3.25%
Cusip:38143UT27

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