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

New Issue: Goldman prices $5 million buffered digital notes tied to MSCI EAFE

By Susanna Moon

Chicago, March 30 - Goldman Sachs Group, Inc. priced $5 million of 0% buffered index-linked digital notes due Oct. 2, 2013 tied to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index finishes at or above the initial level, the payout at maturity will be the threshold settlement amount of $1,170 per $1,000 principal amount of notes.

Investors will receive par if the index falls by up to 20% and will lose 1.25% for each 1% decline beyond 20%.

Goldman Sachs & Co. is the underwriter.

Issuer:Goldman Sachs Group, Inc.
Issue:Buffered index-linked digital notes
Underlying index:MSCI EAFE
Amount:$5 million
Maturity:Oct. 2, 2013
Coupon:0%
Price:Par
Payout at maturity:If index gains or ends flat, par plus 17%; par if falls by 20% or less; 1.25% loss per 1% drop beyond 20%
Initial index level:1,573.84
Pricing date:March 27
Settlement date:March 30
Underwriter:Goldman Sachs & Co.
Fees:0.3%
Cusip:38143UU74

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