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Published on 7/5/2012 in the Prospect News Structured Products Daily.

New Issue: Goldman prices $2.37 million leveraged buffered notes on MSCI EAFE

By Toni Weeks

San Diego, July 5 - Goldman Sachs Group, Inc. priced $2.37 million of 0% leveraged buffered index-linked notes due July 10, 2014 tied to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index return is positive, the payout at maturity will be par plus 1.5 times the index return, subject to a maximum payment of $1,535.50 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 of 1,430.92 is lower than the closing level at pricing, which was 1,431.87.

Goldman Sachs & Co. is the underwriter.

Issuer:Goldman Sachs Group, Inc.
Issue:Leveraged buffered index-linked notes
Underlying index:MSCI EAFE
Amount:$2,365,000
Maturity:July 10, 2014
Coupon:0%
Price:Par
Payout at maturity:If index return is positive, par plus 150% of the index return, subject to maximum payment of $1,535.50 per $1,000 of notes; par if index falls by up to 10%; 1.1111% loss for every 1% decline in the index beyond 10%
Initial index level:1,430.92
Pricing date:July 2
Settlement date:July 10
Underwriter:Goldman Sachs & Co.
Fees:1.8%
Cusip:38147B562

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