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Published on 7/29/2011 in the Prospect News Structured Products Daily.

New Issue: Goldman prices $2.12 million leveraged buffered notes on commodities

By Susanna Moon

Chicago, July 29 - Goldman Sachs Group, Inc. priced $2.12 million of 0% leveraged buffered notes due Aug. 4, 2014 linked to a basket of commodities, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of copper, with a 34% weight, and contracts for Brent crude, gasoline, soybean and corn, each with a 16.5% weight.

The payout at maturity will be par plus 1.25 times any basket gain.

Investors will receive par if the basket falls by up to 10% and will be exposed to any decline beyond 10%.

Goldman Sachs & Co. is the underwriter.

Issuer:Goldman Sachs Group, Inc.
Issue:Leveraged buffered index-linked notes
Underlying basket:Copper (34% weight) and contracts for Brent crude, gasoline, soybean and corn (each with 16.5% weight)
Amount:$2,115,000
Maturity:Aug. 4, 2014
Coupon:0%
Price:Par
Payout at maturity:Par plus 125% of index gain; par if index falls by up to 10%; exposure to losses beyond 10%
Initial levels:9,750 for copper, 117.74 for Brent crude, 3.16 for gasoline, 1,376 for soybean and 689 for corn
Pricing date:July 27
Settlement date:July 29
Underwriter:Goldman Sachs & Co.
Fees:3.25%
Cusip:8143UWZ0

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