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Published on 9/21/2012 in the Prospect News Structured Products Daily.

New Issue: Goldman prices $13.46 million autocallable leveraged buffered notes linked to MSCI EAFE

By Angela McDaniels

Tacoma, Wash., Sept. 21 - Goldman Sachs Group, Inc. priced $13.46 million of 0% autocallable leveraged buffered index-linked notes due Sept. 24, 2014 linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be automatically called at par plus 10% if the index closes at or above its initial level on Nov. 19, 2013.

If the notes are not called and the index return is positive, the payout at maturity will be par plus double the index return. Investors will receive par if the index declines by 20% or less and will lose 1.25% for every 1% that it declines beyond 20%.

The initial index level set for the notes, 1,555.07, is lower than the actual closing level of the index on the pricing date, which was 1,562.79.

Goldman Sachs & Co. is the underwriter.

Issuer:Goldman Sachs Group, Inc.
Issue:Autocallable leveraged buffered index-linked notes
Underlying index:MSCI EAFE
Amount:$13.46 million
Maturity:Sept. 24, 2014
Coupon:0%
Price:Par
Payout at maturity:Par plus double any index gain; par if index falls by up to 20%; 1.25% loss for every 1% decline in index beyond 20%
Call:Automatically at par plus 10% if index closes at or above initial level on Nov. 19, 2013
Initial index level:1,555.07
Pricing date:Sept. 19
Settlement date:Sept. 26
Underwriter:Goldman Sachs & Co.
Fees:1.45%
Cusip:38147H106

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