New Issue: Goldman prices $4.35 million leveraged buffered notes linked to S&P 500, MSCI EAFE

By Susanna Moon

Chicago, Feb. 25 - Goldman Sachs Group, Inc. priced $4.35 million of 0% leveraged buffered basket-linked notes due Aug. 30, 2012 linked to a basket of two equally weighted indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The underlying components are the S&P 500 index and the MSCI EAFE index.

The payout at maturity will be par plus 1.4 times any basket gain, up to a maximum settlement amount of $1,164.50 per $1,000 principal amount.

Investors will receive par if the basket falls by up to 10% and will lose 1.1111% for each 1% decline beyond 10%.

Goldman, Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered basket-linked notes
Underlying basket:	S&P 500 index and the MSCI EAFE index, equally weighted
Amount:	$4.35 million
Maturity:	Aug. 30, 2012
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 140% of any basket gain, capped at 16.45%; 1.1111% loss for each 1% drop beyond 10%
Initial index level:	1,314 for S&P, 1,722.50 for MSCI EAFE
Pricing date:	Feb. 23
Settlement date:	March 2
Underwriter:	Goldman, Sachs & Co.
Fees:	0.15%
Cusip:	38146M387

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