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We report on a nano-hole array structure with a single cavity beneath the perforated gold film. Structures were fabricated with a variety of cavity depths. The optical resonance of each structure as well as the surface plasmon (SP) energy matching between the top and bottom of the gold film were investigated. We also experimentally evaluated the sensitivity of the structures as surface plasmon resonance (SPR) sensors. We observed a 1.6-fold enhancement in bulk SPR sensitivity and a 3-fold improvement in figure of merit for a structure with a 350-nm cavity depth compared to a structure with a 5-nm cavity depth.