New Issue: JPMorgan prices $26.77 million capped leveraged buffered notes on Euro Stoxx 50

By Marisa Wong

Madison, Wis., Sept. 17 - JPMorgan Chase & Co. priced $26.77 million of 0% capped leveraged buffered index-linked notes due March 18, 2014 tied to the Euro Stoxx 50 index, converted into dollars, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.5 times any index gain, up to a maximum settlement amount of $1,260.25 per $1,000 principal amount of notes.

Investors will receive par if the index falls by up to 15% and will lose 1.1765% for every 1% decline beyond 15%.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase & Co.
Issue:	Capped leveraged buffered index-linked notes
Underlying index:	Euro Stoxx 50 index
Amount:	$26,773,000
Maturity:	March 18, 2014
Coupon:	0%
Price:	Par of $1,000
Payout at maturity:	Par plus 1.5 times any index gain, up to a maximum settlement amount of $1,260.25 per note; par if index falls by up to 15%; 1.1765% loss for every 1% drop beyond 15%
Initial level:	3,282.53405
Pricing date:	Sept. 13
Settlement date:	Sept. 20
Agent:	J.P. Morgan Securities LLC
Fees:	1%
Cusip:	48125V6E5

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