By Angela McDaniels
Tacoma, Wash., Nov. 29 - JPMorgan Chase & Co. priced $123,000 of 0% notes due Nov. 28, 2014 linked to the J.P. Morgan Alternative Index Multi-Strategy 5 (USD), according to a 424B2 filing with the Securities and Exchange Commission.
The payout at maturity will be par plus any increase in the index. Investors will receive at least par.
The index is a notional rules-based proprietary index that tracks the return of 26 alternative investment strategies. It is based on the theory that returns may be generated from capturing inefficiencies or trends in market prices of multiple asset classes.
J.P. Morgan Securities LLC is the agent.
| Issuer: | JPMorgan Chase & Co.
|
| Issue: | Notes
|
| Underlying index: | J.P. Morgan Alternative Index Multi-Strategy 5 (USD)
|
| Amount: | $123,000
|
| Maturity: | Nov. 28, 2014
|
| Coupon: | 0%
|
| Price: | Par
|
| Payout at maturity: | Par plus any index gain; floor of par
|
| Initial index level: | 101.8
|
| Pricing date: | Nov. 24
|
| Settlement date: | Nov. 30
|
| Agent: | J.P. Morgan Securities LLC
|
| Fees: | 4.195%, including 0.2% for selling concessions
|
| Cusip: | 48124AV346
|
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