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Published on 1/29/2013 in the Prospect News Structured Products Daily.

New Issue: JPMorgan prices $821,000 capped buffered enhanced participation notes on MSCI EAFE

By Toni Weeks

San Luis Obispo, Calif., Jan. 29 - JPMorgan Chase & Co. priced $821,000 of 0% capped buffered enhanced participation equity notes due Feb. 6, 2014 linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 200% of the index return, subject to a maximum settlement amount of $1,119 per $1,000 principal amount. Investors will receive par if the index falls by up to 10% and will lose 1.1111% for every 1% decline beyond the 10% buffer.

J.P. Morgan Securities LLC is the agent.

Issuer:JPMorgan Chase & Co.
Issue:Capped buffered enhanced participation notes
Underlying index:MSCI EAFE
Amount:$821,000
Maturity:Feb. 6, 2014
Coupon:0%
Price:Par
Payout at maturity:Par plus 200% of index return, subject to maximum settlement amount of $1,119 per $1,000 principal amount; par for index decline of up to 10%; 1.1111% loss for every 1% index decline beyond 10%
Initial index:1,679.88
Trade date:Jan. 25
Settlement date:Feb. 1
Agent:J.P. Morgan Securities LLC
Fees:None
Cusip:48126DUM9

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