New Issue: JPMorgan prices $3.11 million capped buffered enhanced notes linked to MSCI EAFE

By Jennifer Chiou

New York, Oct. 1 - JPMorgan Chase & Co. priced $3,114,000 of 0% capped buffered enhanced participation equity notes due July 30, 2015 linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index return is positive, the payout at maturity will be par plus 120% of the index return, subject to a maximum settlement amount of $1,196.80 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% that it declines beyond 15%.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase & Co.
Issue:	Capped buffered enhanced participation equity notes
Underlying index:	MSCI EAFE
Amount:	$3,114,000
Maturity:	July 30, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 120% of any positive index return, subject to maximum settlement amount of $1,196.80 per $1,000 principal amount; par if index declines by up to 15%; 1.1765% loss for every 1% that index declines beyond 15%
Initial index level:	1,835.85
Pricing date:	Sept. 27
Settlement date:	Oct. 4
Agent:	J.P. Morgan Securities LLC
Fees:	None
Cusip:	48126NUS4

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