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Published on 2/17/2016 in the Prospect News Structured Products Daily.

New Issue: JPMorgan prices $3.02 million return notes on European Dividend Futures

By Marisa Wong

Morgantown, W.Va., Feb. 17 – JPMorgan Chase & Co. priced $3.02 million of 0% return notes due Dec. 27, 2018 linked to the European Dividend Futures 2018 (USD) index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus the index return all multiplied by an adjustment factor of 100.65%.

Investors will receive less than par if the index declines by more than 0.64580%.

J.P. Morgan Securities LLC is the agent.

Issuer:JPMorgan Chase & Co.
Issue:Return notes
Underlying index:European Dividend Futures 2018 (USD)
Amount:$3.02 million
Maturity:Dec. 27, 2018
Coupon:0%
Price:Par
Payout at maturity:Par plus return, all multiplied by 100.65%
Initial level:96.3782
Pricing date:Feb. 12
Settlement date:Feb. 18
Agent:J.P. Morgan Securities LLC
Fees:1.5%
Cusip:48128GNM8

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