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Published on 3/28/2016 in the Prospect News Structured Products Daily.

New Issue: JPMorgan prices $582,000 capped buffered return enhanced notes on Euro Stoxx 50

By Devika Patel

Knoxville, Tenn., March 28 – JPMorgan Chase & Co. priced $582,000 of 0% capped buffered return enhanced notes due March 29, 2018 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus double any index gain, up to a maximum return of 28%.

Investors will receive par if the index falls by up to 10% and will lose 1% for each 1% decline beyond 10%.

J.P. Morgan Securities LLC is the agent.

Issuer:JPMorgan Chase & Co.
Issue:Capped buffered return enhanced notes
Underlying index:Euro Stoxx 50
Amount:$582,000
Maturity:March 29, 2018
Coupon:0%
Price:Par of $1,000
Payout at maturity:Par plus double any index gain, capped at 28%; par if index declines by 10% or less; exposure to losses beyond 10%
Initial level:2,986.73
Pricing date:March 24
Settlement date:March 31
Agent:J.P. Morgan Securities LLC
Fees:0.5%
Cusip:48128GQE3

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