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Published on 8/30/2012 in the Prospect News Structured Products Daily.

New Issue: JPMorgan prices $629,000 notes due 2016 tied to ETF Efficiente 5

By Jennifer Chiou

New York, Aug. 30 - JPMorgan Chase & Co. priced $629,000 of 0% notes due Aug. 31, 2016 linked to the JPMorgan ETF Efficiente 5 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus the index return, subject to a minimum return of zero.

The index tracks the excess return of a portfolio of 12 exchange-traded funds, with dividends reinvested, and the JPMorgan Cash Index USD 3 Month above the return of the cash index less a fee of 0.5% per year that accrues daily.

J.P. Morgan Securities LLC is the agent.

Issuer:JPMorgan Chase & Co.
Issue:Notes
Underlying index:JPMorgan ETF Efficiente 5
Amount:$629,000
Maturity:Aug. 31, 2016
Coupon:0%
Price:Par
Payout at maturity:Par plus index return, subject to a minimum return of par
Initial index level:116.13
Pricing date:Aug. 28
Settlement date:Aug. 31
Agent:J.P. Morgan Securities LLC
Fees:1.52%, including 0.25% for selling concessions
Cusip:48125VY20

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