New Issue: JPMorgan prices $8.86 million trigger jump notes tied to Euro Stoxx 50

By Toni Weeks

San Luis Obispo, Calif., Feb. 20 - JPMorgan Chase & Co. priced $8.86 million of 0% trigger jump securities due Aug. 21, 2015 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the final index level is greater than or equal to the initial level, the payout at maturity will be par of $10 plus $1.80, or $11.80 per $10.00 principal amount of notes.

Investors will receive par if the index falls by up to 10% and will be fully exposed to the index's decline from the initial level if it falls by more than 10%.

J.P. Morgan Securities LLC is the agent. Morgan Stanley Smith Barney LLC will handle distribution.

Issuer:	JPMorgan Chase & Co.
Issue:	Trigger jump securities
Underlying index:	Euro Stoxx 50
Amount:	$8,863,000
Maturity:	Aug. 21, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	If index return is zero or positive, $11.80 per $10.00 principal amount; par if index falls by up to 10%; full exposure to losses if index falls by more than 10%
Initial level:	3,117.44
Downside threshold:	2,805.696, 90% of initial level
Pricing date:	Feb. 18
Settlement date:	Feb. 21
Agent:	J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC as dealer
Fees:	2%
Cusip:	48127E767

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