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Published on 10/31/2014 in the Prospect News Structured Products Daily.

JPMorgan plans capped buffered return enhanced notes on Euro Stoxx 50

By Jennifer Chiou

New York, Oct. 31 – JPMorgan Chase & Co. plans to price 0% capped buffered return enhanced notes due Nov. 30, 2016 linked to the Euro Stoxx 50 index, according to an FWP with the Securities and Exchange Commission.

The payout at maturity will be par plus double any gain in the index, up to a maximum return of 20% to 24%.

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

The notes (Cusip: 48127DS58) will price on Nov. 24 and settle on Nov. 28.

J.P. Morgan Securities LLC is the agent.


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