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Published on 6/1/2015 in the Prospect News Structured Products Daily.

New Issue: JPMorgan prices $375,000 capped buffered return enhanced notes on Euro Stoxx 50

By Marisa Wong

Madison, Wis., June 1 – JPMorgan Chase & Co. priced $375,000 of 0% capped buffered return enhanced notes due Feb. 28, 2017 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 1.5 times any gain in the index, up to a maximum return of 18%.

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:$375,000
Maturity:Feb. 28, 2017
Coupon:0%
Price:Par
Payout at maturity:Par plus 1.5 times any index gain, capped at 18%; par if index falls by up to 10%; 1% loss for each 1% decline beyond 10%
Initial level:3,619.30
Pricing date:May 26
Settlement date:May 29
Agent:J.P. Morgan Securities LLC
Fees:0.19867%
Cusip:48125UQC9

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