JPMorgan plans to price autocallable notes linked to three indexes

By Marisa Wong

Madison, Wis., Dec. 12 – JPMorgan Chase & Co. plans to price 0% autocallable notes due Dec. 22, 2016 linked to the Euro Stoxx 50 index, the FTSE 100 index and the Nikkei 225 index, according to an FWP filing with the Securities and Exchange Commission.

The notes will be called at par plus a call premium of at least 8.75% per year if each underlying index closes at or above 85% of its initial level on either annual call valuation date.

The payout at maturity will be par unless any index finishes below the 70% barrier level, in which case investors will receive the return of the worst performing index with exposure to any losses.

J.P. Morgan Securities LLC is the underwriter.

The notes will price on Dec. 17 and settle on Dec. 22.

The Cusip number is 48127D3L0.

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