New Issue: JPMorgan prices $18.37 million enhanced participation notes linked to indexes

By Angela McDaniels

Tacoma, Wash., Oct. 6 – JPMorgan Chase & Co. priced $18.37 million of 0% capped enhanced participation notes due Oct. 5, 2017 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket includes the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

If the basket return is positive, the payout at maturity will be par plus three times the basket return, subject to a maximum payout of $1,304.50 per $1,000 principal amount of notes. If the basket return is negative, investors will be fully exposed to the decline.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase & Co.
Issue:	Capped enhanced participation notes
Underlying indexes:	Euro Stoxx 50 (37% weight), FTSE 100 (23% weight), Topix (23% weight), Swiss Market (9% weight) and S&P/ASX 200 (8% weight)
Amount:	$18,372,000
Maturity:	Oct. 5, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 300% of basket return, subject to maximum payout of $1,304.50 per $1,000 principal amount of notes; full exposure to any basket decline
Pricing date:	Oct. 1
Settlement date:	Oct. 8
Agent:	J.P. Morgan Securities LLC
Fees:	2%
Cusip:	48125U5C2

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