New Issue: JPMorgan prices $6.65 million enhanced participation notes on indexes

By Marisa Wong

Morgantown, W.Va., March 28 – JPMorgan Chase & Co. priced $6.65 million of 0% enhanced participation notes due March 27, 2018 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 159% of the basket return. 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:	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:	$6.65 million
Maturity:	March 27, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 159% of basket return; if basket return is negative, full exposure to basket’s decline
Initial levels:	3,051.23 for Euro Stoxx, 6,192.74 for FTSE, 1,369.93 for Topix, 7,853.07 for Swiss Market and 5,166.623 for S&P/ASX
Pricing date:	March 22
Settlement date:	March 30
Agent:	J.P. Morgan Securities LLC
Fees:	2%
Cusip:	48128GRK8

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