New Issue: JPMorgan prices $14.92 million enhanced participation notes linked to indexes

By Angela McDaniels

Tacoma, Wash., April 4 – JPMorgan Chase & Co. priced $14.92 million of 0% capped enhanced participation notes due April 6, 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 300% of the basket return, subject to a maximum settlement amount of $1,343.50 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:	$14,924,000
Maturity:	April 6, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 300% of basket return, up to 34.35% maximum return; if basket return is negative, full exposure to basket’s decline
Initial index level:	3,004.93 for Euro Stoxx 50; 6,174.90 for FTSE 100; 1,347.20 for Topix; 7,807.89 for Swiss Market; and 5,082.785 for S&P/ASX 200
Pricing date:	March 31
Settlement date:	April 7
Agent:	J.P. Morgan Securities LLC
Fees:	2%
Cusip:	48128GRR3

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