New Issue: JPMorgan sells $153,000 capped enhanced notes on index basket

By Marisa Wong

Morgantown, W.Va., April 11 – JPMorgan Chase & Co. priced $153,000 of 0% capped enhanced participation notes due July 10, 2017 linked to a basket of five indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of 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 $1,300 for each $1,000 principal amount of notes. Investors will be fully exposed to any losses.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase & Co.
Issue:	Capped enhanced participation notes
Underlyings:	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
Amount:	$153,000
Maturity:	July 10, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus three times any basket gain, capped at $1,300 for each $1,000 principal; full exposure to losses
Initial index levels:	2,871.57 for Euro Stoxx, 6,136.89 for FTSE, 1,272.64 for Topix, 7,761.35 for Swiss Market and 4,964.079 for S&P/ASX
Pricing date:	April 7
Settlement date:	April 14
Agent:	J.P. Morgan Securities LLC
Fees:	None
Cusip:	48128GSR2

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