JPMorgan plans buffered return enhanced notes on iShares MSCI EAFE

By Marisa Wong

Madison, Wis., Oct. 1 - JPMorgan Chase & Co. plans to price 0% capped buffered return enhanced notes due July 31, 2015 linked to the iShares MSCI EAFE exchange-traded fund, according to an FWP filing with the Securities and Exchange Commission.

If the ETF return is positive, the payout at maturity will be par plus 1.5 times the ETF return, subject to a maximum return of 15% to 19% that will be set at pricing. Investors will receive par if the ETF declines by 10% or less and will lose 1% for every 1% that it declines beyond 10%.

J.P. Morgan Securities LLC is the agent.

The notes are expected to price Oct. 28 and settle Oct. 31.

The Cusip number is 48126NVV6.

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