JPMorgan to price buffered equity notes linked to Euro Stoxx 50

By Marisa Wong

Madison, Wis., Feb. 25 - JPMorgan Chase & Co. plans to price 0% buffered equity notes due Sept. 1, 2016 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be the greater of the contingent settlement amount of $1,300 to $1,345 per $1,000 principal amount and par plus the index return if the index return is zero or positive. The exact contingent settlement amount will be set at pricing.

Investors will receive par if the index declines by 10% or less and will lose 1.1111% for every 1% that it declines beyond 10%.

J.P. Morgan Securities LLC is the agent.

The notes are expected to settle on March 4.

The Cusip number is 48126DYB9.

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