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Published on 11/20/2014 in the Prospect News Structured Products Daily.

JPMorgan plans to price digital equity notes linked to Euro Stoxx 50

By Marisa Wong

Madison, Wis., Nov. 20 – JPMorgan Chase & Co. plans to price 0% digital equity notes due Nov. 25, 2016 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index return is greater than or equal to negative 5%, the payout at maturity will be the threshold settlement amount of $1,167.50 to $1,196.50 for each $1,000 principal amount. The exact threshold settlement amount will be set at pricing.

If the index return is less than negative 5%, investors will lose 1.0526% for each 1% decline beyond 5%.

J.P. Morgan Securities LLC is the underwriter.

The notes will price on Nov. 21 and settle on Dec. 1.

The Cusip number is 48127DW20.


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