New Issue: JPMorgan prices $2.92 million capped leveraged buffered notes linked to MSCI EAFE

By Marisa Wong

Madison, Wis., Dec. 11 - JPMorgan Chase & Co. priced $2.92 million of 0% capped leveraged buffered index-linked notes due June 12, 2014 tied to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus double any index gain, up to a maximum payment of $1,189 per $1,000 principal amount.

Investors will receive par if the index falls by up to 15% and will lose 1.1765% for each 1% decline beyond 15%.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase & Co.
Issue:	Capped leveraged buffered index-linked notes
Underlying index:	MSCI EAFE
Amount:	$2,917,000
Maturity:	June 12, 2014
Coupon:	0%
Price:	Par of $1,000
Payout at maturity:	Par plus 200% of any index gain, capped at $1,189 per $1,000 note; par if index declines by 15% or less; 1.1765% loss for every 1% drop beyond 15%
Initial index level:	1,568.05
Pricing date:	Dec. 7
Settlement date:	Dec. 14
Agent:	J.P. Morgan Securities LLC
Fees:	None
Cusip:	48126DNZ8

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