New Issue: JPMorgan prices $2.75 million capped buffered enhanced participation notes on MSCI EAFE

By Jennifer Chiou

New York, Feb. 21 - JPMorgan Chase & Co. priced $2,745,000 of 0% capped buffered enhanced participation equity notes due May 19, 2014 linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 150% of the index return, subject to a maximum settlement amount of $1,154.50 per $1,000 principal amount. Investors will receive par if the index falls by up to 12.5% and will lose 1.1429% for every 1% decline beyond the 12.5% buffer.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase & Co.
Issue:	Capped buffered enhanced participation notes
Underlying index:	MSCI EAFE
Amount:	$2,745,000
Maturity:	May 19, 2014
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 150% of index return, subject to maximum settlement amount of $1,154.50 per $1,000 principal amount; par for index decline of up to 12.5%; 1.1429% loss for every 1% index decline beyond 12.5%
Initial index:	1,663.46
Trade date:	Feb. 15
Settlement date:	Feb. 25
Agent:	J.P. Morgan Securities LLC
Fees:	None
Cusip:	48126DWW5

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