New Issue: JPMorgan prices $3.5 million capped buffered enhanced notes linked to MSCI EAFE

By Angela McDaniels

Tacoma, Wash., Aug. 13 - JPMorgan Chase & Co. priced $3.5 million of 0% capped buffered enhanced participation equity notes due Aug. 17, 2015 linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index return is positive, the payout at maturity will be par plus 150% of the index return, subject to a maximum settlement amount of $1,236.25 per $1,000 principal amount of notes. Investors will receive par if the index falls by up to 12.5% and will lose 1.1429% for every 1% that it declines beyond 12.5%.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase & Co.
Issue:	Capped buffered enhanced participation equity notes
Underlying index:	MSCI EAFE
Amount:	$3,499,000
Maturity:	Aug. 17, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 150% of any positive index return, subject to maximum settlement amount of $1,236.25 per $1,000 principal amount; par if index declines by up to 12.5%; 1.1429% loss for every 1% that index declines beyond 12.5%
Initial index level:	1,768.14
Trade date:	Aug. 9
Settlement date:	Aug. 16
Agent:	J.P. Morgan Securities LLC
Fees:	None
Cusip:	48126NNB9

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