New Issue: JPMorgan prices $1.02 million buffered enhanced participation notes linked to MSCI EAFE

By Devika Patel

Knoxville, Tenn., Nov. 16 – JPMorgan Chase & Co. priced $1.02 million of 0% capped buffered enhanced participation equity notes due May 17, 2017 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 140% of the index return, subject to a maximum payout of $1,212.10 per $1,000 principal amount of notes. Investors will receive par if the index falls by 12.5% or less and will lose 1.1429% for each 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:	$1,022,000
Maturity:	May 17, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.4 times any index gain, capped at maximum payout of $1,212.10 per $1,000 principal amount; par if index falls by up to 12.5%; 1.1429% loss for each 1% index decline beyond 12.5%
Initial level:	1,728.63
Pricing date:	Nov. 12
Settlement date:	Nov. 19
Agent:	J.P. Morgan Securities LLC
Fees:	None
Cusip:	48128GCN8

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