New Issue: JPMorgan prices $278,000 capped buffered enhanced notes on MSCI EAFE

By Susanna Moon

Chicago, June 3 – JPMorgan Chase & Co. priced $278,000 of 0% capped buffered enhanced participation equity notes due July 31, 2018 linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange.

The payout at maturity will be par plus 1.5 times any index gain, up to a maximum settlement amount of $1,262.50 per $1,000 principal amount of notes.

Investors will receive par if the index falls by up to 20% and will lose 1.25% for each 1% decline beyond 20%.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase & Co.
Issue:	Capped buffered enhanced participation equity notes
Underlying index:	MSCI EAFE
Amount:	$278,000
Maturity:	July 31, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 150% of any gain in index, capped at 26.25%; par if index falls by 20% or less; 1.25% loss per 1% drop beyond 20%
Initial level:	1,669.84
Barrier level:	80% of initial level
Pricing date:	May 26
Settlement date:	June 3
Agent:	J.P. Morgan Securities LLC
Fees:	None
Cusip:	48128GYG9

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