JPMorgan to price notes linked to three indexes, iShares MSCI EAFE

By Angela McDaniels

Tacoma, Wash., Nov. 2 - JPMorgan Chase & Co. plans to price 0% notes due Nov. 28, 2017 linked to a basket, according to an FWP filing with the Securities and Exchange Commission.

The basket includes equal weights of the Dow Jones industrial average, the Dow Jones - UBS Commodity index, the iShares MSCI EAFE index fund and the S&P 500 index.

The payout at maturity will be par plus at least 100% of the basket return, subject to a minimum payout of par. The exact participation rate will be set at pricing.

The final basket level will be the average of the basket's closing levels on the averaging dates, which are Nov. 23, 2012, Nov. 22, 2013, Nov. 24, 2014, Nov. 23, 2015, Nov. 22, 2016 and Nov. 22, 2017.

The notes (Cusip: 48125VAT7) are expected to price Nov. 22 and settle Nov. 30.

J.P. Morgan Securities LLC is the agent.

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