JPMorgan plans return notes linked to Stoxx Europe 600 Basic Resources

By Angela McDaniels

Tacoma, Wash., Nov. 4 - JPMorgan Chase & Co. plans to price 0% return notes due May 9, 2014 linked to the Stoxx Europe 600 Basic Resources index converted into dollars, according to an FWP filing with the Securities and Exchange Commission.

The index is one of 19 Stoxx Europe 600 Supersector indexes that make up the Stoxx Europe 600 index. The Stoxx Europe 600 index contains the 600 largest stocks by free float market capitalization traded on the major exchanges of 17 European countries.

The Stoxx Europe 600 Basic Resources index includes companies in the basic resources supersector, which tracks companies operating in the forestry and paper sector, the industrial metals and mining sector and the mining sector.

The initial index level and the final index level will each be multiplied by the exchange rate of dollars per euro on that day.

For each $1,000 principal amount of notes, the payout at maturity will be (a) $1,000 multiplied by (b) one plus the index return multiplied by (c) 100.8%. This calculation will result in the payout being less than par if the index return is less than negative 0.79365%.

J.P. Morgan Securities LLC is the agent.

The notes are expected to price Nov. 5 and settle Nov. 8.

The Cusip number is 48126NA98.

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