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Published on 11/28/2011 in the Prospect News Structured Products Daily.

New Issue: JPMorgan prices $335,000 notes linked to indexes, iShares MSCI EAFE ETF

By Angela McDaniels

Tacoma, Wash., Nov. 28 - JPMorgan Chase & Co. priced $335,000 of 0% notes due Nov. 28, 2017 linked to an equally weighted basket of three indexes and one exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

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

The payout at maturity will be par plus the basket return, subject to a minimum payout of par.

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

J.P. Morgan Securities LLC is the agent.

Issuer:JPMorgan Chase & Co.
Issue:Notes
Underlying basket:S&P 500 index, Dow Jones industrial average, Dow Jones - UBS Commodity index and iShares MSCI EAFE index fund, equally weighted
Amount:$335,000
Maturity:Nov. 28, 2017
Coupon:0%
Price:Par
Payout at maturity:Par plus basket return, subject to minimum payout of par
Initial levels:1,188.04 for S&P 500; 11,493.72 for Dow; 144.3383 for Dow Jones - UBS Commodity; $48.01 for ETF
Final basket level:Average of basket's closing levels on Nov. 23, 2012, Nov. 22, 2013, Nov. 24, 2014, Nov. 23, 2015, Nov. 22, 2016 and Nov. 22, 2017
Pricing date:Nov. 22
Settlement date:Nov. 30
Agent:J.P. Morgan Securities LLC
Fees:7.67%, including 4.551% for selling concessions
Cusip:48125VAT7

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