JPMorgan to price protected notes linked to three indexes, one ETF

By Angela McDaniels

Tacoma, Wash., Nov. 30 - JPMorgan Chase & Co. plans to price 0% notes due Dec. 29, 2017 linked to a basket of three indexes and one exchange-traded fund, according to an FWP filing with the Securities and Exchange Commission.

The equally weighted 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 at least 100% of the basket return, subject to a minimum payout of $1,030 per $1,000 principal amount of notes. The exact participation rate will be set at pricing.

The final basket level will be the average of the basket's closing levels on Dec. 26, 2012, Dec. 26, 2013, Dec. 26, 2014, Dec. 28, 2015, Dec. 27, 2016 and Dec. 26, 2017.

The notes (Cusip: 48125VEL0) are expected to price Dec. 22 and settle Dec. 30.

J.P. Morgan Securities LLC is the agent.

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