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Published on 5/28/2014 in the Prospect News Structured Products Daily.

New Issue: JPMorgan prices $1.16 million contingent buffered notes on Euro Stoxx

By Angela McDaniels

Tacoma, Wash., May 28 - JPMorgan Chase & Co. priced $1.16 million of 0% contingent buffered equity notes due Nov. 25, 2015 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the final index level is greater than the initial index level, the payout at maturity will be par plus the index return. If the index finishes flat or falls by up to 17.3%, the payout will be par. If the index falls by more than 17.3%, investors will be fully exposed to the index's decline from the initial level.

J.P. Morgan Securities LLC is the agent.

Issuer:JPMorgan Chase & Co.
Issue:Contingent buffered equity notes
Underlying index:Euro Stoxx 50
Amount:$1,155,000
Maturity:Nov. 25, 2015
Coupon:0%
Price:Par
Payout at maturity:If final index level is greater than initial index level, par plus index return; if index finishes flat or falls by up to 17.3%, par; if index falls by more than 17.3%, full exposure to index's decline from initial level
Initial index level:3,203.38
Final index level:Average of index's closing levels on five trading days ending Nov. 20, 2015
Pricing date:May 23
Settlement date:May 29
Agent:J.P. Morgan Securities LLC
Fees:1.25%
Cusip:48127DJT6

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