New Issue: JPMorgan prices $3.03 million review notes linked to S&P 500, Euro Stoxx 50

By Susanna Moon

Chicago, Oct. 1 – JPMorgan Chase & Co. priced $3.03 million of 0% review notes due Sept. 29, 2017 linked to a basket comprising equal weights of the S&P 500 index and the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be called at par plus an annual call premium of 7.8% if the basket closes at or above its initial level on any annual review date.

The payout at maturity will be par unless the basket falls by more than 10%, in which case investors will be exposed to any losses beyond 10%.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase & Co.
Issue:	Review notes
Underlying basket:	S&P 500 index and Euro Stoxx 50 index, equally weighted
Amount:	$3,028,000
Maturity:	Sept. 29, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	If basket falls by up to buffer, par; otherwise, exposure to any losses beyond 10%
Call:	At par plus 7.8% per year if each index closes at or above initial level on Oct. 2, 2015, Sept. 26, 2016 or Sept. 26, 2017
Buffer levels:	90% of initial level
Pricing date:	Sept. 26
Settlement date:	Oct. 1
Agent:	J.P. Morgan Securities LLC
Fees:	0.1%
Cusip:	48127DB23

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