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Published on 2/26/2015 in the Prospect News Structured Products Daily.

New Issue: JPMorgan prices $105,000 contingent buffered equity notes on Euro Stoxx 50

By Jennifer Chiou

New York, Feb. 26 – JPMorgan Chase & Co. priced $105,000 of 0% uncapped contingent buffered equity notes due Feb. 28, 2020 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 1.1 times the index return.

If the index declines by up to 50%, the payout will be par. If the index declines by more than 50%, investors will be fully exposed to the decline.

J.P. Morgan Securities LLC is the agent.

Issuer:JPMorgan Chase & Co.
Issue:Uncapped contingent buffered equity notes
Underlying index:Euro Stoxx 50
Amount:$105,000
Maturity:Feb. 28, 2020
Coupon:0%
Price:Par
Payout at maturity:If final index level is greater than initial index level, par plus 1.1 times index return; if index declines by up to 50%, par; if index declines by more than 50%, full exposure to decline
Initial index level:3,547.10
Pricing date:Feb. 24
Settlement date:Feb. 27
Agent:J.P. Morgan Securities LLC
Fees:0.5%
Cusip:48125UBF8

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