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Published on 11/11/2015 in the Prospect News Structured Products Daily.

New Issue: JPMorgan prices $908,000 capped buffered notes linked to Euro Stoxx

By Marisa Wong

Morgantown, W.Va., Nov. 11 – JPMorgan Chase & Co. priced $908,000 of 0% capped buffered return enhanced notes due Nov. 7, 2017 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index return is positive, the payout at maturity will be par plus 2.5 times the index return, subject to a maximum return of 31.65%. Investors will receive par if the index declines by 5% or less and will lose 1% for every 1% that the index declines beyond 5%.

J.P. Morgan Securities LLC is the agent.

Issuer:JPMorgan Chase & Co.
Issue:Capped buffered return enhanced notes
Underlying index:Euro Stoxx 50
Amount:$908,000
Maturity:Nov. 7, 2017
Coupon:0%
Price:Par
Payout at maturity:Par plus 2.5 times any index gain, capped at 31.65%; par if index declines by 5% or less; 1% loss for every 1% that index declines beyond 5%
Initial index level:3,434.50
Pricing date:Nov. 2
Settlement date:Nov. 5
Agent:J.P. Morgan Securities LLC
Fees:None
Cusip:48128GBE9

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