JPMorgan plans single review notes linked to Euro Stoxx Banks index

By Susanna Moon

Chicago, Sept. 10 – JPMorgan Chase & Co. plans to price 0% single review notes due Sept. 30, 2015 linked to the Euro Stoxx Banks index, according to an FWP filing with the Securities and Exchange Commission.

If the index finishes at or above its initial level, the notes will be called at par plus a premium of at least 13.5%.

The payout at maturity will be par if the index falls by up to the contingent 15% buffer.

Otherwise, investors will be fully exposed to any losses.

J.P. Morgan Securities LLC is the agent.

The notes will price on Sept. 12 and settle on Sept. 17.

The Cusip number is 48127DZX9.

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