New Issue: JPMorgan prices $2.21 million capped buffered return notes linked to iShares MSCI EAFE

By Susanna Moon

Chicago, Jan. 22 - JPMorgan Chase & Co. priced $2.21 million of 0% capped buffered return enhanced notes due Feb. 21, 2014 linked to the iShares MSCI EAFE index fund, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus double any gain in the fund, up to a maximum return of 11.7%.

Investors will receive par if the shares fall by up to 10% and will lose 1.1111% for every 1% decline beyond 10%.

J.P. Morgan Securities LLC is the underwriter.

Issuer:	JPMorgan Chase & Co.
Issue:	Capped buffered return enhanced notes
Underlying fund:	iShares MSCI EAFE index fund
Amount:	$2,209,000
Maturity:	Feb. 21, 2014
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus double any fund gain, capped at 11.7%; par if shares fall by up to 10%; 1.1111% loss for every 1% decline beyond 10%
Initial level:	$58.21
Pricing date:	Jan. 17
Settlement date:	Jan. 23
Agent:	J.P. Morgan Securities LLC
Fees:	0.6%, including 0.25% for selling concessions
Cusip:	48126DTU3

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