JPMorgan plans three-year buffered equity notes linked to index, funds

By Susanna Moon

Chicago, Aug. 2 - JPMorgan Chase & Co. plans to price 0% buffered equity notes due Aug. 29, 2014 linked to a basket of two funds and an index, according to an FWP filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index with a 60% weight, the iShares MSCI EAFE index fund with a 25% weight and the iShares MSCI Emerging Markets index fund with a 15% weight.

The payout at maturity will be par plus any basket gain.

Investors will receive par if the basket falls by up to 10% and will lose 1% for every 1% decline beyond 10%.

JPMorgan Securities LLC is the agent.

The notes will price on Aug. 26 and settle on Aug. 31.

The Cusip is 48125XD52.

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