JPMorgan plans buffered equity notes linked to three index funds

By Jennifer Chiou

New York, Nov. 23 - JPMorgan Chase & Co. plans to price 0% buffered equity notes due in May 2013 linked to the iShares Russell 3000 index fund with a 70% weight, the iShares MSCI EAFE index fund with a 15% weight and the iShares MSCI Emerging Markets index fund with a 15% weight, according to an FWP with the Securities and Exchange Commission.

The payout at maturity will be par plus any basket gain, capped at 16% to 20%.

Investors will receive par if the basket falls by up to 15% and will lose 1% for every 1% decline beyond 15%.

The notes (Cusip: 48125VDT4) will price and settle in November.

J.P. Morgan Securities LLC is the agent.

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