New Issue: JPMorgan prices $1.88 million enhanced participation notes on indexes

By Susanna Moon

Chicago, Jan. 20 – JPMorgan Chase & Co. priced $1.88 million of 0% capped enhanced participation equity notes due July 21, 2017 linked to a basket of five indexes, according to a 424B2 with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

The payout at maturity will be par plus triple any basket gain, up to a maximum settlement amount of $1,465 for each $1,000 principal amount.

Investors will be exposed to any losses.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase & Co.
Issue:	Capped enhanced participation equity notes
Underlying indexes:	Euro Stoxx 50 (37% weight), FTSE 100 (23% weight), Topix (23% weight), Swiss Market (9% weight) and S&P/ASX 200 (8% weight)
Amount:	$1,877,000
Maturity:	July 21, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 300% of any basket gain; exposure to any losses
Initial levels:	2,952.48 for Stoxx, 5,804.10 for FTSE, 1,402.45 for Topix, 8,107.13 for Swiss Market and 4,892.801 for S&P/ASX
Upside thresholds:	105% of initial level
Pricing date:	Jan. 15
Settlement date:	Jan. 25
Agent:	J.P. Morgan Securities LLC
Fees:	1.51%
Cusip:	48128GJK7

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