New Issue: JPMorgan prices $20.05 million capped enhanced participation notes on index basket

By Jennifer Chiou

New York, March 3 – JPMorgan Chase & Co. priced $20,049,000 of 0% capped enhanced participation notes due April 6, 2017 linked to a basket of indexes, according to a 424B2 filing 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.

If the basket return is positive, the payout at maturity will be par plus three times the basket return, capped at 33.45%.

Investors will share in any losses.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase & Co.
Issue:	Capped enhanced participation 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:	$20,049,000
Maturity:	April 6, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus three times the basket return, capped at 33.45%; exposure to losses
Initial index levels:	3,599.00 for Euro Stoxx 50; 6,946.66 for FTSE 100; 1,523.85 for Topix; 9,014.53 for Swiss Market; 5,928.767 for S&P/ASX 200
Pricing date:	Feb. 27
Settlement date:	March 6
Agent:	J.P. Morgan Securities LLC
Fees:	2%
Cusip:	48125UFB3

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