0000950103-14-008726.txt : 20141210 0000950103-14-008726.hdr.sgml : 20141210 20141209175145 ACCESSION NUMBER: 0000950103-14-008726 CONFORMED SUBMISSION TYPE: FWP PUBLIC DOCUMENT COUNT: 2 FILED AS OF DATE: 20141210 DATE AS OF CHANGE: 20141209 SUBJECT COMPANY: COMPANY DATA: COMPANY CONFORMED NAME: JPMORGAN CHASE & CO CENTRAL INDEX KEY: 0000019617 STANDARD INDUSTRIAL CLASSIFICATION: NATIONAL COMMERCIAL BANKS [6021] IRS NUMBER: 132624428 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: FWP SEC ACT: 1934 Act SEC FILE NUMBER: 333-199966 FILM NUMBER: 141276051 BUSINESS ADDRESS: STREET 1: 270 PARK AVE STREET 2: 38TH FL CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 2122706000 MAIL ADDRESS: STREET 1: 270 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10017 FORMER COMPANY: FORMER CONFORMED NAME: J P MORGAN CHASE & CO DATE OF NAME CHANGE: 20010102 FORMER COMPANY: FORMER CONFORMED NAME: CHASE MANHATTAN CORP /DE/ DATE OF NAME CHANGE: 19960402 FORMER COMPANY: FORMER CONFORMED NAME: CHEMICAL BANKING CORP DATE OF NAME CHANGE: 19920703 FILED BY: COMPANY DATA: COMPANY CONFORMED NAME: JPMORGAN CHASE & CO CENTRAL INDEX KEY: 0000019617 STANDARD INDUSTRIAL CLASSIFICATION: NATIONAL COMMERCIAL BANKS [6021] IRS NUMBER: 132624428 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: FWP BUSINESS ADDRESS: STREET 1: 270 PARK AVE STREET 2: 38TH FL CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 2122706000 MAIL ADDRESS: STREET 1: 270 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10017 FORMER COMPANY: FORMER CONFORMED NAME: J P MORGAN CHASE & CO DATE OF NAME CHANGE: 20010102 FORMER COMPANY: FORMER CONFORMED NAME: CHASE MANHATTAN CORP /DE/ DATE OF NAME CHANGE: 19960402 FORMER COMPANY: FORMER CONFORMED NAME: CHEMICAL BANKING CORP DATE OF NAME CHANGE: 19920703 FWP 1 dp51785_fwp-1213.htm FORM FWP
 
 



This slide is not for distribution in isolation and must be viewed in
conjunction with the accompanying term sheet, product supplement, underlying
supplement, prospectus supplement and prospectus, which further describe the
terms, conditions and risks associated with the notes.
Capped Contingent Buffered Return Enhanced Notes Linked to the common stock of
EOG Resources Inc due December 30, 2015
The notes are designed for investors who seek leveraged exposure to the
appreciation of the closing price of one share of the Reference Stock, up to
the Maximum Return of 21.80% at maturity. Investors should be willing to forgo
interest and dividend payments and, if the Final Stock Price is less than the
Initial Stock Price by more than the Contingent Buffer Amount of 25%, be
willing to lose some or all of their principal at maturity. Any payment on the
notes is subject to the credit risk of JPMorgan Chase and Co.

Trade Details/Characteristics
Reference Stock:        The common stock, $0.01 par value per share, of EOG Resources Inc (Bloomberg ticker: EOG)
Upside Leverage Factor: 2.0
Maximum Return:         At least 21.80%.
                        For example, if the Stock Return is equal to or greater than 10.90%, you will receive the Maximum Return of
                        21.80%, which entitles you to a maximum payment at maturity of $1,218.00 per $1,000 principal amount note
                        that you hold.
Stock Return:           (Final Stock Price -- Initial Stock Price) / Initial Stock Price
Initial Stock Price     The closing price of one share of the Reference Stock on the Pricing Date, subject to adjustments.
Final Stock Price       The arithmetic average of the closing prices of one share of the Reference Stock on each of the five Ending
                        Average Dates.
Payment at Maturity:    If the Final Stock Price is greater than the Initial Stock Price, at maturity you will receive a cash
 payment that
                        provides you with a return per $1,000 principal amount note equal to the Stock Return multiplied by 2.0,
                        subject to the Maximum Return. Accordingly, if the Final Stock Price is greater than the Initial Stock
 Price, your
                        payment at maturity per $1,000 principal amount note will be calculated as follows:
                                      $1,000 + [$1,000 [] (Stock Return x 2)] , subject to the Maximum Return
                        If the Final Stock Price is equal to or less than the Initial Stock Price by up to the Contingent Buffer
 Amount of
                        25%, you will receive the principal amount of your notes at maturity.
                        If the Final Stock Price is less than the Initial Stock Price by more than the Contingent Buffer Amount of
 25%,
                        you will lose 1% of the principal amount of your notes for every 1% that the Final Stock Price is less than
 the
                        Initial Stock Price, and your payment at maturity per $1,000 principal amount note will be calculated as
 follows:
                                                   $1,000 + ($1,000 [] Stock Return)
                        If the Final Stock Price is less than the Initial Stock Price by more than the Contingent Buffer Amount of
 25%,
                        you will lose more than 25% of your principal amount and may lose all of your principal amount at maturity.
Pricing Date:           December 12, 2014
Ending Averaging Dates: December 18, 2015, December 21, 2015, December 22, 2015, December 23, 2015, and December 24, 2015
                        (the Final Ending Averaging Date)
Preliminary Termsheet   http ://www.sec.gov/Archives/edgar/data/19617/000095010314008710/dp51784_fwp-1213.htm

 ------------------------------------------------------------------------------------------------------------------------
Please see the term sheet hyperlinked above for additional information about the notes, including JPMS's estimated value, which is
 the estimated
value of the notes when the terms are set.
------------------------------------------------------------------------------------------------------------------------------------


Hypothetical Return for the Notes at Maturity

The following table illustrates the hypothetical total return at maturity on
the notes. The "total return" as used herein is the number, expressed as a
percentage, that results from comparing the payment at maturity per $1,000
principal amount note to $1,000.

Each hypothetical total return or hypothetical payment at maturity set forth
above and below assumes an Initial Stock Price of $90.00 and a Maximum Return
of 21.80% . The actual Maximum Return will be determined on the pricing date
and will not be less than 21.80% .

Risk Considerations
The risks identified below are not exhaustive.  Please see the term sheet
hyperlinked above for more information.
[] Your investment in the notes may result in a loss.
[] The appreciation potential of the notes is limited, and you will not
participate in any appreciation in the Reference Stock above the Maximum
Return.  [] Any payment on the notes is subject to the credit risk of JPMorgan
Chase and Co.
[] JPMorgan Chase and Co.  and its affiliates play a variety of roles in
connection with the issuance of the notes, including acting as calculation
agent and hedging
JPMorgan Chase and Co. 's obligations under the notes.  Their interests may be
adverse to your interests.
[] The benefit provided by the contingent buffer may terminate on the final
Ending Average Date. [] The anti-dilution protection for the reference stock is
limited and may be discretionary.
[] Lack of liquidity - J. P.  Morgan Securities LLC ("JPMS") intends to offer
to purchase the notes in the secondary market but is not required to do so.
Even if there is a secondary market, it may not provide enough liquidity to
allow you to trade or sell the notes easily.
[] No interest payments or dividend payments or voting rights with respect to
the reference stock.
[] JPMS's estimated value does not represent the future value of the notes and
may differ from others' estimates. [] JPMS's estimated value will be lower than
the issue price (price to the public) of the notes.
[] JPMS's estimated value is not determined by reference to credit spreads for
our conventional fixed rate debt.
[] Secondary market prices of the notes will likely be lower than the price you
paid for the notes and will be be impacted by many economic and market factors.

    Hypothetical Examples of Amounts Payable at Maturity
--------------------------------------------------------
Final Stock Price Stock Return Total Return
----------------- ------------ -------------------------
   162.000          80.00%       21.80%
   135.000          50.00%       21.80%
   126.000          40.00%       21.80%
   117.000          30.00%       21.80%
   112.500          25.00%       21.80%
   109.620          21.80%       21.80%
    99.810          10.90%       21.80%
    94.500           5.00%       10.00%
    92.250           2.50%       5.00%
----------------- ------------ -------------------------
    90.000           0.00%       0.00%
    85.500          -5.00%       0.00%
    81.000          -10.00%      0.00%
    67.500          -25.00%      0.00%
    67.491          -25.01%      -25.01%
    63.000          -30.00%      -30.00%
    45.000          -50.00%      -50.00%
    9.000           -90.00%      -90.00%
    0.000          -100.00%      -75.00%
----------------- ------------ -------------------------


SEC Legend: JPMorgan Chase and Co. has filed a registration statement (including
a prospectus) with the SEC for any offerings to which these materials relate.
Before you invest, you should read the prospectus in that registration
statement and the other documents relating to this offering that JPMorgan Chase
and Co. has filed with the SEC for more complete information about JPMorgan Chase
and Co. and this offering. You may get these documents without cost by visiting
EDGAR on the SEC Web site at www.sec.gov. Alternatively, JPMorgan Chase and Co.,
any agent or any dealer participating in the this offering will arrange to send
you the prospectus, the prospectus supplement as well as any relevant product
supplement, underlying supplement and term sheet if you so request by calling
toll-free 866-535-9248.

IRS Circular 230 Disclosure: JPMorgan Chase and Co. and its affiliates do not
provide tax advice. Accordingly, any discussion of U.S. tax matters contained
herein (including any attachments) is not intended or written to be used, and
cannot be used, in connection with the promotion, marketing or recommendation
by anyone unaffiliated with JPMorgan Chase and Co. of any of the matters address
herein or for the purpose of avoiding U.S. tax-related penalties.
Investment suitability must be determined individually for each investor, and
the financial instruments described herein may not be suitable for all
investors. This information is not intended to provide and should not be relied
upon as providing accounting, legal, regulatory or tax advice. Investors should
consult with their own advisors as to these matters.
This material is not a product of J.P. Morgan Research Departments. Filed
pursuant to Rule 433 Registration Statement No. 333-199966 Dated: December
09,2014

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