0000950103-13-003408.txt : 20130604 0000950103-13-003408.hdr.sgml : 20130604 20130603202925 ACCESSION NUMBER: 0000950103-13-003408 CONFORMED SUBMISSION TYPE: FWP PUBLIC DOCUMENT COUNT: 3 FILED AS OF DATE: 20130604 DATE AS OF CHANGE: 20130603 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: 333-177923 FILM NUMBER: 13889479 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 dp38657_fwp-nca3.htm FORM FWP
Free Writing Prospectus
Filed Pursuant to Rule 433
Registration Statement No. 333-177923
Dated June 3, 2013
 


18 month RTY capped BREN

OVERVIEW

May be appropriate for investors anticipating moderate appreciation in the
Index during the term of the note and those seeking to enhance returns through
leverage within the specified range of performance in exchange for a maximum
return. Downside market out performance relative to the Index is achieved by
virtue of the Buffer.

The payment at maturity references the Index directly and is not subject to any
tracking error at maturity.

Summary of Terms
Issuer:                 JPMorgan Chase & Co.
Par:                    $1,000
Index:                  Russell 2000 Index
Upside Leverage Factor: 1.5
Maximum Total Return:   14.50%-18.50%
Buffer Amount:          10%
Ending Index Level:     The index closing level on
                        the Observation Date.
Initial Index Level     The index closing level on
                        the Pricing Date
Pricing Date:           June 25, 2013
Observation Date:       December 26, 2014
Maturity Date:          December 31, 2014
CUSIP:                  48126NCA3
Preliminary Term Sheet: http://www.sec.gov/Archives
                        ---------------------------
                        /edgar/data/19617/0000891
                        ---------------------------
                        09213004965/e53935fwp.htm
                        ---------------------------

For information about the estimated value of the notes, which likely will be
lower than the price you paid for the notes, see the hyperlink above.
Return Profile

If the ending Index level is greater than its initial level, you will receive a
cash payment that provides you with a return per $1,000 principal amount note
equal to the Index return multiplied by the Upside Leverage Factor, subject to
the Maximum Total Return on the notes.

If the Ending Index Level is equal to or less than the Initial Index Level by
up to the buffer amount, you will receive the principal amount of your notes at
maturity. If the Index declines from its initial level by greater than the
Buffer Amount, you will lose 1% of the principal amount of your notes for every
1% that the Index has declined beyond the buffer.

* To be determined on the Pricing Date, but not less than 14.50%

** Reflects a Maximum Total Return of 14.50% for illustrative purposes and
assumes a $1,000 investment

                               [GRAPHIC OMITTED]

                         Payment at
Index Return Note Return  Maturity
------------ ----------- ----------
   70.00%      14.50%      $1,145
------------ ----------- ----------
   50.00%      14.50%      $1,145
------------ ----------- ----------
   40.00%      14.50%      $1,145
------------ ----------- ----------
   15.00%      14.50%      $1,145
------------ ----------- ----------
   12.00%      14.50%      $1,145
------------ ----------- ----------
   9.667%      14.50%      $1,145
------------ ----------- ----------
   5.00%        7.50%      $1,075
------------ ----------- ----------
   0.00%        0.00%      $1,000
------------ ----------- ----------
  -10.00%       0.00%      $1,000
------------ ----------- ----------
  -15.00%      -5.00%       $950
------------ ----------- ----------
  -30.00%      -20.00%      $800
------------ ----------- ----------
  -40.00%      -30.00%      $700
------------ ----------- ----------
  -100.00%     -90.00%      $100

**The hypothetical returns set forth above are illustrative and may not be the
actual returns on the notes. These returns do not reflect fees or expenses that
would be associated with any sale in the secondary market. If these fees and
expenses were included, the hypothetical returns shown above would likely be
lower.

J.P. Morgan Structured Investments | 800 576 3529 | JPM_Structured_Investments@jpmorgan.com
                                                                               1

 
 
 
 

 
 
 


18 month RTY capped BREN

North America Structured Investments

Selected Benefits

[] Diversified exposure to small-cap U.S. equity markets through the Russell
2000 Index

[]Provides enhanced or leveraged equity returns, subject to the Maximum Total
Return at maturity.

[] You are entitled to repayment of principal in full at maturity, even if the
Index declines by up to the Buffer Amount.

[] Minimum denomination of $1,000 and integral multiples in excess thereof.

[] Potential for Long Term Capital Gains tax treatment if held longer than one
year.

Selected Risks

[] Your investment in the notes may result in a loss.

[] Payment on the notes at maturity is subject to our credit risk. Therefore
the value of the notes prior to maturity will be subject to changes in the
market's view of our creditworthiness.

[] Your maximum gain on the notes is limited to the Maximum Total Return.

[] If the Index declines from its initial level by more than 10%, you could
lose up to $900 for each $1,000 note.

[] No Interest payments, dividend payments or voting rights.

[] The tax consequences of the notes may be uncertain. You should consult your
tax adviser regarding the U.S. federal income tax consequences of an investment
in the notes.

[] You are exposed to the risks associated with small capitalization companies.

[] JPMS' estimated value does not represent future values and may differ from
others' estimates.

[] The value of the notes which may be reflected in customer account statements
may be higher than JPMS' current estimated value for a limited time period.

[] Lack of liquidity: JPMorgan Securities, LLC, acting as agent for the Issuer
(and who we refer to as JPMS), intends to offer to purchase the notes in the
secondary market but is not required to do so. The price, if any, at which JPMS
will be willing to purchase notes from you in the secondary market, if at all,
may result in a significant loss of your principal.

[] Potential conflicts: we and our affiliates play a variety of roles in
connection with the issuance of notes, including acting as calculation agent
and hedging our obligations under the notes, and making the assumptions used to
determine the pricing of the notes and the estimated value of the notes when
the terms of the notes are set. It is possible that such hedging or other
trading activities of JPMorgan or its affiliates could result in substantial
returns for JPMorgan and its affiliates while the value of the notes decline.

The risks identified above are not exhaustive. Please see "Risk Factors" in the
applicable product supplement and "Selected Risk Considerations" to the
applicable term sheet for additional information.

Disclaimer
SEC Legend: JPMorgan Chase & 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 &
Co. has filed with the SEC for more complete information about JPMorgan Chase &
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 & Co.,
any agent or any dealer participating in the this offering will arrange to send
you the prospectus and each prospectus supplement as well as any product
supplement and term sheet if you so request by calling toll-free 866-535-9248.

IRS Circular 230 Disclosure: JPMorgan Chase & 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 & 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.

Additional information about the symbols depicted in each cube in the top
right-hand corner of this fact sheet can be accessed via the hyperlink to one
of our filings with the SEC:
http://www.sec.gov/Archives/edgar/data/19617/000095010311004940/crt_dp27418-fwp
..pdf

J.P. Morgan Structured Investments | 800 576 3529 | JPM_Structured_Investments@jpmorgan.com
                                                                               2

 
 
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