EFTA01203581.pdf

The side is net for dsobution in Isolation and must be viand In oanjunnon with the accompanying term shee mold supplement. pospectus suppearrent and prcapeclus.stech lunher desonbe me terms. condemns and Asks associated will the now. In the evert of arry inconsistency between the inkmaliOn pinerned herein and any aunt tern Meet. such tern Sheet Shan govern The infOrnatiOn COMM'S n Mb docteMehl is id nlonaelbnel Ordeal,* PIA. JPMorgan Notes Linked to the Performance of the British Pound Relative to the European Union Euro due August 19, 2016 The notesare designedMr revenant ate seta return Of al bast 2.16 times any appeoiaten 01 the &bah POurt relight to the Eurcixen Union euro from the Slarere $001Rate 10 Ilus Endo', Spot Rale. p10 a MaxintsM return of altered 1080% at maturity. InvirelOrs should be sultry 10 logo interest payments and. d to Reference Currency Returns neonate. Wenn; to lose some or al of Pier prompt at maturity. The rote: aro unsecured and unsubordnared cidigabons al JPIAcergan Chase a Co. Any payment on the notes s subjea to the credo rsk of JPIArgan Chase a Co Trade Petals Charectaistas hOrpothelical Return tor Clipped Return Enhanced Rotes (a k 12/ 0M OS Si An MAW Investment) Reference Currency British Pound (GOP) Base Currency European Wen auto (EMI ifriSPCSNOT.elr. Denominated Currency U.S. doter 11.031 Spot Rate The Spot Rata on any relevant day is *stressed as a number of Bitch Pounds per European Unseen am. The exchange rote wilt)* clewed as 51.300 bong the EURUSO rate ended by the GBPUSO rate as reported by Reuters Group PLC rReuters, at appronmately 420 S. GrocasY. Mean Tine. On Mal day. Pant patron Rate Al lead 216% S1.200 Arennum Return Al least 10.80% Ending Averaging Dates August 10.2016. August 11. 2016. August 12.2011 August IS 2016. Aqua 16.2016 " Iii; Or., Mai Ream Maturity Date Anew* 19 2016 S1.100 Reference Currency Return (Siding Spa Rale — Ending Scot Rale)/ Starting Spot Rate 216% Presentees Rare Suring Spot Rale The Sienna Spot Rate sal be the Spot Rale on the Pricing Dale Ending Spot Rale The °demotic average of the Spot Rates on the EmIng Avon/ging Dales Reference Currency Rotum 'Starting Spot Rate - Ending Spot Rate)/ Swaney Spot Rato 51.000 Meturity Appormatoti 54 weeks Settlement Cash Payment Al Maturity per SI ADD II to Reference Currency Return is poste. 0.e_ me entail Pound appreciates Mauna to the European Union auto from the Starting Spot Rae 5900 antics' annum note to the Ending Spot Rate). you ad receive at maturny a cash payment anal to: -s 51.000 • 151.000. Reference Currency Return s UPSOe Leverage Salon subject to the letssimum Return $800 II the Reference Currency Return is sae be,. the fresh Pound remains et rebore tote European Linenauto from the Staring Spot Rate to the Endn9 Spot Rate), you ell raceme the oincpal amount of your notes at wormy 5700 II the Referent. Currency Return is negating e . the British Pound depreciates relative to the Eurcren Oven two from the Starling Spol Rate '20% .10% 0% 10% 20% 30% to the Endng Spa Rale). you At lose 1% ol the pnngpal amount of your notes to every 1% of decline in the Rolerencet Currency Return and Reference Currency Rehm you valtroretere at rnaludly a cash payment equal* •-$1.000 • ($1.003 s Reference Currency Return) CUSS 46125U/es The graph abort dernonstreles the hypotesikel!del Maim en the netts at maturity detailed In the tab* pro NM , tt , ceattreauertt.......1,0700)(c4PlatiSCOrfehrtatatert yyra)) Tim below. Preliminary Tern Sheet Sena lee Risk Conaderatens Reference Currency Payment at Maturity per ( Soot Rate Return S1.080 Preston Amount Total Return on Notes The risks klentifutd blow no not exhaustive. Please see tie lent than hyperinked above tor NIRO il101nlatiOn. 0.0003 100.00% 51.10800 10.80% • Your invinkeneel in to notes may restiii in the loss of some or all of your centred and is tubjx1to me croxIt fel; of JPMorgan Chase 6 Co. (MC). 0.1750 7500% 41.10600 10.60% • The notes do riot guarantee the payment ol interest and may na pay interest at dl. 0.3500 50.00% 51,10600 10.60% • Your manmum gen on the rotes s limed by the mannum return • I trio Ridorence Currency Return is poseat (a. the Brash Pound approoatos reeve tote European Linen 0.4550 35.00% 51.106.00 IOW% invalid tern SI.CCO pancrpal amount no*. you cell receive al maturity $1,000 pbs en additional return that sal not exceed the Manhyrn Rehm. 0,5250 25.00% 51.106.00 10.60% • ^IV estimated value of the notes sill be *nor than the (signal issue Price 6.40 to pubic) on the nYles, does not 'ectoderm he future vale of the notes and may Ater Irom others' 0.5960 15,00% S1.10600 10.60% estimates and is not OMerninod by the rIXoetaco to mai spreads for our conventional Mod ran debt. 0,6300 10.00% 51,106.00 1010% • new:up of the notes whin may be rebutted ncustanor account statements may be Nina than JPIIS' thencwrera esorrated vela for a Imileal Dm penal 0.6075 7.50% 51.106.00 10.60% • The method of calculating the reference currency return en dminish any aeorecialion 01 the rederence currency and magnify anydepreciation ot me referenCeomeicy Web/0 boo 0.6650 5,00% $1.10603 10.60% base currency. 0.6720 4.00% S1.08640 6.64% • Lab. ol Satargan Socurbos. LLC, acting as agent for JPMC (and ate at role/ to as JPIASI. Meets toiler to purchase the notes in the secondary market but is not 0.6790 3.00% 51.06026 6.4a% required lode so. The P(40.0 any. at which JAYS sill be wiling to purchase notes from you in lee secondary medial. it al al. may Iowa in 8 0300lOr4 WS 01 COW Pinang 0.6860 2.00% $1.04120 4,32% • Polities! Cordicts. JINX and theatres play a varlely 01 roles in connection nille the deeride0 er notes. inckdro acing as caku*Son went hedgie our °bloaters under Me notes 0.6930 1.00% S1.021 60 2.16% arid making assumptons to &demo* the pray of the notes arid the value of the notes wen lams of the notes aro set bsoessbe that such hedging and etre. 0.760) 0.00% $1.00000 0.00% a trading actuates et !AOC cock, result in substantial returns for Mo valuo of the noes declines. 0.8000 .14.29% 3657.14 .14.29% • The lax ornectuences 01 the notes may be uncertain. YOu OW/CICOMA your tax teaser regarcIng me VS federal inCtere tax consequences of an inaeStment in tie notes. 0.9000 -26.57% $71429 -26.57% 1.0000 .4216% 3571.43 .42.66% 1.1000 .5714% $42657 1714% 1.200 '71.43% $28571 .71.43% 1.3000 15.71% 3142.86 -85.71% 1.4000 .100.00% SOW -10003% Each ropotheliCel Orel return tel lath abort assumes a Searing Spot Rale 040.70. an Upside Leverage Feld Of 2.16 and a Maximum Return of 10.80%. lho actual Wide Leverage Factor and Mamma Return mite provided in the prong supplevxm and we not te lass man 2.16 or bass than 1010%. respedfreay. Each hypothetcal total return a hspolhedcal pefineM al maturity set forth above is Sof ihnUeltre psposes Only and may not be lhe actual total worm of payment a mattamy applicable to a purchaser et the notes. SEC Legend: JertaCepn ("410 SGO. has Mod a registration mammas MOAN; a prospectus) was me SEC for arty cderacys to Mich moso melees ice*. Bolero you urrosI. you shout, read the prospectus in that rogstralon statement and the other clacusxmis relating to the offering Mot JPfactgan Chat. & CO. hat fled YAM the SEC for nom complete internal:on *ton Mogan Chase& Co and ms olleng. You may get mete documents ennui cod by noting the SEC w1b91e at wow sec.gar. Alemannic. ^Argon Chase Co. any agent or any dear pariebaling in the me offering yell arrange to send you to prospectus. the prospectus supplement es sell as any 'dorm, product upp*ment and term Shen I you so request by *tans loltifree 06153542417 MSCircular 230 DisolOsure:JArtigan Chase & Co and es atlitates do not deride tar *deice. Accordingly. any OSOunion of U.S. lax rnaltat. Contained herein Oniony any attachments) is not intended cr mitten lob used, and carol be used, in connection nth me promotion. madietiq or roommendaeon by anyone unlettered wth JPIArgan Chase & Co. of any of the manors address heron order ma purposed anteing U.S. tar-related penalties. InvestmeN wild:illy must be determined inclackxsty fOr each enlister. and the financial 'nannies direcrbed heron may not be idled. for all masters. The preclude desobed heron thoutdgenersty be herd to restudy as earty omen% could resat in loser than aMkipaled returns Pis hforrnsten is not intended to donde and should not be relied upon as proning accasan g. legal. rogastory or tax aclace. Investors should oonsut gym martian advisors as to these matters. The rennet es not a crews of I Mogan Research Departments.. Morgan is the mayhems name ler JPkbrgan Chase Co. and as a/sealants and atillatin worklanda. • Morgan &monies LLC is a mamba. of SINftik NYSE and SIPC. Giants should contact that salespersons at. and macele teanSaChant /warn. a Mogan °oily evened in near lions yinadden unless gOveming km pelmet *rhombi.. Fled pursuant10 Rub 433 Rogistrarocn Statement No: 333.199366 Dated: July28. 2015 EFTA01203581