JPMorgan to price one-year return notes linked to basket of 15 stocks

By Angela McDaniels

Tacoma, Wash., March 12 - JPMorgan Chase & Co. plans to price 0% return notes due April 2, 2014 linked to a basket of 15 common stocks, according to an FWP filing with the Securities and Exchange Commission.

The basket includes equal weights of AMC Networks Inc., Bed Bath & Beyond Inc., Cabot Oil & Gas Corp., ExactTarget, Inc., Global Payments Inc., Insulet Corp., Joy Global Inc., Life Technologies Corp., Mead Johnson Nutrition Co., New York Times Co., Open Table, Inc., Splunk Inc., Texas Roadhouse, Inc., TripAdvisor, Inc. and Viacom Inc.

The payout at maturity will be (a) $1,000 multiplied by (b) one plus the basket return, which could be positive or negative, multiplied by (c) the basket adjustment factor, which is 98.85%.

Because of the basket adjustment factor, investors will lose principal if the basket return is less than 1.1634%.

J.P. Morgan Securities LLC is the agent.

The notes are expected to price March 15 and settle March 20.

The Cusip number is 48126DC56.

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