Key Terms
Index: The EURO STOXX 5e Index (Bloomberg ticker: SX5E) Payment at Maturity:
Maximum Return: At least 40.00% (corresponding to a If the Final Value is greater than the Initial Value, your payment
maximum payment at maturity of $1,400.00 per $1,000 at maturity per $1,000 principal amount note will be calculated
principal amount note) (to be provided in the pricing as follows:
supplement)
$1,000 + ($1,000 x Index Return x Upside Leverage Factor),
Upside Leverage Factor: 2.00 subject to the Maximum Return
If the Final Value is equal to the Initial Value or is less than the
Contingent Buffer Amount: 25.00%
Initial Value by up to the Contingent Buffer Amount, you will
receive the principal amount of your notes at maturity.
Pricing Date: On or about January 15, 2016
If the Final Value is less than the Initial Value by more than the
Original Issue Date (Settlement Date): On or about January Contingent Buffer Amount, your payment at maturity per
21, 2016 $1,000 principal amount note will be calculated as follows:
Observation Date: July 16, 2018 $1,000 + (51,000 x Index Return)
If the Final Value is less than the Initial Value by more than the
Maturity Date•: July 19, 2018 Contingent Buffer Amount, you will lose more than 25.00% of
your principal amount at maturity and could lose all of your
• Subject to postponement in the event of a market disruption
event and as described under -General Terms of Notes — principal amount at maturity.
Postponement of a Determination Date — Notes Linked to a
Single Underlying — Notes Linked to a Single Underlying (Other Index Return:
Than a Commodity Index)" and 'General Terms of Notes —
(Final Value — Initial Value)
Postponement of a Payment Date" in the accompanying product
Initial Value
supplement no. 4a•I
Initial Value: The dosing level of the Index on the Pricing Date
Final Value: The closing level of the Index on the Observation
Date
PS-1 j Structured Investments
Capped Contingent Buffered Return Enhanced Notes Linked to the EURO
STOXX 50' Index
J.P.Morgan
CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 119661
CONFIDENTIAL SDNY_GM_00265845
EFTA01459325