DETAILS PERFORMANCE 1) (SERIES INDEX5

R O T A T O R S E C T O R U S

M O R G A N

J . P .

J . P . M O R G A N U . S . S E C T O R R O T A T O R 5 I N
D E X ( S E R I E S 1 ) P E R F O R M A N C E D E T A I L S


September 2015

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D E T A I L S P E R F O R M A N C E 1 ) ( S E R I E S I N D
E X 5

R O T A T O R S E C T O R U . S .

M O R G A N

J . P .

J.P. Morgan U.S. Sector Rotator 5 Index (Series 1)
Performance Details

J.P. Morgan U.S. Sector Rotator 5 Index (Series 1) (the
"Index") Performance -- Bloomberg JPUSSC5E Index




      2005       Jan    Feb    Mar
JPUSSC5E Index -1.48% 0.47%  -0.53%
      2006       Jan    Feb    Mar
JPUSSC5E Index 1.26%  -0.41% 0.75%
      2007       Jan    Feb    Mar
JPUSSC5E Index 1.35%  -1.24% 0.06%
      2008       Jan    Feb    Mar
JPUSSC5E Index -1.51% -0.14% 0.03%
      2009       Jan    Feb    Mar
JPUSSC5E Index -0.06% -1.57% 1.39%
      2010       Jan    Feb    Mar
JPUSSC5E Index -2.07% 0.53%  1.84%
      2011       Jan    Feb    Mar
JPUSSC5E Index 1.26%  1.34%  -0.06%
      2012       Jan    Feb    Mar
JPUSSC5E Index 0.32%  1.04%  1.50%
      2013       Jan    Feb    Mar
JPUSSC5E Index 1.78%  0.43%  2.14%
      2014       Jan    Feb    Mar
JPUSSC5E Index -2.39% 1.25%  -0.07%
      2015       Jan    Feb    Mar
JPUSSC5E Index -0.31% -0.32% -0.88%





  Apr   May     Jun    Jul
1.24%  0.88%  0.16%  1.69%
  Apr   May     Jun    Jul
0.22%  -1.28% -0.51% 0.94%
  Apr   May     Jun    Jul
1.14%  1.38%  -0.61% 0.66%
  Apr   May     Jun    Jul
0.45%  0.49%  -1.09% -0.63%
  Apr   May     Jun    Jul
1.39%  0.35%  0.08%  1.51%
  Apr   May     Jun    Jul
1.41%  -2.20% 1.88%  1.02%
  Apr   May     Jun    Jul
1.14%  0.78%  -0.92% 0.91%
  Apr   May     Jun    Jul
0.03%  -0.21% 0.60%  0.33%
  Apr   May     Jun    Jul
1.91%  -1.18% -0.41% 1.09%
  Apr   May     Jun    Jul
1.24%  0.65%  0.83%  -1.33%
  Apr   May     Jun    Jul
-0.77% 0.17%  -0.56% 0.79%





  Aug    Sep    Oct
-0.88% -1.09% -0.94%
  Aug    Sep    Oct
0.83%  0.39%  1.69%
  Aug    Sep    Oct
0.66%  0.56%  0.45%
  Aug    Sep    Oct
0.29%  -1.69% -1.72%
  Aug    Sep    Oct
0.78%  0.82%  -0.65%
  Aug    Sep    Oct
-0.59% 0.96%  1.14%
  Aug    Sep    Oct
-1.08% -1.66% 0.89%
  Aug    Sep    Oct
-0.34% 1.23%  -0.36%
  Aug    Sep    Oct
-1.47% 1.67%  1.62%
  Aug    Sep    Oct
2.16%  -0.43% 1.41%
  Aug    Sep    Oct
-2.46%





  Nov    Dec  Full Year
0.31%  -0.19% -0.43%
  Nov    Dec  Full Year
1.17%  -0.31%  4.80%
  Nov    Dec  Full Year
-0.30% -0.47%  3.66%
  Nov    Dec  Full Year
0.83%  1.47%  -3.24%
  Nov    Dec  Full Year
1.53%  0.67%   6.37%
  Nov    Dec  Full Year
0.30%  1.40%   5.64%
  Nov    Dec  Full Year
-0.14% 1.69%   4.16%
  Nov    Dec  Full Year
0.20%  0.13%   4.55%
  Nov    Dec  Full Year
0.91%  1.25%  10.12%
  Nov    Dec  Full Year
0.97%  -0.38%  3.88%
  Nov    Dec    YTD
              -4.29%


Please see key risks on the next page for additional
information. Source: J.P. Morgan. Past performance is not a
guide to future performance. "JPUSSC5E Index" refers to the
performance of J.P. Morgan U.S. Sector Rotator 5 Index
(Series 1) (Bloomberg: JPUSSC5E Index). The level of the
Index incorporates the deduction of a fee of 0.50% per
annum.

Hypothetical, historical performance measures: Represents
the monthly and full calendar year performance of the Index
based on as applicable to the relevant measurement period,
the hypothetical back tested daily closing levels from
December 31, 2004 through June 20, 2013, and the actual
historical performance of the Index based on daily closing
levels from June 21, 2013 through August 31, 2015. The
hypothetical historical values above have not been verified
by an independent third party. The back-tested,
hypothetical historical results above have inherent
limitations. These back-tested results are achieved by
means of a retroactive application of a back-tested model
designed with the benefit of hindsight. No representation
is made that an investment linked to the Index will or is
likely to achieve returns similar to those shown.
Alternative modelling techniques or assumptions would
produce different hypothetical historical information that
might prove to be more appropriate and that might differ
significantly from the hypothetical historical information
set forth above. Hypothetical back-tested results are
neither an indicator nor a guarantee of future returns.
Actual results will vary, perhaps materially, from the
analysis implied in the hypothetical historical information
that forms part of the information contained in the table
above.

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D E T A I L S P E R F O R M A N C E 1 ) ( S E R I E S I N D
E X 5

R O T A T O R S E C T O R U . S .

M O R G A N

J . P .

Key Risks
[] The J.P. Morgan U.S. Sector Rotator 5 Index (Series 1)
(the "Index") comprises notional assets and liabilities
[] The Index may use leverage to increase the return from
any Constituent because the sum of the weights of the
Basket
Constituents included in the synthetic portfolio underlying
the Index may be greater than 100%, up to a maximum total
weight of
220%. In particular, the use of leverage will magnify any
negative performance of the relevant Constituents which in
turn could
cause you to receive a lower payment at maturity than you
would otherwise receive.
[] The levels of the Index will include the daily deduction
of a fee of 0.50% per annum.
[] There are risks associated with a momentum-based
investment strategy- The Index is different from a strategy
that seeks
long-term exposure to a portfolio consisting of constant
components with fixed weights. The Index may fail to
realize gains that
could occur from holding assets that have experienced price
declines, but experience a sudden price spike thereafter.
[] Correlation of performance among the Index constituents
may reduce the performance of the Index.
[] Our affiliate, JPMS plc, is the Index Sponsor and Index
Calculation Agent and is responsible for calculating and
maintaining
the Index and developing guidelines and policies governing
the Index. We and our affiliates are entitled to exercise
discretion in
good faith and a commercially reasonable manner in relation
to the securities and the Index. JPMS plc is under no
obligation to
consider your interest as an investor with returns linked
to the Index.
[] The Index may not be successful, may not outperform any
alternative strategy related to the Index constituents, or
may not
achieve its target volatility of 5%.
[] The investment strategy involves monthly rebalancing and
maximum weighting caps applied to the Index constituents.
[] Changes in the value of the Index constituents may
offset each other.
[] The Index was established on June 21, 2013 and has a
limited operating history.

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Free Writing Prospectus filed pursuant to Rule 433;
Registration Statement No. 333-199966

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