Free Writing Prospectus
Filed Pursuant to Rule 433
Registration Statement No. 333-199966
Dated October 5, 2015
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J . P . M O R G A N E F F I C I E N T E P L U S 5 I N D E X ( N E T E R ) H Y P O T H E T I C A L B A C K - T E S T E D A N D H I S T O R I C A L W E I G H T I N G S October 2015 |
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J. P. Morgan Efficiente Plus 5 Index (Net ER) Hypothetical Back-Tested and Historical Weightings J.P. Morgan Efficiente Plus 5 Index (Net ER) (the "Index") Weightings -- Jan 2013 to Present -------------------------------------------------------------------------------------------- --- ---- --- --- ---- 2015 VOO VB VEA SCZ VWO TLT IEF TIP LQD VCSH JNK HYS BKLN PFF EMB VNQ GDX MLPI DBC IAU Cash --------- --- --- --- --- --- --- --- --- -------- --- ------------ --- -------------------- --- ---- --- --- ---- October 0% 0% 0% 0% 0% 0% 20% 0% 0% 5% 0% 0% 10% 10% 5% 0% 0% 0% 0% 0% 50% September 0% 0% 0% 10% 0% 0% 20% 0% 0% 10% 0% 0% 0% 10% 5% 0% 0% 0% 0% 0% 45% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- -------------------- --- ---- --- --- ---- August 20% 0% 10% 10% 0% 0% 0% 0% 0% 0% 0% 0% 5% 5% 0% 0% 0% 0% 0% 0% 50% July 0% 0% 20% 10% 0% 0% 0% 0% 0% 10% 5% 10% 10% 0% 10% 0% 0% 0% 0% 0% 25% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- -------------------- --- ---- --- --- ---- June 0% 10% 10% 10% 0% 0% 20% 0% 0% 5% 15% 10% 5% 10% 0% 0% 0% 0% 0% 0% 5% May 0% 10% 15% 10% 0% 15% 20% 0% 0% 10% 0% 0% 0% 10% 0% 0% 0% 0% 0% 0% 10% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- -------------------- --- ---- --- --- ---- April 10% 10% 0% 0% 0% 20% 15% 0% 0% 0% 0% 0% 0% 10% 0% 10% 0% 0% 0% 0% 25% March 20% 10% 0% 0% 0% 20% 20% 0% 5% 5% 0% 0% 0% 10% 0% 10% 0% 0% 0% 0% 0% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- -------------------- --- ---- --- --- ---- February 20% 10% 0% 0% 0% 20% 20% 0% 10% 0% 0% 0% 0% 10% 0% 10% 0% 0% 0% 0% 0% January 20% 10% 0% 0% 0% 20% 20% 0% 10% 0% 0% 0% 0% 10% 0% 10% 0% 0% 0% 0% 0% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- -------------------- --- ---- --- --- ---- 2014 VOO VB VEA SCZ VWO TLT IEF TIP LQD VCSH JNK HYS BKLN PFF EMB VNQ GDX MLPI DBC IAU Cash --------- --- --- --- --- --- --- --- --- -------- --- ------------ --- -------------------- --- ---- --- --- ---- December 20% 10% 0% 0% 0% 20% 20% 0% 5% 0% 0% 0% 0% 10% 0% 10% 0% 5% 0% 0% 0% November 20% 0% 0% 0% 5% 20% 20% 0% 0% 0% 0% 0% 0% 10% 5% 10% 0% 10% 0% 0% 0% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- -------------------- --- ---- --- --- ---- October 20% 0% 0% 0% 15% 20% 10% 0% 0% 0% 0% 0% 0% 10% 10% 5% 0% 10% 0% 0% 0% September 10% 0% 0% 0% 20% 20% 0% 0% 10% 0% 0% 0% 0% 10% 10% 10% 0% 10% 0% 0% 0% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- -------------------- --- ---- --- --- ---- August 20% 0% 0% 0% 20% 20% 0% 0% 0% 0% 0% 0% 0% 10% 10% 10% 0% 10% 0% 0% 0% July 10% 0% 0% 0% 5% 20% 0% 10% 0% 0% 5% 0% 0% 10% 10% 10% 10% 10% 0% 0% 0% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- -------------------- --- ---- --- --- ---- June 20% 0% 0% 5% 0% 20% 0% 0% 10% 0% 0% 0% 0% 10% 10% 10% 5% 10% 0% 0% 0% May 20% 0% 0% 5% 0% 20% 0% 0% 0% 0% 15% 0% 0% 10% 0% 10% 0% 10% 10% 0% 0% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- -------------------- --- ---- --- --- ---- April 20% 5% 0% 5% 0% 10% 0% 0% 20% 0% 20% 5% 0% 10% 0% 5% 0% 0% 0% 0% 0% March 10% 10% 0% 10% 0% 10% 0% 0% 20% 0% 20% 10% 0% 10% 0% 0% 0% 0% 0% 0% 0% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- -------------------- --- ---- --- --- ---- February 10% 10% 0% 10% 0% 0% 0% 0% 20% 5% 20% 10% 10% 5% 0% 0% 0% 0% 0% 0% 0% January 20% 0% 10% 10% 0% 0% 0% 0% 0% 10% 15% 10% 10% 0% 0% 0% 0% 0% 0% 0% 15% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- -------------------- --- ---- --- --- ---- 2013 VOO VB VEA SCZ VWO TLT IEF TIP LQD VCSH JNK HYS BKLN PFF EMB VNQ GDX MLPI DBC IAU Cash --------- --- --- --- --- --- --- --- --- -------- --- ------------ --- -------------------- --- ---- --- --- ---- December 15% 10% 0% 10% 0% 0% 0% 0% 0% 5% 5% 10% 10% 0% 0% 0% 0% 0% 0% 0% 35% November 20% 10% 0% 5% 0% 0% 0% 0% 0% 5% 0% 5% 0% 0% 0% 0% 0% 5% 0% 0% 50% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- -------------------- --- ---- --- --- ---- October 15% 10% 0% 10% 0% 0% 0% 0% 0% 0% 0% 10% 5% 0% 0% 0% 0% 0% 0% 0% 50% September 20% 10% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 10% 0% 0% 0% 0% 10% 0% 0% 50% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- -------------------- --- ---- --- --- ---- August 20% 10% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 10% 0% 0% 0% 0% 10% 0% 0% 50% July 20% 10% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 10% 0% 0% 0% 0% 10% 0% 0% 50% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- -------------------- --- ---- --- --- ---- June 20% 10% 0% 0% 0% 5% 0% 0% 0% 10% 5% 10% 10% 10% 0% 5% 0% 10% 0% 0% 5% May 0% 0% 20% 10% 0% 20% 5% 0% 0% 0% 10% 10% 0% 5% 0% 10% 0% 10% 0% 0% 0% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- -------------------- --- ---- --- --- ---- April 0% 10% 5% 10% 0% 5% 5% 0% 5% 0% 20% 10% 0% 10% 0% 10% 0% 10% 0% 0% 0% March 0% 0% 15% 10% 0% 0% 0% 0% 20% 5% 20% 10% 0% 10% 0% 0% 0% 10% 0% 0% 0% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- -------------------- --- ---- --- --- ---- February 0% 0% 20% 10% 0% 5% 5% 0% 0% 0% 20% 10% 10% 10% 0% 0% 0% 10% 0% 0% 0% January 0% 0% 20% 10% 0% 5% 0% 0% 20% 0% 20% 10% 5% 0% 10% 0% 0% 0% 0% 0% 0% Please see the Glossary on the last page for definitions related to the exchange traded constituent tickers. Please see key risks on the last page for additional information. Source: J.P. Morgan. The levels of the Index reflect the performance of the index components above a cash index and incorporate a fee of 0.85% per annum. Hypothetical and Historical weightings: Represents the monthly allocations to each exchange traded constituent in the Index based on the hypothetical allocations of the exchange traded constituents from January 1, 2013 to December 31, 2014 and actual historical allocations of the exchange traded constituents to the Index from January 1, 2015 through October 31, 2015. Past allocations to exchange traded constituents are not indicative of actual weights that would be assigned to the exchange traded constituent during the term of your investment. |
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J. P. Morgan Efficiente Plus 5 Index (Net ER) Hypothetical Back-Tested Historical Weightings J. P. Morgan Efficiente Plus 5 Index (Net ER) (the "Index") Weightings -- Jan 2010 to December 2013 2012 VOO VB VEA SCZ VWO TLT IEF TIP LQD VCSH JNK HYS BKLN PFF EMB VNQ GDX MLPI DBC IAU Cash --------- --- --- --- --- --- --- --- --- -------- --- ------------ --- --- ------------ --- ---- December 0% 0% 10% 0% 0% 0% 0% 0% 20% 0% 20% 10% 0% 10% 10% 0% 0% 10% 10% 0% 0% November 0% 0% 0% 0% 0% 10% 0% 0% 20% 10% 5% 10% 10% 10% 10% 0% 15% 0% 0% 0% 0% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- --- --- --- ---- --- ---- October 0% 0% 0% 0% 0% 20% 5% 0% 20% 0% 20% 0% 0% 10% 10% 0% 10% 0% 0% 5% 0% September 0% 0% 0% 0% 0% 20% 0% 0% 20% 0% 20% 10% 0% 10% 10% 10% 0% 0% 0% 0% 0% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- --- --- --- ---- --- ---- August 10% 0% 0% 0% 0% 20% 10% 0% 20% 0% 0% 10% 0% 10% 10% 10% 0% 0% 0% 0% 0% July 0% 0% 0% 0% 0% 20% 0% 0% 20% 0% 20% 10% 0% 10% 10% 10% 0% 0% 0% 0% 0% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- --- --- --- ---- --- ---- June 20% 0% 0% 0% 0% 20% 0% 0% 20% 0% 10% 10% 0% 10% 0% 10% 0% 0% 0% 0% 0% May 20% 0% 0% 0% 0% 15% 15% 0% 0% 0% 0% 10% 10% 10% 0% 10% 0% 10% 0% 0% 0% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- --- --- --- ---- --- ---- April 15% 0% 0% 0% 0% 15% 0% 5% 5% 0% 5% 10% 10% 10% 10% 5% 0% 10% 0% 0% 0% March 20% 5% 0% 0% 0% 20% 5% 10% 5% 0% 0% 10% 10% 5% 0% 0% 0% 10% 0% 0% 0% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- --- --- --- ---- --- ---- February 15% 0% 0% 0% 0% 20% 10% 0% 0% 0% 5% 10% 10% 5% 0% 0% 0% 10% 0% 0% 15% January 10% 0% 0% 0% 0% 20% 15% 0% 0% 0% 0% 0% 0% 0% 10% 0% 0% 5% 0% 0% 40% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- --- --- --- ---- --- ---- 2011 VOO VB VEA SCZ VWO TLT IEF TIP LQD VCSH JNK HYS BKLN PFF EMB VNQ GDX MLPI DBC IAU Cash December 5% 0% 0% 0% 0% 20% 5% 0% 0% 0% 0% 0% 5% 0% 0% 0% 0% 10% 0% 5% 50% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- --- --- --- ---- --- ---- November 15% 0% 0% 0% 0% 15% 20% 5% 0% 10% 0% 0% 0% 0% 0% 0% 0% 0% 0% 10% 25% October 5% 0% 0% 0% 0% 20% 20% 0% 0% 0% 10% 0% 0% 0% 10% 0% 0% 0% 0% 0% 35% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- --- --- --- ---- --- ---- September 10% 0% 0% 0% 0% 15% 20% 10% 0% 5% 0% 0% 0% 0% 10% 0% 0% 0% 0% 10% 20% August 0% 0% 0% 0% 0% 20% 20% 10% 0% 0% 10% 0% 0% 0% 10% 10% 0% 0% 10% 10% 0% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- --- --- --- ---- --- ---- July 0% 10% 0% 0% 0% 20% 20% 10% 0% 0% 0% 0% 0% 10% 0% 10% 0% 0% 10% 10% 0% June 10% 5% 0% 0% 0% 10% 0% 0% 5% 0% 20% 10% 5% 10% 0% 10% 0% 0% 10% 5% 0% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- --- --- --- ---- --- ---- May 5% 10% 0% 0% 0% 0% 0% 5% 0% 5% 0% 10% 10% 10% 0% 0% 0% 10% 10% 10% 15% April 10% 10% 0% 0% 0% 0% 0% 5% 0% 0% 0% 10% 10% 10% 0% 0% 0% 10% 10% 0% 25% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- --- --- --- ---- --- ---- March 10% 10% 0% 0% 0% 0% 0% 5% 0% 10% 10% 10% 10% 0% 0% 0% 0% 10% 10% 0% 15% February 0% 10% 0% 0% 0% 0% 0% 5% 5% 10% 20% 10% 10% 0% 0% 0% 0% 10% 10% 0% 10% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- --- --- --- ---- --- ---- January 0% 10% 0% 0% 0% 0% 5% 0% 0% 10% 10% 10% 10% 10% 0% 0% 0% 10% 5% 10% 10% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- --- --- --- ---- --- ---- 2010 VOO VB VEA SCZ VWO TLT IEF TIP LQD VCSH JNK HYS BKLN PFF EMB VNQ GDX MLPI DBC IAU Cash December 0% 0% 0% 10% 5% 0% 20% 0% 5% 0% 10% 10% 10% 10% 10% 0% 0% 10% 0% 0% 0% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- --- --- --- ---- --- ---- November 0% 0% 0% 0% 5% 0% 20% 0% 20% 0% 10% 10% 0% 10% 10% 0% 0% 10% 0% 5% 0% October 0% 0% 0% 0% 0% 20% 20% 0% 10% 0% 0% 10% 0% 5% 10% 5% 0% 10% 0% 10% 0% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- --- --- --- ---- --- ---- September 0% 0% 0% 0% 0% 20% 20% 0% 10% 0% 0% 10% 0% 5% 10% 5% 0% 10% 0% 10% 0% August 0% 0% 0% 0% 0% 20% 20% 0% 5% 0% 5% 10% 0% 0% 10% 10% 0% 10% 0% 10% 0% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- --- --- --- ---- --- ---- July 0% 0% 0% 0% 0% 20% 20% 0% 10% 0% 0% 10% 0% 0% 10% 10% 0% 10% 0% 10% 0% June 0% 10% 0% 0% 0% 20% 20% 0% 0% 5% 0% 10% 10% 10% 0% 5% 0% 10% 0% 0% 0% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- --- --- --- ---- --- ---- May 0% 5% 0% 0% 0% 0% 5% 0% 15% 10% 5% 10% 10% 10% 10% 10% 0% 10% 0% 0% 0% April 0% 0% 0% 0% 0% 0% 0% 10% 15% 10% 10% 10% 10% 10% 5% 10% 0% 10% 0% 0% 0% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- --- --- --- ---- --- ---- March 0% 0% 0% 0% 0% 0% 15% 10% 0% 10% 20% 10% 10% 10% 0% 5% 0% 10% 0% 0% 0% February 0% 0% 0% 0% 0% 0% 0% 10% 10% 10% 20% 10% 10% 0% 10% 0% 0% 10% 0% 10% 0% --------- --- --- --- --- --- --- --- --- --- ---- --- --- --- ---- --- --- --- --- ---- --- ---- January 5% 0% 0% 0% 0% 0% 0% 5% 15% 10% 15% 10% 10% 5% 10% 0% 0% 10% 0% 5% 0% Please see the Glossary on the last page for definitions related to the exchange traded constituent tickers. Please see key risks on the last page for additional information. Source: J.P. Morgan. The levels of the Index reflect the performance of the index components above a cash index and incorporate a fee of 0.85% per annum. Hypothetical Historical weightings: Represents the monthly allocations to each exchange traded constituent in the Index based on the hypothetical historical allocations of the exchange traded constituents to the Index from January 1, 2010 to December 31, 2012. Past allocations to exchange traded constituents are not indicative of actual weights that would be assigned to the exchange traded constituents during the term of your investment. |
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J. P. Morgan Efficiente Plus 5 Index (Net ER) Hypothetical Back-Tested Historical Weightings J. P. Morgan Efficiente Plus 5 Index (Net ER) (the "Index") Weightings -- Nov 2007 to Dec 2009 2009 VOO VB VEA SCZ VWO TLT IEF TIP LQD VCSH JNK HYS BKLN PFF EMB VNQ GDX MLPI DBC IAU Cash --------- --- --- --- --- --- --- --- --- --- ---- --- --- ---- --- --- --- --- ---- --- --- ---- December 0% 0% 0% 5% 0% 5% 0% 5% 20% 10% 5% 10% 10% 0% 10% 0% 0% 10% 0% 10% 0% November 0% 0% 0% 5% 0% 0% 0% 10% 20% 10% 5% 10% 10% 5% 10% 0% 0% 5% 0% 5% 5% --------- --- --- --- --- --- --- --- --- --- ---- --- --- ---- --- --- --- --- ---- --- --- ---- October 0% 0% 0% 10% 0% 0% 0% 0% 20% 10% 5% 10% 10% 5% 10% 0% 0% 0% 0% 0% 20% September 0% 0% 0% 5% 0% 0% 5% 0% 0% 10% 0% 10% 10% 10% 0% 0% 0% 0% 0% 0% 50% --------- --- --- --- --- --- --- --- --- --- ---- --- --- ---- --- --- --- --- ---- --- --- ---- August 0% 0% 0% 5% 5% 0% 0% 5% 0% 10% 5% 10% 10% 0% 10% 0% 0% 0% 0% 0% 40% July 0% 0% 0% 0% 5% 0% 0% 10% 0% 10% 0% 10% 10% 0% 10% 0% 0% 5% 0% 5% 35% --------- --- --- --- --- --- --- --- --- --- ---- --- --- ---- --- --- --- --- ---- --- --- ---- June 0% 0% 0% 0% 0% 0% 0% 0% 0% 10% 5% 10% 10% 0% 10% 0% 5% 0% 0% 5% 45% May 0% 0% 0% 0% 0% 0% 10% 0% 15% 10% 0% 10% 10% 0% 10% 0% 0% 0% 0% 10% 25% --------- --- --- --- --- --- --- --- --- --- ---- --- --- ---- --- --- --- --- ---- --- --- ---- April 0% 0% 0% 0% 0% 5% 20% 0% 0% 0% 0% 10% 5% 0% 0% 0% 0% 5% 0% 5% 50% March 0% 0% 0% 0% 0% 5% 20% 0% 0% 0% 0% 10% 5% 0% 5% 0% 0% 0% 0% 5% 50% --------- --- --- --- --- --- --- --- --- --- ---- --- --- ---- --- --- --- --- ---- --- --- ---- February 0% 0% 0% 0% 0% 10% 15% 0% 0% 0% 0% 10% 5% 0% 0% 0% 0% 5% 0% 5% 50% January 5% 0% 0% 0% 0% 20% 5% 0% 0% 0% 0% 10% 5% 0% 0% 0% 0% 0% 0% 5% 50% --------- --- --- --- --- --- --- --- --- --- ---- --- --- ---- --- --- --- --- ---- --- --- ---- 2008 VOO VB VEA SCZ VWO TLT IEF TIP LQD VCSH JNK HYS BKLN PFF EMB VNQ GDX MLPI DBC IAU Cash December 0% 5% 0% 0% 0% 20% 10% 0% 0% 0% 0% 10% 0% 0% 5% 0% 0% 0% 0% 5% 45% --------- --- --- --- --- --- --- --- --- --- ---- --- --- ---- --- --- --- --- ---- --- --- ---- November 0% 0% 0% 0% 0% 20% 5% 0% 0% 0% 0% 10% 10% 0% 0% 0% 0% 0% 0% 5% 50% October 0% 0% 0% 0% 0% 20% 10% 0% 0% 0% 0% 5% 10% 0% 0% 0% 0% 0% 0% 10% 45% --------- --- --- --- --- --- --- --- --- --- ---- --- --- ---- --- --- --- --- ---- --- --- ---- September 0% 10% 0% 0% 0% 20% 0% 0% 0% 0% 0% 0% 10% 0% 0% 10% 0% 0% 0% 0% 50% August 0% 5% 0% 0% 0% 0% 0% 10% 0% 0% 0% 0% 10% 0% 0% 10% 0% 0% 10% 5% 50% --------- --- --- --- --- --- --- --- --- --- ---- --- --- ---- --- --- --- --- ---- --- --- ---- July 0% 0% 0% 0% 0% 0% 10% 10% 0% 0% 0% 0% 0% 0% 0% 10% 0% 0% 10% 10% 50% June 0% 0% 0% 0% 0% 0% 0% 10% 0% 0% 15% 0% 0% 5% 0% 0% 0% 0% 10% 10% 50% --------- --- --- --- --- --- --- --- --- --- ---- --- --- ---- --- --- --- --- ---- --- --- ---- May 0% 0% 0% 0% 0% 10% 20% 10% 0% 0% 0% 0% 0% 0% 0% 10% 0% 0% 10% 10% 30% April 0% 0% 0% 0% 0% 5% 20% 10% 0% 5% 0% 0% 0% 0% 5% 0% 0% 0% 10% 10% 35% --------- --- --- --- --- --- --- --- --- --- ---- --- --- ---- --- --- --- --- ---- --- --- ---- March 0% 0% 0% 0% 5% 10% 20% 10% 0% 5% 0% 0% 0% 0% 10% 0% 0% 0% 10% 10% 20% February 0% 0% 0% 0% 0% 15% 20% 10% 0% 5% 0% 0% 0% 0% 10% 0% 0% 0% 10% 10% 20% --------- --- --- --- --- --- --- --- --- --- ---- --- --- ---- --- --- --- --- ---- --- --- ---- January 0% 0% 0% 0% 5% 20% 20% 10% 0% 0% 0% 0% 0% 0% 10% 0% 0% 0% 10% 10% 15% --------- --- --- --- --- --- --- --- --- --- ---- --- --- ---- --- --- --- --- ---- --- --- ---- 2007 VOO VB VEA SCZ VWO TLT IEF TIP LQD VCSH JNK HYS BKLN PFF EMB VNQ GDX MLPI DBC IAU Cash December 0% 0% 0% 0% 10% 20% 20% 10% 0% 0% 0% 0% 0% 0% 5% 0% 0% 0% 5% 10% 20% --------- --- --- --- --- --- --- --- --- --- ---- --- --- ---- --- --- --- --- ---- --- --- ---- November 0% 0% 0% 0% 15% 10% 20% 10% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 10% 0% 35% Please see the Glossary on the last page for definitions related to the exchange traded constituent tickers. Please see key risks on the last page for additional information. Source: J.P. Morgan. The levels of the Index reflect the performance of the index components above a cash index and incorporate a fee of 0.85% per annum. Hypothetical Historical weightings: Represents the monthly allocations to each exchange traded constituent in the Index based on the hypothetical historical allocations of the exchange traded constituents to the Index from October 31, 2007 to December 31, 2009. Past allocations to exchange traded constituents are not indicative of actual weights that would be assigned to the exchange traded constituents during the term of your investment. |
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Glossary
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VOO Vanguard SandP 500 ETF
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VEA Vanguard FTSE Developed Markets ETF
-------- --------------------------------------------------------
VWO Vanguard FTSE Emerging Markets ETF
-------- --------------------------------------------------------
VB Vanguard Small-Cap ETF
-------- --------------------------------------------------------
SCZ iShares([R]) MSCI EAFE Small-Cap ETF
-------- --------------------------------------------------------
TLT iShares([R]) 20+ Year Treasury Bond ETF
-------- --------------------------------------------------------
IEF iShares([R]) 7-10 Year Treasury Bond ETF
-------- --------------------------------------------------------
LQD iShares([R]) iBoxx $ Investment Grade Corporate Bond ETF
-------- --------------------------------------------------------
TIP iShares([R]) TIPS Bond ETF
-------- --------------------------------------------------------
VCSH Vanguard Short-Term Corporate Bond ETF
-------- --------------------------------------------------------
Glossary
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JNK SPDR([R]) Barclays High Yield Bond ETF
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HYS PIMCO 0-5 Year High Yield Corporate Bond Index ETF
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BKLN PowerShares Senior Loan Portfolio
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PFF iShares([R]) U.S. Preferred Stock ETF
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EMB iShares([R]) J.P. Morgan USD Emerging Markets Bond ETF
--------- ------------------------------------------------------
GDX Market Vectors([R]) Gold Miners ETF
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VNQ Vanguard REIT ETF
--------- ------------------------------------------------------
MLPI ETRACS Alerian MLP Infrastructure Index ETN
--------- ------------------------------------------------------
DBC PowerShares DB Commodity Index Tracking Fund
--------- ------------------------------------------------------
IAU iShares([R]) Gold Trust
--------- ------------------------------------------------------
JPCAUS3M JPMorgan Cash Index USD 3 Month
--------- ------------------------------------------------------
Key Risks
[] Our affiliate, J.P. Morgan Securities plc, or JPMS plc, is the index
calculation agent and may adjust the Index in a way that affects its level. The
policies and judgments for which JPMS plc is responsible could have an impact,
positive or negative, on the level of the Index and the value of your
investment. .
[] JPMS is under no obligation to consider your interest as an investor with
returns linked to the Index.[] The level of the Index will include the
deduction of a fee of 0.85% per annum.
[] The Index was established on December 31, 2014 and therefore has a limited
operating history.
[] There are risks associated with a momentum -based investment strategy. If
market conditions do not represent a continuation of prior observed trends, the
level of the Index, which is rebalanced based on prior trends, may decline.
[] The Index comprises notional assets and liabilities. There is no actual
portfolio of assets to which any person is entitled or in which any person has
any ownership interest.
[] The Index may not be successful, may not outperform any alternative strategy
and may not achieve its target volatility of 5%.[] The Index may be partially
uninvested if the cash index is included in the Monthly Reference Portfolio.
[] The investment strategy used to construct the index involves monthly
rebalancing and weighting constraints that are applied to the Basket
Constituents. [] Changes in the values of the Basket Constituents may offset
each other.
[] Each Basket Constituent composing the Index may be replaced by a substitute
constituent.
[] The commodity futures contracts underlying the PowerShares DB Commodity
Index Tracking Fund are subject to uncertain legal and regulatory regimes. []
Investments linked to the Index may be subject to the credit risk of
J.P.Morgan.
[] Investments linked to the Index may also be subject to the credit risk of
UBS AG, the issuer of the exchange-traded note that is one of the Basket
Constituents, since any return on an investment linked to the Index that
reflects the performance of the Index is subject to the credit risk of us, as
well as UBS AG.
[] The Index should not be compared to any other index or strategy sponsored by
any of our affiliates and cannot necessarily be considered a revised, enhanced
or modified version of any other J.P. Morgan index.
[] An investment linked to the Index is subject to risks associated with
non-U.S. securities markets (including emerging markets, and currency exchange
risk), small capitalization stocks, preferred stocks, fixed income securities
and loans (including interest-rate related risks and credit risk), risks
associated with the real estate industry and MLPs, and risks associated with
investments in commodity futures contracts and gold.
The risks identified above are not exhaustive. You should also review carefully
the related "Risk Factors" section in any relevant product supplement,
underlying supplement, term sheet or pricing supplement.
DISCLAIMER
JPMorgan Chase and Co. ("J.P. Morgan") has filed a registration statement
(including a prospectus) with the Securities and Exchange Commission (the
"SEC") for any offerings to which these materials relate. Before you invest in
any offering of securities by J.P. Morgan, you should read the prospectus in
that registration statement, the prospectus supplement, as well as the
particular product supplement, underlying supplement, the relevant termsheet or
pricing supplement, and any other documents that J.P. Morgan will file with the
SEC relating to such offering for more complete information about J.P. Morgan
and the offering of any securities. You may get these documents without cost by
visiting EDGAR on the SEC Website at www.sec.gov. Alternatively, J.P. Morgan,
any agent or any dealer participating in the particular offering will arrange
to send you the prospectus and the prospectus supplement, as well as any
product supplement, underlying supplement and termsheet or pricing supplement,
if you so request by calling toll-free (800) 576 3529.
Free Writing Prospectus filed pursuant to Rule 433; Registration Statement No.
333-199966
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