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 ) P E R
F O R M A N C E
D E T A I L S

October 2015

J.P. Morgan Efficiente Plus 5 Index (Net ER) Performance Details

J.P. Morgan Efficiente Plus 5 Index (Net ER) (the "Index") Performance -- Bloomberg EFPLUS5E Index
      2008      Jan    Feb    Mar    Apr    May    Jun     Jul   Aug    Sep    Oct    Nov           Dec  Full Year
EFPLUS5D Index 1.47%  1.68%  -0.74% -0.71% -0.14% 0.74%  -1.23% -0.85% -2.26% -6.34% 2.05%         4.89% -1.84%
      2009      Jan    Feb    Mar    Apr    May    Jun     Jul   Aug    Sep    Oct    Nov           Dec  Full Year
EFPLUS5D Index -2.42% -0.75% 0.74%  0.84%  2.30%  -0.22% 2.55%  0.82%  1.90%  -0.15% 1.88%         0.12%  7.75%
      2010      Jan    Feb    Mar    Apr    May    Jun     Jul   Aug    Sep    Oct    Nov           Dec  Full Year
EFPLUS5D Index 0.42%  0.92%  2.04%  1.88%  -2.93% 1.31%  2.27%  2.72%  1.33%  0.47%  -1.40%        0.96% 10.31%
      2011      Jan    Feb    Mar    Apr    May    Jun     Jul   Aug    Sep    Oct    Nov           Dec  Full Year
EFPLUS5D Index 0.69%  1.90%  0.35%  1.72%  -1.20% -1.45% 2.75%  2.76%  0.14%  1.06%  0.21%         0.72%  9.98%
      2012      Jan    Feb    Mar    Apr    May    Jun     Jul   Aug    Sep    Oct    Nov           Dec  Full Year
EFPLUS5D Index 0.90%  0.54%  -0.64% 1.35%  -1.00% 1.72%  2.35%  0.23%  -0.08% 0.07%  -1.19%        0.20%  4.47%
      2013      Jan    Feb    Mar    Apr    May    Jun     Jul   Aug    Sep    Oct    Nov           Dec  Full Year
EFPLUS5D Index 0.97%  0.23%  1.31%  2.31%  -3.42% -0.91% 1.60%  -1.25% 1.40%  1.41%  0.85%         0.92%  5.42%
      2014      Jan    Feb    Mar    Apr    May    Jun     Jul   Aug    Sep    Oct    Nov           Dec  Full Year
EFPLUS5D Index -1.33% 2.64%  0.19%  0.84%  1.51%  2.09%  -0.75% 4.14%  -3.18% 1.86%  1.25%         0.46%  9.95%
      2015      Jan    Feb    Mar    Apr    May    Jun     Jul   Aug    Sep    Oct    Nov           Dec    YTD
EFPLUS5D Index 2.97%  -0.65% 0.31%  -1.45% -0.21% -1.96% 0.35%  -2.65% -0.74%                            -4.06%

Please see key risks on the next page for additional information. Source: J.P.
Morgan. Past performance is not a guide to future performance. "EFPLUS5E Index"
refers to the performance of J.P. Morgan Efficiente Plus 5 Index (Net ER)
(Bloomberg: EFPLUS5E Index)(the "Index"). The levels of the Index incorporate a
fee of 0.85% 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, 2007 through December 31, 2014, and the actual historical
performance of the Index based on daily closing levels from January 1, 2015
through September 30, 2015. YTD reflects the year to date performance of the
Index from the last business day of the previous calendar year through, and
including September 30, 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.

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.

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if you so request by calling toll-free (800) 576 3529.
Free Writing Prospectus filed pursuant to Rule 433; Registration Statement No.
333-199966