Obbligazione JPMorgan Chase 2% ( US48126NUK17 ) in USD

JPMorgan Chase

100 USD ▲

Stati Uniti

US48126NUK17 ( in USD )

2% per anno ( pagato 2 volte l'anno)

06/03/2024 - Obbligazione è scaduto

Prospetto opuscolo dell'obbligazione JP Morgan US48126NUK17 in USD 2%, scaduta

1 000 USD

8 020 000 USD

48126NUK1

A- ( Upper medium grade - Investment-grade )

A2 ( Upper medium grade - Investment-grade )

JPMorgan Chase & Co. è una delle più grandi istituzioni finanziarie al mondo, operante nel settore bancario d'investimento, gestione patrimoniale e servizi finanziari.

The Obbligazione issued by JPMorgan Chase ( United States ) , in USD, with the ISIN code US48126NUK17, pays a coupon of 2% per year.
The coupons are paid 2 times per year and the Obbligazione maturity is 06/03/2024

The Obbligazione issued by JPMorgan Chase ( United States ) , in USD, with the ISIN code US48126NUK17, was rated A2 ( Upper medium grade - Investment-grade ) by Moody's credit rating agency.

The Obbligazione issued by JPMorgan Chase ( United States ) , in USD, with the ISIN code US48126NUK17, was rated A- ( Upper medium grade - Investment-grade ) by Standard & Poor's ( S&P ) credit rating agency.

http://www.sec.gov/Archives/edgar/data/19617/000089109214001844/e...
424B2 1 e57808_424b2.htm PRICING SUPPLEMENT NO. 2237
CALCULATION OF REGISTRATION FEE
Maximum Aggregate
Amount of
Title of Each Class of Securities Offered
Offering Price
Registration Fee
Notes
$8,020,000.00
$1,032.98

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Pricing supplement no. 2237
Pricing supplement to
To prospectus dated November 14, 2011,
Product supplement no. 1-III
prospectus supplement dated November 14, 2011 and
Registration Statement No. 333-177923
product supplement no. 1-III dated February 14, 2014
Dated March 3, 2014; Rule 424(b)(2)
Floating Rate Notes Linked to 10-Year Constant Maturity Swap
Structured Rate due March 6, 2024
Investments
$8,020,000
General
· Unsecured and unsubordinated obligations of JPMorgan Chase & Co. maturing March 6, 2024.
· The notes are designed for investors who seek (a) periodic interest payments that are linked to the 10-Year
Constant Maturity Swap Rate as determined on each Determination Date multiplied by 80.00%, provided that such
rate wil not be less than the Minimum Interest Rate of 2.00% per annum, and (b) the return of their initial
investment at maturity. Any payment on the notes is subject to the credit risk of JPMorgan Chase & Co.
· These notes have a relatively long maturity relative to other fixed income products. Longer dated notes may be
more risky than shorter dated notes. See "Selected Risk Considerations" in this pricing supplement.
· The notes may be purchased in minimum denominations of $1,000 and in integral multiples of $1,000 thereafter.
· The notes priced on March 3, 2014 and are expected to settle on or about March 6, 2014.
Key Terms
Payment at Maturity:
On the Maturity Date, we wil pay you the outstanding principal amount of your notes plus
any accrued and unpaid interest.
Interest:
We wil pay you interest on each Interest Payment Date based on the applicable Day Count
Fraction and subject to the Interest Accrual Convention described below and in the
accompanying product supplement.
Interest Periods:
The period beginning on and including the Original Issue Date of the notes and ending on but
excluding the first Interest Payment Date, and each successive period beginning on and
including an Interest Payment Date and ending on but excluding the next succeeding Interest
Payment Date, subject to the Interest Accrual Convention described below and in the
accompanying product supplement.
Interest Payment Dates: Interest on the notes wil be payable in arrears on the 6th day of March, June, September
and December of each year, commencing on June 6, 2014, to and including the Maturity
Date, subject to the Business Day Convention and Interest Accrual Convention described
below and in the accompanying product supplement.
Interest Rate:
With respect to each Interest Period, a rate per annum equal to the 10-Year CMS Rate
multiplied by80.00%, as determined on each applicable Determination Date, provided that
such rate wil not be less than the Minimum Interest Rate.
Minimum Interest Rate:
2.00% per annum
10-Year CMS Rate:
The 10-Year Constant Maturity Swap Rate, which is the rate for U.S. dol ar swap with a
designated maturity of 10 years that appears on Reuters page "ISDAFIX1" (or any
successor page) at approximately 11:00 a.m., New York City time, on the Determination
Date, as determined by the calculation agent. On the Determination Date, if the 10-Year
CMS Rate cannot be determined by reference to Reuters page "ISDAFIX1" (or any
successor page), then the calculation agent wil determine the 10-Year CMS Rate in
accordance with the procedures set forth under "What is the 10-Year CMS Rate?" below.
Determination Date:
For each Interest Period, two U.S. Government Securities Business Days immediately prior
to the beginning of the applicable Interest Period.
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U.S. Government
Any day, other than a Saturday, Sunday or a day on which the Securities Industry and
Securities
Financial Markets Association ("SIFMA") recommends that the fixed income departments of
Business Day:
its members be closed for the entire day for purposes of trading in U.S. government
securities.
Pricing Date:
March 3, 2014
Original Issue Date
March 6, 2014, subject to the Business Day Convention.
(Settlement Date):
Maturity Date:
March 6, 2024, subject to the Business Day Convention.
Business Day
Following
Convention:
Interest Accrual
Unadjusted
Convention:
Day Count Fraction:
30/360
CUSIP:
48126NUK1
Investing in the notes involves a number of risks. See "Risk Factors" beginning on page PS-14 of the accompanying
product supplement no. 1-III and "Selected Risk Considerations" beginning on page PS-1 of this pricing supplement.
Neither the U.S. Securities and Exchange Commission, or SEC, nor any state securities commission has approved or
disapproved of the notes or passed upon the accuracy or the adequacy of this pricing supplement or the accompanying
product supplement, prospectus supplement and prospectus. Any representation to the contrary is a criminal offense.

Price to Public (1)
Fees and Commissions (2)
Proceeds to Issuer
Per note
$1,000
$5.00
$995.00
Total
$8,020,000
$40,100
$7,979,900
(1) The price to the public includes the estimated cost of hedging our obligations under the notes through one or more of
our affiliates.
(2) J.P. Morgan Securities LLC, which we refer to as JPMS, acting as agent for JPMorgan Chase & Co., wil pay al of
the selling commissions of $5.00 per $1,000 principal amount note it receives from us to other affiliated or unaffiliated
dealers. See "Plan of Distribution (Conflicts of Interest)" beginning on page PS-43 of the accompanying product
supplement no. 1-III.
The notes are not bank deposits and are not insured or guaranteed by the Federal Deposit Insurance Corporation or
any other governmental agency, nor are they obligations of, or guaranteed by, a bank.
March 3, 2014

JPMorgan Structured Investments --

Floating Rate Notes Linked to 10-Year Constant Maturity Swap Rate

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Additional Terms Specific to the Notes
You should read this pricing supplement together with the prospectus dated November 14, 2011, as supplemented by
the prospectus supplement dated November 14, 2011, relating to our Series E medium-term notes of which these notes
are a part, and the more detailed information contained in product supplement no. 1-III dated February 14, 2014. This
pricing supplement, together with the documents listed below, contains the terms of the notes, supplements
the term sheet related hereto, dated February 22, 2014, and supersedes all other prior or contemporaneous
oral statements as well as any other written materials including preliminary or indicative pricing terms,
correspondence, trade ideas, structures for implementation, sample structures, fact sheets, brochures or other
educational materials of ours. You should careful y consider, among other things, the matters set forth in "Risk
Factors" in the accompanying product supplement no. 1-III and "Selected Risk Considerations" below, as the notes
involve risks not associated with conventional debt securities. We urge you to consult your investment, legal, tax,
accounting and other advisers before you invest in the notes.
You may access these documents on the SEC website at www.sec.gov as fol ows (or if such address has changed, by
reviewing our filings for the relevant date on the SEC website):
· Product supplement no. 1-III dated February 14, 2014:
· http://www.sec.gov/Archives/edgar/data/19617/000089109214001279/e57503_424b2.htm
· Prospectus supplement dated November 14, 2011: http://www.sec.gov/Archives/edgar/data/19617
/000089109211007578/e46180_424b2.pdf
· Prospectus dated November 14, 2011: http://www.sec.gov/Archives/edgar/data/19617/000089109211007568
/e46179_424b2.pdf
Our Central Index Key, or CIK, on the SEC website is 19617. As used in this pricing supplement, the "Company," "we,"
"us" or "our" refers to JPMorgan Chase & Co.
Selected Purchase Considerations
· PRESERVATION OF CAPITAL AT MATURITY Regardless of the performance of the 10-Year CMS Rate, we wil
pay you at least 100% of the principal amount of your notes if you hold the notes to maturity. Because the notes are
our unsecured and unsubordinated obligations, payment of any amount at maturity is subject to our ability to pay our
obligations as they become due.
· PERIODIC INTEREST PAYMENTS The notes offer periodic interest payments on each Interest Payment Date.
With respect to the Interest Periods, your notes wil pay a rate per annum equal to the 10-Year CMS Rate
multiplied by 80.00%, provided that such rate wil not be less than the Minimum Interest Rate. The yield on the
notes may be less than the overall return you would receive from a conventional debt security that you could
purchase today with the same maturity as the notes.
· TREATED AS VARIABLE RATE DEBT INSTRUMENTS You should review careful y the section entitled "Material
U.S. Federal Income Tax Consequences" in the accompanying product supplement no. 1-III. You and we agree to
treat the notes as "variable rate debt instruments" for U.S. federal income tax purposes. Assuming this
characterization is respected, interest paid on the notes wil general y be taxable to you as ordinary interest income
at the time it accrues or is received in accordance with your method of accounting for U.S. federal income tax
purposes. In general, gain or loss realized on the sale, exchange or other disposition of the notes wil be capital
gain or loss. Prospective purchasers are urged to consult their own tax advisers regarding the U.S. federal income
tax consequences of an investment in the notes. Purchasers who are not initial purchasers of notes at their issue
price on the Original Issue Date should consult their tax advisers with respect to the tax consequences of an
investment in the notes, and the potential application of special rules.
Subject to certain assumptions and representations received from us, the discussion in this section entitled "Treated
As Variable Rate Debt Instruments", when read in combination with the section entitled "Material U.S. Federal
Income Tax Consequences" in the accompanying product supplement, constitutes the ful opinion of Sidley Austin
LLP regarding the material U.S. federal income tax treatment of owning and disposing of the notes.
Selected Risk Considerations
· THE NOTES ARE NOT ORDINARY DEBT SECURITIES BECAUSE THE INTEREST RATE ON THE NOTES IS
VARIABLE AND MAY BE EQUAL TO THE MINIMUM INTEREST RATE With respect to the Interest Periods,
your notes wil pay a rate per annum equal to the 10-Year CMS Rate multiplied by 80.00%, provided that such rate
wil not be less than the Minimum Interest Rate.
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· THE INTEREST RATE ON THE NOTES IS BASED ON THE 10-YEAR CMS RATE OVER WHICH WE HAVE NO
SUBSTANTIVE CONTROL The amount of interest, if any, payable on the notes wil depend on a number of
factors that could affect the levels of the 10-Year CMS Rate, and in turn, could affect the value of the notes. These
factors include (but are not limited to) the expected volatility of the 10-Year CMS Rate, interest and yield rates in
the market general y, the performance of capital markets, monetary policies, fiscal policies, regulatory or judicial
events, inflation, general economic conditions, and public expectations with respect to such factors. These and
other factors may have a negative impact on the Interest Rate and on the value of the notes in the secondary
market. The effect that any single factor may have on the 10-Year CMS Rate may be partial y offset by other
factors. We cannot predict the factors that may cause the 10-Year CMS Rate, and consequently the Interest Rate
for an Interest Period, to increase or decrease. A decrease in the 10-Year CMS Rate wil result in a reduction of
the applicable Interest Rate used to calculate the Interest for any Interest Period.
· VARIABLE RATE NOTES DIFFER FROM FIXED RATE NOTES The rate of interest on your notes wil be
variable and determined based on the 10-Year CMS Rate multiplied by 80.00%, provided that such rate wil not be
less than the Minimum Interest Rate, which may be less than returns otherwise payable on notes issued by us with
similar maturities. You should consider, among other things, the overal potential annual percentage rate of interest
to maturity of the notes as compared to other investment alternatives.
· LONGER DATED NOTES MAY BE MORE RISKY THAN SHORTER DATED NOTES By purchasing a note with
a longer tenor, you are more exposed to fluctuations in interest rates than if you purchased a note with a shorter
tenor. Specifically, you may be negatively affected if certain interest rate scenarios occur. The applicable discount
rate, which is the prevailing rate in the market for notes of the same tenor, wil likely be higher for notes with longer
tenors than if you had purchased a note with a shorter tenor. Therefore,
JPMorgan Structured Investments --
PS-1
Floating Rate Notes Linked to 10-Year Constant Maturity Swap Rate

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assuming that short term rates rise, the market value of a longer dated note wil be lower than the market value of a
comparable short term note with similar terms.
· CREDIT RISK OF JPMORGAN CHASE & CO. -- The notes are subject to the credit risk of JPMorgan Chase &
Co., and our credit ratings and credit spreads may adversely affect the market value of the notes. Investors are
dependent on JPMorgan Chase & Co.'s ability to pay all amounts due on the notes, and therefore investors are
subject to our credit risk and to changes in the market's view of our creditworthiness. Any decline in our credit
ratings or increase in the credit spreads charged by the market for taking our credit risk is likely to adversely affect
the value of the notes. If we were to default on our payment obligations, you may not receive any amounts owed to
you under the notes and you could lose your entire investment.
· POTENTIAL CONFLICTS -- We and our affiliates play a variety of roles in connection with the issuance of the
notes, including acting as calculation agent and hedging our obligations under the notes. In performing these duties,
our economic interests and the economic interests of the calculation agent and other affiliates of ours are potentially
adverse to your interests as an investor in the notes. In addition, our business activities, including hedging and
trading activities for our own accounts or on behalf of customers, could cause our economic interests to be adverse
to yours and could adversely affect any payments on the notes and the value of the notes. It is possible that
hedging or trading activities of ours or our affiliates could result in substantial returns for us or our affiliates while the
value of the notes declines. Please refer to "Risk Factors -- Risks Relating to the Notes General y" in the
accompanying product supplement for additional information about these risks.
· THE 10-YEAR CMS RATE WILL BE AFFECTED BY A NUMBER OF FACTORS -- The amount of interest
payable on the notes wil depend on the 10-Year CMS Rate. A number of factors can affect the 10-Year CMS Rate
by causing changes in the value of the 10-Year CMS Rate including, but not limited to:
· changes in, or perceptions, about future 10-Year CMS Rate levels;
· general economic conditions in the United States;
· prevailing interest rates; and
· policies of the Federal Reserve Board regarding interest rates.
These and other factors may have a negative impact on the payment of interest on the notes and on the value of
the notes in the secondary market.
· THE 10-YEAR CMS RATE MAY BE VOLATILE -- The 10-Year CMS Rate is subject to volatility due to a variety of
factors affecting interest rates general y, including but not limited to:
· sentiment regarding the U.S. and global economies;
· expectation regarding the level of price inflation;
· sentiment regarding credit quality in U.S. and global credit markets;
· central bank policy regarding interest rates; and
· performance of capital markets.
· CERTAIN BUILT-IN COSTS ARE LIKELY TO ADVERSELY AFFECT THE VALUE OF THE NOTES PRIOR TO
MATURITY -- While the payment at maturity described in this pricing supplement is based on the ful principal
amount of your notes, the original issue price of the notes includes the agent's commission or reflects the deduction
of a discount allowed to each agent and includes the estimated cost of hedging our obligations under the notes. As
a result, and as a general matter, the price, if any, at which JPMS wil be wil ing to purchase notes from you in
secondary market transactions, if at al , wil likely be lower than the ful principal amount and may be lower than the
price at which you initial y purchased the notes and any sale prior to the maturity date could result in a substantial
loss to you. This secondary market price wil also be affected by a number of factors aside from the agent's
commission or discount and hedging costs, including those set forth under "Many Economic and Market Factors Wil
Impact the Value of the Notes" below. The notes are not designed to be short-term trading instruments.
Accordingly, you should be able and wil ing to hold your notes to maturity.
· LACK OF LIQUIDITY -- The notes wil not be listed on any securities exchange. JPMS intends to offer to purchase
the notes in the secondary market but is not required to do so. Even if there is a secondary market, it may not
provide enough liquidity to allow you to trade or sel the notes easily. Because other dealers are not likely to make a
secondary market for the notes, the price at which you may be able to trade your notes is likely to depend on the
price, if any, at which JPMS is wil ing to buy the notes.
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· MANY ECONOMIC AND MARKET FACTORS WILL IMPACT THE VALUE OF THE NOTES -- In addition to the
10-Year CMS Rate on any day, the value of the notes wil be affected by a number of economic and market factors
that may either offset or magnify each other, including:
· the expected volatility of the 10-Year CMS Rate;
· the time to maturity of the notes;
· interest and yield rates in the market general y, as wel as the volatility of those rates;
· a variety of economic, financial, political, regulatory or judicial events; and
· our creditworthiness, including actual or anticipated downgrades in our credit ratings.
JPMorgan Structured Investments --
PS-2
Floating Rate Notes Linked to 10-Year Constant Maturity Swap Rate

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Hypothetical Interest Rate for an Interest Period
The fol owing table il ustrates the Interest Rate determination for an Interest Period for a hypothetical range of
performance of the 10-Year CMS Rate and reflects the Minimum Interest Rate set forth on the cover of this pricing
supplement. The hypothetical the 10-Year CMS Rate and interest payments set forth in the fol owing examples are for
il ustrative purposes only and may not be the actual the 10-Year CMS Rate or interest payment applicable to a
purchaser of the notes.
Hypothetical 10-Year CMS Rate
Multiplier
Hypothetical Interest Rate

9.00%
*
80.00%
=
7.20%
8.00%
*
80.00%
=
6.40%
7.00%
*
80.00%
=
5.60%
6.00%
*
80.00%
=
4.80%
5.00%
*
80.00%
=
4.00%
4.00%
*
80.00%
=
3.20%
3.00%
*
80.00%
=
2.40%
2.00%
*
80.00%
=
2.00%*
1.00%
*
80.00%
=
2.00%*
0.00%
*
80.00%
=
2.00%*
-1.00%
*
80.00%
=
2.00%*
-2.00%
*
80.00%
=
2.00%*
*The Interest Rate cannot be less than the Minimum Interest Rate of 2.00% per annum.
These returns do not reflect fees or expenses that would be associated with any sale in the secondary market. If these
fees and expenses were included, the hypothetical total returns shown above would be lower.
Hypothetical Examples of Interest Rate Calculation
The fol owing examples il ustrate how the hypothetical Interest Rates set forth in the table above are calculated for a
particular Interest Period, assuming the number of calendar days in the applicable Interest Period is 90.
Example 1: With respect to a particular Interest Period, the 10-Year CMS Rate is 3.00% on the applicable
Determination Date. The Interest Rate applicable to such Interest Period is 2.40% per annum calculated as fol ows:
3.00% * 80.00% = 2.40%
The corresponding interest payment per $1,000 principal amount note is calculated as fol ows:
$1,000 × 2.40% × (90/360) = $6.00
Example 2: With respect to a particular Interest Period, the 10-Year CMS Rate is -2.00% on the applicable
Determination Date. Because 10-Year CMS Rate of -2.00% multiplied by 80.00% is less than the Minimum Interest
Rate of 2.00% per annum, the Interest Rate is the Minimum Interest Rate of 2.00% per annum and the interest payment
per $1,000 principal amount note is calculated as fol ows:
$1,000 × 2.00% × (90/360) = $5.00
JPMorgan Structured Investments --
PS-3
Floating Rate Notes Linked to 10-Year Constant Maturity Swap Rate

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What is the 10-Year CMS Rate?
The 10-Year CMS Rate is the rate for U.S. dol ar swap with a designated maturity of 10 years that appears on Reuters
page "ISDAFIX1" (or any successor page) at approximately 11:00 a.m., New York City time, on the Determination Date,
as determined by the Calculation Agent.
On the Determination Date, if the 10-Year CMS Rate cannot be determined by reference to Reuters page "ISDAFIX1"
(or any successor page), then the Calculation Agent wil determine the 10-Year CMS Rate, as applicable, for such day
on the basis of the mid-market semi-annual swap rate quotations to the Calculation Agent provided by five leading swap
dealers in the New York City interbank market (the "Reference Banks") at approximately 11:00 a.m., New York City
time, on such Determination Date, and, for this purpose, the mid-market semi-annual swap rate means the mean of the
bid and offered rates for the semi-annual fixed leg, calculated on a 30/360 day count basis, of a fixed-for-floating U.S.
Dol ar interest rate swap transaction with a term equal to the applicable 10 year maturity commencing on such
Determination Date and in a Representative Amount with an acknowledged dealer of good credit in the swap market,
where the floating leg, calculated on an actual/360 day count basis, is equivalent to 3- Month USD-LIBOR-BBA with a
designated maturity of three months. The Calculation Agent wil request the principal New York City office of each of the
Reference Banks to provide a quotation of its rate. If at least three quotations are provided, the rate for that day wil be
the arithmetic mean of the quotations, eliminating the highest quotation (or, in the event of equality, one of the highest)
and the lowest quotation (or, in the event of equality, one of the lowest). If fewer than three quotations are provided as
requested, the rate wil be determined by the Calculation Agent in good faith and in a commercial y reasonable manner.
Representative Amount means, as determined by the Calculation Agent, an amount that is representative for a single
transaction in the relevant market at the relevant time.
Historical Information
The fol owing graph sets forth the weekly historical performance of the 10-Year CMS Rate from January 2, 2009 through
February 28, 2014. We obtained the rates used to construct the graph below from Bloomberg Financial Markets. We
make no representation or warranty as to the accuracy or completeness of the information obtained from Bloomberg
Financial Markets.
The 10-Year CMS Rate, as it appeared on Reuters page "ISDAFIX1" on March 3, 2014 was 2.743%.
The historical rates should not be taken as an indication of future performance, and no assurance can be given as to the
10-Year CMS Rate on any Determination Date. We cannot give you assurance that the performance of the 10-Year
CMS Rate wil result in an Interest Rate for any Interest Period that is greater than the Minimum Interest Rate.
Validity of the Notes
In the opinion of Sidley Austin LLP, as counsel to the Company, when the notes offered by this pricing supplement have
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been executed and issued by the Company and authenticated by the trustee pursuant to the indenture, and delivered
against payment as contemplated herein, such notes wil be valid and binding obligations of the Company, enforceable in
accordance with their terms, subject to applicable bankruptcy, insolvency and similar laws affecting creditors' rights
general y, concepts of reasonableness and equitable principles of general applicability (including, without limitation,
concepts of good faith, fair dealing and the lack of bad faith), provided that such counsel expresses no opinion as to the
effect of fraudulent conveyance, fraudulent transfer or similar provision of applicable law on the conclusions expressed
above. This opinion is given as of the date hereof and is limited to the Federal laws of the United States, the laws of the
State of New York and the General Corporation Law of the State of Delaware as in effect on the date hereof. In
addition, this opinion is subject to customary assumptions about the trustee's authorization, execution and delivery of the
indenture and the genuineness of signatures and certain factual matters, all as stated in the letter of such counsel dated
November 14, 2011, which has been filed as Exhibit 5.3 to the Company's registration statement on Form S-3 filed with
the Securities and Exchange Commission on November 14, 2011.
JPMorgan Structured Investments --
PS-4
Floating Rate Notes Linked to 10-Year Constant Maturity Swap Rate

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