Obbligazione JPMorgan Chase 0% ( US48127T7155 ) in USD

JPMorgan Chase

100 USD ▲

Stati Uniti

US48127T7155 ( in USD )

05/04/2022 - Obbligazione è scaduto

Prospetto opuscolo dell'obbligazione JP Morgan US48127T7155 in USD 0%, scaduta

1 000 USD

10 800 000 USD

48127T715

N/A

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 US48127T7155, pays a coupon of 0% per year.
The coupons are paid 2 times per year and the Obbligazione maturity is 05/04/2022

424B2 1 e63585_424b2.htm PRICING SUPPLEMENT NO. 558
CALCULATION OF REGISTRATION FEE
Maximum Aggregate
Amount of
Title of Each Class of Securities Offered
Offering Price
Registration Fee
Notes
$10,799,530
$1,254.91

M a rc h 2 0 1 5
Pricing Supplement No. 558
Registration Statement No. 333-199966
Dated March 31 2015
Filed pursuant to Rule 424(b)(2)
STRUCTURED INVESTMENTS
Opportunities in U.S. and International Equities
Contingent Income Auto-Callable Securities due April 5, 2022
All Pa ym e nt s on t he Se c urit ie s Ba se d on t he Worst Pe rform ing of t he Russe ll 2 0 0 0 ® I nde x , t he EU RO ST OX X ® Ba nk s I nde x
a nd t he M SCI Em e rging M a rk e t s I nde x
Princ ipa l a t Risk Se c urit ie s
Contingent Income Auto-Callable Securities do not guarantee the payment of interest or the repayment of principal. Instead, the securities offer the
opportunity for investors to earn a contingent quarterly payment equal to 2.8125% of the stated principal amount, but only with respect to each
determination date on which the closing level of each of the Russell 2000® Index, the EURO STOXX® Banks Index a nd the MSCI Emerging Markets Index
is gre a t e r t ha n or e qua l t o 75% of its initial index value, which we refer to as a coupon barrier level. If, however, on any determination date, the
closing level of a ny underlying index is less than its coupon barrier level, you will not receive any contingent quarterly payment for the related quarterly
period. In addition, if the closing level of e a c h underlying index is greater than or equal to its initial index value on any determination date (other than the
final determination date), the securities will be automatically redeemed for an amount per security equal to the stated principal amount and the contingent
quarterly payment. If the securities have not been automatically redeemed prior to maturity and the final index value of e a c h underlying index is greater
than or equal to 60% of its initial index value, which we refer to as a downside threshold level, the payment at maturity due on the securities will be the
stated principal amount and, if the final index value of each underlying index is also greater than or equal to its coupon barrier level, the contingent quarterly
payment with respect to the final determination date. If, however, the final index value of a ny underlying index is less than its downside threshold level, you
will be exposed to the decline in the worst performing underlying index, as compared to its initial index value, on a 1-to-1 basis and will receive a payment
at maturity that is less than 60% of the stated principal amount of the securities and could be zero. The securities are for investors who are willing to risk
their principal and seek an opportunity to earn interest at a potentially above-market rate in exchange for the risk of receiving few or no contingent quarterly
payments and also the risk of receiving a payment at maturity that will be significantly less than the stated principal amount of the securities and could be
zero. Ac c ordingly, inve st ors c ould lose t he ir e nt ire init ia l inve st m e nt in t he se c urit ie s. Because all payments on the securities are
based on the worst performing of the underlying indices, (i) a decline of any underlying index beyond its coupon barrier level will result in few or no
contingent quarterly payments and (ii) a decline of any underlying index beyond its downside threshold level will result in a significant loss of your initial
investment, even if, in each case, the other underlying indices appreciate or have not declined as much. Investors will not participate in any appreciation of
any underlying index. The securities are unsecured and unsubordinated obligations of JPMorgan Chase & Co., issued as part of JPMorgan Chase & Co.'s
Medium-Term Notes, Series E, program. Any pa ym e nt on t he se c urit ie s is subje c t t o t he c re dit risk of J PM orga n Cha se & Co.
FI N AL T ERM S

I ssue r:
JPMorgan Chase & Co.
U nde rlying indic e s:
Russell 2000® Index (the "RTY Index"), EURO STOXX® Banks Index (the "SX7E Index") and the MSCI Emerging
Markets Index (the "MXEF" Index") (each an "underlying index")
Aggre ga t e princ ipa l
$10,799,530
a m ount :
Ea rly re de m pt ion:
If, on any of the determination dates (other than the final determination date), the closing level of each underlying index
is gre a t e r t ha n or e qua l t o its initial index value, the securities will be automatically redeemed for an early
redemption payment on the first contingent payment date immediately following the related determination date. No
further payments will be made on the securities once they have been redeemed.
T he se c urit ie s w ill not be re de e m e d e a rly on a ny c ont inge nt pa ym e nt da t e if t he c losing le ve l of
a ny unde rlying inde x is be low it s init ia l inde x va lue on t he re la t e d de t e rm ina t ion da t e .
Ea rly re de m pt ion
The early redemption payment will be an amount equal to (i) the stated principal amount plus (ii) the contingent quarterly
pa ym e nt :
payment with respect to the related determination date.
Cont inge nt qua rt e rly
· If, on any determination date, the closing level of each underlying index is greater than or equal to its coupon barrier
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pa ym e nt :
level, we will pay a contingent quarterly payment of $0.2813 (2.8125% of the stated principal amount) per security on
the related contingent payment date.
· If, on any determination date, the closing level of any underlying index is less than its coupon barrier level, no
contingent quarterly payment will be payable with respect to that determination date. It is possible that one or all of
the underlying indices will remain below their respective coupon barrier levels for extended periods of time or even
throughout the entire term of the securities so that you will receive few or no contingent quarterly payments.
Pa ym e nt a t m a t urit y:
· If the final index value of each underlying index is
(i) the stated principal amount, plus, (ii) if the final index
gre a t e r t ha n or e qua l t o its downside threshold
value of each underlying index is also gre a t e r t ha n or
level:
e qua l t o its coupon barrier level, the contingent quarterly
payment with respect to the final determination date

· If the final index value of any underlying index is less (i) the stated principal amount times (ii) the index
than its downside threshold level:
performance factor of the worst performing underlying
index. This amount will be less than 60% of the stated
principal amount of the securities and could be zero.
Coupon ba rrie r le ve l:
With respect to the RTY Index: 939.579, which is equal to 75% of its initial index value
With respect to the SX7E Index: 118.2375, which is equal to 75% of its initial index value
With respect to the MXEF Index: 730.9275, which is equal to 75% of its initial index value
Dow nside t hre shold le ve l:
With respect to the RTY Index: 751.6632, which is equal to 60% of its initial index value
With respect to the SX7E Index: 94.59, which is equal to 60% of its initial index value
With respect to the MXEF Index: 584.742, which is equal to 60% of its initial index value
St a t e d princ ipa l a m ount :
$10 per security
I ssue pric e :
$10 per security (see "Commissions and issue price" below)
Pric ing da t e :
March 31, 2015
Origina l issue da t e
April 7, 2015
(se t t le m e nt da t e ):
M a t urit y da t e :
April 5, 2022, subject to postponement in the event of certain market disruption events and as described under "General
Terms of Notes -- Postponement of a Payment Date" in the accompanying product supplement no. 4a-I

Terms continued on the following page
Age nt :
J.P. Morgan Securities LLC ("JPMS")
Com m issions a nd issue

Pric e t o public (1)
Fe e s a nd c om m issions
Proc e e ds t o issue r
pric e :
Pe r se c urit y

$10.00
$0.30(2)
$9.65

$0.05(3)

T ot a l

$10,799,530.00
$377,983.55
$10,421,546.45

(1) See "Additional Information about the Securities -- Supplemental use of proceeds and hedging" in this document for information about the components
of the price to public of the securities.
(2) JPMS, acting as agent for JPMorgan Chase & Co., will pay all of the selling commissions of $0.30 per $10 stated principal amount security it receives
from us to Morgan Stanley Smith Barney LLC ("Morgan Stanley Wealth Management"). See "Plan of Distribution (Conflicts of Interest)" beginning on
page PS-87 of the accompanying product supplement no. 4a-I.
(3) Reflects a structuring fee payable to Morgan Stanley Wealth Management by the agent or its affiliates of $0.05 for each $10 stated principal amount
security
T he e st im a t e d va lue of t he se c urit ie s on t he pric ing da t e a s de t e rm ine d by J PM S w a s $ 9 .4 7 2 pe r $ 1 0 st a t e d princ ipa l a m ount
se c urit y. See "Additional Information about the Securities -- JPMS's estimated value of the securities" in this document for additional information.
I nve st ing in t he se c urit ie s involve s a num be r of risk s. Se e "Risk Fa c t ors" be ginning on pa ge PS-8 of t he a c c om pa nying
produc t supple m e nt no. 4 a -I , "Risk Fa c t ors" be ginning on pa ge U S -2 of t he a c c om pa nying unde rlying supple m e nt no. 1 a -I a nd
"Risk Fa c t ors" be ginning on pa ge 9 of t his doc um e nt .
Neither the Securities and Exchange Commission (the "SEC") nor any state securities commission has approved or disapproved of the securities or passed
upon the accuracy or the adequacy of this document or the accompanying product supplement, underlying supplement, prospectus supplement and
prospectus. Any representation to the contrary is a criminal offense.
The securities are not bank deposits, are not insured by the Federal Deposit Insurance Corporation or any other governmental agency and are not
obligations of, or guaranteed by, a bank.
Y ou should re a d t his doc um e nt t oge t he r w it h t he re la t e d produc t supple m e nt no. 4 a -I , unde rlying supple m e nt no. 1 a -I ,
prospe c t us supple m e nt a nd prospe c t us, e a c h of w hic h c a n be a c c e sse d via t he hype rlink s be low . Ple a se a lso se e "Addit iona l
I nform a t ion a bout t he Se c urit ie s" a t t he e nd of t his doc um e nt .
Product supplement no. 4a-I dated November 7, 2014: http://www.sec.gov/Archives/edgar/data/19617/000089109214008407/e61359_424b2.pdf
Underlying supplement no. 1a-I dated November 7, 2014: http://www.sec.gov/Archives/edgar/data/19617/000089109214008410/e61337_424b2.pdf
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Prospectus supplement and prospectus, each dated November 7, 2014:
http://www.sec.gov/Archives/edgar/data/19617/000089109214008397/e61348_424b2.pdf

Contingent Income Auto-Callable Securities due April 5, 2022
Ba se d on t he Worst Pe rform ing of t he Russe ll 2 0 0 0 ® I nde x , t he EU RO ST OX X ® Ba nk s I nde x a nd t he M SCI Em e rging M a rk e t s
I nde x
Princ ipa l a t Risk Se c urit ie s

Terms continued from previous page:
I nit ia l inde x va lue :
With respect to the RTY Index: 1,252.772, which is its closing level on the pricing date
With respect to the SX7E Index: 157.65, which is its closing level on the pricing date
With respect to the MXEF Index: 974.57, which is its closing level on the pricing date
Fina l inde x va lue :
With respect to each underlying index, the closing level on the final determination date
Worst pe rform ing
The underlying index with the worst index performance factor
unde rlying inde x :
I nde x pe rform a nc e fa c t or:
With respect to each underlying index, final index value divided by the initial index value
De t e rm ina t ion da t e s:
June 30, 2015, September 30, 2015, January 4, 2016, March 31, 2016, June 30, 2016, September 30, 2016, January 3,
2017, March 31, 2017, June 30, 2017, October 3, 2017, January 2, 2018, April 3, 2018, July 3, 2018, October 2, 2018,
January 2, 2019, April 1, 2019, July 2, 2019, September 30, 2019, January 2, 2020, March 31, 2020, June 30, 2020,
September 30, 2020, January 4, 2021, March 31, 2021, June 30, 2021, September 30, 2021, January 3, 2022 and
March 31, 2022, subject to postponement for non-trading days and certain market disruption events. We also refer to
March 31, 2022 as the final determination date.
Cont inge nt pa ym e nt
With respect to each determination date other than the final determination date, the third business day after the related
da t e s:
determination date. The payment of the contingent quarterly payment, if any, with respect to the final determination date
will be made on the maturity date.
CU SI P/I SI N :
48127T715 / US48127T7155
List ing:
The securities will not be listed on any securities exchange.
March 2015
Page 2

Contingent Income Auto-Callable Securities due April 5, 2022
Ba se d on t he Worst Pe rform ing of t he Russe ll 2 0 0 0 ® I nde x , t he EU RO ST OX X ® Ba nk s I nde x a nd t he M SCI Em e rging M a rk e t s
I nde x
Princ ipa l a t Risk Se c urit ie s

Investment Summary
The Contingent Income Auto-Callable Securities due April 5, 2022 Based on the Worst Performing of the Russell 2000® Index, the
EURO STOXX® Banks Index and the MSCI Emerging Markets Index, which we refer to as the securities, do not provide for the
regular payment of interest. Instead, the securities provide an opportunity for investors to earn a contingent quarterly payment,
which is an amount equal to $0.2813 (2.8125% of the stated principal amount) per security, with respect to each quarterly
determination date on which the closing level of e a c h underlying index is gre a t e r t ha n or e qua l t o 75% of its initial index
value, which we refer to as a coupon barrier level. The contingent quarterly payment, if any, will be payable quarterly on the
relevant contingent payment date, which is the third business day after the related determination date or, in the case of the
contingent quarterly payment, if any, with respect to the final determination date, the maturity date. If the closing level of a ny
underlying index is less than its coupon barrier level on any determination date, investors will receive no contingent quarterly
payment for the related quarterly period. It is possible that the closing level of each underlying index could remain below its coupon
barrier level for extended periods of time or even throughout the term of the securities so that you will receive few or no contingent
quarterly payments during the term of the securities. We refer to these payments as contingent, because there is no guarantee that
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you will receive a payment on any contingent payment date. Even if all of the underlying indices were to be at or above their
respective coupon barrier levels on some quarterly determination dates, one or all underlying indices may fluctuate below their
respective coupon barrier level(s) on others.
If the closing level of each underlying index is greater than or equal to its initial closing value on any determination date (other than
the final determination date), the securities will be automatically redeemed for an early redemption payment equal to the stated
principal amount plus the contingent quarterly payment with respect to the related determination date. If the securities have not
previously been redeemed and the final index value of each underlying index is gre a t e r t ha n or e qua l t o its downside
threshold level, the payment at maturity will be the sum of the stated principal amount and, if the final closing value of each
underlying index is also greater than or equal to its coupon barrier level, the contingent quarterly payment with respect to the final
determination date. However, if the securities have not been automatically redeemed prior to maturity and the final index value of
a ny underlying index is less than its downside threshold level, investors will be exposed to the decline in the worst performing
underlying index, as compared to its initial index value, on a 1-to-1 basis and will receive a payment at maturity that is less than
60% of the stated principal amount of the securities and could be zero. Ac c ordingly, inve st ors in t he se c urit ie s m ust be
w illing t o a c c e pt t he risk of losing t he ir e nt ire init ia l inve st m e nt a nd a lso t he risk of re c e iving fe w or no
c ont inge nt qua rt e rly pa ym e nt s during t he t e rm of t he se c urit ie s. I n a ddit ion, inve st ors w ill not pa rt ic ipa t e in
a ny a ppre c ia t ion of t he unde rlying indic e s.
Supplemental Terms of the Securities
For purposes of the accompanying product supplement, each underlying index is an "Index."
March 2015
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Contingent Income Auto-Callable Securities due April 5, 2022
Ba se d on t he Worst Pe rform ing of t he Russe ll 2 0 0 0 ® I nde x , t he EU RO ST OX X ® Ba nk s I nde x a nd t he M SCI Em e rging M a rk e t s
I nde x
Princ ipa l a t Risk Se c urit ie s
Key Investment Rationale
The securities do not provide for the regular payment of interest. Instead, the securities offer investors an opportunity to earn a
contingent quarterly payment equal to 2.8125% of the stated principal amount with respect to each determination date on which the
closing level of each underlying index is gre a t e r t ha n or e qua l t o 75% of its initial index level, which we refer to as a coupon
barrier level. The securities may be redeemed prior to maturity for the stated principal amount per security plus the applicable
contingent quarterly payment, and the payment at maturity will vary depending on the final index value of each underlying index, as
follows:
Sc e na rio 1
T his sc e na rio a ssum e s t ha t , prior t o e a rly re de m pt ion, e a c h unde rlying inde x c lose s a t
or a bove it s c oupon ba rrie r le ve l on som e de t e rm ina t ion da t e s but one or a ll of t he
unde rlying indic e s c lose s be low t he ir re spe c t ive c oupon ba rrie r le ve ls on t he ot he rs. On
t he 1 8 th de t e rm ina t ion da t e , t he c losing le ve l of e a c h unde rlying inde x is gre a t e r t ha n or
e qua l t o it s init ia l inde x va lue .
Investors receive the contingent quarterly payment for the quarterly periods in which the closing level of
each underlying index is at or above its coupon barrier level on the related determination date.
On the contingent payment date immediately following the 18th determination date, the securities will be
automatically redeemed for the stated principal amount plus the contingent quarterly payment with respect to
the related determination date.
Sc e na rio 2
T his sc e na rio a ssum e s t ha t e a c h unde rlying inde x c lose s a t or a bove it s c oupon ba rrie r
le ve l on som e de t e rm ina t ion da t e s but one or a ll of t he unde rlying indic e s c lose s be low
t he ir re spe c t ive c oupon ba rrie r le ve ls on t he ot he rs, a nd e a c h unde rlying inde x c lose s
be low it s init ia l inde x va lue on a ll t he de t e rm ina t ion da t e s prior t o t he fina l
de t e rm ina t ion da t e . On t he fina l de t e rm ina t ion da t e , e a c h unde rlying inde x c lose s a t or
a bove it s dow nside t hre shold le ve l.
Consequently, the securities are not automatically redeemed, and investors receive a contingent quarterly
payment for the quarterly periods in which the closing level of each underlying index is at or above its
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coupon barrier level on the related determination date. At maturity, investors will receive the stated principal
amount and, if each final index value is greater than or equal to its coupon barrier level, the contingent
quarterly payment with respect to the final determination date.
Sc e na rio 3
T his sc e na rio a ssum e s t ha t e a c h unde rlying inde x c lose s a t or a bove it s c oupon ba rrie r
le ve l on som e de t e rm ina t ion da t e s but one or a ll of t he unde rlying indic e s c lose s be low
t he ir re spe c t ive c oupon ba rrie r le ve ls on t he ot he rs, a nd e a c h unde rlying inde x c lose s
be low it s init ia l inde x va lue on a ll t he de t e rm ina t ion da t e s prior t o t he fina l
de t e rm ina t ion da t e . On t he fina l de t e rm ina t ion da t e , one or a ll of t he unde rlying indic e s
c lose be low t he ir dow nside t hre shold le ve ls.
Consequently, the securities are not automatically redeemed, and investors receive a contingent quarterly
payment for the quarterly periods in which the closing level of each underlying index is at or above its
coupon barrier level on the related determination date. At maturity, investors will receive the stated principal
amount times the index performance factor of the worst performing underlying index, which will be less than
60% of the stated principal amount and could be zero.
I nve st ors w ill lose som e a nd m a y lose a ll of t he ir princ ipa l in t his sc e na rio.
March 2015
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Contingent Income Auto-Callable Securities due April 5, 2022
Ba se d on t he Worst Pe rform ing of t he Russe ll 2 0 0 0 ® I nde x , t he EU RO ST OX X ® Ba nk s I nde x a nd t he M SCI Em e rging M a rk e t s
I nde x
Princ ipa l a t Risk Se c urit ie s
How the Securities Work
The following diagrams illustrate the potential outcomes for the securities depending on (1) the closing levels and (2) the final index
value.
Dia gra m # 1 : De t e rm ina t ion Da t e s (Ot he r T ha n t he Fina l De t e rm ina t ion Da t e )

Dia gra m # 2 : Pa ym e nt a t M a t urit y if N o Aut om a t ic Ea rly Re de m pt ion Oc c urs
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For more information about the payment upon an early redemption or at maturity in different hypothetical scenarios, see
"Hypothetical Examples" starting on page 7.
March 2015
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Contingent Income Auto-Callable Securities due April 5, 2022
Ba se d on t he Worst Pe rform ing of t he Russe ll 2 0 0 0 ® I nde x , t he EU RO ST OX X ® Ba nk s I nde x a nd t he M SCI Em e rging M a rk e t s
I nde x
Princ ipa l a t Risk Se c urit ie s
Hypothetical Examples
The following hypothetical examples illustrate how to determine whether a contingent quarterly payment is payable with respect to a
determination date, whether the securities will be automatically redeemed on any determination date prior to the final determination date and
how to calculate the payment at maturity if the securities have not been redeemed early. The following examples are for illustrative purposes
only. Whether you receive a contingent quarterly payment or whether the securities will be automatically redeemed will be determined by
reference to the closing level of each underlying index on each quarterly determination date and the amount you will receive at maturity, if any,
will be determined by reference to the final index value of each underlying index. The actual initial index value, coupon barrier level and
downside threshold level for each underlying index will be provided in the pricing supplement. All payments on the securities, if any, are subject
to the credit risk of JPMorgan Chase & Co. The numbers in the hypothetical examples below may have been rounded for the ease of analysis.
The examples below are based on the following assumed terms:
Contingent quarterly payment:
A contingent quarterly payment of $0.2813 per quarter per security will be paid on the securities on each
contingent payment date but only if the closing level of each underlying index is at or above its coupon
barrier level on the related determination date.
Early redemption:
If the closing level of each underlying index is gre a t e r t ha n or e qua l t o its initial index value on any
quarterly determination date (other than the final determination date), the securities will be automatically
redeemed for an early redemption payment equal to the stated principal amount plus the contingent
quarterly payment with respect to the related determination date.
Payment at maturity (if the
If the final index value of each underlying index is gre a t e r t ha n or e qua l t o its downside threshold
securities have not been
level: the stated principal amount and, if the final index value of each underlying index is also gre a t e r
automatically redeemed early):
t ha n or e qua l t o its coupon barrier level, the contingent quarterly payment with respect to the final
determination date
If the final index value of any underlying index is less than its downside threshold level: (i) the stated
principal amount times (ii) the index performance factor of the worst performing underlying index
Stated principal amount:
$10 per security
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Hypothetical initial index value:
With respect to the RTY Index: 1,250.00
With respect to the SX7E Index: 150.00
With respect to the MXEF Index: 950.00
Hypothetical coupon barrier level:
With respect to the RTY Index: 937.50, which is 75% of the hypothetical initial index value for such index
With respect to the SX7E Index: 112.50, which is 75% of the hypothetical initial index value for such
index
With respect to the MXEF Index: 712.50, which is 75% of the hypothetical initial index value for such
index
Hypothetical downside threshold
With respect to the RTY Index: 750.00, which is 60% of the hypothetical initial index value for such index
level:
With respect to the SX7E Index: 90.00, which is 60% of the hypothetical initial index value for such index
With respect to the MXEF Index: 570.00, which is 60% of the hypothetical initial index value for such
index
March 2015
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Contingent Income Auto-Callable Securities due April 5, 2022
Ba se d on t he Worst Pe rform ing of t he Russe ll 2 0 0 0 ® I nde x , t he EU RO ST OX X ® Ba nk s I nde x a nd t he M SCI Em e rging M a rk e t s
I nde x
Princ ipa l a t Risk Se c urit ie s
How to determine whether a contingent quarterly payment is payable with respect to a determination date:

Closing level
Contingent quarterly
payment

RTY Index
SX7E Index
MXEF Index

Hypothetical
1,200 (a t or a bove
140 (a t or a bove coupon
900 (a t or a bove
$0.2813
Determination Date 1
coupon barrier level)
barrier level)
coupon barrier level)
Hypothetical
850 (be low coupon barrier
130 (a t or a bove coupon
600 (be low coupon
$0
Determination Date 2
level)
barrier level)
barrier level)
Hypothetical
1,050 (a t or a bove
95 (be low coupon barrier
650 (be low coupon
$0
Determination Date 3
coupon barrier level)
level)
barrier level)
Hypothetical
800 (be low coupon barrier
100 (be low coupon barrier
600 (be low coupon
$0
Determination Date 4
level)
level)
barrier level)

On hypothetical determination date 1, each underlying index closes at or above its coupon barrier level. Therefore, a contingent quarterly
payment of $0.2813 is payable on the relevant contingent payment date.
On each of the hypothetical determination dates 2 and 3, one underlying index closes at or above its coupon barrier level but the other
underlying indices close below their respective coupon barrier levels. Therefore, no contingent quarterly payment is payable on the relevant
contingent payment date.
On hypothetical determination date 4, each underlying index closes below its coupon barrier level and, accordingly, no contingent quarterly
payment is payable on the relevant contingent payment date.
Y ou w ill not re c e ive a c ont inge nt qua rt e rly pa ym e nt on a ny c ont inge nt pa ym e nt da t e if t he c losing le ve l of a ny
unde rlying inde x is be low it s c oupon ba rrie r le ve l on t he re la t e d de t e rm ina t ion da t e .
How to determine whether the securities will be automatically redeemed on any determination date prior to the final determination date:

Closing level
Early Redemption Payment
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RTY Index
SX7E Index
MXEF Index

Hypothetical
1,400 (a t or a bove
125 (be low initial
900 (be low initial index
n/a (securities are not redeemed
Determination Date 1
initial index value)
index value)
value)
early)
Hypothetical
800 (be low initial
125 (be low initial
850 (be low initial index
n/a (securities are not redeemed
Determination Date 2
index value)
index value)
value)
early)
Hypothetical
$10.2813 (the stated principal
Determination Date 3
1,350 (a t or a bove
160 (a t or a bove
1,100 (a t or a bove initial amount plus the contingent quarterly
initial index value)
initial index value)
index value)
payment with respect to the related
determination date)

On hypothetical determination date 1, one underlying index closes at or above its initial index value but the other underlying indices close below
their respective initial index values. Therefore, the securities remain outstanding and are not redeemed early.
On hypothetical determination date 2, each underlying index closes below its initial index value. Therefore, the securities remain outstanding and
are not redeemed early.
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Ba se d on t he Worst Pe rform ing of t he Russe ll 2 0 0 0 ® I nde x , t he EU RO ST OX X ® Ba nk s I nde x a nd t he M SCI Em e rging M a rk e t s
I nde x
Princ ipa l a t Risk Se c urit ie s
On hypothetical determination date 3, each underlying index closes at or above its initial index value. Therefore, the securities are automatically
redeemed and you receive an early redemption payment equal to the stated principal amount plus the contingent quarterly payment with respect
to the related determination date. No further payments will be made on the securities once they have been redeemed.

How to calculate the payment at maturity (if the securities have not been automatically redeemed early):

Final Index Value
Payment at Maturity

RTY Index
SX7E Index
MXEF Index

Example 1:
1,300 (a t or a bove
120 (a t or a bove
900 (a t or a bove
$10.2813 (the stated principal amount plus
downside threshold
downside threshold level
downside threshold level
the contingent quarterly payment with
level and coupon
and coupon barrier level)
and coupon barrier level)
respect to the final determination date)
barrier level)
Example 2:
1,300 (a t or a bove
100 (a t or a bove
650 (a t or a bove
$10.00 (the stated principal amount)
downside threshold
downside threshold level;
downside threshold level;
level and coupon
be low coupon barrier
be low coupon barrier
barrier level)
level)
level)
Example 3:
500 (be low downside
120 (a t or a bove
450 (be low downside
$10 × index performance factor of the worst
threshold level)
downside threshold level)
threshold level)
performing underlying index =
$10 × (500 / 1,250) = $4.00
Example 4:
1,250 (a t or a bove
75 (be low downside
550 (be low downside
$10 × (75 / 150) = $5.00
downside threshold
threshold level)
threshold level)
level)
Example 5:
600 (be low downside
60 (be low downside
450 (be low downside
$10 × (60 / 150) = $4.00
threshold level)
threshold level)
threshold level)
Example 6:
375 (be low downside
55 (be low downside
400 (be low downside
$10 × (375 / 1,250) = $3.00
threshold level)
threshold level)
threshold level)
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In example 1, the final index value of each underlying index is at or above its downside threshold level and coupon barrier level. Therefore, you
receive at maturity the stated principal amount of the securities and the contingent quarterly payment with respect to the final determination date.
In example 2, the final index value of each underlying index is at or above its downside threshold level and the final index value of one
underlying index is at or above its coupon barrier level, but the final index values of the other underlying indices are below their respective
coupon barrier levels. Therefore, you receive at maturity only the stated principal amount of the securities.
In examples 3 and 4, the final index value of one underlying index is at or above its downside threshold level but the final index values of the
other underlying indices are below their respective downside threshold levels. Therefore, you are exposed to the downside performance of the
worst performing underlying index at maturity and receive at maturity an amount equal to the stated principal amount times the index
performance factor of the worst performing underlying index.
Similarly, in examples 5 and 6, the final index value of each underlying index is below its downside threshold level, and you receive at maturity
an amount equal to the stated principal amount times the index performance factor of the worst performing underlying index.
I f t he fina l inde x va lue of AN Y unde rlying inde x is be low it s dow nside t hre shold le ve l, you w ill be e x pose d t o t he
dow nside pe rform a nc e of t he w orst pe rform ing unde rlying inde x a t m a t urit y, a nd your pa ym e nt a t m a t urit y w ill be
le ss t ha n 6 0 % of t he st a t e d princ ipa l a m ount pe r se c urit y a nd c ould be ze ro.
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Ba se d on t he Worst Pe rform ing of t he Russe ll 2 0 0 0 ® I nde x , t he EU RO ST OX X ® Ba nk s I nde x a nd t he M SCI Em e rging M a rk e t s
I nde x
Princ ipa l a t Risk Se c urit ie s
Risk Factors
The following is a non-exhaustive list of certain key risk factors for investors in the securities. For further discussion of these and
other risks, you should read the sections entitled "Risk Factors" beginning on page PS-8 of the accompanying product supplement
no. 4a-I and "Risk Factors" beginning on page US-2 of the accompanying underlying supplement no. 1a-I. We urge you to consult
your investment, legal, tax, accounting and other advisers in connection with your investment in the securities.
The securities do not guarantee the return of any principal and your investment in the securities may
re sult in a loss. The terms of the securities differ from those of ordinary debt securities in that the securities do not
guarantee the payment of regular interest or the return of any of the principal amount at maturity. Instead, if the securities have
not been automatically redeemed prior to maturity and if the final index value of a ny of the underlying indices is less than its
downside threshold level, you will be exposed to the decline in the closing level of the worst performing underlying index, as
compared to its initial index value, on a 1-to-1 basis and you will receive for each security that you hold at maturity an amount
equal to the stated principal amount times the index performance factor of the worst performing underlying index. I n t his
c a se , your pa ym e nt a t m a t urit y w ill be le ss t ha n 6 0 % of t he st a t e d princ ipa l a m ount a nd c ould be ze ro.
The securities do not provide for the regular payment of interest. The terms of the securities differ from those of
ordinary debt securities in that they do not provide for the regular payment of interest. Instead, the securities will pay a
contingent quarterly payment but only if the closing level of e a c h underlying index is at or above its coupon barrier level on
the related determination date. If, on the other hand, the closing value of a ny underlying index is lower than its coupon barrier
level on the relevant determination date, we will pay no payment on the applicable contingent payment date. It is possible that
the closing level of a ny underlying index could remain below its coupon barrier level for extended periods of time or even
throughout the entire term of the securities so that you will receive few or no contingent quarterly payments. If you do not earn
sufficient contingent payments over the term of the securities, the overall return on the securities may be less than the amount
that would be paid on a conventional debt security of the issuer of comparable maturity.
You are exposed to the price risk of all three underlying indices, w ith respect to all the contingent
qua rt e rly pa ym e nt s, if a ny, a nd t he pa ym e nt a t m a t urit y, if a ny. Your return on the securities is not linked to a
basket consisting of the underlying indices. Rather, it will be contingent upon the independent performance of each underlying
index. Unlike an instrument with a return linked to a basket of underlying assets in which risk is mitigated and diversified among
all the components of the basket, you will be exposed to the risks related to each underlying index. The performance of the
underlying indices may not be correlated. Poor performance by a ny underlying index over the term of the securities may
negatively affect your return and will not be offset or mitigated by any positive performance by the other underlying indices.
Accordingly, your investment is subject to the risk of decline in the closing level of each underlying index.
To receive a ny contingent quarterly payments, e a c h underlying index must close at or above its coupon barrier level on the
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applicable determination date. In addition, if a ny underlying index has declined to below its downside threshold level as of the
final determination date, you will be fully e x pose d to the decline in the worst performing underlying index, as compared to its
initial index value, on a 1-to-1 basis, even if the other underlying indices have appreciated. Under this scenario, the value of
any such payment will be less than 60% of the stated principal amount and could be zero.
Because the securities are linked to the performance of the w orst performing underlying index, you are
e x pose d t o gre a t e r risk s of no c ont inge nt qua rt e rly pa ym e nt s a nd sust a ining a signific a nt loss on your
inve st m e nt t ha n if t he se c urit ie s w e re link e d t o just one unde rlying inde x . The risk that you will not receive any
contingent quarterly payments, or that you will suffer a significant loss on your investment is greater if you invest in the
securities than if you invest in substantially similar securities that are linked to the performance of just one underlying index.
With three underlying indices, it is more likely that any underlying index will close below its coupon barrier level on any
determination date or its downside threshold level on the final determination date than if the securities were linked to only one
underlying index. In addition, you will not benefit from the performance of any underlying index other than the worst performing
underlying index. Therefore it is more likely that you will not receive any contingent quarterly payments and that you will suffer a
significant loss on your investment.
The contingent quarterly payment is based solely on the closing level of the underlying indices on the
spe c ifie d de t e rm ina t ion da t e s. Whether the contingent quarterly payment will be made with respect to a determination
date will be based on the closing level of each underlying index on that determination date. As a result, you will not know
whether you will receive the contingent quarterly payment until the related determination date. Moreover, because the
contingent quarterly payment is based solely on the closing level of each underlying index on quarterly determination dates, if
the closing level of any of the underlying indices on any determination date
March 2015
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Contingent Income Auto-Callable Securities due April 5, 2022
Ba se d on t he Worst Pe rform ing of t he Russe ll 2 0 0 0 ® I nde x , t he EU RO ST OX X ® Ba nk s I nde x a nd t he M SCI Em e rging M a rk e t s
I nde x
Princ ipa l a t Risk Se c urit ie s
is below its coupon barrier level, you will not receive any contingent quarterly payment with respect to that determination date,
even if the closing level of that underlying index was higher on other days during the related quarterly period.
You w ill not receive any contingent quarterly payment for any quarterly period w here the closing level
of a ny unde rlying inde x on t he re le va nt de t e rm ina t ion da t e is le ss t ha n it s c oupon ba rrie r le ve l. A
contingent quarterly payment will be made with respect to a quarterly period only if the closing level of each underlying index
on the relevant determination date is greater than or equal to its coupon barrier level. If the closing level of any underlying
index remains below its coupon barrier level on each determination date over the term of the securities, you will not receive any
contingent quarterly payment.
The securities are subject to the credit risk of JPMorgan Chase & Co., and any actual or anticipated
c ha nge s t o our c re dit ra t ings or c re dit spre a ds m a y a dve rse ly a ffe c t t he m a rk e t va lue of t he se c urit ie s.
Investors are dependent on JPMorgan Chase & Co.'s ability to pay all amounts due on the securities. Any actual or anticipated
decline in our credit ratings or increase in the credit spreads determined by the market for taking our credit risk is likely to
adversely affect the market value of the securities. If we were to default on our payment obligations, you may not receive any
amounts owed to you under the securities and you could lose your entire investment.
Investors w ill not participate in any appreciation in any underlying index. Investors will not participate in any
appreciation in any underlying index from its initial index value, and the return on the securities will be limited to the contingent
quarterly payment that is paid with respect to each determination date on which the closing level of each underlying index is
greater than or equal to its coupon barrier level, if any.
An investment in the securities is subject to risks associated w ith small capitalization stocks w ith
re spe c t t o t he RT Y I nde x . The stocks that constitute the RTY Index are issued by companies with relatively small market
capitalization. The stock prices of smaller companies may be more volatile than stock prices of large capitalization companies.
Small capitalization companies may be less able to withstand adverse economic, market, trade and competitive conditions
relative to larger companies. Small capitalization companies are less likely to pay dividends on their stocks, and the presence of
a dividend payment could be a factor that limits downward stock price pressure under adverse market conditions.
The equity securities included in the SX7E Index are concentrated in the banking industry. Each of the
equity securities included in the SX7E Index has been issued by a company whose business is associated with the banking
industry. Because the value of the securities is determined in part by the performance of the SX7E Index, an investment in
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