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JPMorgan ETN report
The table below summarizes certain data related to the Alerian MLP Index ETNs (the "Notes" or the "ETNs")
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Indicative Closing Number of Market Total
Last
Closing Value Indicative Notes Capitalization Assets ($ Last Coupon
Coupon Ex-
Product Name CUSIP Ticker Date Price ($) Ticker Value ($) (000s) ($ M) M) per Note ($)
Date Fee
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JPMorgan Alerian
MLP Index ETN 46625H365 AMJ 7/20/2011 $37.26 AMJIV $37.29 80,000 $2,980.80 $2,983.20 0.4865
5/25/2011 0.85% p.a.
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The ETNs are senior, unsecured debt obligations of JPMorgan Chase and Co. and
accordingly, are exposed to the credit risk of JPMorgan Chase and Co.
Definitions
"Closing Price" means the last trade reported as of the date shown.
"Closing Indicative Value" means the last level calculated for the intraday
indicative value of the ETN for the relevant day. The intraday indicative value
(the "IIV") is meant to approximate the intrinsic economic value of the ETN.
The IIV calculation is provided for reference purposes only. It is not intended
as a price or quotation. The IIV will be based on the intraday indicative
values of the Alerian MLP Index, and may not be equal to the payment at
maturity or upon early repurchase. Please see the relevant pricing supplement
for details. "Number of Notes" means the total number of notes, shown in
thousands, that have been issued, including those held by JPMorgan Chase and Co
or one of its affiliates.
"Market Capitalization" means the product of the Number of Notes and the
Closing Price, shown in millions. This includes any ETNs held by JPMorgan Chase
and Co or any of its affiliates. "Total Assets " means the product of the Number
of Notes and the Closing Indicative Value.
"Last Coupon per Note" means the most recent Coupon Amount paid by the issuer
of the Note to investors. Please see the relevant Pricing Supplement for the
definition of Coupon Amount.
"Last Coupon Ex-Date" means the "ex-date" with respect to the most recent
Coupon Amount, as more fully described in the relevant Pricing Supplement.
"Fee" refers to the to the Tracking Fee as defined in the relevant Pricing
Supplement.
You should read the most recent pricing supplement related to these ETNs dated
July 15, 2011 before you make an investment. You may access this pricing
supplement on the SEC website at www.sec.gov as follows: http://www.
sec.gov/Archives/edgar/data/19617/000089109211004608/e44445 _424b2. pdf
SEC Legend: JPMorgan Chase and Co. has filed a registration statement (including
a prospectus) with the SEC for any offerings to which these materials relate.
Before you invest, you should read the prospectus in that registration
statement and the other documents relating to this offering that JPMorgan Chase
and Co. has filed with the SEC for more complete information about JPMorgan Chase
and Co. and this offering. You may get these documents without cost by visiting
EDGAR on the SEC Web site at www.sec.gov. Alternatively, JPMorgan Chase and Co.,
any agent or any dealer participating in this offering will arrange to send you
the prospectus and each prospectus supplement as well as any product
supplement, pricing supplement and term sheet if you so request by calling
toll-free 800-576-3529.
Free Writing Prospectus Related to Registration Statement No. 333-155535
To the extent there are any inconsistencies between this free writing
prospectus and the relevant pricing supplement, the relevant pricing
supplement, including any hyperlinked information, shall supersede this free
writing prospectus.
Investment suitability must be determined individually for each investor. The
financial instruments described herein may not be suitable for all investors.
This information is not intended to provide and should not be relied upon as
providing accounting, legal, regulatory or tax advice. Investors should consult
their own advisors on these matters.
IRS Circular 230 Disclosure: JPMorgan Chase and Co. and its affiliates do not
provide tax advice. Accordingly, any discussion of U.S. tax matters contained
herein (including any attachments) is not intended or written to be used, and
cannot be used, in connection with the promotion, marketing or recommendation
by anyone unaffiliated with JPMorgan Chase and Co. of any of the matters address
herein or for the purpose of avoiding U.S. tax-related penalties. The tax
consequences of the ETNs are uncertain.
"Alerian MLP Index and Alerian MLP Total Return Index are trademarks of an
affiliate of Alerian Capital Management, LLC and their use is granted under a
license with such affiliate. "
July 20, 2011
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