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<SEC-DOCUMENT>0000891092-13-001134.
txt : 20130211
<SEC-HEADER>0000891092-13-001134.hdr.sgml :
20130211
<ACCEPTANCE-DATETIME>20130208203507
ACCESSION NUMBER: 0000891092-13-
001134
CONFORMED SUBMISSION TYPE: FWP
PUBLIC DOCUMENT COUNT: 6
FILED AS OF DATE: 20130211
DATE AS OF CHANGE: 20130208
SUBJECT COMPANY:
COMPANY DATA:
COMPANY CONFORMED NAME:
JPMORGAN CHASE & CO
CENTRAL INDEX KEY:
0000019617
STANDARD INDUSTRIAL CLASSIFICATION:
NATIONAL COMMERCIAL BANKS [6021]
IRS NUMBER:
132624428
STATE OF INCORPORATION:
DE
FISCAL YEAR END:
1231
FILING VALUES:
FORM TYPE: FWP
SEC ACT: 1934 Act
SEC FILE NUMBER: 333-177923
FILM NUMBER: 13588604
BUSINESS ADDRESS:
STREET 1: 270 PARK
AVE
STREET 2: 38TH FL
CITY: NEW YORK
STATE: NY
ZIP: 10017
BUSINESS PHONE: 2122706000
MAIL ADDRESS:
STREET 1: 270 PARK
AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10017
FORMER COMPANY:
FORMER CONFORMED NAME: J P MORGAN
CHASE & CO
DATE OF NAME CHANGE: 20010102
FORMER COMPANY:
FORMER CONFORMED NAME: CHASE
MANHATTAN CORP /DE/
FORMER COMPANY:
FORMER CONFORMED NAME: CHEMICAL
BANKING CORP
FILED BY:
COMPANY DATA:
COMPANY CONFORMED NAME:
JPMORGAN CHASE & CO
CENTRAL INDEX KEY:
0000019617
STANDARD INDUSTRIAL CLASSIFICATION:
NATIONAL COMMERCIAL BANKS [6021]
IRS NUMBER:
132624428
STATE OF INCORPORATION:
DE
FISCAL YEAR END:
1231
FILING VALUES:
FORM TYPE: FWP
BUSINESS ADDRESS:
STREET 1: 270 PARK
AVE
STREET 2: 38TH FL
CITY: NEW YORK
STATE: NY
ZIP: 10017
BUSINESS PHONE: 2122706000
MAIL ADDRESS:
STREET 1: 270 PARK
AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10017
FORMER COMPANY:
FORMER CONFORMED NAME: J P MORGAN
CHASE & CO
FORMER COMPANY:
FORMER CONFORMED NAME: CHASE
MANHATTAN CORP /DE/
FORMER COMPANY:
FORMER CONFORMED NAME: CHEMICAL
BANKING CORP
</SEC-HEADER>
<DOCUMENT>
<TYPE>FWP
<SEQUENCE>1
<FILENAME>e51959fwp.htm
<DESCRIPTION>TERM SHEET
<TEXT>
<HTML>
<HEAD>
<TITLE></TITLE>
</HEAD>
<BODY STYLE="font: 10pt Times New Roman, Times,
Serif">

<TABLE CELLSPACING="0" CELLPADDING="0"

STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 56%; font: 10pt Arial,
Helvetica, Sans-Serif">Term Sheet
 
To prospectus dated November 14, 2011,
 
Serif">prospectus supplement dated November 14,
2011, 
Serif">product supplement no. 29-I dated August
31, 2012 and 
Serif">underlying supplement no. 1-I dated
November 14, 2011</TD>
<TD STYLE="width: 44%; font: bold 10pt Arial,
Helvetica, Sans-Serif; text-align: right">
Term Sheet to 
Product Supplement No. 29-I
 
Serif">Registration Statement No. 333-177923
 
Serif">Dated February 8, 2013; Rule 433
</TD></TR>
</TABLE>
<img src="jpm-

chase_logo.jpg"
width="400"> 
<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="2"

STYLE="width: 100%">
<tr>
<TD STYLE="text-align: right; background-color:
#669999; width: 17%">
Structured 
Investments </td>
<TD STYLE="width:
3%"> </td>
<TD STYLE="vertical-align: top; width: 80%">
$ 
Auto Callable
Contingent Interest Notes Linked to the Lesser
Performing of the S&P 500®

Index and the Russell 2000® Index
due August 14,
2014
margin: 0; color: rgb(110,142,134)">
</td>
</tr>
</table>
 
General
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font:

10pt MetaBook-Roman; margin-top: 0pt; margin-
bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 15pt; text-align: right">·</TD><TD
STYLE="width: 5pt"></TD><TD>The notes are
designed for
investors who seek a Contingent Interest Payment
with respect to each Review Date for which the
Index closing level of each of
the S&P 500® Index and the
Russell 2000® Index is greater than
or equal to 70% of its Initial
Index Level, which we refer to as an Interest
Barrier. In addition, if the Index closing level of
each of the S&P 500®
Index and the Russell 2000®
Index on any Review Date (other than the
final Review Date) is greater than or
equal to its Initial Index Level, the notes will be
automatically called. Investors in the notes should
be willing to accept the
risk of losing some or all of their principal if a
Trigger Event (as defined below) has occurred and
the risk that no Contingent
Interest Payment may be made with respect to some
or all Review Dates.</TD>
</TR></TABLE>

family: Arial, Helvetica, Sans-Serif">Investors
should be willing
to forgo fixed interest and dividend payments, in
exchange for the opportunity to receive a
Contingent Interest Payment with respect
to each Review Date for which the Index closing
level of each of the S&P 500®
Index and the Russell 2000®
Index is greater than or equal to its
Interest Barrier. Any payment on the notes is
subject to the credit risk of JPMorgan
Chase & Co.</TD>
</TR></TABLE>

family: Arial, Helvetica, Sans-Serif">The first
Review Date, and
therefore the earliest date on which an automatic
call may be initiated, is May 7, 2013.</TD>
</TR></TABLE>

family: Arial, Helvetica, Sans-Serif">Unsecured and
unsubordinated
obligations of JPMorgan Chase & Co. maturing
August 14, 2014&dagger;</TD>
</TR></TABLE>

family: Arial, Helvetica, Sans-Serif">The payment
at maturity is
not linked to a basket composed of
the Indices. The payment at maturity is linked to
the performance of each of
the Indices individually, as described below.
</TD>
</TR></TABLE>

family: Arial, Helvetica, Sans-Serif">Minimum
denominations of $1,000
and integral multiples thereof</TD>
</TR></TABLE>
Key Terms
<TABLE CELLSPACING="0" CELLPADDING="4" STYLE="font:

10pt Arial, Helvetica, Sans-Serif; width: 100%;
border-collapse: collapse">
<TR>
Serif">Indices:</TD>
<TD STYLE="vertical-align: bottom; width: 75%">
Serif">The S&P 500® Index
(Bloomberg ticker: SPX) and the Russell
2000® Index (Bloomberg ticker: RTY)
(each an “Index” and collectively, the
“Indices”)</TD></TR>
<TR>
<TD STYLE="vertical-align: top">Contingent Interest Payments:</TD>
<TD STYLE="vertical-align: bottom">If the notes have not been previously called
and the Index closing level of each Index on any
Review Date is greater than or equal to its
Interest Barrier, you will receive on the
applicable Interest Payment Date for each $1,000
principal amount note a Contingent Interest Payment
equal to at least $16.125* (equivalent to an
interest rate of at least 6.45%* per annum, payable
at a rate of at least 1.6125%* per quarter).
</TD></TR>
<TR>
<TD STYLE="vertical-align: top"> </TD>
<TD STYLE="vertical-align: bottom; font-style:
italic">If the Index closing level of either
Index on any Review Date is less than its Interest
Barrier, no Contingent Interest Payment will be
made with respect to that Review Date.
</TD></TR>
<TR>
Serif">Interest Barrier / Trigger Level:
</TD>
Serif">With respect to each Index, an amount that
represents 70.00% of its Initial Index Level
</TD></TR>
<TR>
Serif">Contingent Interest Rate:</TD>
<TD STYLE="vertical-align: bottom">
At least 6.45%* per annum,
payable at a rate of 1.6125%* per quarter,
if applicable
*The actual Contingent
Interest Rate will be determined on the Pricing
Date and will not be less than 6.45% per
annum.</TD></TR>
<TR>
Serif">Automatic Call:</TD>
Serif">If the Index closing level of each Index on
any Review Date (other than the final Review Date)
is greater than or equal to its Initial Index
Level, the notes will be automatically called for a
cash payment, for each $1,000 principal amount
note, equal to (a) $1,000 plus (b) the Contingent
Interest Payment applicable to that Review Date,
payable on the applicable Call Settlement Date.
</TD></TR>
<TR>
<TD ROWSPAN="4" STYLE="vertical-align: top">
Serif">Payment at Maturity: 
 
</TD>
Serif">If the notes have not been previously called
and a Trigger Event has not occurred,
you will receive a cash payment at maturity, for
each $1,000 principal amount note, equal to (a)
$1,000 plus (b) the Contingent Interest
Payment applicable to the final Review Date.
</TD></TR>
<TR STYLE="vertical-align: bottom">
<TD>If the notes have not been previously
called and a Trigger Event has
occurred, at maturity you will lose 1% of the
principal amount of your notes for every 1% that
the Ending Index Level of the Lesser Performing
Index is less than its Initial Index Level. Under
these circumstances, your payment at maturity per
$1,000 principal amount note will be calculated as
follows:</TD></TR>
<TD STYLE="text-align: center">$1,000 + ($1,000 × Lesser Performing
Index Return)</TD></TR>
<TD STYLE="font-style: italic">
If the notes have not been automatically called
and a Trigger Event has occurred, you will lose
more than 30% of your principal amount and could
lose all of your principal amount at maturity.
</TD></TR>
<TR>
Serif">Trigger Event:</TD>
STYLE="font-family: Arial, Helvetica, Sans-Serif;
font-style: normal">A Trigger Event occurs if the
Ending Index Level (i.e.
, the Index
closing level on the final Review Date) of either
Index is less than its Trigger Level.
</TD></TR>
<TR>
Serif">Pricing Date:</TD>
font-style: normal">On or about February 11,
2013</TD></TR>
<TR>
Serif">Settlement Date:</TD>
font-style: normal">On or about February 14,
2013</TD></TR>
<TR>
Serif">Review Dates&dagger;:</TD>
Serif">May 7, 2013, August 7, 2013, November 6,
2013, February 7, 2014, May 6, 2014 and August 11,
2014 (the “final Review Date”)
</TD></TR>
<TR>
Serif">Interest Payment Dates&dagger;:
</TD>
Serif">Notwithstanding anything to the contrary in
the accompanying product supplement no. 29-I, the
Interest Payment Dates will be May 14, 2013, August
14, 2013, November 14, 2013, February 14, 2014, May
14, 2014 and the Maturity Date </TD></TR>
<TR>
Serif">Call Settlement Date&dagger;:
</TD>
Serif">If the notes are automatically called on any
Review Date, the first Interest Payment Date
immediately following that Review Date</TD>
</TR>
<TR>
Serif">Maturity Date&dagger;:
</TD>
Serif">August 14, 2014</TD></TR>
Sans-Serif">CUSIP:</TD>
Sans-Serif">48126DWU9</TD></TR>
<TR>
Serif">Other Key Terms:</TD>
Serif">See “Additional Key Terms” in
this term sheet</TD></TR>
</TABLE>
10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt;
margin-bottom: 6pt"><TR STYLE="vertical-align:
top">
<TD STYLE="width: 15pt; text-align: right">
&dagger;</TD><TD STYLE="width: 5pt">
</TD><TD>Subject to postponement in the event of
certain market disruption events and as described
under “Description of Notes —
Postponement of a Review Date” and
“Description of Notes — Postponement
of a Payment Date” in the accompanying
product supplement no. 29-I</TD>
</TR></TABLE>

margin: 0">Investing in the Auto Callable
Contingent Interest Notes involves
a number of risks. See “Risk Factors”
beginning on page PS-13 of the accompanying product
supplement no. 29-I, “Risk
Factors” beginning on page US-1 of the
accompanying underlying supplement 1-I and
“Selected Risk Considerations”
beginning on page TS-3 of this term sheet.

margin: 4pt 0 6pt">Neither the Securities and
Exchange Commission (the “SEC”)
nor any state securities commission has approved or
disapproved of the notes or passed upon the
accuracy or the adequacy of this
term sheet or the accompanying product supplement,
underlying supplement, prospectus supplement and
prospectus. Any representation
to the contrary is a criminal offense.

<TR>
<TD STYLE="width: 23%; border-top: #999999
2.25pt solid; border-right: #999999 1pt solid;
border-bottom: #999999 1pt solid; padding-top: 2pt;
padding-right: 2.9pt; padding-left: 0.5in; text-
indent: -27pt"> </TD>
padding-right: 2.9pt; padding-left: 0.5in; font-
weight: bold; text-indent: -27pt">Price to Public (1)</TD>
Fees and Commissions (2)</TD>
2.25pt solid; border-bottom: #999999 1pt solid;
padding-top: 2pt; padding-right: 2.9pt; padding-
left: 0.5in; font-weight: bold; text-indent:
-27pt">Proceeds to Us</TD></TR>
<TR>
<TD STYLE="border-right: #999999 1pt solid;
Per note</TD>
indent: -27pt">$</TD>
<TD STYLE="border-bottom: #999999 1pt solid;
left: 0.5in; text-indent: -27pt">$</TD>
</TR>
<TR>
Total</TD>
<TD STYLE="border-bottom: #999999 1pt solid;
left: 0.5in; text-indent: -27pt">$</TD>
</TR>
</TABLE>
top">
<TD STYLE="width: 15pt; text-align: right">(1)</TD>
<TD STYLE="width: 5pt"></TD><TD>The price to the
public includes the estimated cost of hedging our
obligations under
the notes through one or more of our affiliates.
</TD>
</TR></TABLE>

top">
<TD STYLE="width: 15pt; text-align: right">(2)</TD>
<TD STYLE="width: 5pt"></TD><TD>If the notes priced
today, J.P. Morgan Securities LLC, which we refer
to as JPMS,
acting as agent for JPMorgan Chase & Co., would
receive a commission of approximately $11.50 per
$1,000 principal amount note
and would use a portion of that commission to allow
selling concessions to other affiliated or
unaffiliated dealers of approximately
$2.50 per $1,000 principal amount note. This
commission includes the projected profits that our
affiliates expect to realize for
assuming risks inherent in hedging our obligations
under the notes. The actual commission received by
JPMS may be more or less
than $11.50 and will depend on market conditions on
the Pricing Date. In no event will the commission
received by JPMS, which
includes concessions to be allowed to other
dealers, exceed $20.00 per $1,000 principal amount
note. See “Plan of Distribution
(Conflicts of Interest)” beginning on page
PS-66 of the accompanying product supplement no.
29-I.</TD>
</TR></TABLE>

margin: 0">The notes are not bank deposits and
are not insured by the Federal
Deposit Insurance Corporation or any other
governmental agency, nor are they obligations of,
or guaranteed by, a bank.
<IMG SRC="jpm_logo.jpg" ALT=""
STYLE="width: 120px">

margin: 4pt 0 0">February 8, 2013


<DIV STYLE="margin-bottom: 6pt"> </DIV>
<DIV STYLE="page-break-before: always; margin-
top: 6pt"> </DIV>


Helvetica, Sans-Serif; margin-top: 8pt; margin-
bottom: 0">Additional Terms Specific to the
Notes

margin-top: 4pt; margin-bottom: 0">PMorgan Chase
& Co. has filed a registration
statement (including a prospectus) with the SEC for
the offering to which this term sheet relates.
Before you invest, you should
read the prospectus in that registration statement
and the other documents relating to this offering
that JPMorgan Chase &
Co. has filed with the SEC for more complete
information about JPMorgan Chase & Co. and this
offering. You may get these documents
without cost by visiting EDGAR on the SEC website
at www.sec.gov. Alternatively, JPMorgan Chase &
Co., any agent or any dealer
participating in this offering will arrange to send
you the prospectus, the prospectus supplement,
product supplement no. 29-I,
underlying supplement no. 1-I and this term sheet
if you so request by calling toll-free 866-535-
9248.

margin-top: 4pt; margin-bottom: 0">You may
revoke your offer to purchase the notes at
any time prior to the time at which we accept such
offer by notifying the applicable agent. We reserve
the right to change the
terms of, or reject any offer to purchase, the
notes prior to their issuance. In the event of any
changes to the terms of the notes,
we will notify you and you will be asked to accept
such changes in connection with your purchase. You
may also choose to reject
such changes in which case we may reject your offer
to purchase.

margin-top: 4pt; margin-bottom: 0">You should read
this term sheet 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. 29-I dated August
31, 2012 and underlying supplement no. 1-I dated
November 14, 2011. This term sheet, together
with the documents listed below,
contains the terms of the notes 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
carefully consider, among other things,
the matters set forth in “Risk Factors”
in the accompanying product supplement no. 29-I and
“Risk Factors”
in the accompanying underlying supplement no. 1-I,
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.

margin-top: 4pt; margin-bottom: 6pt">You may access
these documents on the SEC website at
www.sec.gov as follows (or if such address has
changed, by reviewing our filings for the relevant
date on the SEC website):

family: Arial, Helvetica, Sans-Serif">Product
supplement no. 29-I
dated August 31, 2012: 
<A
HREF="http://www.sec.gov/Archives/edgar/data/19617/
000095010312004448/crt_dp32532-424b2.pdf">http://www.sec.gov/Archives/edgar/data/19617
/000095010312004448/crt_dp32532-424b2.pdf
</A></TD>
</TR></TABLE>

family: Arial, Helvetica, Sans-Serif">Underlying
supplement no.
1-I dated November 14, 2011: 
<A
000089109211007615/e46154_424b2.pdf"></A>
</TD>
</TR></TABLE>

family: Arial, Helvetica, Sans-Serif">Prospectus
supplement dated
November 14, 2011: <A
000089109211007578/e46180_424b2.pdf"></A>
</TD>
</TR></TABLE>

family: Arial, Helvetica, Sans-Serif">Prospectus
dated November
14, 2011: <A
000089109211007568/e46179_424b2.pdf"></A>
</TD>
</TR></TABLE>

margin-top: 4pt; margin-bottom: 0">Our Central
Index Key, or CIK, on the SEC website is
19617. As used in this term sheet, the
“Company,” “we,”
“us” and “our” refer to
JPMorgan Chase & Co.

bottom: 0">Additional Key Terms

<TR>
Serif">Index Return:</TD>
<TD STYLE="width: 75%; text-align: justify">
Serif">With respect to each Index:</TD></TR>
<TR>
<TD STYLE="vertical-align: top"> </TD>
<TD STYLE="text-decoration: none; text-align:
justify"> Ending
Index Level – Initial Index Level
 
 &nb
sp;
 Initial Index
Level</TD></TR>
<TR>
Serif">Initial Index Level:</TD>
Serif">With respect to each Index, the Index
closing level of that Index on the Pricing
Date</TD></TR>
Sans-Serif">Ending Index Level:</TD>
Sans-Serif">With respect to each Index, the Index
closing level of that Index on the final Review
Date </TD></TR>
<TR>
Serif">Lesser Performing Index:</TD>
Serif">The Index with the Lesser Performing Index
Return </TD></TR>
<TR>
Serif">Lesser Performing Index Return:</TD>
Serif">The lower of the Index Returns of the
Indices</TD></TR>
</TABLE>
<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0"

STYLE="width: 100%; font: 10pt Arial, Helvetica,
Sans-Serif; color: rgb(120,150,142); margin-top:
6pt">
<tr valign="top">
<TD STYLE="border-top: Black 2pt solid;
padding-top: 3pt">JPMorgan Structured Investments
 
</td>
<TD STYLE="text-align: right; border-top: Black
2pt solid; padding-top: 3pt">TS-1</td>
</tr>
<tr valign="top">
<td colspan="2">Auto Callable Contingent
Interest Notes Linked to the Lesser Performing of
the S&P 500®
Index and the Russell 2000®
Index</td>
</tr>
</table>


<DIV STYLE="margin-bottom: 6pt"> </DIV>
<DIV STYLE="page-break-before: always; margin-
top: 6pt"> </DIV>


bottom: 6pt">Selected Purchase
Considerations

family: Arial, Helvetica, Sans-Serif">QUARTERLY
CONTINGENT INTEREST
PAYMENTS — The notes offer the potential
to earn a Contingent Interest Payment in connection
with each quarterly Review
Date of at least $16.125* per $1,000 principal
amount note (equivalent to an interest rate of at
least 6.45%* per annum, payable
at a rate of at least 1.6125%* per quarter). If the
notes have not been automatically called and the
Index closing level of each
Index on any Review Date is greater than or equal
to its Interest Barrier, you will receive a
Contingent Interest Payment on the
applicable Interest Payment Date. If the Index
closing level of either Index on any Review Date is
less than its Interest Barrier,
no Contingent Interest Payment will be made with
respect to that Review Date. If payable, a
Contingent Interest Payment will be
made to the holders of record at the close of
business on the business day immediately preceding
the applicable Interest Payment
Date. Because the notes are our unsecured and
unsubordinated obligations, payment of any amount
on the notes is subject to
our ability to pay our obligations as they become
due.</TD>
</TR></TABLE>

margin-top: 0pt; margin-bottom: 6pt; margin-left:
20pt; text-indent: 0pt">*The
actual Contingent Interest Rate will be determined
on the Pricing Date and will not be less than 6.45%
per annum.

family: Arial, Helvetica, Sans-Serif">POTENTIAL
EARLY EXIT AS
A RESULT OF THE AUTOMATIC CALL FEATURE —
If the Index closing level of each Index on any
Review Date (other than the
final Review Date) is greater than or equal to its
Initial Index Level, your notes will be
automatically called prior to the maturity
date. Under these circumstances, on the applicable
Call Settlement Date, for each $1,000 principal
amount note, you will receive
(a) $1,000 plus (b) the Contingent Interest Payment
applicable to that Review Date, payable on the
applicable Call Settlement
Date.</TD>
</TR></TABLE>

family: Arial, Helvetica, Sans-Serif">THE NOTES
DO NOT GUARANTEE
THE RETURN OF YOUR PRINCIPAL IF THE NOTES ARE NOT
AUTOMATICALLY CALLED — If the notes have
not been automatically called,
we will pay you your principal back at maturity
only if a Trigger Event has not occurred. However,
if the notes have not been
automatically called and a Trigger Event has
occurred, you will lose more than 30% of your
principal amount and could lose up
to the entire principal amount of your notes.
</TD>
</TR></TABLE>

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<SEC-DOCUMENT>0000891092-13-001134.

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