080305_JPM Series Fix and Win ... - Börse Stuttgart

Series Number: 212
Tranche Number: 1
Clearing System Clearstream, Frankfurt (also depositary).
Specified Currency The Notes are issued in EUR.
Nominal Amount / Specified Denomination
per Note
A09110530 AF 63
EUR 200 per Note.
Aggregate Nominal Amount of the Notes: Up to EUR 50,000,000
Issue Date: 23 April 2008
Maturity Date: The Instalment Date scheduled for 30 April 2014
Settlement Cash.
Amounts payable in respect of the Notes: Instalment Amounts payable on the relevant
Instalment Dates.
Interest (Extracts from § 3 of the Terms and
Conditions):
There will be no interest accrual under the Notes
"Instalment Date(s)" means 23 April 2009 and 30
April 2014.
Instalment Amount(s): "Instalment Amount(s)" means (i) with respect to
the Instalment Date scheduled for the 23 April 2009
an amount calculated by the Calculation Agent in
accordance with the following formula:
1
Specified Denomination x
2
1
Denomination x x 6.5%);
2
and
+ (Specified
(ii) with respect to the Instalment Date scheduled for
the 30 April 2014 an amount calculated by the
Calculation Agent in accordance with the following
formula:
Specified Denomination x
⎡
1
⎢
⎢ 24
⎣
x
24
∑
i=
1
Index
⎤
i
; 100%
⎥
IndexInitial
⎥
⎦
1
2
"max" means the greater of the relevant values.
x max
"IndexInitial" means, with respect to the Index, the
Index Level on the Initial Valuation Date.
"Indexi" means with respect to the Index, the Index
Level on the relevant Valuation Date.