JPMorgan plans contingent interest autocallables on dollar ICE Swap

By Susanna Moon

Chicago, June 14 – JPMorgan Chase Financial Co. LLC plans to price autocallable contingent interest notes due June 20, 2017 linked to the 10-year U.S. Dollar ICE Swap rate, according to a 424B2 filed with the Securities and Exchange Commission.

The notes are guaranteed by JPMorgan Chase & Co.

Interest is payable quarterly at an annual rate of 6% to 8% if the rate closes above its 70% coupon barrier on the observation date for that quarter.

The notes will be called at par if the rate closes at or above its initial level on any quarterly review date other than the final date.

The payout at maturity will be par unless the rate finishes below its 70% trigger level, in which case investors will be fully exposed to any losses.

J.P. Morgan Securities LLC is the agent.

The notes will price on June 14 and settle on June 20.

The Cusip number is 46646EGA4.

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