New Issue: JPMorgan sells $850,000 two-year review notes linked to three indexes

By Susanna Moon

Chicago, Nov. 10 – JPMorgan Chase Financial Co. LLC priced $850,000 of 0% review notes due Nov. 7, 2019 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be called at par plus a call premium at an annual rate of 10.75% if each index closes at or above its initial level on any of four annual review dates or at or above its 80% trigger level on the final review date.

If the notes are not called, the payout at maturity will be par plus the return of the worst performing index with full exposure to any losses.

The notes are guaranteed by JPMorgan Chase & Co.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Review notes
Underlying indexes:	S&P 500, Russell 2000, Euro Stoxx 50
Amount:	$850,000
Maturity:	Nov. 7, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	Par unless any index finishes below trigger level, in which case 1% loss for each 1% decline of worst performing index
Call:	At par plus 10.75% per year if each index closes at or above initial level on any of four annual review dates or at or above 80% threshold on final date
Initial index levels:	2,587.84 for S&P, 1,494.91 for Russell and 3,689.96 for Stoxx
Trigger levels:	2,070.272 for S&P, 1,195.928 for Russell and 2,951.968 for Stoxx; 80% of initial levels
Pricing date:	Nov. 3
Settlement date:	Nov. 8
Agent:	J.P. Morgan Securities LLC
Fees:	1.75%
Cusip:	48129HMR5

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