New Issue: JPMorgan sells $1.8 million digital dual directional contingent buffered notes on indexes

By Susanna Moon

Chicago, April 3 – JPMorgan Chase Financial Co. LLC priced $1.8 million of 0% digital dual directional contingent buffered return enhanced notes due April 5, 2019 linked to the lesser 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.

If each index finishes at or above the 65% threshold, the payout at maturity will be a fixed return of 5.95%.

If either index falls by more than the 35% contingent buffer, investors will lose 1% for each 1% decline of the worst performing index.

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:	Digital dual directional contingent buffered return enhanced notes
Underlying indexes:	S&P 500 index, Russell 2000 index and Euro Stoxx 50 index
Amount:	$1.8 million
Maturity:	April 5, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	If each index gains or falls by up to 35%, par plus 5.95%; if any index falls by more than 35%, 1% loss for each 1% decline of worst performing index
Initial levels:	2,716.94 for S&P, 1,570.405 for Russell and 3,412.08 for Stoxx
Contingent buffer:	35%
Pricing date:	March 20
Settlement date:	March 23
Agent:	J.P. Morgan Securities LLC
Fees:	1%
Cusip:	48129MEZ5

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