New Issue: JPMorgan prices $5 million enhanced participation notes linked to index basket

By William Gullotti

Buffalo, N.Y., April 26 – JPMorgan Chase Financial Co. LLC priced $5 million of 0% enhanced participation notes due April 24, 2028 linked to a weighted basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index with a 36% weight, the Topix index with a 26% weight, the FTSE 100 index with a 17% weight, the Swiss Market index with a 12% weight and the S&P/ASX 200 index with an 9% weight.

The payout at maturity will be par plus 2.3 times any basket gain.

Investors will be fully exposed to any basket decline.

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:	Enhanced participation basket-linked notes
Underlying indexes:	Euro Stoxx 50 (36% weight), Topix (26% weight), FTSE 100 (17% weight), Swiss Market (12% weight) and S&P/ASX 200 (9% weight)
Amount:	$5 million
Maturity:	April 24, 2028
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 2.3 times any basket gain; 1% loss per 1% decline
Initial index levels:	4,384.86 for Stoxx, 2,039.73 for Topix, 7,902.61 for FTSE, 11,390.64 for Swiss Market, 7,362.194 for S&P/ASX
Pricing date:	April 20
Settlement date:	April 27
Agent:	J.P. Morgan Securities LLC
Fees:	5%
Cusip:	48133V7F1

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