New Issue: JPMorgan prices $782,000 uncapped buffered notes linked to index basket

By Susanna Moon

Chicago, July 30 – JPMorgan Chase & Co. priced $782,000 of 0% uncapped buffered equity notes due Aug. 1, 2019 linked to a 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 37% weight, the FTSE 100 index with a 23% weight, the Topix index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

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

Investors will receive par if the basket falls by up to the 18.5% buffer and will lose 1% for every 1% decline beyond 18.5%.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase & Co.
Issue:	Uncapped buffered equity notes
Underlying indexes:	Euro Stoxx 50 (37% weight), FTSE 100 (23% weight), Topix (23% weight), Swiss Market (9% weight) and S&P/ASX 200 (8% weight)
Amount:	$782,000
Maturity:	Aug. 1, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus any basket gain; par if basket falls by up to 18.5%; exposure to losses beyond 18.5%
Initial levels:	3,554.11 for Euro Stoxx, 6,555.28 for FTSE, 1,629.46 for Topix, 9,275.72 for Swiss Market and 5,584.685 for S&P/ASX 200
Pricing date:	July 28
Settlement date:	July 31
Agent:	J.P. Morgan Securities LLC
Fees:	2.75%
Cusip:	48125UYC0

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