New Issue: JPMorgan prices $3.45 million capped enhanced participation notes tied to index basket

By Susanna Moon

Chicago, July 21 – JPMorgan Chase Financial Co. LLC priced $3.45 million of 0% capped enhanced participation notes due Aug. 23, 2017 linked to a basket of five indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by JPMorgan Chase & Co.

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 double any basket gain, up to a maximum settlement amount of $1,248 for each $1,000 principal amount of notes.

Investors will be exposed to any losses.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Capped enhanced participation notes
Underlying basket:	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
Amount:	$3,448,000
Maturity:	Aug. 23, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 2 times any basket gain, capped at 24.8%; exposure to any losses
Initial index levels:	2,931.10 for Euro Stoxx, 6,697.37 for FTSE, 1,331.39 for Topix, 8,111.48 for Swiss Market and 5,451.253 for S&P/ASX
Pricing date:	July 19
Settlement date:	July 26
Agent:	J.P. Morgan Securities LLC
Fees:	1.09%
Cusip:	46646ENW8

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