New Issue: JPMorgan prices $6.82 million enhanced participation notes on index basket

By Wendy Van Sickle

Columbus, Ohio, Jan. 4 – JPMorgan Chase Financial Co. LLC priced $6.82 million of 0% enhanced participation notes due Jan. 14, 2020 linked to a basket of 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.

If the basket return is positive, the payout at maturity will be par plus 2.06 times the basket return. If the basket return is negative, investors will have one-to-one exposure to the decline.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Enhanced participation 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:	$6,824,000
Maturity:	Jan. 14, 2020
Coupon:	0%
Price:	Par of $1,000
Payout at maturity:	If basket return is positive, par plus 2.06 times basket return; one-to-one exposure to any basket decline
Initial levels:	3,278.72 for Euro Stoxx, 7,106.08 for FTSE, 1,536.80 for Topix, 8,256.61 for Swiss Market and 5,685.023 for S&P/ASX
Pricing date:	Dec. 28
Settlement date:	Jan. 5
Agent:	J.P. Morgan Securities LLC
Fees:	3.04%
Cusip:	46646QFS9

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