JPMorgan plans enhanced notes with cap, 5x leverage tied to indexes

By Susanna Moon

Chicago, March 24 – JPMorgan Chase Financial Co. LLC plans to price 0% capped buffered enhanced participation notes due April 4, 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 5 times any basket gain, up to a maximum payout of $1,318.50 to $1,374.50 per $1,000 of notes. The exact cap will be set at pricing.

Investors will be exposed to any losses.

The notes are guaranteed by JPMorgan Chase & Co.

J.P. Morgan Securities LLC is the agent.

The notes will price on April 3 and settle on April 10.

The Cusip number is 46646QNE1.

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