New Issue: JPMorgan prices $3 million enhanced participation notes on index basket

By Susanna Moon

Chicago, May 24 – JPMorgan Chase Financial Co. LLC priced $3 million of 0% enhanced participation notes due May 20, 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.

The payout at maturity will be par plus 2.6 times any basket gain.

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:	Enhanced participation basket-linked 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:	$3 million
Maturity:	May 20, 2020
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 2.6 times any basket gain; 1% loss per 1% decline
Initial index levels:	3,592.18 for Stoxx, 7,787.97 for FTSE, 1,808.37 for Topix, 8,988.33 for Swiss Market, 6,094.257 for S&P/ASX
Pricing date:	May 17
Settlement date:	May 24
Agent:	J.P. Morgan Securities LLC
Fees:	2%
Cusip:	48129MTT3

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