New Issue: JPMorgan sells $5.59 million capped buffered enhanced notes linked to MSCI EAFE

By Marisa Wong

Morgantown, W.Va., June 3 – JPMorgan Chase Financial Co. LLC priced $5.59 million of 0% capped buffered enhanced participation equity notes due May 12, 2021 linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by JPMorgan Chase & Co.

If the index return is positive, the payout at maturity will be par plus 1.7 times the index return, subject to a maximum settlement amount of $1,266.39 per $1,000 of notes. Investors will receive par if the index declines by 15% or less and will lose 1.1765% for every 1% that it declines beyond 15%.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Capped buffered enhanced participation equity notes
Underlying index:	MSCI EAFE
Amount:	$5,591,000
Maturity:	May 12, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	If index return is positive, par plus 1.7 times the index return, capped at $1,266.39 per $1,000 of notes; par if the index declines by 15% or less; 1.1765% loss for every 1% that it declines beyond 15%
Initial level:	1,860.04
Pricing date:	May 9
Settlement date:	May 16
Agent:	J.P. Morgan Securities LLC
Fees:	None
Cusip:	48132CJX2

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