New Issue: JPMorgan prices $1.8 million market-linked notes due 2021 tied to index basket

By Wendy Van Sickle

Columbus, Ohio, Dec. 3 – JPMorgan Chase Financial Co. LLC priced $1.8 million 0% market-linked notes due Nov. 30, 2021 tied 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 40% weight, the FTSE 100 index with a 20% weight, the Nikkei 225 index with a 20% weight, the Swiss Market index with a 7.5% weight, the S&P/ASX 200 index with a 7.5% weight and the Hang Seng index with a 5% weight.

The payout at maturity will be par plus 154% of any basket gain.

If the basket falls, the payout will be par.

The notes are guaranteed by JPMorgan Chase & Co.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Market-linked notes
Underlying basket:	Euro Stoxx 50 index (40% weight), FTSE 100 index (20% weight), Nikkei 225 index (20% weight), Swiss Market index (7.5% weight), S&P/ASX 200 index (7.5% weight) and Hang Seng index (5% weight)
Amount:	$1,802,000
Maturity:	Nov. 30, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 154% of any basket gain; par if basket finishes flat or falls
Initial levels:	3,168.29 for Euro Stoxx, 7,004.52 for FTSE, 22,177.02 for Nikkei, 8,894.58 for Swiss Market, 5,725.078 for S&P/ASX and 26,682.56 for Hang Seng
Pricing date:	Nov. 28
Settlement date:	Nov. 30
Underwriter:	J.P. Morgan Securities LLC
Fees:	0%
Cusip:	48130WCF6

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