JPMorgan plans contingent coupon callable notes linked to indexes

By Susanna Moon

Chicago, May 6 – JPMorgan Chase Financial Co. LLC plans to price contingent callable yield notes due May 31, 2018 linked to the least performing of the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by JPMorgan Chase & Co.

The notes will pay a contingent monthly coupon at an annual rate of 10.2% if each component closes above its 70% barrier level on a review date for that month. The exact rate will be set at pricing.

The notes are callable at par on any interest payment date other than the final date.

The payout at maturity will be par plus the final coupon unless any component closes below its barrier level, in which case investors will be fully exposed to any losses of the worst performing component.

J.P. Morgan Securities LLC is the agent.

The notes will price on May 25 and settle on May 31.

The Cusip number is 46646ECF7.

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