JPMorgan plans contingent coupon autocallables linked to three indexes

By Angela McDaniels

Tacoma, Wash., June 7 – JPMorgan Chase Financial Co. LLC plans to price contingent coupon autocallable yield notes due June 14, 2018 linked to the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by JPMorgan Chase & Co.

Each quarter, the notes will pay a contingent coupon at an annual rate of 9.15% if each index closes at or above its trigger value, 70% of its initial level, on the observation date for that quarter.

The notes will be called at par if each index closes at or above its initial level on any quarterly observation date other than the final one.

If the notes are not called, the payout at maturity will be par unless any index finishes below its trigger value, in which case investors will be fully exposed to the decline of the least-performing index.

J.P. Morgan Securities LLC is the agent.

The notes will price June 10.

The Cusip number is 46646EGL0.

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