JPMorgan plans to price digital notes on Russell 2000, Euro Stoxx 50

By Tali Rackner

Norfolk, Va., Sept. 9 – JPMorgan Chase Financial Co. LLC plans to price 0% digital notes due Oct. 18, 2017, linked to the Russell 2000 index and the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by JPMorgan Chase & Co.

A trigger event occurs if the closing level of either index on any day during the life of the notes closes below its 60% trigger value.

If a trigger event has not occurred, the payout will be par plus the contingent digital return of at least 7.25%. The exact digital return will be set at pricing.

If a trigger event has occurred and the final value of each index is positive, the payout will be par. If a trigger event has occurred and the final value of either index is negative, investors will be fully exposed to the losses of the lesser performing index.

J.P. Morgan Securities LLC is the agent.

The notes will price on Sept. 13 and settle on Sept. 16.

The Cusip number is 46646EYN6.

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