New Issue: JPMorgan prices $800,000 contingent buffered return enhanced notes tied to indexes

By Tali Rackner

Norfolk, Va., Oct. 12 – JPMorgan Chase Financial Co. LLC priced $800,000 of 0% contingent buffered return enhanced notes due Nov. 15, 2017 linked to the least performing of the S&P 500 index, 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.

The payout at maturity will be par plus 2.1 times any gain of the least performing index.

The payout will be par if any index declines by up to 20%. If any index declines by more than 20%, investors will be fully exposed to the decline of the least-performing index from its initial level.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Contingent buffered return enhanced notes
Underlying indexes:	S&P 500, Russell 2000 and Euro Stoxx 50
Amount:	$800,000
Maturity:	Nov. 15, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 2.1 times any index gain; par if any index falls by up to 20%; full exposure to any losses if any index falls more than 20%
Initial levels:	2,153.74 for S&P, 1,236.559 for Russell and 3,000.57 for Euro Stoxx
Final index levels:	Average of each index’s closing levels on five trading days ending Nov. 10, 2017
Contingent buffers:	20%
Pricing date:	Oct. 7
Settlement date:	Oct. 17
Agent:	J.P. Morgan Securities LLC
Fees:	1%
Cusip:	46646EU67

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