New Issue: JPMorgan prices $732,000 buffered return enhanced notes linked to EAFE ETF, S&P, Russell

By Angela McDaniels

Tacoma, Wash., Nov. 21 – JPMorgan Chase Financial Co. LLC priced $732,000 of 0% capped buffered return enhanced notes due Nov. 23, 2018 linked to a basket consisting of the S&P 500 index with a 70% weight, the Russell 2000 index with a 15% weight and the iShares MSCI EAFE exchange-traded fund with a 15% weight, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by JPMorgan Chase & Co.

If the basket return is positive, the payout at maturity will be par plus two times the basket return, subject to a maximum return of 18.25%. Investors will receive par if the basket declines by 12% or less and will lose 1% for every 1% that the basket may decline beyond 12%.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Capped buffered return enhanced notes
Underlying basket:	S&P 500 index (70% weight), Russell 2000 index (15% weight) and iShares MSCI EAFE ETF (15% weight)
Amount:	$732,000
Maturity:	Nov. 23, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus two times basket return, subject to 18.25% maximum return; par if basket declines by 12% or less; 1% loss for every 1% that basket may decline beyond 12%
Initial levels:	2,187.12 for S&P 500, 1,309.484 for Russell 2000 and $56.82 for iShares MSCI EAFE
Pricing date:	Nov. 17
Settlement date:	Nov. 22
Agent:	J.P. Morgan Securities LLC
Fees:	0.5%
Cusip:	46646E3E0

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