JPMorgan intends to offer buffered digital notes tied to Russell, S&P

By Devika Patel

Knoxville, Tenn., March 15 – JPMorgan Chase Financial Co. LLC plans to price 0% buffered digital notes due March 29, 2019 linked to the worst performing of the Russell 2000 index and the S&P 500 index, according to a 424B2 filed with the Securities and Exchange Commission.

If the index return of the worst performing index is positive, the payout at maturity will be par plus the contingent digital return of 30.55%.

If the index return of the worst performing index declines by up to 10%, the payout at maturity will be par.

Investors will lose 1% for every 1% that the worst performing index declines beyond 10%.

J.P. Morgan Securities LLC is the agent.

The notes (Cusip: 46646QR56) will price on March 28 and settle on March 31.

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