JPMorgan plans two-year contingent interest autocallables on indexes

By Susanna Moon

Chicago, Aug. 25 – JPMorgan Chase Financial Co. LLC plans to price autocallable contingent interest notes due Sept. 5, 2019 linked to the lesser performing of the S&P 500 index, the Russell 2000 index and the MSCI Emerging Markets index, according to a 424B2 filed with the Securities and Exchange Commission.

The notes will pay a contingent quarterly coupon at an annual rate of at least 8.1% if each index closes at or above its 75% downside threshold on the determination date for that quarter.

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

The payout will be par unless any index finishes below its 75% downside threshold, in which case investors will be fully exposed to any losses of the worst performing index.

The notes are guaranteed by JPMorgan Chase & Co.

J.P. Morgan Securities LLC is the agent.

The notes will price on Aug. 31.

The Cusip number is 46647MR47.

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