JPMorgan plans contingent interest autocallables on three indexes

By Susanna Moon

Chicago, Sept. 26 – JPMorgan Chase Financial Co. LLC plans to price autocallable contingent interest notes due Oct. 5, 2020 linked to the lesser performing of the S&P 500 index, the Euro Stoxx 50 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be guaranteed by JPMorgan Chase & Co.

The notes will pay a contingent quarterly coupon at an annual rate of 7.5% to 9.5% if each index closes at or above its 67.5% coupon barrier 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 67.5% trigger level, in which case investors will be fully exposed to any losses of the worst performing index.

J.P. Morgan Securities LLC is the agent.

The notes will price on Sept. 29 and settle on Oct. 4.

The Cusip number is 46647M4M2.

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