JPMorgan to sell capped buffered return notes linked to S&P 500, Russell, iShares EAFE

New York, March 14 – JPMorgan Chase Financial Co. LLC plans to price 0% capped buffered return enhanced notes due April 9, 2020 linked to a basket made up of the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

The S&P 500 will have a 70% weight and the Russell 2000 and the exchange-traded fund will each have a 15% weight.

If the basket finishes above its initial value, the payout at maturity will be par plus 1.5 times the gain, with the payout capped at par plus 15.75% to 17.75%. The exact cap will be set at pricing.

If the basket declines by up to 15%, the payout will be par. Investors will be exposed to any losses beyond 15%.

The agent is J.P. Morgan Securities LLC.

The notes are guaranteed by JPMorgan Chase & Co.

The notes will price on April 6 and settle on April 11.

The Cusip number is 48129MDV5.

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