New Issue: JPMorgan prices $1 million digital contingent buffered notes on indexes

By Sarah Lizee

Olympia, Wash., June 21 – JPMorgan Chase Financial Co. LLC priced $1 million of 0% digital contingent buffered notes due June 17, 2020 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

If each index finishes at or above its initial level or falls by up to 30%, the payout will be par plus 6.9%.

Otherwise, investors will lose 1% decline for every 1% decline of the least performing index from its initial level.

The notes are guaranteed by JPMorgan Chase & Co.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Digital contingent buffered notes
Underlying indexes:	S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index
Amount:	$1 million
Maturity:	June 17, 2020
Coupon:	0%
Price:	Par
Payout at maturity:	If each index finishes at or above its initial level or falls by up to 30%, par plus 6.9%; otherwise, investors will lose 1% decline for every 1% decline of the least performing index from its initial level
Initial levels:	2,752.06 for S&P, 1,465.487 for Russell and 3,280.43 for Stoxx
Pricing date:	May 31
Settlement date:	June 5
Agent:	J.P. Morgan Securities LLC
Fees:	1%
Cusip:	48132CSC8

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