JPMorgan plans contingent interest autocallables linked to two indexes

By Susanna Moon

Chicago, Oct. 2 – JPMorgan Chase Financial Co. LLC plans to price autocallable contingent interest notes due April 30, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by JPMorgan Chase & Co.

The notes will pay a contingent quarterly coupon at an annual rate of 5.5% to 7.5% if each index closes at or above its 70% coupon barrier on the review date for that quarter.

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

The payout at maturity will be par unless either index finishes below initial level and ever closes below its 70% trigger level during the life of the notes, in which case investors will be fully exposed to any losses of the worse performing index.

J.P. Morgan Securities LLC is the agent.

The notes will price on Oct. 26 and settle on Oct. 31.

The Cusip number is 48129HBM8.

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