New Issue: JPMorgan prices $5.78 million contingent income autocallables linked to three indexes

New York, Dec. 8 – JPMorgan Chase & Co. priced $5.78 million of contingent income autocallable securities due Dec. 5, 2018 linked to the worst performing of the S&P 500 Equal Weight Energy index, the Euro Stoxx Banks index and the MSCI Emerging Markets index, according to a 424B2 filing with the Securities and Exchange Commission.

Each quarter, the notes will pay a contingent coupon at an annual rate of 11.35% if each index closes at or above its downside threshold level, 60% of its initial index level, on the determination date for that quarter.

The notes will be automatically called at par of $10 plus the contingent coupon if each index closes at or above its initial index level on any quarterly determination date other than the final one.

If each index finishes at or above its downside threshold level, the payout at maturity will be par plus the final contingent coupon, if applicable. If the final level of any index is less than its downside threshold level, investors will be fully exposed to the decline of the least-performing index.

J.P. Morgan Securities LLC is the agent. Distribution is through Morgan Stanley Wealth Management.

Issuer:	JPMorgan Chase & Co.
Issue:	Contingent income autocallable securities
Underlying indexes:	S&P 500 Equal Weight Energy index, Euro Stoxx Banks index, MSCI Emerging Markets index
Amount:	$5,775,700
Maturity:	Dec. 5, 2018
Coupon:	11.35% per year, payable quarterly if each index closes at or above its downside threshold level on determination date for that quarter
Price:	Par of $10
Payout at maturity:	If each index finishes at or above downside threshold level, par plus final contingent coupon, if any; if final level of any index is less than downside threshold level, full exposure to decline of lowest-performing index
Call:	Automatically at par plus contingent coupon if each index closes at or above initial level on any quarterly determination date other than final one
Initial index levels:	1,937.80 for S&P 500 Equal Weight Energy, 138.01 for Euro Stoxx Banks and 814.30 for MSCI Emerging Markets
Downside threshold:	1,162.68 for S&P 500 Equal Weight Energy, 82.806 for Euro Stoxx Banks and 488.58 for MSCI Emerging Markets; 60% of initial index levels
Pricing date:	Nov. 30
Settlement date:	Dec. 3
Agent:	J.P. Morgan Securities LLC
Distribution:	Morgan Stanley Wealth Management
Fees:	2.5%
Cusip:	48127Y185

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