JPMorgan plans contingent interest autocallables linked to two indexes

By Susanna Moon

Chicago, March 28 – JPMorgan Chase Financial Co. LLC plans to price 0% autocallable contingent interest notes due July 10, 2018 linked to the lesser performing of the Euro Stoxx 50 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 annualized rate of at least 8.25% if each index closes at or above its coupon barrier, 70% of its initial level, on the valuation 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 interest payment date other than the first and final dates.

The payout at maturity will be par plus the contingent coupon unless either index finishes below its initial level and either index 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 April 4 and settle on April 7.

The Cusip number is 46646QZ57.

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