New Issue: JPMorgan sells $22.10 million enhanced participation notes on basket

By Marisa Wong

Morgantown, W.Va., Feb. 7 – JPMorgan Chase Financial Co. LLC priced $22,098,000 of 0% enhanced participation notes due Aug. 1, 2019 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by JPMorgan Chase & Co.

The basket consists of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

If the basket return is positive, the payout at maturity will be par plus 2.13 times the basket return. Investors will be fully exposed to any basket decline.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Enhanced participation notes
Underlying indexes:	Euro Stoxx 50 (37% weight), FTSE 100 (23% weight), Topix (23% weight), Swiss Market (9% weight) and S&P/ASX 200 (8% weight)
Amount:	$22,098,000
Maturity:	Aug. 1, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 2.13 times any basket gain; full exposure to losses
Initial levels:	3,606.75 for Euro Stoxx, 7,587.98 for FTSE, 1,858.13 for Topix, 9,433.34 for Swiss Market and 6,022.798 for S&P/ASX
Pricing date:	Jan. 30
Settlement date:	Feb. 6
Agent:	J.P. Morgan Securities LLC
Fees:	1.67%
Cusip:	48129HR25

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