New Issue: JPMorgan prices $1.43 million buffered return enhanced notes on indexes

By Susanna Moon

Chicago, Feb. 10 – JPMorgan Chase & Co. priced $1.43 million of 0% uncapped buffered return enhanced notes due Feb. 13, 2019 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Dow Jones industrial average, according to a 424B2 filing with the Securities and Exchange.

If each index finishes at or above its initial level, the payout at maturity will be par plus 1.335 times the gain of the worst performing index.

Investors will receive par if any index falls but by no more than 35% and will be exposed to any losses of the worst performing index beyond 35%.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase & Co.
Issue:	Uncapped buffered return enhanced notes
Underlying indexes:	S&P 500 index, the Russell 2000 index and the Dow Jones industrial average
Amount:	$1,434,000
Maturity:	Feb. 13, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	If each index gains, par plus 1.335 times return of worse performing index; par if each index falls by up to 35%; 1.538462% loss per 1% decline of worst performing index beyond 35%
Initial levels:	1,853.44 for S&P, 969.338 for Russell and 16,027.05 for Dow
Pricing date:	Feb. 8
Settlement date:	Feb. 11
Agent:	J.P. Morgan Securities LLC
Fees:	0.4%
Cusip:	48128GMQ0

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