JPMorgan plans to price digital notes linked to Euro Stoxx 50

By Toni Weeks

San Luis Obispo, Calif., Dec. 16 – JPMorgan Chase & Co. plans to price 0% digital notes due July 31, 2018 linked to the Euro Stoxx 50 index, according to an FWP filing with the Securities and Exchange Commission.

If the final level is greater than or equal to the initial level, the payout at maturity will be par plus a digital return of at least 27%.

Investors will receive par if the index declines by up to 20% and will lose 1% for every 1% decline beyond the 20% buffer.

The exact terms will be set at pricing.

The notes (Cusip: 48127D3V8) will price Jan. 27 and settle Jan. 30.

J.P. Morgan Securities LLC will act as agent.

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