New Issue: JPMorgan sells $243,000 digital notes tied to Euro Stoxx, Russell

By Wendy Van Sickle

Columbus, Ohio, March 8 – JPMorgan Chase Financial Co. LLC priced $243,000 of 0% digital notes due April 2, 2019 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by JPMorgan Chase & Co.

If each index closes at or above its 70% trigger level on each day during the life of the notes, the payout at maturity will be par plus the fixed return of 7.5%.

If either index ever breaches the 70% trigger but each index finishes at or above its initial level, the payout will be par.

Otherwise, investors will lose 1% for each 1% decline of the worse performing index.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Digital notes
Underlying indexes:	Euro Stoxx 50 and Russell 2000
Amount:	$243,000
Maturity:	April 2, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	If each index never closes below 70% trigger, par plus 7.5%; if either index ever dips below trigger but each index finishes at or above its initial level, par; otherwise, 1% loss per 1% drop of worse performing index
Initial levels:	1,512.446 for Russell and 3,483.96 for Euro Stoxx
Trigger levels:	1,058.7122 for Russell and 2,407.272 for Euro Stoxx; 70% of initial levels
Pricing date:	Feb. 28
Settlement date:	March 5
Agent:	J.P. Morgan Securities LLC
Fees:	0.32716%
Cusip:	48129H2Q9

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