New Issue: JPMorgan sells $127,000 capped enhanced participation notes on basket

By Sarah Lizee

Olympia, Wash., Feb. 11 – JPMorgan Chase Financial Co. LLC priced $127,000 of 0% capped enhanced participation notes due Feb. 3, 2021 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 36% weight, the Topix index with a 27% weight, the FTSE 100 index with a 20% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

The payout at maturity will be par plus 3.2 times any basket gain, up to a maximum settlement amount of $2,408 per $1,000 of notes.

Investors will be exposed to any losses.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Capped enhanced participation notes
Underlying indexes:	Euro Stoxx 50 (36% weight), Topix (27% weight), FTSE 100 (20% weight), Swiss Market (9% weight) and S&P/ASX 200 (8% weight)
Amount:	$127,000
Maturity:	Feb. 3, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 3.2 times any basket gain, capped at $2,408 per $1,000 of notes; 1% loss per 1% decline
Initial index levels:	3,150.76 for Euro Stoxx, 1,569.03 for Topix, 7,093.58 for FTSE, 9,035.90 for Swiss Market, 6,092.464 for S&P/ASX
Pricing date:	Feb. 7
Settlement date:	Feb. 14
Agent:	J.P. Morgan Securities LLC
Fees:	None
Cusip:	48130WYZ8

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