JPMorgan plans autocallable contingent interest notes on three funds

By Susanna Moon

Chicago, Nov. 17 – JPMorgan Chase & Co. plans to price autocallable contingent interest notes due Nov. 27, 2017 linked to the lesser performing of the iShares MSCI EAFE exchange-traded fund, the iShares MSCI Emerging Markets ETF and the Euro Stoxx 50 ETF, according to a 424B2 filing with the Securities and Exchange Commission.

If each underlying component closes at or above the 70% barrier level on a monthly review date, the notes will pay a contingent monthly coupon at an annual rate of at least 5.75% for that month.

If each component closes at or above its initial level on any review date other than the final review date, the notes will be called at par plus the coupon.

If the notes are not called and each component finishes at or above the 70% trigger level, the payout at maturity will be par plus the contingent coupon.

Otherwise, investors will be fully exposed to any losses of the worse performing component.

J.P. Morgan Securities LLC is the agent.

The notes will price on Nov. 21 and settle on Nov. 26.

The Cusip number is 48127DW46.

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