JPMorgan plans uncapped dual directional buffered notes linked to S&P 500, iShares EAFE

New York, June 26 – JPMorgan Chase Financial Co. LLC plans to sell 0% uncapped dual directional buffered equity notes due July 28, 2020 linked to the lesser performing of the S&P 500 index and the iShares MSCI EAFE exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be guaranteed by JPMorgan Chase & Co.

The payout at maturity will be par plus at least 1 times any gain of the lesser performing asset. The exact upside leverage factor will be set at pricing.

If either asset falls but the lesser performer declines by no more than the 15% buffer amount then the payout at maturity will be par plus the absolute value of the return of the lesser performing asset.

If the lesser performing asset declines by more than 15% the payout will be par less the loss of that asset beyond 15%.

J.P. Morgan Securities LLC is the agent.

The notes will price on July 23 and settle on July 28.

The Cusip is 48129M4T0.

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