JPMorgan plans enhanced participation notes linked to five indexes

By Angela McDaniels

Tacoma, Wash., Aug. 9 – JPMorgan Chase Financial Co. LLC plans to price 0% enhanced participation notes due Aug. 15, 2019 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be guaranteed by JPMorgan Chase & Co.

The basket consists of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

If the basket return is positive, the payout at maturity will be par plus 1.9 times to two times the basket return. The exact upside participation rate will be set at pricing. If the basket return is negative, investors will have one-to-one exposure to the decline.

J.P. Morgan Securities LLC is the agent.

The notes are expected to price Aug. 12.

The Cusip number is 46646ETS1.

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