JPMorgan plans capped buffered enhanced participation notes on five indexes due 2019

By Lisa Mayntz

Chicago, Feb. 24 – JPMorgan Chase Financial Co. LLC plans to price capped buffered enhanced participation basket-linked notes due March 7, 2019 according to a 424B2 filing with the Securities and Exchange Commission.

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.

The notes will be guaranteed by JPMorgan Chase & Co.

The payout at maturity will be par plus 1.5 times any basket gain, up to a maximum settlement amount of between $1,324.15 and $1,381.15 per $1,000 principal amount of notes.

Investors will receive par if the basket falls by up to 10% and will lose 1.1111% for each 1% decline beyond 10%.

J.P. Morgan Securities LLC is the agent.

The notes will price on March 2 and settle on March 9.

The Cusip number is 46646QLD5.

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