New Issue: JPMorgan prices $840,000 digital barrier notes linked to indexes

By Wendy Van Sickle

Columbus, Ohio, Aug. 31 – JPMorgan Chase Financial Co. LLC priced $840,000 of 0% digital barrier notes due June 27, 2022 linked to the least performing of the S&P 500 index, the Nasdaq-100 index and the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the least performing index finishes at or above its 70% of its initial level, the payout at maturity will be par plus the digital upside return of 5%.

Otherwise, investors will be fully exposed to the decline of the least performing index from its initial level.

The agent is J.P. Morgan Securities LLC.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Digital barrier notes
Underlying indexes:	S&P 500 index, Nasdaq-100 index and Euro Stoxx 50 index
Amount:	$840,000
Maturity:	June 27, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If the least performing index finishes at or above its 70% of its initial level, par plus 5%; otherwise, full exposure to the decline of the lesser performing index from its initial level
Initial levels:	4,224.79 for S&P, 4,112.33 for Stoxx, 14,137.23 for Nasdaq
Barrier levels:	2,957.353 for S&P, 2,878.631 for Stoxx, 9,896.061 for Nasdaq, 70% of initial levels
Pricing date:	June 21
Settlement date:	June 24
Agent:	J.P. Morgan Securities LLC
Fees:	0.71384%
Cusip:	48132UQE6

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