JPMorgan issues fully guaranteed notes linked to S&P 500 futures index
A JPMorgan pricing supplement sets terms for notes based on the S&P 500 Futures Excess Return Index, including how payments depend on JPMorgan Financial’s credit risk while the notes are fully and unconditionally guaranteed by JPMorgan Chase & Co. It also describes risk factors, the role of J.P. Morgan Securities LLC as selling agent, and features aimed at early exit prior to maturity.