This is a 6 year autocall paying in Sterlings issued by JP Morgan Chase & Co. linked to the performance of EURO STOXX 50 Index and FTSE 100 Index between 06/10/2015 and 06/10/2021. Although the latest maturity date is 06/10/2021, the product will be monitored at annual periods. The product will mature early if at any annual date, from period 1, the worst performing underlying is at or above 100%, 100%, 100%, 95% and 90% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 10.3%, 20.6%, 30.9%, 41.2% and 51.5% (at the relevant date when the autocall is triggered). If the product runs to maturity, the product will repay the initial investment plus a coupon of 61.8% so long as the worst performing underlying is at or above 75%. If the European protection barrier of 60% has not been breached, the nominal value will be paid, otherwise the product will repay the initial investment less any negative worst performing underlying measured over the term of the product
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808 FTSE EuroStoxx Defensive Autocall 10.3
Key Investment Document (KID)
The product has matured at 6/12/2017. Investing in this product at issue price would have resulted in a total return of 20.13%
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