Apr 16, 2020 Motherboards by admin

The following graphs set forth the historical performance of each Index based on the weekly historical closing levels from January 4, through July 6, With respect to each Index, Pricing supplement to product supplement no. Accordingly, the estimated value of the notes is determined when the terms of the notes are set based on market conditions and other relevant factors and assumptions existing at that time. The value of the derivative or derivatives underlying the economic terms of the notes is derived from internal pricing models of our affiliates.

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Third through Thirty-Ninth Review Dates. With respect to each Index. You should consult your tax adviser regarding the U. It also asks for comments on a number of related topics, including the character of income or loss with respect to these instruments and the relevance of factors such as the nature of the underlying property to which the instruments are linked.

The notice focuses in particular on whether to require investors in these instruments to accrue income 1q the term of their investment. Even in cases where the notes are called before maturity, you are not entitled to any fees and commissions described on the front cover of this pricing supplement.

Small capitalization companies are less likely to pay dividends on their stocks, and the presence of a dividend payment could be a factor that limits downward stock price pressure under adverse market conditions. A portion of the profits, if any, realized in hedging our rvf1 under the notes may be allowed to other affiliated or unaffiliated dealers, and we or one or more of our affiliates will retain any remaining hedging profits.


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Secondary Market Prices of the Notes. The original issue price of the notes exceeds the estimated value of the notes because costs associated with selling, structuring and hedging the notes are included in the original issue price of the notes.

Holders with respect rv1c certain financial instruments linked to U.

This price may be different higher or lower than the price of the notes, if any, at which JPMS may be willing to purchase your notes in the secondary market. Validity of the Notes and the Guarantee.

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Any sale by you prior to the Maturity Date could result in a substantial loss to you. Different pricing models and assumptions could provide valuations for the notes that are greater than or less than the estimated value of the notes.

Accordingly, you should be able and willing to hold your notes to maturity.

Supplemental Use of Proceeds. The following graphs set forth the historical performance of each Index based on the weekly historical closing levels from January 4, through July 6, In addition, we generally expect that some of the costs included in the original issue price of the notes will be partially paid back to you in connection with any repurchases of your notes by JPMS in an amount that will decline to zero over an initial predetermined period.

As a result, we are dependent upon payments from our affiliates to meet our obligations under the notes. Least Performing Index Return: Less than Interest Barrier.

Additional Terms Specific to the Notes. However, under a IRS notice, this regime will not apply to payments of gross proceeds other than any amount treated as FDAP Income with respect to dispositions occurring before January 1, Additionally, a recent IRS notice excludes from the scope of Section m instruments issued prior to January 1, that do not have a delta of one with respect to underlying securities that could pay U. The use r1f an rvv1f funding rate and any potential changes to that rate may have an adverse effect on the terms of the notes and any secondary market prices of the notes.


Any representation to the contrary is a criminal offense. If the notes are automatically called on any Review Date other than the first, second, third and final Review Datesthe first Interest Payment Date immediately following that Review Date.

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No further payments will be made on the notes. You may not be able to sell your notes. In addition, the hypothetical payments set forth below assume the following: In addition, market conditions and other relevant factors in the future may change, and any assumptions may prove to be incorrect. The length of any such initial period reflects the structure of the notes, whether our affiliates expect to earn a profit in connection with our hedging activities, the estimated costs of hedging the notes and when these costs are incurred, as determined by our affiliates.

You will not participate in any appreciation of any Index. Investors in the notes should be willing to accept the risk of losing some or all of their principal and the risk that no Contingent Interest Payment may be made with respect to some or all 188 Dates.