J.P. Morgan Cushing 30 MLP Index

The J.P. Morgan Cushing® 30 MLP Index ETNs (the "ETNs") are exchange-traded notes that offer investors exposure to the performance of the Cushing® 30 MLP Index (the "Index").  The Index tracks 30 U.S.-based companies that are engaged in, or that hold an entity that is engaged in, the midstream activities of transportation, storage, processing or production of energy commodities.  The Index components are equally weighted in connection with each quarterly rebalance of the Index.  The ETNs may pay a variable quarterly coupon that is based on the cash distributions of the Index components, less accrued investor fees1, and provide one-for-one exposure to the performance of the VWAP level of the Index, less accrued investor fees in certain circumstances.2  The investor fee accrues on a daily basis at a rate of 0.95% per annum.  The ETN coupons are reported as ordinary income on Form 1099.  The ETNs are listed for trading on NYSE Arca under the ticker "PPLN".  The ETNs offer a weekly repurchase right to investors3 and are callable, in whole or in part, on or after December 15, 2017 by the Issuer in its sole discretion.  The ETNs are unsecured and unsubordinated obligations of JPMorgan Chase Financial Company LLC (the "Issuer") and are fully and unconditionally guaranteed by JPMorgan Chase & Co.