New Issue: JPMorgan sells $1.61 million uncapped accelerated barrier notes on index basket

By William Gullotti

Buffalo, N.Y., April 19 – JPMorgan Chase Financial Co. LLC priced $1.61 million of 0% uncapped accelerated barrier notes due April 19, 2027 linked to an equally-weighted basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index, the S&P 500 index and the MSCI Emerging Markets index.

The notes are guaranteed by JPMorgan Chase & Co.

If the basket finishes at or above its initial level, the payout at maturity will be par plus 1.6 times the return.

If the basket declines but finishes at or above the 70% barrier level, the payout will be par.

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

The agent is J.P. Morgan Securities LLC.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Uncapped accelerated barrier notes
Underlying basket:	Euro Stoxx 50 index, S&P 500 index, MSCI Emerging Markets index; equal weights
Amount:	$1,605,000
Maturity:	April 19, 2027
Coupon:	0%
Price:	Par
Payout at maturity:	If the basket finishes at or above its initial level, par plus 1.6 times the return of the basket; if the basket declines no farther than the barrier level, par; otherwise, investors will be fully exposed to the decline of the basket from its initial level
Initial index levels:	3,848.68 for Stoxx, 4,392.59 for S&P, 1,117.36 for MSCI
Barrier level:	70% of initial level
Pricing date:	April 14
Settlement date:	April 20
Agent:	J.P. Morgan Securities LLC
Fees:	0.3%
Cusip:	48133FNH4

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