New Issue: JPMorgan sells $2.52 million uncapped dual directional accelerated barriers on indexes

New York, March 23 – JPMorgan Chase Financial Co. LLC priced $2.52 million of 0% uncapped dual directional accelerated barrier notes due Feb. 1, 2024 linked to the lesser performing of the Nasdaq-100 index and the Russell 2000 index, according to a 424B2 filed with the Securities and Exchange Commission.

The notes are guaranteed by JPMorgan Chase & Co.

The payout at maturity will be par plus 1.05 times the gain of the worst performer if both indexes finish positive.

If the worst performing index falls but not beyond the 70% barrier level, the payout will be par plus the absolute value of the index return for that index.

Otherwise, investors will lose 1% for each 1% decline of the worst performing index from its initial level.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Uncapped dual directional accelerated barrier notes
Underlying indexes:	Nasdaq-100 and Russell 2000
Amount:	$2,523,000
Maturity:	Feb. 1, 2024
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.05 times index gain of worst performer if all indexes finish positive; if worst performing index falls but is above barrier level, par plus the absolute value of return of that index; otherwise, 1% loss for each 1% decline below initial level of worst performer
Initial index levels:	12,925.38 for Nasdaq, 2,073.641 for Russell
Barrier levels:	9,047.766 for Nasdaq, 1,451.5487 for Russell, 70% of initial levels
Pricing date:	Jan. 29
Settlement date:	Feb. 3
Agent:	J.P. Morgan Securities LLC
Fees:	0.43046%
Cusip:	48132RDH0

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