New Issue: JPMorgan prices $3.76 million autocallable contingent interest notes on index, ETFs

New York, Sept. 28 – JPMorgan Chase Financial Co. LLC priced $3.76 million of autocallable contingent interest notes due March 26, 2024 linked to the S&P 500 index, the Financial Select Sector SPDR Fund and the Utilities Select Sector SPDR Fund, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive a coupon of 5.85%, paid monthly, if each underlier closes at or above its 70% coupon barrier on the related monthly observation date.

The securities will be called automatically at par if the closing level of each underlying asset is greater than or equal to 85% of its initial level on any monthly review date starting March 21, 2023.

At maturity, the payout will be par unless the worst performing asset finishes below its 60% trigger level, in which case investors will be fully exposed to the decline of the worst performing asset.

The notes are guaranteed by JPMorgan Chase & Co.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Autocallable contingent interest notes
Underlying assets:	S&P 500 index, Financial Select Sector SPDR Fund and Utilities Select Sector SPDR Fund
Amount:	$3,755,000
Maturity:	March 26, 2024
Coupon:	5.85%, paid monthly, if each underlier closes at or above its 70% coupon barrier on the related monthly observation date
Price:	Par
Payout at maturity:	Par unless the worst performing asset finishes below its trigger level, in which case investors will be fully exposed to the decline in the worst performing asset
Call:	Automatically at par if the closing level of each underlying asset is greater than or equal to 85% of its initial level on any monthly review date starting March 21, 2023
Initial levels:	$32.09 for Financial Select Sector SPDR Fund, $72.86 for Utilities Select Sector SPDR Fund
Trigger levels:	$19.254 for Financial Select Sector SPDR Fund, $43.716 for Utilities Select Sector SPDR Fund, 60% of initial level
Coupon barriers:	$22.463 for Financial Select Sector SPDR Fund, $51.002 for Utilities Select Sector SPDR Fund, 70% of initial levels
Call threshold:	85% of initial levels
Pricing date:	Sept. 21
Settlement date:	Sept. 26
Agent:	J.P. Morgan Securities LLC
Fees:	2.225%
Cusip:	48133MZT0

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