New Issue: JPMorgan prices $1.3 million autocallable contingent interest notes on S&P, two ETFs

New York, March 22 – JPMorgan Chase Financial Co. LLC priced $1.3 million of autocallable contingent interest notes due March 18, 2026 linked to the Financial Select Sector SPDR Fund, the S&P 500 index and the SPDR Dow Jones industrial average ETF Trust, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive a coupon of 10.5%, paid quarterly, if each underlier closes at or above its 65% coupon barrier on the related quarterly observation date.

The securities will be called automatically at par if each underlier closes at or above its initial level on any quarterly review date starting March 13, 2024.

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:	Financial Select Sector SPDR Fund, S&P 500 index and SPDR Dow Jones industrial average ETF Trust
Amount:	$1.3 million
Maturity:	March 18, 2026
Coupon:	10.5%, paid quarterly, if each underlier closes at or above its 65% coupon barrier on the related quarterly 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 each underlier closes at or above its initial level on any quarterly review date starting March 13, 2024
Initial levels:	$31.63 for Financial Select Sector SPDR Fund, 3,855.76 for S&P 500, $318.82 for SPDR Dow Jones industrial average
Trigger levels:	$18.978 for Financial Select Sector SPDR Fund, 2,313.456 for S&P 500, $191.292 for SPDR Dow Jones industrial average, 60% of initial level
Coupon barriers:	$20.5595 for Financial Select Sector SPDR Fund, 2,506.244 for S&P 500, $207.233 for SPDR Dow Jones industrial average, 65% of initial levels
Strike date:	March 13
Pricing date:	March 15
Settlement date:	March 20
Agent:	J.P. Morgan Securities LLC
Fees:	0.3%
Cusip:	48133VBD1

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