New Issue: JPMorgan sells $650,000 6.95% autocallable contingent interest notes on index, funds

Chicago, Nov. 7 – JPMorgan Chase Financial Co. LLC priced $650,000 of autocallable contingent interest notes due April 25, 2024 linked to the least performing of the Financial Select Sector SPDR Fund, the S&P 500 index and the Utilities Select Sector SPDR Fund, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive a coupon of 6.95%, paid monthly, if each underlier closes at or above its 70% coupon barrier on the related monthly observation date, plus any previously unpaid coupons.

The securities will be called automatically starting April 20, 2023 at par if the level of each underlying index is greater than or equal to 80% of its initial level and on any subsequent monthly review date.

At maturity the payout will be par unless the worst performing asset closes 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 Utilities Select Sector SPDR Fund
Amount:	$650,000
Maturity:	April 25, 2024
Coupon:	6.95% annual rate, paid monthly, if each underlier closes at or above its 70% coupon barrier on the related monthly observation date, plus any previously unpaid coupons
Price:	Par
Payout at maturity:	Par unless the worst performing asset closes below its trigger level in which case investors will be fully exposed to the decline in the worst performing asset
Call:	Automatically starting April 20, 2023 at par if the level of each underlying index is greater than or equal to 80% of its initial level and on any subsequent monthly review date
Initial levels:	$31.26 for Financial, 3,665.78 for S&P, $62.16 for Utilities
Coupon barriers:	$21.882 for Financial, 2,566.046 for S&P, $43.512 for Utilities, 70% of initial levels
Trigger levels:	$18.756 for Financial, 2,199.468 for S&P, $37.296 for Utilities, 60% of initial levels
Call threshold:	80% of initial levels
Pricing date:	Oct. 20, 2022
Settlement date:	Oct. 25, 2022
Agent:	J.P. Morgan Securities LLC
Fees:	2.225%
Cusip:	48133NH76

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