New Issue: JPMorgan prices $45.67 million digital equity notes linked to index basket

Chicago, Sept. 19 – JPMorgan Chase Financial Co. LLC priced $45.67 million of 0% digital equity notes due Sept. 19, 2024 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by JPMorgan Chase & Co.

The basket consists of the Euro Stoxx 50 index with a 36% weight, the Topix index with a 26% weight, the FTSE 100 index with a 17% weight, the Swiss Market index with a 12% weight and the S&P/ASX 200 index with an 9% weight.

If the basket return is flat or positive, the payout at maturity will be the greater of par plus 30% or the basket return.

Otherwise, investors will lose 1 % for every 1% decline of the basket from its initial level.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Digital equity notes
Underlying basket:	Euro Stoxx 50 (36% weight), Topix (26% weight), FTSE 100 (17% weight), Swiss Market (12% weight) and S&P/ASX 200 (9% weight)
Amount:	$45,672,000
Maturity:	Sept. 19, 2024
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is flat or positive, greater of par plus 30% and basket return; 1% loss for every 1% decline of the basket from initial level
Initial levels:	3,512.38 for Stoxx, 1,957.62 for Topix, 7,262.06 for FTSE, 10,790.32 for Swiss Market, 6,848.66 for S&P/ASX
Strike date:	Sept. 8
Pricing date:	Sept. 9
Settlement date:	Sept. 16
Agent:	J.P. Morgan Securities LLC
Fees:	1.76%
Cusip:	48133MU99

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