New Issue: JPMorgan sells $9.78 million capped enhanced participation notes on index basket

By Wendy Van Sickle

Columbus, Ohio, Nov. 3 – JPMorgan Chase Financial Co. LLC priced $9.78 million of 0% capped enhanced participation notes due Oct. 30, 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 29% weight, the FTSE 100 index with a 16% weight, the Swiss Market index with an 11% weight and the S&P/ASX 200 index with an 8% weight.

The payout at maturity will be par plus 200% of any basket gain, subject to a maximum payout of par plus 86%.

Investors will be exposed to any losses.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Capped enhanced participation notes
Underlying indexes:	Euro Stoxx 50 (36% weight), Topix (29% weight), FTSE 100 (16% weight), Swiss Market (11% weight) and S&P/ASX 200 (8% weight)
Amount:	$9,777,000
Maturity:	Oct. 30, 2024
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 200% of any basket gain, capped at $1,860 per $1,000 principal amount; 1% loss per 1% decline
Initial index levels:	3,604.51 for Stoxx, 1,905.56 for Topix, 7,073.69 for FTSE, 10,706.62 for Swiss Market, 6,845.133 for S&P/ASX
Pricing date:	Oct. 27
Settlement date:	Nov. 3
Agent:	J.P. Morgan Securities LLC
Fees:	2%
Cusip:	48133NL89

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