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Published on 9/21/2022 in the Prospect News Structured Products Daily.

New Issue: JPMorgan prices $1 million uncapped accelerated barrier notes linked to MSCI indexes

Chicago, Sept. 21 – JPMorgan Chase Financial Co. LLC priced $1 million of 0% uncapped accelerated barrier notes due Sept. 17, 2026 linked to the lesser performing of the MSCI EAFE index and MSCI Emerging Markets index, according to a 424B2 filing with the Securities and Exchange Commission.

If the worst performing index gains the payout at maturity will be par plus 248% of the return of the worst performing index. The payout will be par if the worst performing index declines but finishes above its 80% barrier. Investors will lose 1% for every 1% that the worst performing index declines if it closes below its barrier.

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:Uncapped accelerated barrier notes
Underlying indexes:MSCI EAFE index and MSCI Emerging Markets index
Amount:$1 million
Maturity:Sept. 17, 2026
Coupon:0%
Price:Par
Payout at maturity:If worst performing index gains par plus 248% of worst performing index return; par if worst performing index declines but finishes above its downside barrier; 1% loss for every 1% that worst performing index declines if it finishes below its downside barrier
Initial levels:1,838.44 for EAFE, 979.91 for EM
Upside leverage:248%
Cap:None
Barriers:1,470.752 for EAFE, 783.928 for EM, 80% of initial levels
Pricing date:Sept. 14
Settlement date:Sept. 19
Agent:J.P. Morgan Securities LLC
Fees:0.35%
Cusip:48133MYL8

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