New Issue: JPMorgan prices $9.95 million return notes linked to weighted index basket

By William Gullotti

Buffalo, N.Y., Aug. 19 – JPMorgan Chase Financial Co. LLC priced $9.95 million of 0% return notes due Jan. 21, 2028 linked to a weighted basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index, the Stoxx Europe 600 index and the MSCI Emerging Markets index. The basket weights will be determined on the valuation date, June 15, 2026. The basket component with the best percentage change will have a weight of 90%, the next weighted at 10% and the least performing component weighted at 0%.

The payout at maturity will be par plus the basket return. Investors will be fully exposed to any basket decline.

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:	Return notes
Underlying indexes:	S&P 500 index, Stoxx Europe 600 index, MSCI Emerging Markets index; weights determined on the valuation date based upon percentage change, with the best change weighted at 90%, the next weighted at 10% and the least performing percentage change weighted at 0%
Amount:	$9,951,000
Maturity:	Jan. 21, 2028
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus basket return with full exposure to loss
Initial levels:	4,297.14 for S&P, 442.35 for Stoxx Europe, 1,015.0 for MSCI Emerging
Pricing date:	Aug. 15
Settlement date:	Aug. 18
Agent:	J.P. Morgan Securities LLC
Fees:	0.75%
Cusip:	48133L7J5

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