New Issue: JPMorgan prices $1.96 million autocallable contingent interest notes on three indexes

New York, Dec. 9 – JPMorgan Chase Financial Co. LLC priced $1.96 million of autocallable contingent interest notes due April 18, 2024 linked to the Nasdaq-100 index, the Russell 2000 index and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive a coupon of 8%, paid monthly, if each underlying index closes at or above its 70% coupon barrier on the related monthly observation date.

The securities will be called automatically at par if the closing level of each underlying index is greater than or equal to its initial level on any monthly review date starting Jan. 17, 2023.

At maturity, the payout will be par unless the worst performing index finishes below its 55% trigger level, in which case investors will be fully exposed to the decline of the worst performing index.

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 indexes:	Nasdaq-100 index, Russell 2000 index and S&P 500 index
Amount:	$1,964,000
Maturity:	April 18, 2024
Coupon:	8%, paid monthly, if each underlying index closes at or above its 70% coupon barrier on the related monthly observation date
Price:	Par
Payout at maturity:	Par unless the worst performing index finishes below its trigger level, in which case investors will be fully exposed to the decline in the worst performing index
Call:	Automatically at par if the closing level of each underlying index is greater than or equal to its initial level on any monthly review date starting Jan. 17, 2023
Initial levels:	10,692.06 for Nasdaq-100, 1,682.403 for Russell 2000, 3,583.07 for S&P 500
Trigger levels:	5,880.633 for Nasdaq-100, 925.32165 for Russell 2000, 1,970.6885 for S&P 500, 55% of initial level
Coupon barriers:	7,484.442 for Nasdaq-100, 1,177.6821 for Russell 2000, 2,508.149 for S&P 500, 70% of initial levels
Pricing date:	Oct. 14
Settlement date:	Oct. 19
Agent:	J.P. Morgan Securities LLC
Fees:	1.9888%
Cusip:	48133NWZ7

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