New Issue: JPMorgan prices $659,000 14.8% autocallable contingent interest notes on indexes

Chicago, Oct. 13 – JPMorgan Chase Financial Co. LLC priced $659,000 of autocallable contingent interest notes due April 4, 2024 linked to the least performing of the Nasdaq-100 index, Russell 2000 index and S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive a coupon of 14.8%, 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 starting March 30, 2023 at par if the level of each underlying index is greater than or equal to its initial level and on any subsequent monthly review date.

At maturity the payout will be par if all of the indexes never close below the 65% trigger level during the life of the notes or the worst performing index ends above its initial level. Otherwise, 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:	$659,000
Maturity:	April 4, 2024
Coupon:	14.8% annual rate, 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 if all of the indexes never close below the trigger level during the life of the notes or the worst performing index ends above its initial level, otherwise investors will be fully exposed to the decline in the worst performing index
Call:	Automatically starting March 30, 2023 at par if the level of each underlying index is greater than or equal to its initial level and on any subsequent monthly review date
Initial levels:	10,971.22 for Nasdaq, 1,664.716 for Russell, 3,585.62 for S&P
Coupon barriers:	7,679.854 for Nasdaq, 1,165.3012 for Russell, 2,509.934 for S&P, 70% of initial levels
Trigger levels:	7,131.293 for Nasdaq, 1,082.0654 for Russell, 2,330.653 for S&P, 65% of initial levels
Pricing date:	Sept. 30, 2022
Settlement date:	Oct. 5, 2022
Agent:	J.P. Morgan Securities LLC
Fees:	0.71931%
Cusip:	48133NMY1

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