New Issue: JPMorgan sells $500,000 review notes tied to three indexes

By Sarah Lizee

Olympia, Wash., Feb. 26 – JPMorgan Chase Financial Co. LLC priced $500,000 of 0% review notes due Feb. 24, 2026 linked to the lesser performing of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be called at par plus an annual call premium of 12.8% if each index closes at or above its applicable call level on any annual review date. The call level will be 100% of the initial level for each index.

If the notes are not called, the payout at maturity will be par unless any underlying index falls by more than 30%, in which case investors will be fully exposed to any losses 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:	Review notes
Underlying indexes:	S&P 500, Russell 2000 and Euro Stoxx 50 index
Amount:	$500,000
Maturity:	Feb. 24, 2026
Coupon:	0%
Price:	Par
Call:	At par plus 12.8% per year if each index closes at or above 100% of initial level on any annual review date
Payout at maturity:	If not called and each index finishes at or above trigger level, par; otherwise, 1% loss for each 1% decline of worst performing index
Initial levels:	3,386.15 for S&P, 1,692.573 for Russell and 3,865.18 for Stoxx
Trigger levels:	2,370.305 for S&P, 1,184.8011 for Russell and 2,705.626 for Stoxx, 70% of initial levels
Pricing date:	Feb. 19
Settlement date:	Feb. 24
Agent:	J.P. Morgan Securities LLC
Fees:	0.75%
Cusip:	48132H7C0

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