New Issue: JPMorgan sells $1.5 million contingent interest autocalls on MSCI EM, Russell, Stoxx

Chicago, March 30 – JPMorgan Chase Financial Co. LLC priced $1.5 million of autocallable contingent interest notes due Sept. 15, 2022 tied to the least performing of the Russell 2000 index, the Euro Stoxx 50 index and the MSCI Emerging Markets index, according to a 424B2 filing with the Securities and Exchange Commission.

Each month, the notes will pay a contingent coupon at the rate of 12.25% per year if each index closes at or above its interest barrier level, 60% of its initial level, on the review date for that period.

The notes will be automatically called at par plus the contingent coupon if each index closes at or above its initial level on any monthly review date other than the final review date.

If the notes have not been called, the payout at maturity will be par unless any index finishes below its 60% trigger level, in which case investors will lose 1% for every 1% that the least-performing index finishes below its initial level.

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:	Russell 2000 index, Euro Stoxx 50 index and MSCI Emerging Markets index
Amount:	$1,500,000
Maturity:	Sept. 15, 2022
Coupon:	12.25% per year, payable monthly if each index closes at or above interest barrier level on review date for that period
Price:	Par
Payout at maturity:	Par unless any index finishes below trigger level, in which case investors will lose 1% for every 1% that the least-performing index finishes below its initial level
Call:	Automatically at par plus contingent coupon if each index closes at or above initial level on any monthly review date other than the final review date
Initial levels:	1,122.930 for Russell, 2,545.23 for Stoxx and 883.13 for MSCI EM
Interest barriers:	673.758 for Russell, 1,527.138 for Stoxx and 529.878 for MSCI EM; 60% of initial levels
Triggers:	673.758 for Russell, 1,527.138 for Stoxx and 529.878 for MSCI EM; 60% of initial levels
Pricing date:	March 16
Settlement date:	March 19
Agent:	J.P. Morgan Securities LLC
Fees:	0.75%
Cusip:	48132KKK0

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