New Issue: JPMorgan prices $750,000 digital contingent buffered notes on S&P, Russell

By Taylor Fox

New York, Feb. 8 – JPMorgan Chase Financial Co. LLC priced $750,000 of 0% digital contingent buffered notes due Feb. 11, 2022 linked to the least performing of the S&P 500 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If each index finishes at or above its initial level or falls by up to 35%, the payout will be par plus 5.32%.

Otherwise, investors will lose 1% decline for every 1% decline of the least performing index from 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:	Digital contingent buffered notes
Underlying indexes:	S&P 500 index and Russell 2000 index
Amount:	$750,000
Maturity:	Feb. 11, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If each index finishes at or above its contingent buffer level, par plus 5.32%; otherwise, investors will lose 1% decline for every 1% decline of the least performing index from its initial level
Initial levels:	3,824.68 for S&P and 2,091.659 for Russell
Contingent buffer levels:	65% of initial levels
Pricing date:	Jan. 11
Settlement date:	Jan. 14
Agent:	J.P. Morgan Securities LLC
Fees:	0.6%
Cusip:	48132RHS2

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