New Issue: JPMorgan prices $2.5 million autocallable contingent interest notes on indexes, ETF

New York, March 16 – JPMorgan Chase Financial Co. LLC priced $2.5 million of autocallable contingent interest notes due Dec. 14, 2023 linked to the Nasdaq-100 index, the Russell 2000 index and iShares Russell 2000 Value ETF, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive a coupon of 11.4%, paid monthly, if each underlier closes at or above its 70% coupon barrier on the related monthly observation date.

The securities will be called automatically starting June 13 if the level of each underlier is greater than or equal to its initial price and on any subsequent monthly review date.

At maturity the payout will be par unless each asset closes below its 60% trigger level in which case investors will be fully exposed to the decline of the worst performing asset.

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 assets:	Nasdaq-100 index, Russell 2000 index and iShares Russell 2000 Value ETF
Amount:	$2,495,000
Maturity:	Dec. 14, 2023
Coupon:	11.4%, paid monthly, if each underlier closes at or above its 70% coupon barrier on the related monthly observation date
Price:	Par
Payout at maturity:	Par unless the worst performing asset closes below its trigger level in which case investors will be fully exposed to the decline in the worst performing underlying asset
Call:	Automatically starting June 13 if the level of each underlier is greater than or equal to its initial price and on any subsequent monthly review date
Initial levels:	13,301.83 for Nasdaq-100 Index, 1,979.668 for Russell 2000 Index, $157.07 for iShares Russell 2000 Value ETF
Trigger levels:	7,981.098 for Nasdaq-100 Index, 1,187.8008 for Russell 2000 Index, $94.242 for iShares Russell 2000 Value ETF, 60% of initial level
Coupon barrier:	9,311.281 for Nasdaq-100 Index, 1,385.7676 for Russell 2000 Index, $109.949 for iShares Russell 2000 Value ETF, 70% of the initial levels
Pricing date:	March 11
Settlement date:	March 16
Agent:	J.P. Morgan Securities LLC
Fees:	0.51999%
Cusip:	48133DTS9

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