New Issue: JPMorgan prices $2.15 million digital barrier notes linked to Russell, Nasdaq, S&P

By William Gullotti

Buffalo, N.Y., March 21 – JPMorgan Chase Financial Co. LLC priced $2.15 million of 0% digital barrier notes due April 20, 2023 linked to the least performing of the S&P 500 index, the Nasdaq-100 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 55% barrier level, the payout at maturity will be par plus 6.35%.

Otherwise, investors will be fully exposed to the decline of the least performing index from its initial level.

The notes are guaranteed by JPMorgan Chase & Co.

The agent is J.P. Morgan Securities LLC.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Digital barrier notes
Underlying indexes:	S&P 500 index, Nasdaq-100 index, Russell 2000 index
Amount:	$2.15 million
Maturity:	April 20, 2023
Coupon:	0%
Price:	Par
Payout at maturity:	If all indexes finish at or above barrier level, par plus 6.35%; otherwise, full exposure to the decline of the worst performing index from its initial level
Initial levels:	4,357.86 for S&P, 2,030.72 for Russell, 13,956.79 for Nasdaq
Barrier levels:	2,396.823 for S&P, 1,116.896 for Russell, 7,676.2345 for Nasdaq; 55% of initial levels
Pricing date:	March 16
Settlement date:	March 21
Agent:	J.P. Morgan Securities LLC
Fees:	0.35959%
Cusip:	48133DXA3

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