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Published on 5/17/2022 in the Prospect News Structured Products Daily.

New Issue: JPMorgan prices $282,000 capped return enhanced notes linked to Russell

Chicago, May 17 – JPMorgan Chase Financial Co. LLC priced $282,000 of 0% capped return enhanced notes due Dec. 27, 2022 linked to the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index gains the payout at maturity will be par plus 300% of the return of the index capped at par plus 15.55%. Investors will lose 1% for every 1% that the index declines.

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:Capped return enhanced notes
Underlying index:Russell 2000 index
Amount:$282,000
Maturity:Dec. 27, 2022
Coupon:0%
Price:Par
Payout at maturity:If index gains par plus 300% of index return capped at par plus 15.55%; 1% loss for every 1% that index declines
Initial level:2,296.185
Upside leverage:300%
Cap:15.55%
Pricing date:Oct. 21, 2021
Settlement date:Oct. 26, 2021
Agent:J.P. Morgan Securities LLC
Fees:2.15%
Cusip:48132YCY9

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