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Published on 6/22/2022 in the Prospect News Structured Products Daily.

New Issue: JPMorgan prices $1.2 million 6.7% yield notes linked to S&P, Russell, Dow

Chicago, June 22 – JPMorgan Chase Financial Co. LLC priced $1.2 million of yield notes due June 9, 2023 linked to the least performing of the S&P 500 index, Russell 2000 index and Dow Jones industrial average, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive a coupon of 6.7%, paid quarterly.

If the worst performing index gains or ends above its 70% barrier level the payout at maturity will be par plus the coupon. Investors will lose of any decline in the worst performing index from its initial level.

The notes are non-callable.

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:Yield notes
Underlying indexes:S&P 500 index, Russell 2000 index and Dow Jones industrial average
Amount:$1.2 million
Maturity:June 9, 2023
Coupon:6.7% annual rate, paid quarterly
Price:Par
Payout at maturity:If worst performing index finishes at or above its barrier, par; otherwise, loss of decline of worst performing index from initial level
Initial levels:35,227.03 for Dow, 2,203.479 for Russell, 4,591.67 for S&P
Barrier levels:24,658.921 for Dow, 1,542.4353 for Russell, 3,214.169 for S&P; 70% of initial levels
Call:Non-callable
Pricing date:Dec. 7, 2021
Settlement date:Dec. 10, 2021
Agent:J.P. Morgan Securities LLC
Fees:0.3%
Cusip:48132YV28

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