New Issue: JPMorgan prices $4.41 million 13.65% autocallable contingent interest notes on indexes, ETF

New York, July 12 – JPMorgan Chase Financial Co. LLC priced $4.41 million of autocallable contingent interest notes due Jan. 11, 2024 linked to the Nasdaq-100 index, Russell 2000 index and iShares Russell 2000 Value ETF, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive an annualized coupon of 13.65%, 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 Oct. 7 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 the worst performing 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:	$4.41 million
Maturity:	Jan. 11, 2024
Coupon:	13.65%, 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 asset
Call:	Automatically starting Oct. 7 if the level of each underlier is greater than or equal to its initial price and on any subsequent monthly review date
Initial levels:	12,109.05 for Nasdaq-100, 1,769.604 for Russell 2000, $139.66 for iShares Russell 2000 Value ETF
Trigger levels:	7,265.43 for Nasdaq-100, 1,061.7624 for Russell 2000, $83.796 for iShares Russell 2000 Value ETF, 60% of initial level
Coupon barrier:	8,476.335 for Nasdaq-100 index, 1,238.7228 for Russell 2000 index, $97.762 for iShares Russell 2000 Value ETF, 70% of initial levels
Pricing date:	July 7
Settlement date:	July 12
Agent:	J.P. Morgan Securities LLC
Fees:	0.56757%
Cusip:	48133LHL9

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