New Issue: JPMorgan prices $2.49 million autocallable contingent interest notes on three indexes

New York, Sept. 8 – JPMorgan Chase Financial Co. LLC priced $2.49 million of autocallable contingent interest notes due March 6, 2024 linked to the Nasdaq-100 index, the Russell 2000 index and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive a coupon of 13.3%, paid monthly, if each underlying index closes at or above its 70% coupon barrier on the related monthly observation date.

The securities will be called automatically at par if the closing level of each underlying index is greater than or equal to its initial level on any monthly review date starting Dec. 1.

At maturity, the payout will be par if all of the indexes never close below the 60% trigger level during the life of the notes or the worst performing index finishes at or above its initial level. Otherwise, investors will be fully exposed to the decline of the worst performing index.

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 indexes:	Nasdaq-100 index, Russell 2000 index and S&P 500 index
Amount:	$2,492,000
Maturity:	March 6, 2024
Coupon:	13.3%, paid monthly, if each underlying index closes at or above its 70% coupon barrier on the related monthly observation date
Price:	Par
Payout at maturity:	Par if all of the indexes never close below the trigger level during the life of the notes or the worst performing index finishes at or above its initial level; otherwise, investors will be fully exposed to the decline in the worst performing index
Call:	Automatically at par if the closing level of each underlying index is greater than or equal to its initial level on any monthly review date starting Dec. 1
Initial levels:	12,274.63 for Nasdaq-100, 1,822.818 for Russell 2000, 3,966.85 for S&P 500
Trigger levels:	7,364.778 for Nasdaq-100, 1,093.6908 for Russell 2000, 2,380.11 for S&P 500, 60% of initial level
Coupon barriers:	8,592.241 for Nasdaq-100, 1,275.9726 for Russell 2000, 2,776.795 for S&P 500 index, 70% of initial levels
Pricing date:	Sept. 1
Settlement date:	Sept. 7
Agent:	J.P. Morgan Securities LLC
Fees:	0.62538%
Cusip:	48133MG95

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