New Issue: JPMorgan prices $425,000 uncapped digital barrier notes linked to Russell, S&P

Chicago, Feb. 27 – JPMorgan Chase Financial Co. LLC priced $425,000 of 0% uncapped digital barrier notes due May 9, 2024 linked to the lesser performing of the Russell 2000 index and S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the worst performing index gains the payout at maturity will be par plus the greater of the worst performing index return and 21.55%. The payout will be par if the worst performing index declines but finishes above its 65% barrier and investors will lose 1% for every 1% that the worst performing index declines if it finishes below the barrier.

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:	Uncapped digital barrier notes
Underlying indexes:	Russell 2000 index and S&P 500 index
Amount:	$425,000
Maturity:	May 9, 2024
Coupon:	0%
Price:	Par
Payout at maturity:	If worst performing index gains, par plus greater of worst performing index return and 21.55%; par if worst performing index declines but finishes above its barrier; 1% loss for every 1% that worst performing index declines if it finishes below its barrier
Initial levels:	1,839.565 for Russell, 4,123.34 for S&P
Barrier levels:	1,195.71725 for Russell, 2,680.171 for S&P, 65% of initial levels
Digital payment:	21.55%
Pricing date:	May 6, 2022
Settlement date:	May 11, 2022
Agent:	J.P. Morgan Securities LLC
Fees:	0%
Cusip:	48133FD85

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