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Published on 4/26/2023 in the Prospect News Structured Products Daily.

New Issue: JPMorgan prices $600,000 capped return enhanced notes linked to Russell

Chicago, April 26 – JPMorgan Chase Financial Co. LLC priced $600,000 of 0% capped return enhanced notes due July 28, 2023 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 22.15%. 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:$600,000
Maturity:July 28, 2023
Coupon:0%
Price:Par
Payout at maturity:If index gains par plus 300% of index return capped at par plus 22.15%; 1% loss for every 1% that index declines
Initial level:1,799.164
Upside leverage:300%
Cap:22.15%
Pricing date:May 25, 2022
Settlement date:May 31, 2022
Agent:J.P. Morgan Securities LLC
Fees:2.35%
Cusip:48133GHJ5

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