New Issue: JPMorgan prices $2.1 million capped buffered return enhanced notes linked to Russell

New York, June 2 – JPMorgan Chase Financial Co. LLC priced $2.1 million of 0% capped buffered return enhanced notes due May 30, 2025 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 200% of the return of the index, capped at par plus 28.6%.

The payout will be par if the index declines by no more than 15%. Otherwise, investors will lose 1.17647% for each 1% decline of the index beyond 15%.

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 buffered return enhanced notes
Underlying index:	Russell 2000 index
Amount:	$2,095,000
Maturity:	May 30, 2025
Coupon:	0%
Price:	Par
Payout at maturity:	If index gains, par plus 200% of index return, capped at par plus 28.6%; par if index declines by no more than 15%; otherwise, lose 1.17647% for each 1% decline of the index beyond 15%
Initial level:	1,754.605
Upside leverage:	200%
Cap:	28.6%
Buffer:	15%
Downside leverage:	117.647%
Pricing date:	May 25
Settlement date:	May 31
Agent:	J.P. Morgan Securities LLC
Fees:	1.5%
Cusip:	48133WJU3

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