New Issue: JPMorgan prices $20 million digital contingent buffered notes linked to Russell, S&P

New York, July 19 – JPMorgan Chase Financial Co. LLC priced $20 million of 0% digital contingent buffered notes due July 23, 2024 linked to 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 or falls by no more than its 30% buffer the payout at maturity will be par plus 9.6%. The payout will be par less the decline in the worst performing index if it finishes below the contingent buffer.

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:	Digital contingent buffered notes
Underlying indexes:	Russell 2000 index and S&P 500 index
Amount:	$20 million
Maturity:	July 23, 2024
Coupon:	0%
Price:	Par
Payout at maturity:	If worst performing index gains or declines but by no more than 30% buffer, par plus 9.6%; full exposure to the decline of worst performing index if it finishes below the contingent buffer
Initial levels:	1,842.233 for Russell 2000, 4,411.59 for S&P 500
Digital payment:	9.6%
Contingent buffer:	30%
Pricing date:	July 7
Settlement date:	July 12
Agent:	J.P. Morgan Securities LLC
Fees:	0.4%
Cusip:	48133YDG6

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