New Issue: JPMorgan prices $9.11 million contingent income autocalls on Nasdaq, Russell, S&P

New York, July 31 – JPMorgan Chase Financial Co. LLC priced $9.11 million of contingent income autocallable securities due July 17, 2025 linked to the Nasdaq-100 index, Russell 2000 index and S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive a coupon of 8%, payable quarterly if each index closes at or above its 70% downside threshold level on the related observation date.

The securities will be called automatically starting Oct. 16 at par if the level of each underlying index is greater than or equal to its initial level on any quarterly review date.

At maturity the payout will be par unless the worst performing index closes below its 70% downside threshold level in which case 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. Morgan Stanley will act as distributor.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Contingent income autocallable securities
Underlying indexes:	Nasdaq-100 index, Russell 2000 index and S&P 500 index
Amount:	$9,114,000
Maturity:	July 17, 2025
Coupon:	8%, payable quarter if each index closes above downside threshold on related observation date
Price:	Par
Payout at maturity:	Par unless the worst performing index closes below its downside threshold level in which case investors will be fully exposed to the decline in the worst performing index
Call:	Automatically starting Oct. 16 at par if the level of each underlying index is greater than or equal to its initial level on any quarterly review date
Initial levels:	15,565.60 for Nasdaq-100 Index, 1,931.090 for Russell 2000 Index, 4,505.42 for S&P 500 Index
Downside thresholds:	10,895.92 for Nasdaq-100 Index, 1,351.763 for Russell 2000 Index, 3,153.794 for S&P 500 Index, 70% of initial level
Pricing date:	July 14
Settlement date:	July 19
Agent:	J.P. Morgan Securities LLC
Distributor:	Morgan Stanley
Fees:	2% including a structuring fee of 0.5%
Cusip:	48133YCT9

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