New Issue: JPMorgan prices $275,000 8% autocallable contingent interest notes on indexes

Chicago, Aug. 16 – JPMorgan Chase Financial Co. LLC priced $275,000 of autocallable contingent interest notes due Jan. 17, 2025 linked to the least performing of 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%, paid quarterly, if each underlying index closes at or above its 70% coupon barrier on the related quarterly observation date.

The securities will be called automatically starting July 14, 2023 at par and on any subsequent quarterly review date if each index closes above its initial level.

At maturity the payout will be par unless the worst performing index declines by more than its 25% buffer in which case investors will be exposed to the decline of the worst performing index beyond the 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:	Autocallable contingent interest notes
Underlying indexes:	Nasdaq-100 index, Russell 2000 index and S&P 500 index
Amount:	$275,000
Maturity:	Jan. 17, 2025
Coupon:	8% annual rate, paid quarterly, if each underlying index closes at or above its 70% coupon barrier on the related quarterly observation date
Price:	Par
Payout at maturity:	Par unless the worst performing index declines by more than its buffer in which case investors will be exposed to the decline in the worst performing index beyond the buffer
Call:	Automatically starting July 14, 2023 at par and on any subsequent quarterly review date if all three indexes close above initial levels
Initial levels:	11,768.40 for Nasdaq, 1,707.505 for Russell, 3,790.38 for S&P
Interest barrier levels:	8,237.88 for Nasdaq, 1,195.2535 for Russell, 2,653.266 for S&P; 70% of initial levels
Buffer levels:	8,826.30 for Nasdaq, 1,280.62875 for Russell, 2,842.785 for S&P; 75% of initial levels
Buffer:	25%
Strike date:	July 14, 2022
Pricing date:	July 19, 2022
Settlement date:	July 22, 2022
Agent:	J.P. Morgan Securities LLC
Fees:	0.45%
Cusip:	48133LSW3

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