New Issue: JPMorgan prices $1.56 million 0% buffered digital notes on three indexes

Chicago, Oct. 11 – JPMorgan Chase Financial Co. LLC priced $1.56 million of 0% buffered digital notes due Nov. 4, 2024 linked to the least performing of the Russell 2000 index, S&P 500 index and S&P 500 Value index, according to a 424B2 filing with the Securities and Exchange Commission.

If the worst performing index gains or declines but by no more than its 25% buffer the payout at maturity will be par plus 9.1%. Investors will lose 1.3333% for every 1% the worst performing index declines beyond its 25% buffer.

The notes are non-callable.

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:	Buffered digital notes
Underlying indexes:	Russell 2000 index, S&P 500 index and S&P 500 Value index
Amount:	$1,561,000
Maturity:	Nov. 4, 2024
Coupon:	0%
Price:	Par
Payout at maturity:	If worst performing index gains or declines but by no more than 25% buffer, par plus 9.1%; 1.3333% loss for every 1% that worst performing index declines beyond the buffer
Initial levels:	1,729.013 for Russell, 4,263.75 for S&P, 1,500.67400 for S&P Value
Buffer levels:	75% of initial levels
Buffer:	25%
Call:	Non-callable
Pricing date:	Oct. 4
Settlement date:	Oct. 10
Agent:	J.P. Morgan Securities LLC
Fees:	0.3%
Cusip:	48134BLZ4

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