New Issue: JPMorgan prices $1.3 million capped buffered return enhanced notes on three indexes

New York, March 20 – JPMorgan Chase Financial Co. LLC priced $1.3 million of 0% capped buffered return enhanced notes due March 17, 2027 linked to the Dow Jones industrial average, the Russell 2000 index and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the worst performing index gains, the payout at maturity will be par plus 163.5% of the return of that index, capped at par plus 50%.

The payout will be par if the worst performing index declines by no more than 25%. Otherwise, investors will lose 1% for every 1% that the worst performing index declines beyond 25%.

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 indexes:	Dow Jones industrial average, Russell 2000 index and S&P 500 index
Amount:	$1.3 million
Maturity:	March 17, 2027
Coupon:	0%
Price:	Par
Payout at maturity:	If worst performing index gains, par plus 163.5% of that index’s return, capped at par plus 50%; par if worst performing index declines by no more than 25%; otherwise, 1% loss for every 1% that worst performing index declines beyond 25%
Initial levels:	39,005.49 for Dow Jones industrial average, 2,065.478 for Russell 2000, 5,175.27 for S&P 500
Upside leverage:	163.5%
Cap:	50%
Buffer:	25%
Pricing date:	March 12
Settlement date:	March 15
Agent:	J.P. Morgan Securities LLC
Fees:	0.7%
Cusip:	48134W4U8

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