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Published on 8/16/2022 in the Prospect News Structured Products Daily.

New Issue: JPMorgan prices $1.65 million uncapped accelerated barrier notes on indexes

Chicago, Aug. 16 – JPMorgan Chase Financial Co. LLC priced $1.65 million of 0% uncapped accelerated barrier notes due July 29, 2027 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.

If the worst performing index gains the payout at maturity will be par plus 162% of the return of the worst performing index. The payout will be par if the worst performing index declines but finishes above its 70% barrier. Investors will lose 1% for every 1% that the worst performing index declines if it closes below its barrier.

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:Uncapped accelerated barrier notes
Underlying indexes:Nasdaq-100 index, Russell 2000 index and S&P 500 index
Amount:$1.65 million
Maturity:July 29, 2027
Coupon:0%
Price:Par
Payout at maturity:If worst performing index gains par plus 162% of worst performing index return; par if worst performing index declines but finishes above its downside barrier; 1% loss for every 1% that worst performing index declines if it finishes below its downside barrier
Initial levels:12,086.90 for Nasdaq, 1,805.246 for Russell, 3,921.05 for S&P
Upside leverage:162%
Cap:None
Barrier levels:8,460.83 for Nasdaq, 1,263.6722 for Russell, 2,744.735 for S&P, 70% of initial levels
Pricing date:July 26
Settlement date:July 29
Agent:J.P. Morgan Securities LLC
Fees:4.07886%
Cusip:48133LGP1

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