New Issue: JPMorgan prices $614,000 uncapped accelerated barrier notes on indexes, ETFs

Chicago, Sept. 13 – JPMorgan Chase Financial Co. LLC priced $614,000 of 0% uncapped accelerated barrier notes due Aug. 31, 2027 linked to an unequally weighted basket containing the Russell 2000 index (30% weight), the S&P 500 index (40% weight), the iShares MSCI Emerging Markets ETF (10% weight) and the iShares MSCI EAFE ETF (20% weight), according to a 424B2 filing with the Securities and Exchange Commission.

If the basket return is positive, investors will receive par plus 1.3 times the basket return.

If the basket value is less than its initial level but above the 65% barrier, the payout at maturity will be par.

Otherwise, investors will be fully exposed to the losses of the basket.

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 basket:	Russell 2000 index (30% weight), S&P 500 index (40% weight), iShares MSCI Emerging Markets ETF (10% weight) and iShares MSCI EAFE ETF (20% weight)
Amount:	$614,000
Maturity:	Aug. 31, 2027
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.3 times basket return if basket ends above initial level; par if basket declines but finishes above barrier; otherwise, full exposure to decline
Initial levels:	4,057.66 for S&P, 1,899.83 for Russell, $62.71 for EAFE, $40.01 for EM
Barrier level:	65% of initial level
Upside leverage:	130%
Cap:	None
Pricing date:	Aug. 26, 2022
Settlement date:	Aug. 31, 2022
Agent:	J.P. Morgan Securities LLC
Fees:	1.125%
Cusip:	48133MTL4

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