New Issue: JPMorgan prices $580,000 capped buffered return enhanced notes on two ETFs

Chicago, June 1 – JPMorgan Chase Financial Co. LLC priced $580,000 of 0% capped buffered return enhanced notes due Dec. 14, 2022 linked to the lesser performing of the SPDR S&P 500 ETF Trust and iShares Russell 2000 ETF, according to a 424B2 filing with the Securities and Exchange Commission.

If the worst performing ETF gains the payout at maturity will be par plus 300% of the return of the worst performing ETF capped at par plus 14.75%. The payout will be par if the worst performing ETF declines but by no more than the 10% buffer. Investors will lose 1% for every 1% that the worst performing ETF declines 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:	Capped buffered return enhanced notes
Underlying ETFs:	SPDR S&P 500 ETF Trust and iShares Russell 2000 ETF
Amount:	$580,000
Maturity:	Dec. 14, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If worst performing ETF gains par plus 300% of worst performing ETF return capped at par plus 14.75%; par if worst performing ETF declines but by no more than 10% buffer; 1% loss for every 1% that worst performing ETF declines beyond the buffer
Initial levels:	$467.38 for S&P, $241.15 for Russell
Upside leverage:	300%
Cap:	14.75%
Buffer:	10%
Pricing date:	Nov. 10, 2021
Settlement date:	Nov. 15, 2021
Agent:	J.P. Morgan Securities LLC
Fees:	0.217%
Cusip:	48132YTH8

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