New Issue: JPMorgan prices $2.16 million autocallable contingent interest notes on ETFs, index

Chicago, Aug. 29 – JPMorgan Chase Financial Co. LLC priced $2.16 million of autocallable contingent interest notes due July 26, 2023 linked to the least performing of the SPDR S&P 500 ETF Trust, SPDR S&P Regional Banking ETF and Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive a coupon of 13.65%, paid monthly, if each underlier closes at or above its 70% coupon barrier on the related monthly observation date.

The securities will be called automatically starting April 21 if the level of each underlier is greater than or equal to its initial price and on any subsequent monthly review date.

At maturity the payout will be par if all of the assets never close below the 60% trigger level during the life of the notes or the worst performing asset ends above its initial level. Otherwise, investors will be fully exposed to the decline of the worst performing asset.

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:	Autocallable contingent interest notes
Underlying assets:	SPDR S&P 500 ETF Trust, SPDR S&P Regional Banking ETF and Russell 2000 index
Amount:	$2,157,000
Maturity:	July 26, 2023
Coupon:	13.65% annual rate, paid monthly, if each underlier closes at or above its 70% coupon barrier on the related monthly observation date
Price:	Par
Payout at maturity:	Par if all of the assets never close below the trigger level during the life of the notes or the worst performing asset ends above its initial level, otherwise investors will be fully exposed to the decline in the worst performing asset
Call:	Automatically at par starting April 21 if the level of each underlier is greater than or equal to its initial price and on any subsequent monthly review date
Initial levels:	$437.98 for S&P, $71.61 for Banking, 1,987.918 for index
Trigger levels:	$262.788 for S&P, $42.966 for Banking, 1,192.7508 for index; 60% of initial levels
Coupon barriers:	$306.586 for S&P, $50.127 for Banking, 1,391.5426 for index; 70% of initial levels
Pricing date:	Jan. 21
Settlement date:	Jan. 26
Agent:	J.P. Morgan Securities LLC
Fees:	0.69892%
Cusip:	48133CVU3

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