New Issue: JPMorgan prices $500,000 13.5% autocallable contingent interest notes on indexes, ETF

Chicago, May 16 – JPMorgan Chase Financial Co. LLC priced $500,000 of autocallable contingent interest notes due Dec. 21, 2023 linked to the least performing of the Nasdaq-100 index, Russell 2000 index and SPDR S&P 500 ETF Trust, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive a coupon of 13.5%, 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 at par starting Dec. 19, 2022 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 65% 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:	Nasdaq-100 index, Russell 2000 index and SPDR S&P 500 ETF Trust
Amount:	$500,000
Maturity:	Dec. 21, 2023
Coupon:	13.5% 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 Dec. 19, 2022 if the level of each underlier is greater than or equal to its initial price and on any subsequent monthly review date
Initial levels:	11,265.99 for Nasdaq, 1,665.694 for Russell, $365.86 for S&P ETF
Trigger levels:	7,322.8935 for Nasdaq, 1,082.7011 for Russell, $237.809 for S&P ETF, 65% of initial levels
Coupon barriers:	7,886.193 for Nasdaq, 1,165.9858 for Russell, $256.102 for S&P ETF, 70% of initial levels
Pricing date:	June 17, 2022
Settlement date:	June 23, 2022
Agent:	J.P. Morgan Securities LLC
Fees:	0.725%
Cusip:	48133G4Y6

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