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Published on 7/25/2022 in the Prospect News Structured Products Daily.

New Issue: JPMorgan prices $9.35 million uncapped digital barrier notes on Stoxx indexes

Chicago, July 25 – JPMorgan Chase Financial Co. LLC priced $9.35 million of 0% uncapped digital barrier notes due Dec. 20, 2024 linked to the worst performing of the Euro Stoxx 50 index and Stoxx Europe 600 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the worst performing index ends above its 80% barrier the payout at maturity will be par plus the greater of the worst performing index return and 36%. Investors will lose 1% for every 1% that the worst performing index declines if it finishes below the 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 digital barrier notes
Underlying indexes:Euro Stoxx 50 index and Stoxx Europe 600 index
Amount:$9,348,000
Maturity:Dec. 20, 2024
Coupon:0%
Price:Par
Payout at maturity:If worst performing index finishes at or above its 80% barrier, par plus greater of worst performing index return and 36%; 1% loss for every 1% that worst performing index declines if it finishes below its barrier
Initial levels:4,161.35 for Euro Stoxx 50, 473.90 for Stoxx Europe 600
Digital payment:36%
Barrier levels:3,329.08 for Euro Stoxx 50, 379.12 for Stoxx Europe 600, 80% of initial levels
Pricing date:Dec. 17, 2021
Settlement date:Dec. 22, 2021
Agent:J.P. Morgan Securities LLC
Fees:1.5%
Cusip:48132Y4P7

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