New Issue: JPMorgan prices $3.49 million callable contingent interest notes on index, ETF

New York, April 24 – JPMorgan Chase Financial Co. LLC priced $3.49 million of callable contingent interest notes due April 15, 2027 linked to the Consumer Discretionary Select Sector SPDR Fund and the Nasdaq-100 Technology Sector index, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive a coupon of 10%, paid monthly, if each underlier closes at or above its 70% coupon barrier on the related monthly observation date.

The securities may be called at par on any monthly review date starting July 15.

If the worst performing asset finishes at or above its 65% downside threshold, the payout at maturity will be par. Otherwise, investors will lose 1% for every 1% that the worst performing asset declines from initial level.

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:	Callable contingent interest notes
Underlying assets:	Consumer Discretionary Select Sector SPDR Fund and Nasdaq-100 Technology Sector index
Amount:	$3,492,000
Maturity:	April 15, 2027
Coupon:	10%, paid monthly, if each underlier closes at or above its 70% coupon barrier on the related monthly observation date
Price:	Par
Payout at maturity:	If worst performing asset finishes at or above its downside threshold level, par; otherwise, 1% loss for every 1% that worst performing asset declines from initial level
Call option:	At par on any monthly review date starting July 15
Initial levels:	$178.59 for Consumer Discretionary Select Sector SPDR Fund, 10,243.23 for Nasdaq-100 Technology Sector
Downside thresholds:	$116.0835 for Consumer Discretionary Select Sector SPDR Fund, 6,658.0995 for Nasdaq-100 Technology Sector, 65% of initial level
Coupon barriers:	$125.013 for Consumer Discretionary Select Sector SPDR Fund, 7,170.261 for Nasdaq-100 Technology Sector, 70% of initial levels
Pricing date:	April 10
Settlement date:	April 15
Agent:	J.P. Morgan Securities LLC
Fees:	0.95%
Cusip:	48134XRH0

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