New Issue: JPMorgan sells $260,000 review notes on Stoxx, Russell, Nasdaq

By William Gullotti

Buffalo, N.Y., Dec. 6 – JPMorgan Chase Financial Co. LLC priced $260,000 of 0% review notes due Aug. 20, 2026 linked to the lesser performing of the Russell 2000 index, the Euro Stoxx 50 index and the Nasdaq-100 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be called at par plus an annual call premium of 6.35% if each index closes at or above its initial level on any annual review date.

If the notes are not called, the payout at maturity will be par unless any underlying index falls by more than 30%, in which case investors will be fully exposed to any losses of the worst performing index.

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:	Review notes
Underlying indexes:	Euro Stoxx 50 index, Russell 2000 index, Nasdaq-100 index
Amount:	$260,000
Maturity:	Aug. 20, 2026
Coupon:	0%
Price:	Par
Payout at maturity:	If not called and each index finishes at or above trigger level, par; otherwise, 1% loss for each 1% decline of worst performing index from its initial level
Call:	At par plus 6.35% per year if each index closes at or above initial level on any annual review date
Initial levels:	4,202.44 for Stoxx, 2,203.415 for Russell, 15,140.77 for Nasdaq
Trigger levels:	2,941.708 for Stoxx, 1,542.3905 for Russell, 10,598.539 for Nasdaq; 70% of initial levels
Pricing date:	Aug. 16
Settlement date:	Aug. 19
Agent:	J.P. Morgan Securities LLC
Fees:	4.125%
Cusip:	48132WCT4

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