New Issue: JPMorgan prices $586,000 6.7% autocallable contingent interest notes on indexes, ETF

Chicago, May 19 – JPMorgan Chase Financial Co. LLC priced $586,000 of autocallable contingent interest notes due July 31, 2025 linked to the least performing of the S&P 500 index, Nasdaq-100 index and iShares Russell 2000 Value ETF, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive a coupon of 6.7%, paid quarterly, if each underlier closes at or above its 70% coupon barrier on the related quarterly observation date.

The securities will be called automatically starting April 26, 2022 if the level of each underlier is greater than or equal to its initial price and on any subsequent quarterly review date.

At maturity the payout will be par unless the worst performing asset closes below its 60% trigger level in which case 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:	S&P 500 index, Nasdaq-100 index and iShares Russell 2000 Value ETF
Amount:	$586,000
Maturity:	July 31, 2025
Coupon:	6.7% annual rate, paid quarterly, if each underlier closes at or above its 70% coupon barrier on the related quarterly observation date
Price:	Par
Payout at maturity:	Par unless the worst performing asset closes below its trigger level in which case investors will be fully exposed to the decline in the worst performing asset
Call:	Automatically starting April 26, 2022 if the level of each underlier is greater than or equal to its initial price and on any subsequent quarterly review date
Initial levels:	15,559.49 for Nasdaq, 4,574.79 for S&P, $167.32 for fund
Coupon barrier:	10,891.643 for Nasdaq, 3,202.353 for S&P, $117.124 for fund, 70% of the initial levels
Trigger levels:	9,335.694 for Nasdaq, 2,744.874 for S&P, $100.392 for fund, 60% of initial level
Pricing date:	Oct. 26, 2021
Settlement date:	Oct. 29, 2021
Agent:	J.P. Morgan Securities LLC
Fees:	0.5%
Cusip:	48132YFV2

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