New Issue: JPMorgan prices $1 million digital barrier notes linked to Nasdaq, Russell, S&P

New York, May 20 – JPMorgan Chase Financial Co. LLC priced $1 million of 0% digital barrier notes due June 16, 2023 linked to the Nasdaq-100 index, the Russell 2000 index and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the worst performing index finishes at or above its 75% downside threshold, the payout at maturity will be par plus 13.2%. Otherwise, investors will lose 1% for every 1% that the worst performing index 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:	Digital barrier notes
Underlying indexes:	Nasdaq-100 index, Russell 2000 index and S&P 500 index
Amount:	$1 million
Maturity:	June 16, 2023
Coupon:	0%
Price:	Par
Payout at maturity:	If worst performing index finishes at or above its downside threshold, par plus 13.2%; 1% loss for every 1% that worst performing index declines if it finishes below its downside threshold
Initial level:	12,387.40 for Nasdaq-100, 1,792.666 for Russell 2000, 4,023.89 for S&P 500
Digital payment:	13.2%
Downside threshold:	9,290.55 for Nasdaq-100, 1,344.4995 for Russell 2000, 3,017.9175 for S&P 500, 75% of initial level
Pricing date:	May 13
Settlement date:	May 18
Agent:	J.P. Morgan Securities LLC
Fees:	0.6%
Cusip:	48133FZ99

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