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Published on 4/17/2023 in the Prospect News Structured Products Daily.

New Issue: JPMorgan prices $3.83 million uncapped buffered return enhanced notes on two indexes

New York, April 17 – JPMorgan Chase Financial Co. LLC priced $3.83 million of 0% uncapped buffered return enhanced notes due April 16, 2026 linked to the Euro Stoxx 50 index and the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

If the worst performing index gains, the payout at maturity will be par plus 176% of the return of that index.

The payout will be par if the worst performing index declines by no more than 25%. Otherwise, investors will lose 1.33333% for every 1% that the worst performing index declines beyond 25%.

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 buffered return enhanced notes
Underlying indexes:Euro Stoxx 50 index and MSCI EAFE index
Amount:$3,825,000
Maturity:April 16, 2026
Coupon:0%
Price:Par
Payout at maturity:If worst performing index gains, par plus 176% of that index return; par if worst performing index declines by no more than 25%; otherwise, 1.33333% loss for every 1% that worst performing index declines beyond 25%
Initial levels:4,333.29 for Euro Stoxx 50, 2,109.40 for MSCI EAFE
Upside leverage:176%
Downside leverage:133.333%
Buffer:25%
Pricing date:April 11
Settlement date:April 14
Agent:J.P. Morgan Securities LLC
Fees:0.3%
Cusip:48133VYQ7

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