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Published on 9/26/2023 in the Prospect News Structured Products Daily.

New Issue: JPMorgan prices $968,000 digital barrier notes linked to Nasdaq, Russell, S&P

Chicago, Sept. 26 – JPMorgan Chase Financial Co. LLC priced $968,000 of 0% digital barrier notes due Oct. 26, 2023 linked to the least performing of the Nasdaq-100 index, Russell 2000 index and S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the worst performing index ends above its 55% barrier the payout at maturity will be par plus 9.2%. Investors will lose 1% for every 1% that the worst performing index declines if it finishes below the barrier.

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:$968,000
Maturity:Oct. 26, 2023
Coupon:0%
Price:Par
Payout at maturity:If worst performing index finishes at or above its 55% barrier, par plus 9.2%; 1% loss for every 1% that worst performing index declines if it finishes below its barrier
Initial levels:11,637.79 for Nasdaq, 1,762.158 for Russell, 3,789.93 for S&P
Barriers:6,400.7845 for Nasdaq, 969.1869 for Russell, 2,084.4615 for S&P, 55% of initial levels
Digital payment:9.2%
Pricing date:Sept. 21, 2022
Settlement date:Sept. 26, 2022
Agent:J.P. Morgan Securities LLC
Fees:0.35387%
Cusip:48133NBH0

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