New Issue: JPMorgan prices $615,000 capped buffered return enhanced notes on indexes

Chicago, Oct. 16 – JPMorgan Chase Financial Co. LLC priced $615,000 of 0% capped buffered return enhanced notes due Oct. 16, 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 gains the payout at maturity will be par plus 175% of the return of the worst performing index capped at par plus 20.25%. The payout will be par if the worst performing index declines but by no more than the 25% buffer. Investors will lose 133.333% of any decline in the worst performing index beyond the buffer.

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:	Capped buffered return enhanced notes
Underlying indexes:	Nasdaq-100 index, Russell 2000 index and S&P 500 index
Amount:	$615,000
Maturity:	Oct. 16, 2023
Coupon:	0%
Price:	Par
Payout at maturity:	If worst performing index gains par plus 175% of worst performing index return capped at par plus 20.25%; par if worst performing index declines but by no more than 25% buffer; investors lose 133.333% of any decline in worst performing index beyond the buffer
Initial levels:	10,791.35 for Nasdaq, 1,692.916 for Russell, 3,588.84 for S&P
Buffer levels:	75% of initial levels
Upside leverage:	175%
Cap:	20.25%
Buffer:	25%
Downside leverage:	133.333%
Pricing date:	Oct. 11, 2022
Settlement date:	Oct. 14, 2022
Agent:	J.P. Morgan Securities LLC
Fees:	1%
Cusip:	48133N4B1

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