New Issue: JPMorgan prices $1.19 million uncapped accelerated barrier notes on S&P indexes

New York, May 27 – JPMorgan Chase Financial Co. LLC priced $1.19 million of 0% uncapped accelerated barrier notes due May 23, 2025 linked to the S&P 500 Value index and S&P 500 Growth 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 149% of the return of that index.

The payout will be par if the worst performing index declines but finishes at or above its 70% barrier. Investors will lose 1% for every 1% that the worst performing index declines if it finishes below its 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:	Uncapped accelerated barrier notes
Underlying indexes:	S&P 500 Value index and S&P 500 Growth index
Amount:	$1,191,000
Maturity:	May 23, 2025
Coupon:	0%
Price:	Par
Payout at maturity:	If worst performing index gains, par plus 149% of that index return; par if worst performing index declines but finishes at or above its downside barrier; otherwise, 1% loss for every 1% decline of the worst performer from its initial level
Initial levels:	2,484.718 for S&P 500 Growth, 1,410.417 for S&P 500 Value
Upside leverage:	149%
Cap:	None
Barriers:	1,739.3026 for S&P 500 Growth, 987.2919 for S&P 500 Value, 70% of initial level
Pricing date:	May 20
Settlement date:	May 25
Agent:	J.P. Morgan Securities LLC
Fees:	0.95%
Cusip:	48133GGR8

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