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Published on 2/5/2024 in the Prospect News Structured Products Daily.

New Issue: JPMorgan prices $510,000 0% buffered digital notes linked to Dow, Russell, S&P

Chicago, Feb. 5 – JPMorgan Chase Financial Co. LLC priced $510,000 of 0% buffered digital notes due June 17, 2024 linked to the least performing of the Dow Jones industrial average, 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 or declines but by no more than its 20% buffer the payout at maturity will be par plus 8.9%. Investors will lose 1% for every 1% the worst performing index declines beyond its buffer.

The notes are non-callable.

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:Buffered digital notes
Underlying indexes:Dow Jones industrial average, Russell 2000 index and S&P 500 index
Amount:$510,000
Maturity:June 17, 2024
Coupon:0%
Price:Par
Payout at maturity:If worst performing index gains or declines but by no more than 20% buffer, par plus 8.9%; 1% loss for every 1% that worst performing index declines beyond the buffer
Call:Non-callable
Initial levels:33,300.62 for Dow, 1,740.849 for Russell, 4,124.08 for S&P
Buffer levels:80% of initial levels
Buffer:20%
Pricing date:May 12, 2023
Settlement date:May 17, 2023
Agent:J.P. Morgan Securities LLC
Fees:0.68456%
Cusip:48133WHC5

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