JPMorgan to issue uncapped dual directional accelerated barrier notes on indexes

By Emma Trincal

New York, Sept. 29 – JPMorgan Chase Financial Co. LLC will settle 0% uncapped dual directional accelerated barrier notes due Oct. 1, 2026 linked to the least performing of the S&P 500 index, the Nasdaq-100 index and the Dow Jones industrial average, according to a 424B2 filed with the Securities and Exchange Commission.

The notes are guaranteed by JPMorgan Chase & Co.

The payout at maturity will be par plus 1.28 times the gain of the worst performer, if all indexes finish above their initial levels.

If any index falls but each index finishes at or above its absolute return barrier, 70% of its initial level, the payout will be par plus half of the absolute value of the least performing index return.

If any index falls below the absolute barrier but each index finishes at or above its barrier amount, 60% of its initial level, the payout will be par.

Otherwise, investors will lose 1% for each 1% decline of the worst performing index from its initial level.

J.P. Morgan Securities LLC is the agent.

The notes priced on Sept. 28 and will settle on Oct. 1.

The Cusip number is 48132WZH5.

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