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Published on 6/23/2023 in the Prospect News Structured Products Daily.

New Issue: JPMorgan prices $860,000 0% buffered digital notes linked to Dow Jones

New York, June 23 – JPMorgan Chase Financial Co. LLC priced $860,000 of 0% buffered digital notes due Oct. 31, 2023 linked to the Dow Jones industrial average, according to a 424B2 filing with the Securities and Exchange Commission.

If the index gains or declines but by no more than its 10% buffer the payout at maturity will be par plus 11.5%. Investors will lose 1% for every 1% the 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 index:Dow Jones industrial average
Amount:$860,000
Maturity:Oct. 31, 2023
Coupon:0%
Price:Par
Payout at maturity:If index gains or declines but by no more than 10% buffer, par plus 11.5%; 1% loss for every 1% that index declines beyond the buffer
Initial level:31,761.54
Buffer:10%
Call:Non-callable
Pricing date:July 26, 2022
Settlement date:July 29, 2022
Agent:J.P. Morgan Securities LLC
Fees:1.8%
Cusip:48133LBJ0

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