New Issue: JPMorgan sells $687,000 uncapped dual directional accelerated barriers on index, ETF

Chicago, Dec. 10 – JPMorgan Chase Financial Co. LLC priced $687,000of 0% uncapped dual directional accelerated barrier notes due April 2, 2026 linked to the lesser performing of the iShares MSCI EAFE ETF and the Euro Stoxx 50 index, 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 1.4 times the gain of the worst performer if both assets finish positive.

If the worst performing asset falls but not beyond the 70% barrier level, the payout will be par plus the absolute value of the asset return for that asset.

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

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Uncapped dual directional accelerated barrier notes
Underlying assets:	iShares MSCI EAFE ETF and Euro Stoxx 50 index
Amount:	$687,000
Maturity:	April 2, 2026
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.4 times asset gain of worst performer if all assets finish positive; if worst performing asset falls but is above barrier level, par plus the absolute value of return of that asset; otherwise, 1% loss for each 1% decline below initial level of worst performer
Initial asset levels:	$75.87 for ETF, 3,919.21 for Stoxx
Barrier levels:	$53.109 for ETF, 2,743.447 for Stoxx, 70% of initial levels
Pricing date:	March 31
Settlement date:	April 6
Agent:	J.P. Morgan Securities LLC
Fees:	0.61172%
Cusip:	48132RR28

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