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

New Issue: JPMorgan prices $350,000 uncapped return enhanced notes on EAFE, Stoxx

Chicago, Feb. 5 – JPMorgan Chase Financial Co. LLC priced $350,000 of 0% uncapped return enhanced notes due May 17, 2027 linked to the least performing of the MSCI EAFE index and the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by JPMorgan Chase & Co.

At maturity, if the least performing index finishes flat or gains, the payout at maturity will be par plus 2.72 times the return of the worst performer.

Investors will have full exposure to the decline of the least performing index if it finishes below its initial level.

J.P. Morgan Securities LLC is the agent.

Issuer:JPMorgan Chase Financial Co. LLC
Guarantor:JPMorgan Chase & Co.
Issue:Uncapped return enhanced notes
Underlying indexes:MSCI EAFE index, Euro Stoxx 50 index
Amount:$350,000
Maturity:May 17, 2027
Coupon:0%
Price:Par
Payout at maturity:If least performing index finishes flat or gains, par plus the 2.72 times the least performing index return; otherwise, full exposure to decline of the least performing index if it finishes below its initial level
Initial index levels:2,126.26 for EAFE, 4,317.88 for Stoxx
Pricing date:May 12, 2023
Settlement date:May 17, 2023
Agent:J.P. Morgan Securities LLC
Fees:0.3%
Cusip:48133WNS3

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