New Issue: JPMorgan sells $250,000 autocallable contingent interest notes on index, ETFs

Chicago, Feb. 20 – JPMorgan Chase Financial Co. LLC priced $250,000 of autocallable contingent interest notes due Jan. 15, 2027 linked to the least performing of the Health Care Select Sector SPDR Fund, the S&P 500 index and the Utilities Select Sector SPDR Fund, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by JPMorgan Chase & Co.

The notes will pay a contingent monthly coupon at an annual rate of 9.15% if each underlier closes at or above its interest barrier level, 70% of its initial level, on the review date for that period.

The notes will be called at par plus the contingent coupon if each underlier closes at or above its initial level on any monthly review date starting after one year.

The payout at maturity will be par plus any final coupon if each underlier finishes at or above its 65% trigger level.

Otherwise, investors will lose 1% for every 1% decline of the worst performer from its initial level.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Autocallable contingent interest notes
Underlying assets:	Health Care Select Sector SPDR Fund, the S&P 500 index and the Utilities Select Sector SPDR Fund
Amount:	$250,000
Maturity:	Jan. 15, 2027
Coupon:	9.15% annual rate, payable monthly if each underlier closes at or above interest barrier level on review date for that period
Price:	Par
Payout at maturity:	If each underlier finishes at or above trigger level, par plus any final coupon; otherwise, lose 1% for every 1% decline of worst performer from initial level
Call:	Automatically at par plus contingent coupon if each underlier closes at or above initial level on any monthly review date starting after one year
Initial levels:	$140.52 for health, 4,783.83 for S&P, $63.32 for utilities
Interest barrier levels:	$98.364 for health, 3,348.681 for S&P, $44.324 for utilities; 70% of initial levels
Trigger levels:	$91.338 for health, 3,109.4895 for S&P, $41.158 for utilities; 65% of initial levels
Pricing date:	Jan. 12
Settlement date:	Jan. 18
Agent:	J.P. Morgan Securities LLC
Fees:	0.95%
Cusip:	48134TQZ0

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