New Issue: JPMorgan sells $2 million review notes on Stoxx, Russell, Nasdaq

By Kiku Steinfeld

Chicago, May 13 – JPMorgan Chase Financial Co. LLC priced $2 million of 0% review notes due April 28, 2026 linked to the lesser performing of the Russell 2000 index, the Euro Stoxx 50 index and the Nasdaq-100 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be called at par plus an annual call premium of 15% if each index closes at or above its initial level on any annual review date.

If the notes are not called, the payout at maturity will be par unless any underlying index falls by more than 30%, in which case investors will be fully exposed to any losses of the worst performing index.

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:	Review notes
Underlying indexes:	Euro Stoxx 50, Russell 2000 and Nasdaq-100 index
Amount:	$2 million
Maturity:	April 28, 2026
Coupon:	0%
Price:	Par
Call:	At par plus 15% per year if each index closes at or above initial level on any annual review date
Payout at maturity:	If not called and each index finishes at or above trigger level, par; otherwise, 1% loss for each 1% decline of worst performing index
Initial levels:	4,013.34 for Euro Stoxx, 2,271.856 for Russell and 13,941.44 for Nasdaq
Trigger levels:	2,809.338 for Euro Stoxx, 1,590.299 for Russell and 9,759.008 for Nasdaq, 70% of initial levels
Pricing date:	April 23
Settlement date:	April 29
Agent:	J.P. Morgan Securities LLC
Fees:	1%
Cusip:	48132TZS8

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