New Issue: JPMorgan prices $500,000 digital barrier notes linked to indexes

By Wendy Van Sickle

Columbus, Ohio, March 26 – JPMorgan Chase Financial Co. LLC priced $500,000 of 0% digital barrier notes due June 9, 2022 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Dow Jones industrial average, according to a 424B2 filing with the Securities and Exchange Commission.

If the least performing index finishes at or above its 75% of its initial level, the payout at maturity will be par plus the digital upside return of 11.45%.

Otherwise, investors will be fully exposed to the decline of the least performing index from its initial level.

The agent is J.P. Morgan Securities LLC.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Digital barrier notes
Underlying indexes:	S&P 500 index, Russell 2000 index and Dow Jones industrial average
Amount:	$500,000
Maturity:	June 9, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If the least performing index finishes at or above its 75% of its initial level, par plus 11.45%; otherwise, full exposure to the decline of the lesser performing index from its initial level
Initial levels:	3,768.47 for S&P 500, 30,924.14 for Dow, 2,146.924 for Russell
Barrier levels:	2,826.3525 for S&P 500, 23,193.105 for Dow, 1,610.193 for Russell, 75% of initial levels
Pricing date:	March 4
Settlement date:	March 9
Agent:	J.P. Morgan Securities LLC
Fees:	0.725%
Cusip:	48132RJ84

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