New Issue: JPMorgan prices $346,000 capped buffered return enhanced notes linked to Russell

Chicago, June 27 – JPMorgan Chase Financial Co. LLC priced $346,000 of 0% capped buffered return enhanced notes due Sept. 6, 2024 linked to the lesser performing of the S&P 500 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the worst performing index gains the payout at maturity will be par plus 200% of the return of the worst performing index capped at par plus 22%. The payout will be par if the worst performing index declines but by no more than the 10% buffer. Investors will lose 1% for every 1% that the worst performing index declines beyond the buffer.

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:	Capped buffered return enhanced notes
Underlying indexes:	the S&P 500 index and Russell 2000 index
Amount:	$346,000
Maturity:	Sept. 6, 2024
Coupon:	0%
Price:	Par
Payout at maturity:	If worst performing index gains par plus 200% of worst performing index return capped at par plus 22%; par if worst performing index declines but by no more than 10% buffer; 1% loss for every 1% that worst performing index declines beyond the buffer
Initial levels:	1,749.65 for Russell, 4,179.83 for S&P
Buffer levels:	90% of initial levels
Upside leverage:	200%
Cap:	22%
Buffer:	10%
Pricing date:	May 31
Settlement date:	June 5
Agent:	J.P. Morgan Securities LLC
Fees:	0.49819%
Cusip:	48133WCH9

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