New Issue: JPMorgan sells $1.77 million uncapped accelerated barrier notes on two Stoxx indexes

By William Gullotti

Buffalo, N.Y., Oct. 14 – JPMorgan Chase Financial Co. LLC priced $1.77 million of 0% uncapped accelerated barrier notes due July 28, 2026 linked to the least performing of the Euro Stoxx 50 index and the Stoxx Europe 600 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by JPMorgan Chase & Co.

If each index finishes at or above its initial level, the payout at maturity will be par plus 2.3 times the return of the worst performing index.

If any index falls but each index finishes at or above the 70% barrier level, the payout will be par.

Otherwise, investors will be fully exposed to the decline of the worst performing index.

The agent is J.P. Morgan Securities LLC.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Uncapped accelerated barrier notes
Underlying indexes:	Euro Stoxx 50 index, Stoxx Europe 600 index
Amount:	$1,767,000
Maturity:	July 28, 2026
Coupon:	0%
Price:	Par
Payout at maturity:	If each index finishes at or above its initial level, par plus 2.3 times the return of the worst performing index; if any index falls but all indexes finish at or above the barrier level, par; otherwise, investors will be fully exposed to the decline of the worst performing index from its initial level
Initial index levels:	4,109.1 for Stoxx 50, 461.51 for Europe 600
Barrier levels:	2,876.37 for Stoxx 50, 323.057 for Europe 600; 70% of initial levels
Pricing date:	July 23
Settlement date:	July 28
Agent:	J.P. Morgan Securities LLC
Fees:	None
Cusip:	48132UXW8

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