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Published on 8/23/2022 in the Prospect News Structured Products Daily.

New Issue: JPMorgan prices $136,000 uncapped accelerated barrier notes linked to Stoxx indexes

New York, Aug. 23 – JPMorgan Chase Financial Co. LLC priced $136,000 of 0% uncapped accelerated barrier notes due Aug. 3, 2027 linked to the Euro Stoxx 50 index and the Stoxx Europe 600 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 243% of the return of that index.

The payout will be par if the worst performing index declines but finishes at or above its 70% barrier. Otherwise, investors will lose 1% for every 1% that the worst performing index declines from its initial level.

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:Uncapped accelerated barrier notes
Underlying indexes:Euro Stoxx 50 index and Stoxx Europe 600 index
Amount:$136,000
Maturity:Aug. 3, 2027
Coupon:0%
Price:Par
Payout at maturity:If worst performing index gains, par plus 243% of that index return; par if worst performing index declines but finishes at or above its downside barrier; otherwise, 1% loss for every 1% decline of worst performer from initial level
Initial levels:3,708.10 for Euro Stoxx 50, 438.29 for Stoxx Europe 600
Upside leverage:243%
Barriers:2,595.67 for Euro Stoxx 50, 306.803 for Stoxx Europe 600, 70% of initial level
Pricing date:July 29
Settlement date:Aug. 3
Agent:J.P. Morgan Securities LLC
Fees:1.07904%
Cusip:48133LDA7

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