New Issue: JPMorgan sells $1.03 million uncapped digital barrier notes on ETF, indexes

Chicago, May 25 – JPMorgan Chase Financial Co. LLC priced $1.03 million of 0% uncapped digital barrier notes due Nov. 2, 2026 linked to the least performing of the S&P 500 index, the Dow Jones industrial average and the iShares Russell 2000 Value ETF, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by JPMorgan Chase & Co.

The payout at maturity will be par plus the greater of the return of the worst performing asset and 46.15% if each asset finishes at or above its initial level.

If any asset falls but each 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 asset.

The agent is J.P. Morgan Securities LLC.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Uncapped digital barrier notes
Underlying assets:	S&P 500 index, the Dow Jones industrial average and the iShares Russell 2000 Value ETF
Amount:	$1,033,000
Maturity:	Nov. 2, 2026
Coupon:	0%
Price:	Par
Payout at maturity:	If each asset finishes at or above initial level, par plus greater of lesser performing asset’s return and 46.15%; if any asset falls but each finishes at or above barrier level, par; otherwise, full exposure to decline of worst performer
Initial levels:	$166.66 for fund, 4,596.42 for S&P, 35,730.48 for Dow
Barrier levels:	$116.662 for fund, 3,217.494 for S&P, 25,011.336 for Dow; 70% of initial levels
Pricing date:	Oct. 28, 2021
Settlement date:	Nov. 2, 2021
Agent:	J.P. Morgan Securities LLC
Fees:	1.125%
Cusip:	48132YJR7

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