New Issue: JPMorgan prices $4.21 million autocallable contingent interest notes on indexes, ETF

New York, Jan. 11 – JPMorgan Chase Financial Co. LLC priced $4.21 million of autocallable contingent interest notes due July 11, 2024 linked to the Nasdaq-100 index, the Russell 2000 index and the iShares Russell 2000 Value ETF, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive a coupon of 12.15%, paid monthly, if each underlier closes at or above its 70% coupon barrier on the related monthly observation date.

The securities will be called automatically at par if the closing level of each underlier is greater than or equal to its initial level on any monthly review date starting April 6.

At maturity, the payout will be par unless the worst performing asset finishes below its 60% trigger level, in which case investors will be fully exposed to the decline of the worst performing asset.

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:	Autocallable contingent interest notes
Underlying assets:	Nasdaq-100 index, Russell 2000 index and iShares Russell 2000 Value ETF
Amount:	$4,205,000
Maturity:	July 11, 2024
Coupon:	12.15%, paid monthly, if each underlier closes at or above its 70% coupon barrier on the related monthly observation date
Price:	Par
Payout at maturity:	Par unless the worst performing asset finishes below its trigger level, in which case investors will be fully exposed to the decline in the worst performing asset
Call:	Automatically at par if the closing level of each underlier is greater than or equal to its initial level on any monthly review date starting April 6
Initial levels:	11,040.35 for Nasdaq-100, 1,792.800 for Russell 2000, $141.92 for iShares Russell 2000 Value ETF
Trigger levels:	6,624.21 for Nasdaq-100, 1,075.68 for Russell 2000, $85.152 for iShares Russell 2000 Value ETF, 60% of initial level
Coupon barriers:	7,728.245 for Nasdaq-100, 1,254.96 for Russell 2000, $99.344 for iShares Russell 2000 Value ETF, 70% of initial levels
Pricing date:	Jan. 6
Settlement date:	Jan. 11
Agent:	J.P. Morgan Securities LLC
Fees:	0.65%
Cusip:	48133TQG3

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