New Issue: JPMorgan sells $1.53 million contingent interest autocalls on Nasdaq, Russell and Stoxx

By Kiku Steinfeld

Chicago, Oct. 2 – JPMorgan Chase Financial Co. LLC priced $1.53 million of autocallable contingent interest notes due Aug. 27, 2024 linked to the lesser performing of the Nasdaq-100 index, the Russell 2000 index and Euro Stoxx 50 index according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by JPMorgan Chase & Co.

Each month, the notes will pay contingent interest at an annual rate of 7% if each index closes at or above its 74.25% interest barrier on the related monthly review date.

After one year, the notes will be called at par plus the contingent interest payment if each index closes at or above its initial level on any monthly review date other than the final one.

The payout at maturity will be par plus any contingent interest payment due unless any index finishes below its 70% trigger level, in which case investors will be fully exposed to any losses of the worst performing index.

J.P. Morgan Securities LLC is the agent.

Issuer:	JPMorgan Chase Financial Co. LLC
Guarantor:	JPMorgan Chase & Co.
Issue:	Autocallable contingent interest notes
Underlying indexes:	Russell 2000, Euro Stoxx 50 and Nasdaq-100
Amount:	$1,534,000
Maturity:	Aug. 27, 2024
Contingent Interest Payment:	7%, payable each month that each index closes at or above its interest barrier on the related monthly review date
Price:	Par
Payout at maturity:	Par plus any contingent interest payment due unless any index closes below its trigger level, in which case investors will be fully exposed to any losses of the worst performing index
Call:	Automatically at par plus the contingent interest payment if each index closes at or above its initial level on any monthly review date, other than the final one, after one year
Initial levels:	7,707.427 for Nasdaq, 1,506.002 for Russell and 3,373.67 for Stoxx
Interest barriers:	5,722.76455 for Nasdaq, 1,118.20649 for Russell and 2,504.94998 for Stoxx, 74.25% of initial levels
Trigger levels:	5,395.1989 for Nasdaq, 1,054.2014 for Russell and 2,361.569 for Stoxx, 70% of initial levels
Pricing date:	Aug. 22
Settlement date:	Aug. 27
Agent:	J.P. Morgan Securities LLC
Fees:	4.125%
Cusip:	48132FDK9

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