New Issue: JPMorgan prices $2.72 million review notes linked to index, ETF

New York, Sept. 6 – JPMorgan Chase Financial Co. LLC priced $2.72 million of 0% review notes due Sept. 4, 2025 linked to the S&P 500 index and the iShares S&P 500 Value ETF, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be called automatically at a premium of 13.6% per year if the worst performing asset closes at or above its initial value on any annual observation date.

If the worst performing asset finishes at or above its 75% downside threshold, the payout at maturity will be par. Investors will lose 1% for every 1% that the worst performing asset declines if it finishes below the downside threshold 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:	Review notes
Underlying assets:	S&P 500 index and iShares S&P 500 Value ETF
Amount:	$2,716,000
Maturity:	Sept. 4, 2025
Coupon:	0%
Price:	Par
Payout at maturity:	If worst performing asset finishes at or above its downside threshold level, par; otherwise, 1% loss for every 1% decline of worst performer from initial level
Call:	Automatically at a premium of 13.6% per year if the worst performing asset closes at or above its initial value on any annual observation date
Initial levels:	4,030.61 for S&P, $144.06 for ETF
Downside thresholds:	3,022.9575 for S&P, $108.045 for ETF, 75% of initial level
Pricing date:	Aug. 29
Settlement date:	Sept. 1
Agent:	J.P. Morgan Securities LLC
Fees:	2.25%
Cusip:	48133MVA5

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