North America Structured Investments 2yr SPHQ capped BREN The following is a summary of the terms of the notes offered by the preliminary pricing supplement highlighted below. Summary of Terms Issuer: JPMorgan Chase Financial Company LLC Guarantor: JPMorgan Chase & Co.Minimum Denomination: $1,000 Fund: The PowerShares S&P 500® Quality PortfolioUpside Leverage Factor: 1.50 Maximum Total Return: [13.25%-17.25%]* Buffer Amount: 5.00% Final Value: The Closing Price of one share of the Fund on Observation Date Initial Value: The Closing Price of one share of the Fund on Pricing Date Pricing Date: September 29, 2017 Observation Date: September 30, 2019 Maturity Date: October 3, 2019 CUSIP: 46647M5N9 Hypothetical Returns on the Notes at Maturity** Note Payoff at Maturity Fund Peformance $1,200 $1,150 $1,100 $1,050 $1,000 $950 $900 $850 $800 -20% -10% 0% 10% 20% Index Return Hypothetical Preliminary Pricing Supplement: http://sp.jpmorgan.com/document/cusip/46647M5N9/doctype/Product_Termsheet/document.pdf For information about the estimated value of the notes, which likely will be lower than theprice you paid for the notes, see the hyperlink above. Payment at Maturity If the Final Value is greater than the Initial Value, your payment at maturity per $1,000 principal amount note will be calculated as follows: Hypothetical Hypothetical Note Fund Return Return 80.00% 13.25% 50.00% 13.25% 30.00% 13.25% 20.00% 13.25% Payment at Maturity $1,325.00 $1,325.00 $1,325.00 $1,325.00 $1,000 + ($1,000 × Fund Return × Upside Leverage Factor), subject to the Maximum Return If the Final Value is equal to the Initial Value or is less than the Initial Value by up to the Buffer Amount, you will receivethe principal amount of your notes at maturity. If the Final Value is less than the Initial Value by more than the BufferAmount, your payment at maturity per $1,000 principal amount note will be calculated as follows: $1,000 + [$1,000 × (Fund Return + Buffer Amount)] 15.00% 13.25% $1,325.00 8.83% 13.25% $1,325.00 5.00% 7.50% $1,075.00 0.00% 0.00% $1,000.00 If the Final Value is less than the Initial Value by more than the Buffer Amount, you will lose some or most of your -5.00% 0.00% $1,000.00 principal amount maturity. -10.00% -5.00% $950.00 * To be determined on the Pricing Date, but not less than 13.25% or greater than 17.25% ** Reflects a Maximum Total Return of 13.25% for illustrative purposes. The hypothetical returns and hypothetical paymentson the Notes shown above apply only at maturity. These hypotheticals do not reflect fees or expenses that would be associated with any sale in the secondary market. If these fees and expenses were included, the hypothetical returns andhypothetical payments shown above would likely be lower -15.00% -10.00% $850.00 -30.00% -25.00% $750.00 -100.00% -95.00% $50.00 J.P. Morgan Structured Investments | 1 800 576 3529 | jpm_structured_investments@jpmorgan.com