North America Structured Investments 2yr Buffered Digital Notes linked to the relative performance of SX5E and SPX 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 Index: The EURO STOXX 50 Index (the “Long Index”) and the S&P Index (the “Short Index”) Hypothetical Returns on the Notes at Maturity** The following table illustrates the hypothetical total return and payment at maturity on the notes linked to the relative performance of two hypothetical Indices. Hypothetical Contingent Digital Return: At least 19.20%* Buffer Amount: 5.00% Downside Threshold: -5.00% Hypothetical Hypothetical Note Relative Return Return Payment at Maturity Final Value: Closing level on the Observation Date with respect to each index Initial Value: Closing level on the Pricing Date with respect to each index Long Index Return: The Index Return of the Long Index Short Index Return: The Index Return of the Short Index Relative Return: Long Index Return - Short Index Return Index Return***: (Final Value - Initial Value) / Initial Value Pricing Date: September 29, 2017 Observation Date: September 30, 2019 Maturity Date: October 3, 2019 CUSIP: 46647MND1 Preliminary Pricing Supplement: http://sp.jpmorgan.com/document/cusip/46647MND1/doctype/Product_Termsheet/document.pdf For information about the estimated value of the notes, which likely will be lower than the price you paid for the notes, see the hyperlinkabove. Payment at Maturity 80.00% 19.20% $1,192.00 50.00% 19.20% $1,192.00 30.00% 19.20% $1,192.00 19.20% 19.20% $1,192.00 10.00% 19.20% $1,192.00 5.00% 19.20% $1,192.00 0.00% 19.20% $1,192.00 -2.50% 0.00% $1,000.00 If the Long Index Return is greater than or equal to the Short Index Return, your payment at maturity per $1,000 principal amount note will be calculated as follows: -5.00% 0.00% $1,000.00 $1,000 + ($1,000 × Contingent Digital Return) If the Long Index Return is less than the Short Index Return but the Relative Return is greater than or equal to the Downside threshold, -10.00% -5.00% $950.00 you will receive the principal amount of your notes at maturity. If the Long Index Return is less than the Short Index Return and the Relative Return is less than the Downside Threshold, your payment at maturity per $1,000 principal amount note will be calculated as -20.00% -15.00% $850.00 follows: $1,000 + [$1,000 × (Relative Return + Buffer Amount)]In no event, however, will the payment at maturity be less than $50.00 per $1,000 principal amount note, subject to the credit risks of -30.00% -25.00% $750.00 JPMorgan Financial and JPMorgan Chase & Co. If the Long Index Return is less than the Short Index Return and the Relative Return is less than the Downside Threshold, you will losesome or most of your principal amount at maturity. * The final Contingent Digital return will be provided in the Pricing Supplement and will not be less than 19.20%. ** The hypothetical returns and hypothetical payments on the Notes shown to the right apply only at maturity. Thesehypotheticals do not reflect fees or expenses that would be associated with any sale in the secondary market. If these feesand expenses were included, the hypothetical returns and hypothetical payments shown above would likely be lower. -50.00% -45.00% $550.00 -80.00% -75.00% $250.00 -100.00% -95.00% $50.00 ***With respect to each Index J.P. Morgan Structured Investments | 1 800 576 3529 | jpm_structured_investments@jpmorgan.com