Issuer: JPMorgan Chase Financial Company LLC, a direct, wholly owned finance subsidiary of JPMorgan Chase & Co.
Guarantor: JPMorgan Chase & Co.
Funds: The Technology Select Sector SPDR® Fund (Bloomberg ticker: XLK), the Energy Select Sector SPDR® Fund (Bloomberg ticker: XLE) and the iShares® Silver Trust (Bloomberg ticker: SLV)
Contingent Interest Payments: If the notes have not been automatically called and the closing price of one share of each Fund on any Review Date is greater than or equal to its Interest Barrier, you will receive on the applicable Interest Payment Date for each $1,000 principal amount note a Contingent Interest Payment equal to $11.875 (equivalent to a Contingent Interest Rate of 14.25% per annum, payable at a rate of 1.1875% per month).
If the closing price of one share of any Fund on any Review Date is less than its Interest Barrier, no Contingent Interest Payment will be made with respect to that Review Date.
Contingent Interest Rate: 14.25% per annum, payable at a rate of 1.1875% per month
Interest Barrier / Trigger Value: With respect to each Fund, 70.00% of its Initial Value, which is $160.356 for the Technology Select Sector SPDR® Fund, $63.791 for the Energy Select Sector SPDR® Fund and $18.879 for the iShares® Silver Trust
Pricing Date: July 2, 2024
Original Issue Date (Settlement Date): On or about July 8, 2024
Review Dates*: August 2, 2024, September 3, 2024, October 2, 2024, November 4, 2024, December 2, 2024, January 2, 2025, February 3, 2025, March 3, 2025, April 2, 2025, May 2, 2025, June 2, 2025, July 2, 2025, August 4, 2025, September 2, 2025, October 2, 2025, November 3, 2025, December 2, 2025 and January 2, 2026 (final Review Date)
Interest Payment Dates*: August 7, 2024, September 6, 2024, October 7, 2024, November 7, 2024, December 5, 2024, January 7, 2025, February 6, 2025, March 6, 2025, April 7, 2025, May 7, 2025, June 5, 2025, July 8, 2025, August 7, 2025, September 5, 2025, October 7, 2025, November 6, 2025, December 5, 2025 and the Maturity Date
Maturity Date*: January 7, 2026
Call Settlement Date*: If the notes are automatically called on any Review Date (other than the first, second and final Review Dates), the first Interest Payment Date immediately following that Review Date
* Subject to postponement in the event of a market disruption event and as described under “General Terms of Notes — Postponement of a Determination Date — Notes Linked to Multiple Underlyings” and “General Terms of Notes — Postponement of a Payment Date” in the accompanying product supplement
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