North America Structured Investments 2yr Buffered Digital Notes linked to the relative performance of XLF and XLU 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 Financial Sector SPDR Fund (the “Long Fund”) and the Utilities Select Sector SPDR Fund (the “Short Fund”) Hypothetical Returns on the Notes at Maturity** The following table illustrates the hypothetical total return andpayment at maturity on the notes linked to the relative performance of two hypothetical Indices. Hypothetical Contingent Digital Return: At least 22.70%* Buffer Amount: 5.00% Downside Threshold: -5.00% Final Value: Closing level on the Observation Date with respect to each fund Initial Value: Closing level on the Pricing Date with respect to each fund Long Fund Return: The Fund Return of the Long Fund Short Fund Return: The Fund Return of the Short Fund Relative Return: Long Fund Return - Short Fund Return Fund Return***: (Final Value - Initial Value) / Initial Value Pricing Date: September 29, 2017 Observation Date: September 25, 2020 Maturity Date: October 4, 2020 CUSIP: 46647MNE9 Preliminary Pricing Supplement: http://sp.jpmorgan.com/document/cusip/46647MNE9/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. Hypothetical Hypothetical Note Relative Return Return 80.00% 22.70% 50.00% 22.70% 30.00% 22.70% 22.70% 22.70% 10.00% 22.70% 5.00% 22.70% 0.00% 22.70% -2.50% 0.00% Payment at Maturity $1,227.00 $1,227.00 $1,227.00 $1,227.00 $1,227.00 $1,227.00 $1,227.00 $1,000.00 Payment at Maturity If the Long Fund Return is greater than or equal to the Short Fund Return, your payment at maturity per $1,000 principal amount note -5.00% 0.00% $1,000.00 will be calculated as follows: $1,000 + ($1,000 × Contingent Digital Return) -10.00% -5.00% $950.00 If the Long Fund Return is less than the Short Fund Return but the Relative Return is greater than or equal to the Downside Threshold, you will receive the principal amount of your notes at maturity. If the Long Fund Return is less than the Short Fund Return and the Relative Return is less than the Downside Threshold, your paymentat maturity per $1,000 principal amount note will be calculated as 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 JPMorgan Financial and JPMorgan Chase & Co. * The final Contingent Digital return will be provided in the Pricing Supplement and will not be less than 22.70%. **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. ***With respect to each Index -20.00% -15.00% $850.00 -30.00% -25.00% $750.00 -50.00% -45.00% $550.00 -80.00% -75.00% $250.00 -100.00% -95.00% $50.00 J.P. Morgan Structured Investments | 1 800 576 3529 | jpm_structured_investments@jpmorgan.com