Free Writing Prospectus - Filing Under Securities Act Rules 163/433 (fwp)
January 28 2022 - 06:10AM
Edgar (US Regulatory)

Overview The following is a summary of the terms of the notes
offered by the preliminary pricing supplement hyperlinked below.
Summary of Terms Issuer: JPMorgan Chase Financial Company LLC
Guarantor: JPMorgan Chase & Co. Indices: EURO STOXX 50 ® Index
and MSCI Emerging Markets Index Pricing Date: February 18, 2022
Final Review Date: February 18, 2026 Maturity Date: February 23,
2026 Review Dates: Annual Barrier Amount: With respect to each
Index, 70.00% of its Initial Value CUSIP: 48133C3E0 Preliminary
Pricing Supplement:
http://sp.jpmorgan.com/document/cusip/48133C3E0/doctype/Product_Termsheet/document.pdf
Estimated Value: The estimated value of the notes, when the terms
of the notes are set, will not be less than $ 930.00 per $1,000
principal amount note. For information about the estimated value of
the notes, which likely will be lower than the price you paid for
the notes, please see the hyperlink above . You may lose some or
all of your principal at maturity. Any payment on the notes is
subject to the credit risk of JPMorgan Chase Fin ancial Company
LLC, as issuer of the notes and the credit risk of JPMorgan Chase
& Co., as guarantor of the notes. Automatic Call If the closing
level of each Index on any Review Date is greater than or equal to
the applicable Call Value, the notes will be automatically called
for a cash payment, for each $1,000 principal amount note, equal to
(a) $1,000 plus (b) the Call Premium Amount applicable to that
Review Date, payable on the applicable Call Settlement Date. No
further payments will be made on the notes . Payment at Maturity If
the notes have not been automatically called and the Final Value of
each Index is greater than or equal to its Barrier Amount, you will
receive the principal amount of your notes at maturity. If the
notes have not been automatically called and the Final Value of
either Index is less than its Barrier Amount, your payment at
maturity per $1,000 principal amount note will be calculated as
follows: $1,000 + ($1,000 î Lesser Performing Index Return ) If the
notes have not been automatically called and the Final Value of
either Index is less than its Barrier Amount, you will lose more
than 30.00% of your principal amount at maturity and could lose all
of your principal amount at maturity. Hypothetical Amount Payable**
J.P. Morgan Structured Investments | 1 800 576 3529 |
jpm_structured_investments@jpmorgan.com 4yr Auto Callable Review
Notes linked to SX5E / MXEF North America Structured Investments
Lesser Performing Index Return at Review Date Total Return at First
Review Date Total Return at Second Review Date Total Return at
Third Review Date Total Return at Final Review Date 80.00% 13.50%
27.00% 40.50% 54.00% 40.00% 13.50% 27.00% 40.50% 54.00% 2 0.00 %
13.50% 27.00% 40.50% 54.00% 10.00% 13.50% 27.00% 40.50% 54.00%
0.00% 13.50% 27.00% 40.50% 54.00% - 2.50% N/A 27.00% 40.50% 54.00%
- 5.00% N/A N/A 40.50% 54.00% - 7.50% N/A N/A N/A 54.00% - 7.51%
N/A N/A N/A 0.00% - 10.00 % N/A N/A N/A 0.00% - 20.00% N/A N/A N/A
0.00% - 30.00% N/A N/A N/A 0.00% - 30.01% N/A N/A N/A - 30.01% -
50.00% N/A N/A N/A - 50.00% - 80.00% N/A N/A N/A - 80.00% - 100.00%
N/A N/A N/A - 100.00% * In each case, to be determined on the
Pricing Date, but not less than the minimum Call Premium, as
applicable. ** Reflects a Call Premium of 13.50% per annum and the
applicable Call Values listed in the table to the left. The call
premium will be determined on the Pricing Date and will not be less
than 13.50% per annum. The “total return” as used above is the
number expressed as a percentage, that results from comparing the
payment on the applicable payment date per $1,000 principal amount
note to $1,000. The hypothetical returns on the notes shown above
apply only if you hold the notes for their entire term or until
automatically called. 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 shown above would likely be lower. Capitalized terms used
but not defined herein shall have the meaning set forth in the
preliminary pricing supplement . Review Date Call Value Call
Premium* First 100.00% At least 13.50 % Second 97.50% At least
27.00 % Third 95.00% At least 40.50% Final 92.50% At least 54.00
%

J.P. Morgan Structured Investments | 1 800 576 3529 |
jpm_structured_investments@jpmorgan.com Selected Risks • Your
investment in the notes may result in a loss. The notes do not
guarantee any return of principal. • Any payment on the notes is
subject to the credit risks of JPMorgan Chase Financial Company LLC
and JPMorgan Chase & Co. Therefore the value of the notes prior
to maturity will be subject to changes in the market’s view of the
creditworthiness of JPMorgan Chase Financial Company LLC or
JPMorgan Chase & Co. • The appreciation potential of the notes
is limited to any Call Premium Amount paid on the notes. • You are
exposed to the risk of decline in the level of each Index. • Your
payment at maturity will be determined by the Lesser Performing
Index. • The benefit provided by the Barrier Amount may terminate
on the final Review Date. • The automatic call feature may force a
potential early exit. • No interest payments, dividend payments or
voting rights. • The notes are subject to the risks associated with
non - U.S. securities. • The notes do not provide direct exposure
to fluctuations in foreign exchange rates with respect to the EURO
STOXX 50 ® Index. • The notes are subject to emerging markets risk
with respect to the MSCI Emerging Markets Index. • The notes are
subject to currency exchange risk with respect to the MSCI Emerging
Markets Index. • Recent executive orders may adversely affect the
performance of the MSCI Emerging Markets Index. • As a finance
subsidiary, JPMorgan Chase Financial Company LLC has no independent
operations and has limited assets. Selected Risks (continued) • The
estimated value of the notes will be lower than the original issue
price (price to public) of the notes. • The estimated value of the
notes is determined by reference to an internal funding rate. • The
estimated value of the notes does not represent future values and
may differ from others’ estimates. • The value of the notes, which
may be reflected in customer account statements, may be higher than
the then current estimated value of the notes for a limited time
period. • Lack of liquidity: J.P. Morgan Securities LLC (who we
refer to as JPMS ) intends to offer to purchase the notes in the
secondary market but is not required to do so. The price, if any,
at which JPMS will be willing to purchase notes from you in the
secondary market, if at all, may result in a significant loss of
your principal. • Potential conflicts: We and our affiliates play a
variety of roles in connection with the issuance of notes,
including acting as calculation agent and hedging our obligations
under the notes, and making the assumptions used to determine the
pricing of the notes and the estimated value of the notes when the
terms of the notes are set. It is possible that such hedging or
other trading activities of J.P. Morgan or its affiliates could
result in substantial returns for J.P. Morgan and its affiliates
while the value of the notes decline. • The tax consequences of the
notes may be uncertain. You should consult your tax adviser
regarding the U.S. federal income tax consequences of an investment
in the notes. Additional Information SEC Legend: JPMorgan Chase
Financial Company LLC and JPMorgan Chase & Co. have filed a
registration statement (including a prospectus) with the SEC for
any offerings to which these materials relate. Before you invest,
you should read the prospectus in that registration statement and
the other documents relating to this offering that JPMorgan Chase
Financial Company LLC and JPMorgan Chase & Co. has filed with
the SEC for more complete information about JPMorgan Chase
Financial Company LLC and JPMorgan Chase & Co. and this
offering. You may get these documents without cost by visiting
EDGAR on the SEC web site at www.sec.gov. Alternatively, JPMorgan
Chase Financial Company LLC and JPMorgan Chase & Co., any agent
or any dealer participating in the this offering will arrange to se
nd you the prospectus and each prospectus supplement as well as any
product supplement, underlying supplement and preliminary pricing
supplement if you so request by calling toll - free 1 - 866 - 535 -
9248. IRS Circular 230 Disclosure: JPMorgan Chase & Co. and its
affiliates do not provide tax advice. Accordingly, any discussion o
f U .S. tax matters contained herein (including any attachments) is
not intended or written to be used, and cannot be used, in
connection with the promotion, marketing or recommendation by
anyone unaffiliated with JPMorgan Cha se & Co. of any of the
matters addressed herein or for the purpose of avoiding U.S. tax -
related penalties. Investment suitability must be determined
individually for each investor, and the financial instruments
described herein may not be suitable for all investors. This
information is not intended to provide and should not be relied
upon as providing accounting, legal, regulatory or tax advice.
Investors should consult with their own advisers as to the se
matters. This material is not a product of J.P. Morgan Research
Departments. Free writing Prospectus filed Pursuant to Rule 433;
Registration Statement Nos. 333 - 236659 and 333 - 236659 - 01
North America Structured Investments 4yr Auto Callable Review Notes
linked to SX5E / MXEF The risks identified above are not
exhaustive. Please see “Risk Factors” in the prospectus supplement
and the applicable prod uct supplement and underlying supplement
and “Selected Risk Considerations” in the applicable preliminary
pricing supplement for additional information.
JP Morgan Chase (NYSE:JPM)
Historical Stock Chart
From Jun 2022 to Jul 2022
JP Morgan Chase (NYSE:JPM)
Historical Stock Chart
From Jul 2021 to Jul 2022