Issuer:
JPMorgan
Chase Financial Company LLC, an indirect, wholly owned finance subsidiary of JPMorgan Chase & Co.
Guarantor:
JPMorgan
Chase & Co.
Indices:
The
Dow Jones Industrial Average™ (Bloomberg ticker: INDU), the NASDAQ-100 Index
®
(Bloomberg
ticker: NDX) and the S&P 500
®
Index
(Bloomberg ticker: SPX) (each an “Index” and collectively, the “Indices”)
Contingent Interest Payments:
If the
notes have not been automatically called and the closing level of each Index on any Interest 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 at least $5.4167 (equivalent to a Contingent Interest Rate of at least 6.50% per annum, payable at a
rate of at least 0.54167% per month) (to be provided in the pricing supplement).
If the closing level of
any Index on any Interest Review Date is less than its Interest Barrier, no Contingent Interest Payment will be made with respect
to that Interest Review Date.
Contingent Interest Rate:
At
least 6.50% per annum, payable at a rate of at least 0.54167% per month (to be provided in the pricing supplement)
Pricing Date:
On
or about June 14, 2019
Original Issue Date (Settlement Date):
On or about June 19, 2019
Interest Review Dates*:
July
15, 2019, August 14, 2019, September 16, 2019, October 14, 2019, November 14, 2019, December 16, 2019, January 14, 2020, February
14, 2020, March 16, 2020, April 14, 2020, May 14, 2020, June 15, 2020, July 14, 2020, August 14, 2020, September 14, 2020, October
14, 2020, November 16, 2020, December 14, 2020, January 14, 2021, February 16, 2021, March 15, 2021, April 14, 2021, May 14, 2021,
June 14, 2021, July 14, 2021, August 16, 2021, September 14, 2021, October 14, 2021, November 15, 2021, December 14, 2021, January
14, 2022, February 14, 2022, March 14, 2022, April 14, 2022, May 16, 2022, June 14, 2022, July 14, 2022, August 15, 2022, September
14, 2022, October 14, 2022, November 14, 2022, December 14, 2022, January 17, 2023, February 14, 2023, March 14, 2023, April 14,
2023, May 15, 2023, June 14, 2023, July 14, 2023, August 14, 2023, September 14, 2023, October 16, 2023, November 14, 2023, December
14, 2023, January 16, 2024, February 14, 2024, March 14, 2024, April 15, 2024, May 14, 2024 and June 14, 2024 (the “final
Review Date”)
Autocall Review Dates*:
June
15, 2020, September 14, 2020, December 14, 2020, March 15, 2021, June 14, 2021, September 14, 2021, December 14, 2021, March 14,
2022, June 14, 2022, September 14, 2022, December 14, 2022, March 14, 2023, June 14, 2023, September 14, 2023, December 14, 2023
and March 14, 2024
Maturity Date*:
June
19, 2024
Call Settlement Date*:
If
the notes are automatically called on any Autocall Review Date, the first Interest Payment Date immediately following that Autocall
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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Interest Payment Dates*:
July
18, 2019, August 19, 2019, September 19, 2019, October 17, 2019, November 19, 2019, December 19, 2019, January 17, 2020, February
20, 2020, March 19, 2020, April 17, 2020, May 19, 2020, June 18, 2020, July 17, 2020, August 19, 2020, September 17, 2020, October
19, 2020, November 19, 2020, December 17, 2020, January 20, 2021, February 19, 2021, March 18, 2021, April 19, 2021, May 19, 2021,
June 17, 2021, July 19, 2021, August 19, 2021, September 17, 2021, October 19, 2021, November 18, 2021, December 17, 2021, January
20, 2022, February 17, 2022, March 17, 2022, April 20, 2022, May 19, 2022, June 17, 2022, July 19, 2022, August 18, 2022, September
19, 2022, October 19, 2022, November 17, 2022, December 19, 2022, January 20, 2023, February 17, 2023, March 17, 2023, April 19,
2023, May 18, 2023, June 19, 2023, July 19, 2023, August 17, 2023, September 19, 2023, October 19, 2023, November 17, 2023, December
19, 2023, January 19, 2024, February 20, 2024, March 19, 2024, April 18, 2024, May 17, 2024 and the Maturity Date
Automatic Call:
If the closing level of each
Index on any Autocall Review Date is greater than or equal to its Initial 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 Contingent Interest Payment applicable
to the Interest Review Date corresponding to that Autocall 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 Trigger Value, you will
receive a cash payment at maturity, for each $1,000 principal amount note, equal to (a) $1,000 plus (b) the Contingent Interest
Payment, if any, applicable to the final Review Date.
If the
notes have not been automatically called and the Final Value of any Index is less than its Trigger Value, your payment at maturity
per $1,000 principal amount note will be calculated as follows:
$1,000
+ ($1,000 × Least Performing Index Return)
If the notes have not been
automatically called and the Final Value of any Index is less than its Trigger Value, you will lose more than 40.00% of your principal
amount at maturity and could lose all of your principal amount at maturity.
Least Performing Index:
The
Index with the Least Performing Index Return
Least Performing Index Return:
The
lowest of the Index Returns of the Indices
Index Return:
With
respect to each Index,
(Final
Value – Initial Value)
Initial Value
Initial Value:
With
respect to each Index, the closing level of that Index on the Pricing Date
Final Value:
With
respect to each Index, the closing level of that Index on the final Review Date
Interest Barrier:
With
respect to each Index, 70.00% of its Initial Value
Trigger Value:
With respect to
each Index, 60.00% of its Initial Value
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