JPMorgan Chase Files Pricing Supplement for Auto Callable Barrier Notes

JPMorgan Chase Financial Company LLC has filed a preliminary pricing supplement for its North America Structured Investments 3yr NDX/RTY/SPX Auto Callable Accelerated Barrier Notes. The notes are tied to the Nasdaq-100 Index, Russell 2000 Index, and S&P 500 Index. They will be automatically called if the closing value of each underlying on any review date is greater than or equal to its call value.

The upside leverage factor for these notes is 1.50, meaning that if the final value of each underlying is greater than its initial value, investors can expect a payment at maturity of $1,000 plus ($1,000 × least performing underlying return × upside leverage factor).

However, there are risks associated with investing in these notes. Investors may lose some or all of their principal at maturity, and any payment on the notes is subject to the credit risk of JPMorgan Chase Financial Company LLC and its guarantor, JPMorgan Chase & Co.