JPMorgan Chase Issues New Structured Investment Notes Linked to S&P 500 Futures Excess Return Index

JPMorgan Chase Financial Company LLC is issuing new structured investment notes linked to the S&P 500 futures excess return index. The North America Structured Investments 5yr SPXFP Uncapped Accelerated Barrier Notes are designed to provide investors with potential returns based on the performance of the S&P 500 over a five-year period.

The notes have a minimum denomination of $1,000 and will be issued by JPMorgan Chase Financial Company LLC, with JPMorgan Chase & Co. acting as guarantor. The underlying index is the S&P 500 futures excess return index, which measures the total return of the S&P 500 minus the cost of rolling over futures contracts.

The notes have a barrier amount of 70% of the initial value, and if the final value is greater than the initial value, investors will receive a payment calculated based on the underlying return multiplied by an upside leverage factor of at least 1.97. If the final value is less than or equal to the barrier amount, investors will receive their principal back.

Investors should be aware that any payment on the notes is subject to the credit risk of JPMorgan Chase Financial Company LLC and JPMorgan Chase & Co., and the estimated value of the notes may be lower than the original issue price. Additionally, there are no interest payments on the notes, and investors will not have any rights to the underlying futures contracts or securities included in the index.