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Product: JPMorgan Chase Financial Company LLC issued $1,055,000 of Auto Callable Contingent Interest Notes linked to a WTI crude oil futures contract, fully and unconditionally guaranteed by JPMorgan Chase & Co.
The notes pay a Contingent Interest Rate of 11.60% per annum (2.90% per quarter) only if the NYMEX Contract Price on each Review Date is >= the Interest Barrier (70.00% of the Strike Value). The Strike Value was $62.63 (Strike Date: 9/9/2025). Review Dates occur quarterly from December 16, 2025 to September 17, 2026. The notes may be automatically called if the Contract Price on an intermediate Review Date is >= the Strike Value, earliest possible call date March 17, 2026. Maturity is September 22, 2026.
If not called, maturity payment equals $1,000 plus contingent interest if Final Value >= Trigger Value (70% of Strike). If Final Value < Trigger, payment = $1,000 + ($1,000 * Contract Return) and investors can lose more than 30% or potentially all principal. The notes are unsecured, not FDIC-insured, issued in $1,000 denominations, priced 9/10/2025 with estimated value $977.50 per $1,000 and price to public $1,000 per note.
The securities pay a contingent quarterly payment (minimum $29.00 per security, equal to 2.90% of stated principal) only if the underlying stock's closing price on a determination date is at or above a defined downside threshold. The securities can be automatically redeemed early if a determination date meets the redemption condition, in which case holders receive the stated principal plus the contingent payment(s). If not redeemed and the final stock price is below the downside threshold, maturity payment equals the stated principal times the stock performance factor and can be less than 65% of principal or zero, so principal is not guaranteed. Investors do not participate in stock appreciation and will not receive dividends or voting rights. Key risks disclosed include issuer/guarantor credit risk of JPMorgan Financial and JPMorgan Chase & Co., limited anti-dilution protection, potential limited secondary market liquidity, hedging/conflict-of-interest effects, and uncertain U.S. federal tax treatment.