<SEC-DOCUMENT>0001213900-25-122700.txt : 20251217
<SEC-HEADER>0001213900-25-122700.hdr.sgml : 20251217
<ACCEPTANCE-DATETIME>20251217141735
ACCESSION NUMBER:		0001213900-25-122700
CONFORMED SUBMISSION TYPE:	424B2
PUBLIC DOCUMENT COUNT:		12
FILED AS OF DATE:		20251217
DATE AS OF CHANGE:		20251217

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			JPMORGAN CHASE & CO
		CENTRAL INDEX KEY:			0000019617
		STANDARD INDUSTRIAL CLASSIFICATION:	NATIONAL COMMERCIAL BANKS [6021]
		ORGANIZATION NAME:           	02 Finance
		EIN:				132624428
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		424B2
		SEC ACT:		1933 Act
		SEC FILE NUMBER:	333-270004
		FILM NUMBER:		251578372

	BUSINESS ADDRESS:	
		STREET 1:		383 MADISON AVENUE
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10017
		BUSINESS PHONE:		2122706000

	MAIL ADDRESS:	
		STREET 1:		383 MADISON AVENUE
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10017

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	J P MORGAN CHASE & CO
		DATE OF NAME CHANGE:	20010102

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	CHASE MANHATTAN CORP /DE/
		DATE OF NAME CHANGE:	19960402

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	CHEMICAL BANKING CORP
		DATE OF NAME CHANGE:	19920703

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			JPMorgan Chase Financial Co. LLC
		CENTRAL INDEX KEY:			0001665650
		STANDARD INDUSTRIAL CLASSIFICATION:	NATIONAL COMMERCIAL BANKS [6021]
		ORGANIZATION NAME:           	02 Finance
		EIN:				475462128
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		424B2
		SEC ACT:		1933 Act
		SEC FILE NUMBER:	333-270004-01
		FILM NUMBER:		251578373

	BUSINESS ADDRESS:	
		STREET 1:		383 MADISON AVENUE
		STREET 2:		FLOOR 21
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10179
		BUSINESS PHONE:		(212) 270-6000

	MAIL ADDRESS:	
		STREET 1:		383 MADISON AVENUE
		STREET 2:		FLOOR 21
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10179
</SEC-HEADER>
<DOCUMENT>
<TYPE>424B2
<SEQUENCE>1
<FILENAME>ea0270076-01_424b2.htm
<DESCRIPTION>PRICING SUPPLEMENT
<TEXT>
<HTML>
<HEAD>
<TITLE></TITLE>
</HEAD>
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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">Filed Pursuant to Rule 424(b)(2)</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 2pt; text-align: right">Registration Statement Nos. 333-270004 and 333-270004-01</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Pricing Supplement to <A HREF="http://www.sec.gov/Archives/edgar/data/19617/000095010323005751/crt_dp192097-424b2.pdf">the
Prospectus and Prospectus Supplement, each dated April 13, 2023</A>, <A HREF="http://www.sec.gov/Archives/edgar/data/19617/000121390023029539/ea152803_424b2.pdf">the
Product Supplement No. 4-I dated April 13, 2023</A> and <A HREF="http://www.sec.gov/Archives/edgar/data/1665650/000095010324007599/dp211753_424b3.htm">the
Prospectus Addendum dated June 3, 2024</A></P>

<P STYLE="font: 18pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><FONT STYLE="font-weight: normal">JPMorgan Chase Financial
Company LLC</FONT></P>

<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><FONT STYLE="font-weight: normal">Medium-Term Notes,
Series A<BR>
$500,000<BR>
Autocallable Contingent Coupon Equity-Linked Notes due 2026<BR>
(Linked to the Class B Common Stock of NIKE, Inc.)</FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Fully and Unconditionally Guaranteed by JPMorgan Chase&nbsp;&amp;&nbsp;Co.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 4pt 0 0"><B>If the closing level of the Class B common stock of NIKE, Inc.
(which we refer to as the underlier) on any coupon observation date (March 16, 2026, June 15, 2026, September 15, 2026 and December 15,
2026, subject to adjustment) is <I>less than</I> 65.00% of the initial underlier level (set on the strike date, December 11, 2025), you
will not receive a coupon on the applicable coupon payment date (March 18, 2026, June 17, 2026, September 17, 2026 and the stated maturity
date, subject to adjustment). </B>The amount that you will be paid on your notes on the stated maturity date (December 17, 2026, subject
to adjustment) if the notes have not been automatically called is based on the performance of the underlier and may be zero. Your notes
will be automatically called if the closing level of the underlier on any call observation date (each coupon observation date, subject
to adjustment, other than the final coupon observation date) is <I>greater than or equal to </I>the initial underlier level. If your notes
are automatically called, you will receive a payment on the next coupon payment date equal to the principal amount of your notes <I>plus
</I>a coupon (as described below). <B>You could lose your entire investment in the notes. Any payment on the notes is subject to the credit
risk of JPMorgan Chase Financial Company LLC (&#8220;JPMorgan Financial&#8221;), as issuer of the notes, and the credit risk of JPMorgan
Chase&nbsp;&amp;&nbsp;Co., as guarantor of the notes. </B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">If on any coupon observation date the closing level of the underlier is
<I>greater than or equal to</I> 65.00% of the initial underlier level, you will receive on the applicable coupon payment date a coupon
for each $1,000 principal amount note, which is $34.125 (3.4125% quarterly, or the potential for up to 13.65% per annum).</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">To determine your payment at maturity, we will calculate the underlier return,
which is the percentage increase or decrease in the final underlier level from the initial underlier level. On the stated maturity date,
for each $1,000 principal amount note, you will receive an amount in cash equal to:</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>if the underlier return is <I>greater than or equal to </I>-35.00% (the final underlier level is <I>greater than or equal to</I> 65.00%
of the initial underlier level), $1,000 <I>plus </I>the final coupon; or</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>if the underlier return is <I>less than </I>-35.00% (the final underlier level is <I>less than </I>65.00% of the initial underlier
level), the <I>sum </I>of (i) $1,000 <I>plus </I>(ii) the <I>product </I>of (a) the underlier return <I>times </I>(b) $1,000. <B>The payment
at maturity will be based on the underlier return, which will be negative, and you will receive <I>less than </I>65.00% of the principal
amount of your notes and no coupon.</B></TD></TR></TABLE>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0"><B><I>Your investment in the notes involves certain risks, including, among
other things, our credit risk. See &#8220;Risk Factors&#8221; on page S-2 of the accompanying prospectus supplement, Annex A to the accompanying
prospectus addendum, &#8220;Risk Factors&#8221; on page PS-11 of the accompanying product supplement and &#8220;Selected Risk Factors&#8221;
on page PS-15 of this pricing supplement.</I></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">The foregoing is only a brief summary of the terms of your notes. You should
read the additional disclosure provided herein so that you may better understand the terms and risks of your investment.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0"><B><I>The estimated value of the notes, when the terms of the notes were
set, was $973.40 per $1,000 principal amount note. </I></B>See &#8220;Summary Information &#8212; The Estimated Value of the Notes&#8221;
on page PS-8 of this pricing supplement for additional information about the estimated value of the notes and &#8220;Summary Information
&#8212; Secondary Market Prices of the Notes&#8221; on page PS-9 of this pricing supplement for information about secondary market prices
of the notes.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Original issue date (settlement date):</B> December 18, 2025</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Original issue price:</B> 100.00% of the principal amount</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Underwriting commission/discount:</B> 1.00% of the principal amount*</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Net proceeds to the issuer:</B> 99.00% of the principal amount</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">See &#8220;Summary Information &#8212; Supplemental Use of Proceeds&#8221;
on page PS-9 of this pricing supplement for information about the components of the original issue price of the notes.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">*J.P. Morgan Securities LLC, which we refer to as JPMS, acting as agent
for JPMorgan Financial, will pay all of the selling commissions of 1.00% of the principal amount it receives from us to an unaffiliated
dealer. See &#8220;Plan of Distribution (Conflicts of Interest)&#8221; on page PS-86 of the accompanying product supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Neither the Securities and Exchange Commission (the &#8220;SEC&#8221;)
nor any other regulatory body has approved or disapproved of these securities or passed upon the accuracy or adequacy of this pricing
supplement, the accompanying product supplement, the accompanying prospectus supplement, the accompanying prospectus or the accompanying
prospectus addendum. Any representation to the contrary is a criminal offense.</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0"><B>The notes are not bank deposits, are not insured by the Federal Deposit
Insurance Corporation or any other governmental agency and are not obligations of, or guaranteed by, a bank.</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 2pt 0 0; text-align: center">Pricing Supplement dated December 15, 2025</P>


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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt">The original issue price, fees and commissions and net proceeds listed
above relate to the notes we sell initially. We may decide to sell additional notes after the date of this pricing supplement, at issue
prices and with fees and commission and net proceeds that differ from the amounts set forth above. The return (whether positive or negative)
on your investment in notes will depend in part on the price you pay for your notes.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt">We may use this pricing supplement in the initial sale of the notes.
In addition, JPMS or any other affiliate of ours may use this pricing supplement in a market-making transaction in a note after its initial
sale. <B><I>Unless JPMS or its agents inform the purchaser otherwise in the confirmation of sale, this pricing supplement is being used
in a market-making transaction.</I></B></P>


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<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 10pt 0; text-transform: uppercase; text-align: center">SUMMARY INFORMATION</P>

<DIV STYLE="padding: 1pt 4pt; border: Black 1pt solid">

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">You should read this pricing supplement together with the accompanying
prospectus, as supplemented by the accompanying prospectus supplement relating to our Series A medium-term notes of which these notes
are a part, the accompanying prospectus addendum and the more detailed information contained in the accompanying product supplement. <B>This
pricing supplement, together with the documents listed below, contains the terms of the notes and supersedes all other prior or contemporaneous
oral statements as well as any other written materials including preliminary or indicative pricing terms, correspondence, trade ideas,
structures for implementation, sample structures, fact sheets, brochures or other educational materials of ours. </B>You should carefully
consider, among other things, the matters set forth in the &#8220;Risk Factors&#8221; sections of the accompanying prospectus supplement
and the accompanying product supplement and in Annex A to the accompanying prospectus addendum, as the notes involve risks not associated
with conventional debt securities. We urge you to consult your investment, legal, tax, accounting and other advisers before you invest
in the notes.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">You may access these documents on the SEC website at www.sec.gov
as follows (or if such address has changed, by reviewing our filings for the relevant date on the SEC website):</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-size: 8pt">&#9679;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT>Product
supplement no. 4-I dated April 13, 2023: </P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 1pt"><A HREF="http://www.sec.gov/Archives/edgar/data/19617/000121390023029539/ea152803_424b2.pdf">http://www.sec.gov/Archives/edgar/data/19617/000121390023029539/ea152803_424b2.pdf</A></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 12pt 0 0"><FONT STYLE="font-size: 8pt">&#9679;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT>Prospectus
supplement and prospectus, each dated April 13, 2023:</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><A HREF="http://www.sec.gov/Archives/edgar/data/19617/000095010323005751/crt_dp192097-424b2.pdf">http://www.sec.gov/Archives/edgar/data/19617/000095010323005751/crt_dp192097-424b2.pdf</A></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 12pt 0 0"><FONT STYLE="font-size: 8pt">&#9679;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT>Prospectus
addendum dated June 3, 2024:</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><A HREF="http://www.sec.gov/Archives/edgar/data/1665650/000095010324007599/dp211753_424b3.htm">http://www.sec.gov/Archives/edgar/data/1665650/000095010324007599/dp211753_424b3.htm</A></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">Our Central Index Key, or CIK, on the SEC website is 1665650, and
JPMorgan Chase&nbsp;&amp;&nbsp;Co.&#8217;s CIK is 19617. As used in this pricing supplement, &#8220;we,&#8221; &#8220;us&#8221; and &#8220;our&#8221;
refer to JPMorgan Financial.</P>

</DIV>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 10pt 0; text-align: center">Key Terms</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Issuer:</B> JPMorgan Chase Financial Company LLC, a direct, wholly
owned finance subsidiary of JPMorgan Chase&nbsp;&amp;&nbsp;Co.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Guarantor:</B> JPMorgan Chase&nbsp;&amp;&nbsp;Co.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Underlier:</B> the Class B common stock of NIKE, Inc. (Bloomberg
symbol, &#8220;NKE UN Equity&#8221;). The accompanying product supplement refers to the underlier as the &#8220;Reference Stock.&#8221;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Principal amount:</B> each note will have a principal amount of
$1,000; $500,000 in the aggregate for all the offered notes; the aggregate principal amount of the offered notes may be increased if the
issuer, at its sole option, decides to sell an additional amount of the offered notes on a date subsequent to the date of this pricing
supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Purchase at amount other than principal amount:</B> the amount
we will pay you at the stated maturity date for your notes will not be adjusted based on the price you pay for your notes, so if you acquire
notes at a premium (or discount) to the principal amount and hold them to the stated maturity date, it could affect your investment in
a number of ways. The return on your investment in the notes will be lower (or higher) than it would have been had you purchased the notes
at the principal amount. Also, the stated trigger buffer level would not offer the same benefit to your investment as would be the case
if you had purchased the notes at the principal amount. See &#8220;Selected Risk Factors &#8212; Risks Relating to the Notes Generally
&#8212; If You Purchase Your Notes at a Premium to the Principal Amount, the Return on Your Investment Will Be Lower Than the Return on
Notes Purchased at the Principal Amount and the Impact of Certain Key Terms of the Notes Will Be Negatively Affected&#8221; on page PS-16
of this pricing supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Payment on the stated maturity date (if the notes have not been
automatically called):</B></P>


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<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>if the final underlier level is <I>greater than </I>or <I>equal to </I>the trigger buffer level, $1,000; or</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>if the final underlier level is <I>less than </I>the trigger buffer level, the <I>sum of </I>(i) $1,000 <I>plus </I>(ii) the <I>product
</I>of (a) the underlier return <I>times </I>(b) $1,000.</TD></TR></TABLE>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Automatic redemption:</B> if a redemption event occurs, the notes
will be automatically called in whole and we will pay you, in addition to the coupon then due, an amount in cash on the following call
payment date, for each $1,000 principal amount note, equal to $1,000.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Redemption event: </B>a redemption event will occur if, on any
call observation date, the closing level of the underlier is <I>greater than</I> or <I>equal to</I> the initial underlier level.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Initial underlier level (the closing level of the underlier on
the strike date): </B>$67.74. The accompanying product supplement refers to the initial underlier level as the &#8220;Initial Value.&#8221;
<B>The initial underlier level is <I>not</I> the closing level of the underlier on the trade date.</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Final underlier level:</B> the closing level of the underlier
on the determination date. In certain circumstances, the closing level of the underlier will be based on the value of cash, securities
(including securities of other issuers) or other property distributed to holders of the underlier upon the occurrence of a reorganization
event. See &#8220;The Underlyings &#8212; Reference Stocks &#8212; Reorganization Events&#8221; on page PS-60 of the accompanying product
supplement. The accompanying product supplement refers to the final underlier level as the &#8220;Final Value.&#8221;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Underlier return:</B> the <I>quotient</I> of (i) the final underlier
level <I>minus</I> the initial underlier level <I>divided</I> by (ii) the initial underlier level, expressed as a percentage</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Trigger buffer level: </B>65.00% of the initial underlier level</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Coupon:</B> subject to any earlier automatic redemption, on each
coupon payment date, for each $1,000 principal amount note, we will pay you:</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>if the closing level of the underlier on the related coupon observation date is <I>greater than or equal to </I>the coupon trigger
level, an amount in cash equal to $34.125 (3.4125% quarterly, or the potential for up to 13.65% per annum); or</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>if the closing level of the underlier on the related coupon observation date is <I>less than </I>the coupon trigger level, $0.</TD></TR></TABLE>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt">The coupon payable on any coupon payment date will be paid to the
person in whose name the applicable note is registered as of the close of business on the business day prior to that coupon payment date.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Coupon trigger level: </B>65.00% of the initial underlier level</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Strike date:</B> December 11, 2025</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Trade date:</B> December 15, 2025</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Original issue date (settlement date):</B> December 18, 2025</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Determination date:</B> the final coupon observation date, December
15, 2026, subject to postponement in the event of a market disruption event and as described under &#8220;General Terms of Notes &#8212;
Postponement of a Determination Date &#8212; Notes Linked to a Single Underlying &#8212; Notes Linked to a Single Underlying (Other Than
a Commodity Index)&#8221; on page PS-45 of the accompanying product supplement</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Stated maturity date:</B> December 17, 2026, subject to postponement
in the event of a market disruption event and as described under &#8220;General Terms of Notes &#8212; Postponement of a Payment Date&#8221;
on page PS-45 of the accompanying product supplement. The accompanying product supplement refers to the stated maturity date as the &#8220;maturity
date.&#8221;</P>


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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Call observation dates: </B>each coupon observation date, other
than the final coupon observation date, subject to postponement in the event of a market disruption event and as described under &#8220;General
Terms of Notes &#8212; Postponement of a Determination Date &#8212; Notes Linked to a Single Underlying &#8212; Notes Linked to a Single
Underlying (Other Than a Commodity Index)&#8221; on page PS-45 of the accompanying product supplement</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Call payment dates: </B>the first coupon payment date immediately
after the applicable call observation date, subject to postponement in the event of a market disruption event and as described under &#8220;General
Terms of Notes &#8212; Postponement of a Payment Date&#8221; on page PS-45 of the accompanying product supplement</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Coupon observation dates: </B>March 16, 2026, June 15, 2026, September
15, 2026 and December 15, 2026, subject to postponement in the event of a market disruption event and as described under &#8220;General
Terms of Notes &#8212; Postponement of a Determination Date &#8212; Notes Linked to a Single Underlying &#8212; Notes Linked to a Single
Underlying (Other Than a Commodity Index)&#8221; on page PS-45 of the accompanying product supplement</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Coupon payment dates: </B>March 18, 2026, June 17, 2026, September
17, 2026 and the stated maturity date, subject to postponement in the event of a market disruption event and as described under &#8220;General
Terms of Notes &#8212; Postponement of a Payment Date&#8221; on page PS-45 of the accompanying product supplement. The accompanying product
supplement refers to the coupon payment dates as the &#8220;interest payment dates.&#8221;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>No listing:</B> The offered notes will not be listed on any securities
exchange or interdealer quotation system.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Closing level:</B> as described under &#8220;The Underlyings &#8212;
Reference Stocks &#8212; Price of One Share of a Reference Stock&#8221; on page PS-54 of the accompanying product supplement. The accompanying
product supplement refers to the closing level as the &#8220;closing price.&#8221;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Stock adjustment factor:</B> The stock adjustment factor is referenced
in determining the closing level of the underlier and is set initially at 1.0 on the strike date. The stock adjustment factor is subject
to adjustment upon the occurrence of certain corporate events affecting the underlier. See &#8220;The Underlyings &#8212; Reference Stocks
&#8212; Price of One Share of a Reference Stock&#8221; on page PS-54 of the accompanying product supplement, &#8220;The Underlyings &#8212;
Reference Stocks &#8212; Anti-Dilution Adjustments&#8221; on page PS-56 of the accompanying product supplement and &#8220;The Underlyings
&#8212; Reference Stocks &#8212; Reorganization Events&#8221; on page PS-60 of the accompanying product supplement for further information.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Business day:</B> as described under &#8220;General Terms of Notes
&#8212; Postponement of a Payment Date&#8221; on page PS-45 of the accompanying product supplement</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Trading day:</B> as described under &#8220;General Terms of Notes
&#8212; Postponement of a Determination Date &#8212; Additional Defined Terms&#8221; on page PS-48 of the accompanying product supplement</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Use of proceeds and hedging:</B> as described under &#8220;Use
of Proceeds and Hedging&#8221; on page PS-43 of the accompanying product supplement, as supplemented by &#8220;&#8212; Supplemental Use
of Proceeds&#8221; below</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Tax treatment: </B>You should review carefully the section entitled
&#8220;Material U.S. Federal Income Tax Consequences&#8221; in the accompanying product supplement no. 4-I. In determining our reporting
responsibilities we intend to treat (i) the notes for U.S. federal income tax purposes as prepaid forward contracts with associated contingent
coupons and (ii) any coupons as ordinary income, as described in the section entitled &#8220;Material U.S. Federal Income Tax Consequences
&#8212; Tax Consequences to U.S. Holders &#8212; Notes Treated as Prepaid Forward Contracts with Associated Contingent Coupons&#8221;
in the accompanying product supplement. Based on the advice of Davis Polk &amp; Wardwell LLP, our special tax counsel, we believe that
this is a reasonable treatment, but that there are other reasonable treatments that the IRS or a court may adopt, in which case the timing
and character of any income or loss on the notes could be materially affected. In addition, in 2007 Treasury and the IRS released a notice
requesting comments on the U.S. federal income tax treatment of &#8220;prepaid forward contracts&#8221; and similar instruments. The notice
focuses in particular on whether to require investors in these instruments to</P>


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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">accrue income over the term of their investment. It also asks for
comments on a number of related topics, including the character of income or loss with respect to these instruments and the relevance
of factors such as the nature of the underlying property to which the instruments are linked. While the notice requests comments on appropriate
transition rules and effective dates, any Treasury regulations or other guidance promulgated after consideration of these issues could
materially affect the tax consequences of an investment in the notes, possibly with retroactive effect. The discussions above and in the
accompanying product supplement do not address the consequences to taxpayers subject to special tax accounting rules under Section 451(b)
of the Code. You should consult your tax adviser regarding the U.S. federal income tax consequences of an investment in the notes, including
possible alternative treatments and the issues presented by the notice described above.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><I>Non-U.S. Holders &#8212; Tax Considerations.</I> The U.S. federal
income tax treatment of coupons are uncertain, and although we believe it is reasonable to take a position that coupons are not subject
to U.S. withholding tax (at least if an applicable Form W-8 is provided), it is expected that withholding agents will (and we, if we are
the withholding agent, intend to) withhold on any coupon paid to a Non-U.S. Holder generally at a rate of 30% or at a reduced rate specified
by an applicable income tax treaty under an &#8220;other income&#8221; or similar provision. We will not be required to pay any additional
amounts with respect to amounts withheld. In order to claim an exemption from, or a reduction in, the 30% withholding tax, a Non-U.S.
Holder of the notes must comply with certification requirements to establish that it is not a U.S. person and is eligible for such an
exemption or reduction under an applicable tax treaty. If you are a Non-U.S. Holder, you should consult your tax adviser regarding the
tax treatment of the notes, including the possibility of obtaining a refund of any withholding tax and the certification requirement described
above.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">Section 871(m) of the Code and Treasury regulations promulgated thereunder
(&#8220;Section 871(m)&#8221;) generally impose a 30% withholding tax (unless an income tax treaty applies) on dividend equivalents paid
or deemed paid to Non-U.S. Holders with respect to certain financial instruments linked to U.S. equities or indices that include U.S.
equities. Section 871(m) provides certain exceptions to this withholding regime, including for instruments linked to certain broad-based
indices that meet requirements set forth in the applicable Treasury regulations. Additionally, a recent IRS notice excludes from the scope
of Section 871(m) instruments issued prior to January 1, 2027 that do not have a delta of one with respect to underlying securities that
could pay U.S.-source dividends for U.S. federal income tax purposes (each an &#8220;Underlying Security&#8221;). Based on certain determinations
made by us, our special tax counsel is of the opinion that Section 871(m) should not apply to the notes with regard to Non-U.S. Holders.
Our determination is not binding on the IRS, and the IRS may disagree with this determination. Section 871(m) is complex and its application
may depend on your particular circumstances, including whether you enter into other transactions with respect to an Underlying Security.
You should consult your tax adviser regarding the potential application of Section 871(m) to the notes.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">In the event of any withholding on the notes, we will not be required
to pay any additional amounts with respect to amounts so withheld.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>ERISA:</B> as described under &#8220;Benefit Plan Investor Considerations&#8221;
on page PS-88 of the accompanying product supplement</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Supplemental plan of distribution:</B> as described under &#8220;Plan
of Distribution (Conflicts of Interest)&#8221; on page PS-86 of the accompanying product supplement; we estimate that our share of the
total offering expenses, excluding underwriting discounts and commissions, will be approximately $10,000. We have agreed to sell to JPMS,
and JPMS has agreed to purchase from us, the aggregate principal amount of the notes specified on the front cover of this pricing supplement.
JPMS proposes initially to offer the notes to the public at the original issue price set forth on the cover page of this pricing supplement,
and to an unaffiliated dealer at that price and to pay that dealer a selling commission of 1.00% of the principal amount.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Conflicts of interest:</B> JPMS has a &#8220;conflict of interest&#8221;
within the meaning of FINRA Rule 5121 in any offering of the notes in which it participates because JPMorgan Chase&nbsp;&amp;&nbsp;Co.
owns, directly or indirectly, all of the outstanding equity securities of JPMS, because JPMS and we are under common control by JPMorgan
Chase&nbsp;&amp;&nbsp;Co. and because the net proceeds received from the sale of the notes will be used, in part, by JPMS or its affiliates
in connection with hedging our obligations under the notes. The offering of</P>


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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">the notes will comply with the requirements of Rule 5121 of Financial
Industry Regulatory Authority, Inc. (&#8220;FINRA&#8221;) regarding a FINRA member firm&#8217;s underwriting of securities of an affiliate.
In accordance with FINRA Rule 5121, neither JPMS nor any other affiliated agent of ours may make sales in the offering of the notes to
any of its discretionary accounts without the specific written approval of the customer.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Calculation agent:</B> JPMS</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>CUSIP no.:</B> 48136MFU6</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>ISIN no.:</B> US48136MFU62</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>FDIC:</B> the notes are not bank deposits and are not insured
by the Federal Deposit Insurance Corporation or any other governmental agency, nor are they obligations of, or guaranteed by, a bank.<BR STYLE="clear: both">
</P>


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<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 10pt 0; text-align: center">Supplemental Terms of the Notes</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">For purposes of the notes offered by this pricing supplement, all
references to each of the following terms used in the accompanying product supplement will be deemed to refer to the corresponding term
used in this pricing supplement, as set forth in the table below:</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 50%; "><B>Product Supplement Term</B></TD>
    <TD STYLE="width: 50%; "><B>Pricing Supplement Term</B></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="">Reference Stock</TD>
    <TD STYLE="">underlier</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="">Initial Value</TD>
    <TD STYLE="">initial underlier level</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="">Final Value</TD>
    <TD STYLE="">final underlier level</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="">closing price</TD>
    <TD STYLE="">closing level</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="">pricing date</TD>
    <TD STYLE="">trade date</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="">maturity date</TD>
    <TD STYLE="">stated maturity date</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="">interest payment date</TD>
    <TD STYLE="">coupon payment date</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="">term sheet</TD>
    <TD STYLE="">preliminary pricing supplement</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">In addition, the following terms used in this pricing supplement
are not defined in the accompanying product supplement: underlier return, redemption event, trigger buffer level, coupon trigger level,
call observation date, call payment date, coupon observation date and coupon. Accordingly, please refer to &#8220;Key Terms&#8221; on
page PS-3 of this pricing supplement for the definitions of these terms.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">Any values of the underlier, and any values derived therefrom, included
in this pricing supplement may be corrected, in the event of manifest error or inconsistency, by amendment of this pricing supplement.</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt 0; text-align: center">The Estimated Value of the Notes</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The estimated value of the notes when the terms of the notes are
set, which we refer to as the estimated value of the notes, set forth on the cover of this pricing supplement is equal to the sum of the
values of the following hypothetical components: (1) a fixed-income debt component with the same maturity as the notes, valued using the
internal funding rate described below, and (2) the derivative or derivatives underlying the economic terms of the notes. The estimated
value of the notes does not represent a minimum price at which JPMS would be willing to buy your notes in any secondary market (if any
exists) at any time. The internal funding rate used in the determination of the estimated value of the notes may differ from the market-implied
funding rate for vanilla fixed income instruments of a similar maturity issued by JPMorgan Chase&nbsp;&amp;&nbsp;Co. or its affiliates.
Any difference may be based on, among other things, our and our affiliates&#8217; view of the funding value of the notes as well as the
higher issuance, operational and ongoing liability management costs of the notes in comparison to those costs for the conventional fixed
income instruments of JPMorgan Chase&nbsp;&amp;&nbsp;Co. This internal funding rate is based on certain market inputs and assumptions,
which may prove to be incorrect, and is intended to approximate the prevailing market replacement funding rate for the notes. The use
of an internal funding rate and any potential changes to that rate may have an adverse effect on the terms of the notes and any secondary
market prices of the notes. For additional information, see &#8220;Selected Risk Factors &#8212; Risks Relating to the Estimated Value
and Secondary Market Prices of the Notes &#8212; The Estimated Value of the Notes Is Derived by Reference to an Internal Funding Rate&#8221;
on page PS-18 of this pricing supplement. The value of the derivative or derivatives underlying the economic terms of the notes is derived
from internal pricing models of our affiliates. These models are dependent on inputs such as the traded market prices of comparable derivative
instruments and on various other inputs, some of which are market-observable, and which can include volatility, dividend rates, interest
rates and other factors, as well as assumptions about future market events and/or environments. Accordingly, the estimated value of the
notes is determined when the terms of the notes are set based on market conditions and other relevant factors and assumptions existing
at that time. See &#8220;Selected Risk Factors &#8212; Risks Relating to the Estimated Value and Secondary Market Prices of the Notes
&#8212; The Estimated Value of the Notes Does Not Represent Future Values of the Notes and May Differ from Others&#8217; Estimates&#8221;
on page PS-18 of this pricing supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The estimated value of the notes is lower than the original issue
price of the notes because costs associated with selling, structuring and hedging the notes are included in the original issue price of
the notes. These costs include the selling commissions paid to JPMS and the unaffiliated dealer, the</P>


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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">projected profits, if any, that our affiliates expect to realize
for assuming risks inherent in hedging our obligations under the notes and the estimated cost of hedging our obligations under the notes.
Because hedging our obligations entails risk and may be influenced by market forces beyond our control, this hedging may result in a profit
that is more or less than expected, or it may result in a loss. A portion of the profits realized in hedging our obligations under the
notes, if any, may be allowed to other affiliated or unaffiliated dealers, and we or one or more of our affiliates will retain any remaining
hedging profits. A fee will also be paid to iCapital Markets LLC, an electronic platform in which an affiliate of Goldman Sachs &amp;
Co. LLC, who is acting as a dealer in connection with the distribution of the notes, holds an indirect minority equity interest, for services
it is providing in connection with this offering. See &#8220;Selected Risk Factors &#8212; Risks Relating to the Estimated Value and Secondary
Market Prices of the Notes &#8212; The Estimated Value of the Notes Is Lower Than the Original Issue Price of the Notes&#8221; on page
PS-18 of this pricing supplement.</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt 0; text-align: center">Secondary Market Prices of the Notes</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">For information about factors that will impact any secondary market
prices of the notes, see &#8220;Selected Risk Factors &#8212; Risks Relating to the Estimated Value and Secondary Market Prices of the
Notes &#8212; Secondary Market Prices of the Notes Will Be Impacted by Many Economic and Market Factors&#8221; on page PS-19 of this pricing
supplement. In addition, we generally expect that some of the costs included in the original issue price of the notes will be partially
paid back to you in connection with any repurchases of your notes by JPMS in an amount that will decline to zero over the period from
the trade date through March 16, 2026. The length of any such initial period reflects the structure of the notes, whether our affiliates
expect to earn a profit in connection with our hedging activities, the estimated costs of hedging the notes and when these costs are incurred,
as determined by our affiliates. See &#8220;Selected Risk Factors &#8212; Risks Relating to the Estimated Value and Secondary Market Prices
of the Notes &#8212; The Value of the Notes as Published by JPMS (and Which May Be Reflected on Customer Account Statements) May Be Higher
Than the Then-Current Estimated Value of the Notes for a Limited Time Period&#8221; on page PS-18 of this pricing supplement.</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt 0; text-align: center">Supplemental Use of Proceeds</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The notes are offered to meet investor demand for products that reflect
the risk-return profile and market exposure provided by the notes. See &#8220;Hypothetical Examples&#8221; on page PS-11 of this pricing
supplement for an illustration of the risk-return profile of the notes and &#8220;The Underlier&#8221; on page PS-21 of this pricing supplement
for a description of the market exposure provided by the notes.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The original issue price of the notes is equal to the estimated value
of the notes plus the selling commissions paid to JPMS and the unaffiliated dealer, plus (minus) the projected profits (losses) that our
affiliates expect to realize for assuming risks inherent in hedging our obligations under the notes, plus the estimated cost of hedging
our obligations under the notes.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt 0; text-align: center"><FONT STYLE="background-color: white"><B>Validity
of the Notes and the Guarantee </B></FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><FONT STYLE="background-color: white">In the opinion of Davis Polk
&amp; Wardwell LLP, as special products counsel to JPMorgan Financial and JPMorgan Chase&nbsp;&amp;&nbsp;Co., when the notes offered by
this pricing supplement have been issued by JPMorgan Financial pursuant to the indenture, the trustee and/or paying agent has made, in
accordance with the instructions from JPMorgan Financial, the appropriate entries or notations in its records relating to the master global
note that represents such notes (the &#8220;master note&#8221;), and such notes have been delivered against payment as contemplated herein,
such notes will be valid and binding obligations of JPMorgan Financial and the related guarantee will constitute a valid and binding obligation
of JPMorgan Chase&nbsp;&amp;&nbsp;Co., enforceable in accordance with their terms, subject to applicable bankruptcy, insolvency and similar
laws affecting creditors&#8217; rights generally, concepts of reasonableness and equitable principles of general applicability (including,
without limitation, concepts of good faith, fair dealing and the lack of bad faith), <I>provided</I> that such counsel expresses no opinion
as to (i) the effect of fraudulent conveyance, fraudulent transfer or similar provision of applicable law on the conclusions expressed
above or (ii) any provision of the indenture that purports to avoid the effect of fraudulent conveyance, fraudulent transfer or similar
provision of applicable law by limiting the amount of JPMorgan Chase&nbsp;&amp;&nbsp;Co.&#8217;s obligation under the related guarantee.
This opinion is given as of the date hereof and is limited to the laws of the State of</FONT></P>


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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">New York, the General Corporation Law of the State of Delaware and
the Delaware Limited Liability Company Act. In addition, this opinion is subject to customary assumptions about the trustee&#8217;s authorization,
execution and delivery of the indenture and its authentication of the master note and the validity, binding nature and enforceability
of the indenture with respect to the trustee, all as stated in the letter of such counsel dated February 24, 2023, which was filed as
an exhibit to the Registration Statement on Form S-3 by JPMorgan Financial and JPMorgan Chase&nbsp;&amp;&nbsp;Co. on February 24, 2023.</P>


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<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 10pt 0; text-align: center">HYPOTHETICAL EXAMPLES</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The following tables are provided for purposes of illustration only.
They should not be taken as an indication or prediction of future investment results and are intended merely to illustrate (i) the impact
that the various hypothetical closing levels on a coupon observation date could have on the coupon payable, if any, on the related coupon
payment date and (ii) the impact that various hypothetical closing levels on the determination date could have on the payment at maturity
assuming all other variables remain constant.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The examples below are based on a range of closing levels that are
entirely hypothetical; no one can predict what the closing level will be on any day throughout the term of your notes, and no one can
predict what the closing level will be on any coupon observation date and what the final underlier level will be on the determination
date. The underlier has been highly volatile in the past &#8212; meaning that the underlier level has changed considerably in relatively
short periods &#8212; and its performance cannot be predicted for any future period.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The information in the following examples reflects hypothetical rates
of return on the offered notes assuming that they are purchased on the original issue date at the principal amount and held to a call
payment date or the stated maturity date. If you sell your notes in a secondary market prior to a call payment date or the stated maturity
date, your return will depend upon the market value of your notes at the time of sale, which may be affected by a number of factors that
are not reflected in the table below, such as interest rates, the volatility of the underlier and our and JPMorgan Chase&nbsp;&amp;&nbsp;Co.&#8217;s
creditworthiness. In addition, the estimated value of the notes is less than the original issue price. For more information on the estimated
value of the notes, see &#8220;Summary Information &#8212; The Estimated Value of the Notes&#8221; on page PS-8 of this pricing supplement.
The information in the table also reflects the key terms and assumptions in the box below.</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="border: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><B>Key Terms and Assumptions</B></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 27%; border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">Principal amount</TD>
    <TD STYLE="width: 73%; border-bottom: Black 1pt solid; border-right: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">$1,000</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">Coupon</TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">$34.125 (3.4125% quarterly, or the potential for up to 13.65% per annum)</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">Coupon trigger level</TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">65.00% of the initial underlier level</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">Trigger buffer level</TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">65.00% of the initial underlier level</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The notes are not automatically called, unless otherwise indicated
    below.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">Neither a market disruption event nor a non-trading day occurs on
    any originally scheduled coupon observation date or call observation date or the originally scheduled determination date.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">During the term of the notes, a reorganization event does not occur
    with respect to the underlier.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">Notes purchased on original issue date at the principal amount and
    held to a call payment date or the stated maturity date</P></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 10pt">For these reasons, the actual performance of the underlier over
the term of your notes, the actual closing level on any coupon observation date or call observation date, the coupon payable, if any,
on each coupon payment date, as well as the amount payable at maturity, if any, may bear little relation to the hypothetical examples
shown below or to the historical closing levels shown elsewhere in this pricing supplement. For information about the historical levels
of the underlier during recent periods, see &#8220;The Underlier &#8212; Historical Closing Levels of the Underlier&#8221; below. Before
investing in the offered notes, you should consult publicly available information to determine the levels of the underlier between the
date of this pricing supplement and the date of your purchase of the offered notes.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">Also, the hypothetical examples shown below do not take into account
the effects of applicable taxes. Because of the U.S. tax treatment applicable to your notes, tax liabilities could affect the after-tax
rate of return on your notes to a comparatively greater extent than the after-tax return on the underlier.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0"><B><I>Hypothetical Coupon Payments</I></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 12pt 0 6pt">The examples below show the hypothetical performance of the underlier
as well as the hypothetical coupons, if any, that we would pay on each coupon payment date with respect to each $1,000 principal</P>


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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 12pt 0 6pt">amount note if the hypothetical closing level of the underlier
on the applicable coupon observation date was the percentage of the initial underlier level shown.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Example 1</B></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 36%; border: Black 1pt solid; padding-right: 5.4pt; padding-bottom: 5pt; padding-left: 5.4pt; text-align: center"><B>Hypothetical Coupon <BR>
Observation Date</B></TD>
    <TD STYLE="width: 35%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-bottom: 5pt; padding-left: 5.4pt; text-align: center"><B>Hypothetical Closing Level of <BR>
the Underlier (as Percentage of<BR>
 Initial Underlier Level)</B></TD>
    <TD STYLE="width: 29%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-bottom: 5pt; padding-left: 5.4pt; text-align: center"><B>Hypothetical Coupon</B></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #CCCCCC">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>First</B></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>85%</B></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>$34.125</B></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">Second</TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">40%</TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">$0</TD></TR>
  <TR STYLE="vertical-align: top; background-color: #CCCCCC">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>Third</B></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>90%</B></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>$34.125</B></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">Fourth</TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">45%</TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">$0</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>Total Hypothetical Coupons</B></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>$68.25</B></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 12pt 0 10pt">In Example 1, the hypothetical closing level of the underlier
is <I>greater than</I> the coupon trigger level on some of the hypothetical coupon observation dates but <I>less than</I> the coupon trigger
level on each of the other hypothetical coupon observation dates. &nbsp;Because the hypothetical closing level of the underlier on each
of the first and third hypothetical coupon observation dates is <I>greater than</I> or <I>equal to </I>the coupon trigger level, the total
of the hypothetical coupons in Example 1 is $68.25. Because the hypothetical closing level of the underlier on each of the other hypothetical
coupon observation dates is <I>less than</I> the coupon trigger level, no further coupons will be paid, including at maturity.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Example 2</B></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 36%; border: Black 1pt solid; padding-right: 5.4pt; padding-bottom: 5pt; padding-left: 5.4pt; text-align: center"><B>Hypothetical Coupon <BR>
Observation Date</B></TD>
    <TD STYLE="width: 35%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-bottom: 5pt; padding-left: 5.4pt; text-align: center"><B>Hypothetical Closing Level of<BR>
 the Underlier (as Percentage of<BR>
 Initial Underlier Level)</B></TD>
    <TD STYLE="width: 29%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-bottom: 5pt; padding-left: 5.4pt; text-align: center"><B>Hypothetical Coupon</B></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">First</TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">45%</TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">$0</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">Second</TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">40%</TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">$0</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">Third</TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">50%</TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">$0</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">Fourth</TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">45%</TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">$0</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>Total Hypothetical Coupons</B></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>$0</B></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 12pt 0 10pt">In Example 2, because the hypothetical closing level of the underlier
on each hypothetical coupon observation date is <I>less than </I>the coupon trigger level, you will not receive a coupon payment on the
applicable hypothetical coupon payment date.&nbsp; Since this occurs on every hypothetical coupon observation date, you will not receive
any coupon over the term of the notes. Therefore, the total of the hypothetical coupons in Example 2 is $0.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>Example 3</B></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 36%; border: Black 1pt solid; padding-right: 5.4pt; padding-bottom: 5pt; padding-left: 5.4pt; text-align: center"><B>Hypothetical Coupon<BR>
 Observation Date</B></TD>
    <TD STYLE="width: 35%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-bottom: 5pt; padding-left: 5.4pt; text-align: center"><B>Hypothetical Closing Level of<BR>
 the Underlier (as Percentage of<BR>
 Initial Underlier Level)</B></TD>
    <TD STYLE="width: 29%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-bottom: 5pt; padding-left: 5.4pt; text-align: center"><B>Hypothetical Coupon</B></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #CCCCCC">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>First</B></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>120%</B></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>$34.125</B></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>Total Hypothetical Coupons</B></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>$34.125</B></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 12pt 0 10pt">In Example 3, the hypothetical closing level of the underlier
is <I>greater than </I>the initial underlier level on the first hypothetical coupon observation date. Because the hypothetical closing
level of the underlier is <I>greater than or equal to </I>the initial underlier level on the first hypothetical coupon observation date
(which is also the first hypothetical call observation date), your notes will be automatically called. Therefore, on the corresponding
hypothetical call payment date, in addition to the hypothetical coupon of $34.125, you will receive an amount in cash equal to $1,000
for each $1,000 principal amount note.</P>


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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt"><B><I>Hypothetical Payment at Maturity</I></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 5pt"><B>If the notes are <U>not</U> automatically called on any call observation
date </B>(<I>i.e.</I>, on each call observation date, the closing level of the underlier is <I>less than </I>the initial underlier level),
the payment at maturity we would deliver for each $1,000 principal amount on the stated maturity date will depend on the performance of
the underlier on the determination date, as shown in the table below. The table below assumes that <B>the notes have <U>not</U> been automatically
called on any call observation date, </B>does not include the final coupon, if any, and reflects hypothetical payments at maturity that
you could receive. If the final underlier level (as a percentage of the initial underlier level) is less than the coupon trigger level,
you will not be paid a final coupon at maturity.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 4pt">The levels in the left column of the table below represent hypothetical
final underlier levels and are expressed as percentages of the initial underlier level. The amounts in the right column represent the
hypothetical payments at maturity, based on the corresponding hypothetical final underlier level (expressed as a percentage of the initial
underlier level), and are expressed as percentages of the principal amount of a note (rounded to the nearest one-thousandth of a percent).
Thus, a hypothetical payment at maturity of 100.000% means that the value of the cash payment that we would deliver for each $1,000 of
the outstanding principal amount of the offered notes on the stated maturity date would equal 100.000% of the principal amount of a note,
based on the corresponding hypothetical final underlier level (expressed as a percentage of the initial underlier level) and the assumptions
noted above.</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-bottom: 5pt; padding-left: 5.4pt; text-align: center"><B>The Notes Have <U>Not</U> Been Automatically Called</B></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 50%; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-bottom: 5pt; padding-left: 5.4pt; text-align: center"><B>Hypothetical Final Underlier Level<BR>
(as Percentage of Initial Underlier Level)</B></TD>
    <TD STYLE="width: 50%; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-bottom: 5pt; padding-left: 5.4pt; text-align: center"><B>Hypothetical Payment at Maturity<BR>
(as Percentage of Principal Amount)</B></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">200.000%</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">100.000%*</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">175.000%</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">100.000%*</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">150.000%</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">100.000%*</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">125.000%</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">100.000%*</TD></TR>
  <TR STYLE="vertical-align: top; background-color: #CCCCCC">
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>100.000%</B></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>100.000%*</B></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">95.000%</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">100.000%*</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">80.000%</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">100.000%*</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">70.000%</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">100.000%*</TD></TR>
  <TR STYLE="vertical-align: top; background-color: #CCCCCC">
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>65.000%</B></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>100.000%*</B></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">64.990%</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">64.990%</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">50.000%</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">50.000%</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">25.000%</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">25.000%</TD></TR>
  <TR STYLE="vertical-align: top; background-color: #CCCCCC">
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>0.000%</B></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>0.000%</B></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">*Does not include the final coupon</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">If, for example, the notes have not been automatically called on
any call observation date and the final underlier level were determined to be 25.000% of the initial underlier level, the payment that
we would deliver on your notes at maturity would be 25.000% of the principal amount of your notes, as shown in the table above. As a result,
if you purchased your notes on the original issue date at the principal amount and held them to the stated maturity date, you would lose
75.000% of your investment (if you purchased your notes at a premium to principal amount you would lose a correspondingly higher percentage
of your investment). In addition, if the final underlier level were determined to be 150.000% of the initial underlier level, the payment
that we would deliver on your notes at maturity would be limited to 100.000% (expressed as a percentage of the principal amount) of each
$1,000 principal amount note, as shown in the table above. As a result, if you held your notes to the stated maturity date, you would
not benefit from any increase in the final underlier level over 100.000% of the initial underlier level.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The payments at maturity shown above are entirely hypothetical; they
are based on closing levels for the underlier that may not be achieved on the determination date and on assumptions that may prove to
be erroneous. The actual market value of your notes on the stated maturity date or at any other time, including any time you may wish
to sell your notes, may bear little relation to the hypothetical payments at maturity shown above, and these amounts should not be viewed
as an indication of the financial return on an investment in the offered notes. The hypothetical payments at maturity on notes held to
the stated maturity date in the examples above assume you purchased your notes at their principal amount and</P>


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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">have not been adjusted to reflect the actual price you pay for your
notes. The return on your investment (whether positive or negative) in your notes will be affected by the amount you pay for your notes.
If you purchase your notes for a price other than the principal amount, the return on your investment will differ from, and may be significantly
lower than, the hypothetical returns suggested by the above examples. Please read &#8220;Selected Risk Factors &#8212; Risks Relating
to the Estimated Value and Secondary Market Prices of the Notes &#8212; Secondary Market Prices of the Notes Will Be Impacted by Many
Economic and Market Factors&#8221; on page PS-19 of this pricing supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The hypothetical returns on the notes shown above apply <B>only if
you hold the notes for their entire term or until automatically called</B>. 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.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 2pt; padding-right: 2pt; padding-left: 2pt; border: Black 1pt solid"><I>We cannot predict the actual final underlier
level or what the market value of your notes will be on any particular day, nor can we predict the relationship between the underlier
level and the market value of your notes at any time prior to the stated maturity date. The actual amount that you will receive, if any,
on each coupon payment date, the actual amount that you will receive at maturity and the rate of return on the offered notes will depend
on whether or not the notes are automatically called and the actual coupon, the actual closing levels of the underlier on the coupon observation
dates and the actual final underlier level determined by the calculation agent as described above. Moreover, the assumptions on which
the hypothetical returns are based may turn out to be inaccurate. Consequently, the amount of cash to be paid in respect of your notes,
if any, on the stated maturity date may be very different from the information reflected in the table and chart above.</I></P>


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<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 10pt 0; text-transform: uppercase; text-align: center">Selected Risk Factors</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 2pt 10pt 0; padding-right: 2pt; padding-left: 2pt; border: Black 1pt solid"><I>An investment in your notes is subject
to the risks described below, as well as the risks described under the &#8220;Risk Factors&#8221; sections of the accompanying prospectus
supplement and the accompanying product supplement and in Annex A to the accompanying prospectus addendum. Your notes are a riskier investment
than ordinary debt securities. Also, your notes are not equivalent to investing directly in the underlier. You should carefully consider
whether the offered notes are suited to your particular circumstances.</I></P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 10pt 0; text-align: left">Risks Relating to the Notes Generally</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 10pt 0; text-align: center">You May Lose a Significant Portion or All
of Your Investment in the Notes</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The notes do not guarantee any return of principal. If the notes
have not been automatically called, the return on the notes at maturity is linked to the performance of the underlier and will depend
on whether the final underlier level is less than the trigger buffer level. If the final underlier level is <I>less than </I>the trigger
buffer level, you will lose 1% of the principal amount of your notes for every 1% that the final underlier level is less than the initial
underlier level. Accordingly, you could lose a significant portion or all of your initial investment at maturity. Also, the market price
of your notes prior to a call payment date (if the notes are automatically called on the related call observation date) or the stated
maturity date may be significantly lower than the purchase price you pay for your notes. Consequently, if you sell your notes before the
stated maturity date, you may receive far less than the amount of your investment in the notes.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt; text-align: center"><B>The Return on Your Notes May Change Significantly
Despite Only a Small Change in the Level of the Underlier Below the Trigger Buffer Level</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">If your notes have not been automatically called and the final underlier
level is less than the trigger buffer level, you will receive less than the principal amount of your notes and you will lose all or a
substantial portion of your investment in the notes. This means that while a decrease in the final underlier level to the trigger buffer
level will not result in a loss of principal on the notes, a decrease in the final underlier level to less than the trigger buffer level
will result in a loss of a significant portion of the principal amount of the notes despite only a small change in the level of underlier.</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt 0; text-align: center">The Notes Do Not Guarantee Coupon Payments
and May Not Pay Any Coupon At All</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">If the notes have not been automatically called, we will pay a coupon
on a coupon payment date only if the closing level of the underlier on the related coupon observation date is <I>greater than</I> or <I>equal
to</I> the coupon trigger level. If the closing level of the underlier on the related coupon observation date is <I>less than</I> the
coupon trigger level, no coupon will be payable on a coupon payment date. Accordingly, if the closing level of the underlier on each coupon
observation date is <I>less than</I> the coupon trigger level, you will not receive any coupons over the term of the notes.</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 10pt 0; text-align: center">The Appreciation Potential of the Notes Is
Limited, and You Will Not Participate in Any Appreciate of the Underlier</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The appreciation potential of the notes is limited to the sum of
any coupons that may be paid over the term of the notes, regardless of any appreciation of the underlier, which may be significant. You
will not participate in any appreciation of the underlier. Accordingly, the return on the notes may be significantly less than the return
on a direct investment in the underlier during the term of the notes.</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt 0; text-align: center">Your Notes Are Subject to Automatic Call</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">We will automatically call all, but not part, of your notes on a
call observation date, if the closing level of the underlier on that date is <I>greater than</I> or <I>equal to</I> the initial underlier
level. Under these circumstances, we will pay you, in addition to the coupon then due, $1,000 for each $1,000 principal amount note on
the applicable call payment date. Therefore, the term for your notes may be reduced to as short as approximately three months after the
original issue date. You may not be able to reinvest the proceeds from an investment in the notes at a comparable return for a similar
level of risk in the event the notes are</P>


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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">automatically called prior to maturity. For the avoidance of doubt,
if your notes are automatically called, no discounts, commissions or fees described in this pricing supplement will be rebated or reduced.</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt 0; text-align: center">The Notes Are Subject to the Credit Risks
of JPMorgan Financial and JPMorgan Chase&nbsp;&amp;&nbsp;Co.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The notes are subject to our and JPMorgan Chase&nbsp;&amp;&nbsp;Co.&#8217;s
credit risks, and our and JPMorgan Chase&nbsp;&amp;&nbsp;Co.&#8217;s credit ratings and credit spreads may adversely affect the market
value of the notes. Investors are dependent on our and JPMorgan Chase&nbsp;&amp;&nbsp;Co.&#8217;s ability to pay all amounts due on the
notes. Any actual or potential change in our or JPMorgan Chase&nbsp;&amp;&nbsp;Co.&#8217;s creditworthiness or credit spreads, as determined
by the market for taking that credit risk, is likely to adversely affect the value of the notes. If we and JPMorgan Chase&nbsp;&amp;&nbsp;Co.
were to default on our payment obligations, you may not receive any amounts owed to you under the notes and you could lose your entire
investment.</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt 0; text-align: center">As a Finance Subsidiary, JPMorgan Financial
Has No Independent Operations and Has Limited Assets</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">As a finance subsidiary of JPMorgan Chase&nbsp;&amp;&nbsp;Co., we
have no independent operations beyond the issuance and administration of our securities and the collection of intercompany obligations.
Aside from the initial capital contribution from JPMorgan Chase&nbsp;&amp;&nbsp;Co., substantially all of our assets relate to obligations
of JPMorgan Chase&nbsp;&amp;&nbsp;Co. to make payments under loans made by us to JPMorgan Chase&nbsp;&amp;&nbsp;Co. or under other intercompany
agreements. As a result, we are dependent upon payments from JPMorgan Chase&nbsp;&amp;&nbsp;Co. to meet our obligations under the notes.
We are not a key operating subsidiary of JPMorgan Chase&nbsp;&amp;&nbsp;Co. and in a bankruptcy or resolution of JPMorgan Chase&nbsp;&amp;&nbsp;Co.
we are not expected to have sufficient resources to meet our obligations in respect of the notes as they come due. If JPMorgan Chase&nbsp;&amp;&nbsp;Co.
does not make payments to us and we are unable to make payments on the notes, you may have to seek payment under the related guarantee
by JPMorgan Chase&nbsp;&amp;&nbsp;Co., and that guarantee will rank <I>pari passu</I> with all other unsecured and unsubordinated obligations
of JPMorgan Chase&nbsp;&amp;&nbsp;Co. For more information, see the accompanying prospectus addendum.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 12pt 0 10pt; text-align: center"><B>No Dividend Payments or Voting Rights</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">As a holder of the notes, you will not have voting rights or rights
to receive cash dividends or other distributions or other rights that holders of shares of the underlier would have.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt; text-align: center"><B>We May Sell an Additional Aggregate Principal
Amount of the Notes at a Different Issue Price</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">At our sole option, we may decide to sell an additional aggregate
principal amount of the notes subsequent to the date of this pricing supplement. The issue price of the notes in the subsequent sale may
differ substantially (higher or lower) from the original issue price you paid as provided on the cover of this pricing supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt; text-align: center"><B>If You Purchase Your Notes at a Premium to
the Principal Amount, the Return on Your Investment Will Be Lower Than the Return on Notes Purchased at the Principal Amount and the Impact
of Certain Key Terms of the Notes Will Be Negatively Affected</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The amount you will be paid for your notes on a coupon payment date,
a call payment date or the stated maturity date, as applicable, will not be adjusted based on the price you pay for the notes. If you
purchase notes at a price that differs from the principal amount of the notes, then the return on your investment in the notes held to
a call payment date or the stated maturity date, as applicable, will differ from, and may be substantially less than, the return on notes
purchased at the principal amount. If you purchase your notes at a premium to the principal amount and hold them to a call payment date
or the stated maturity date, as applicable, the return on your investment in the notes will be lower than it would have been had you purchased
the notes at the principal amount or a discount to the principal amount. In addition, the impact of the trigger buffer level on the return
on your investment will depend upon the price you pay for your notes relative to the principal amount. For example, the trigger buffer
level, while still providing an increase in the return on the notes if the final underlier level is greater than or equal to the trigger
buffer level but less than the initial underlier level, will allow a greater percentage decrease in your investment in the notes than
would have been the case for notes purchased at the principal amount or a discount to the principal amount.</P>


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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt; text-align: center"><B>Lack of Liquidity</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The notes will not be listed on any securities exchange. JPMS intends
to offer to purchase the notes in the secondary market but is not required to do so. Even if there is a secondary market, it may not provide
enough liquidity to allow you to trade or sell the notes easily. Because other dealers are not likely to make a secondary market for the
notes, the price at which you may be able to trade your notes is likely to depend on the price, if any, at which JPMS is willing to buy
the notes.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt; text-align: center"><B>The Tax Consequences of an Investment in the
Notes Are Uncertain</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 10pt 0; text-align: left"><FONT STYLE="font-weight: normal">There is no direct
legal authority as to the proper U.S. federal income tax characterization of the notes, and we do not intend to request a ruling from
the IRS. The IRS might not accept, and a court might not uphold, the treatment of the notes described in &#8220;Key Terms &#8212; Tax
treatment&#8221; in this pricing supplement and in &#8220;Material U.S. Federal Income Tax Consequences&#8221; in the accompanying product
supplement. If the IRS were successful in asserting an alternative treatment for the notes, the timing and character of any income or
loss on the notes could differ materially and adversely from our description herein. In addition, in 2007 Treasury and the IRS released
a notice requesting comments on the U.S. federal income tax treatment of &#8220;prepaid forward contracts&#8221; and similar instruments.
The notice focuses in particular on whether to require investors in these instruments to accrue income over the term of their investment.
It also asks for comments on a number of related topics, including the character of income or loss with respect to these instruments and
the relevance of factors such as the nature of the underlying property to which the instruments are linked. While the notice requests
comments on appropriate transition rules and effective dates, any Treasury regulations or other guidance promulgated after consideration
of these issues could materially and adversely affect the tax consequences of an investment in the notes, possibly with retroactive effect.
The discussions above and in the accompanying product supplement do not address the consequences to taxpayers subject to special tax accounting
rules under Section 451(b) of the Code. You should review carefully the section entitled &#8220;Material U.S. Federal Income Tax Consequences&#8221;
in the accompanying product supplement and consult your tax adviser regarding the U.S. federal income tax consequences of an investment
in the notes, including possible alternative treatments and the issues presented by this notice.</FONT></P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 10pt 0; text-align: left">Risks Relating to Conflicts of Interest</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt; text-align: center"><B>Potential Conflicts of Interest</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">We and our affiliates play a variety of roles in connection with
the issuance of the notes, including acting as calculation agent and as an agent of the offering of the notes, 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. Also, the
distributor from which you purchase the notes may conduct hedging activities for us in connection with the notes. In performing these
duties, our and JPMorgan Chase&nbsp;&amp;&nbsp;Co.&#8217;s economic interests, the economic interests of any distributor performing such
duties and the economic interests of the calculation agent and other affiliates of ours are potentially adverse to your interests as an
investor in the notes. In addition, our and JPMorgan Chase&nbsp;&amp;&nbsp;Co.&#8217;s business activities, and the business activities
of any distributor from which you purchase the notes, including hedging and trading activities, could cause our and JPMorgan Chase&nbsp;&amp;&nbsp;Co.&#8217;s
economic interests to be adverse to yours and could adversely affect any payment on the notes and the value of the notes. It is possible
that hedging or trading activities of ours or our affiliates in connection with the notes could result in substantial returns for us or
our affiliates while the value of the notes declines. If the distributor from which you purchase notes is to conduct hedging activities
for us in connection with the notes, that distributor may profit in connection with such hedging activities and such profit, if any, will
be in addition to the compensation that the distributor receives for the sale of the notes to you. You should be aware that the potential
to earn fees in connection with hedging activities may create a further incentive for the distributor to sell the notes to you in addition
to the compensation they would receive for the sale of the notes. Please refer to &#8220;Risk Factors &#8212; Risks Relating to Conflicts
of Interest&#8221; on page PS-17 of the accompanying product supplement for additional information about these risks.</P>


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<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 10pt 0; text-align: left">Risks Relating to the Estimated Value and Secondary
Market Prices of the Notes</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt; text-align: center"><B>The Estimated Value of the Notes Is Lower
Than the Original Issue Price of the Notes</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The estimated value of the notes is only an estimate determined by
reference to several factors. The original issue price of the notes exceeds the estimated value of the notes because costs associated
with selling, structuring and hedging the notes are included in the original issue price of the notes. These costs include the selling
commissions, the projected profits, if any, that our affiliates expect to realize for assuming risks inherent in hedging our obligations
under the notes and the estimated cost of hedging our obligations under the notes. See &#8220;Summary Information &#8212; The Estimated
Value of the Notes&#8221; on page PS-8 of this pricing supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt; text-align: center"><B>The Estimated Value of the Notes Does Not
Represent Future Values of the Notes and May Differ from Others&#8217; Estimates</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The estimated value of the notes is determined by reference to internal
pricing models of our affiliates when the terms of the notes are set. This estimated value of the notes is based on market conditions
and other relevant factors existing at that time and assumptions about market parameters, which can include volatility, dividend rates,
interest rates and other factors. Different pricing models and assumptions could provide valuations for the notes that are greater than
or less than the estimated value of the notes. In addition, market conditions and other relevant factors in the future may change, and
any assumptions may prove to be incorrect. On future dates, the value of the notes could change significantly based on, among other things,
changes in market conditions, our or JPMorgan Chase&nbsp;&amp;&nbsp;Co.&#8217;s creditworthiness, interest rate movements and other relevant
factors, which may impact the price, if any, at which JPMS would be willing to buy notes from you in secondary market transactions. See
&#8220;Summary Information &#8212; The Estimated Value of the Notes&#8221; on page PS-8 of this pricing supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt; text-align: center"><B>The Estimated Value of the Notes Is Derived
by Reference to an Internal Funding Rate</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The internal funding rate used in the determination of the estimated
value of the notes may differ from the market-implied funding rate for vanilla fixed income instruments of a similar maturity issued by
JPMorgan Chase&nbsp;&amp;&nbsp;Co. or its affiliates. Any difference may be based on, among other things, our and our affiliates&#8217;
view of the funding value of the notes as well as the higher issuance, operational and ongoing liability management costs of the notes
in comparison to those costs for the conventional fixed income instruments of JPMorgan Chase&nbsp;&amp;&nbsp;Co. This internal funding
rate is based on certain market inputs and assumptions, which may prove to be incorrect, and is intended to approximate the prevailing
market replacement funding rate for the notes. The use of an internal funding rate and any potential changes to that rate may have an
adverse effect on the terms of the notes and any secondary market prices of the notes. See &#8220;Summary Information &#8212; The Estimated
Value of the Notes&#8221; on page PS-8 of this pricing supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt; text-align: center"><B>The Value of the Notes as Published by JPMS
(and Which May Be Reflected on Customer Account Statements) May Be Higher Than the Then-Current Estimated Value of the Notes for a Limited
Time Period</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">We generally expect that some of the costs included in the original
issue price of the notes will be partially paid back to you in connection with any repurchases of your notes by JPMS in an amount that
will decline to zero over an initial predetermined period. These costs can include selling commissions, projected hedging profits, if
any, and, in some circumstances, estimated hedging costs and our internal secondary market funding rates for structured debt issuances.
See &#8220;Summary Information &#8212; Secondary Market Prices of the Notes&#8221; on page PS-9 of this pricing supplement for additional
information relating to this initial period. Accordingly, the estimated value of your notes during this initial period may be lower than
the value of the notes as published by JPMS (and which may be shown on your customer account statements).</P>


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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt; text-align: center"><B>Secondary Market Prices of the Notes Will
Likely Be Lower Than the Original Issue Price of the Notes</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">Any secondary market prices of the notes will likely be lower than
the original issue price of the notes because, among other things, secondary market prices take into account our internal secondary market
funding rates for structured debt issuances and, also, because secondary market prices may exclude selling commissions, projected hedging
profits, if any, and estimated hedging costs that are included in the original issue price of the notes. As a result, the price, if any,
at which JPMS will be willing to buy notes from you in secondary market transactions, if at all, is likely to be lower than the original
issue price. Any sale by you prior to the maturity date could result in a substantial loss to you. See the immediately following risk
consideration for information about additional factors that will impact any secondary market prices of the notes.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The notes are not designed to be short-term trading instruments.
Accordingly, you should be able and willing to hold your notes to maturity. See &#8220;&#8212; Risks Relating to the Notes Generally &#8212;
Lack of Liquidity&#8221; on page PS-17 of this pricing supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt; text-align: center"><B>Secondary Market Prices of the Notes Will
Be Impacted by Many Economic and Market Factors</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The secondary market price of the notes during their term will be
impacted by a number of economic and market factors, which may either offset or magnify each other, aside from the selling commissions,
projected hedging profits, if any, estimated hedging costs and the level of the underlier, including:</P>

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<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>any actual or potential change in our or JPMorgan Chase&nbsp;&amp;&nbsp;Co.&#8217;s creditworthiness or credit spreads;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>customary bid-ask spreads for similarly sized trades;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>our internal secondary market funding rates for structured debt issuances;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>the actual and expected volatility of the underlier;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>the time to maturity of the notes;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>the dividend rate on the underlier;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>interest and yield rates in the market generally;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>the occurrence of certain events to the underlier that may or may not require an adjustment to the stock adjustment factor, including
a merger or acquisition; and</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>a variety of other economic, financial, political, regulatory and judicial events.</TD></TR></TABLE>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">Additionally, independent pricing vendors and/or third party broker-dealers
may publish a price for the notes, which may also be reflected on customer account statements. This price may be different (higher or
lower) than the price of the notes, if any, at which JPMS may be willing to purchase your notes in the secondary market.</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 10pt 0; text-align: left">Risks Relating to the Underlier</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt; text-align: center"><B>No Affiliation with the Issuer of the Underlier</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">We are not affiliated with the issuer of the underlier. We have not
independently verified any of the information about the issuer of the underlier contained in this pricing supplement. You should undertake
your own investigation into the underlier and its issuer. We are not responsible for the issuer of the underlier&#8217;s public disclosure
of information, whether contained in SEC filings or otherwise.</P>


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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt; text-align: center"><B>The Anti-Dilution Protection for the Underlier
Is Limited</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The calculation agent will make adjustments to the stock adjustment
factor for certain corporate events affecting the underlier. However, the calculation agent will not make an adjustment in response to
all events that could affect the underlier. If an event occurs that does not require the calculation agent to make an adjustment, the
value of the notes may be materially and adversely affected. You should also be aware that the calculation agent may make adjustments
in response to events that are not described in the accompanying product supplement to account for any diluting or concentrative effect,
but the calculation agent is under no obligation to do so or to consider your interests as a holder of the notes in making these determinations.</P>


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<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 10pt 0; text-transform: uppercase; text-align: center">THE Underlier</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt">All information contained in this pricing supplement on the underlier
and its issuer is derived from publicly available sources, without independent verification. According to its publicly available filings
with the SEC, NIKE, Inc.&#8217;s principal business activity is the design, development and worldwide marketing and selling of athletic
footwear, apparel, equipment, accessories and services. The underlier is registered under the Securities Exchange Act of 1934, as amended,
which we refer to as the Exchange Act, and is listed on the New York Stock Exchange, which we refer to as the relevant exchange for purposes
of NIKE, Inc. in the accompanying product supplement. Information provided to or filed with the SEC by NIKE, Inc. pursuant to the Exchange
Act can be located by reference to the SEC file number 001-10635, and can be accessed through www.sec.gov. We do not make any representation
that these publicly available documents are accurate or complete.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt; text-align: center"><B>Historical Closing Levels of the Underlier</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The closing level of the underlier has fluctuated in the past and
may, in the future, experience significant fluctuations. Any historical upward or downward trend in the closing level of the underlier
during any period shown below is not an indication that the underlier is more or less likely to increase or decrease at any time during
the term of your notes.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt"><B>You should not take the historical levels of the underlier as
an indication of the future performance of the underlier. </B>We cannot give you any assurance that the future performance of the underlier
will result in any coupon payment on any coupon payment date or a return of any of your initial investment on a call payment date or the
stated maturity date, as applicable. In light of the increased volatility currently being experienced by the securities markets, and recent
market declines, it may be substantially more likely that you would not receive one or more coupons and that you could lose all or a substantial
portion of your investment in the notes.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">Neither we nor any of our affiliates make any representation to you
as to the performance of the underlier. The actual performance of the underlier over the term of the offered notes, as well as the amount
payable at maturity, may bear little relation to the historical levels shown below.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">The graph below shows the closing levels of the underlier on each
day from January 2, 2020 through December 11, 2025. The closing level of the underlier on December 11, 2025 was $67.74. We obtained the
closing levels shown above and in the graph below from the Bloomberg Professional<SUP STYLE="vertical-align: text-top">&reg;</SUP> service (&#8220;Bloomberg&#8221;), without
independent verification. The closing levels of the underlier above and below may have been adjusted by Bloomberg for actions taken by
the underlier, such as stock splits, public offerings, mergers and acquisitions, spin-offs, delistings and bankruptcy.</P>


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<span style="display: none;">v3.25.3</span><table class="report" border="0" cellspacing="2" id="id2">
<tr>
<th class="tl" colspan="1" rowspan="1"><div style="width: 200px;"><strong>Submission<br></strong></div></th>
<th class="th"><div>Dec. 16, 2025</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_ffd_SubmissionLineItems', window );"><strong>Submission [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntityCentralIndexKey', window );">Central Index Key</a></td>
<td class="text">0000019617<span></span>
</td>
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<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntityRegistrantName', window );">Registrant Name</a></td>
<td class="text">JPMORGAN CHASE & CO<span></span>
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<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_ffd_RegnFileNb', window );">Registration File Number</a></td>
<td class="text">333-270004<span></span>
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<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_ffd_FormTp', window );">Form Type</a></td>
<td class="text">S-3<span></span>
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<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>A unique 10-digit SEC-issued value to identify entities that have filed disclosures with the SEC. It is commonly abbreviated as CIK.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Exchange Act<br> -Number 240<br> -Section 12<br> -Subsection b-2<br></p></div>
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<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The exact name of the entity filing the report as specified in its charter, which is required by forms filed with the SEC.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Exchange Act<br> -Number 240<br> -Section 12<br> -Subsection b-2<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
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<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
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<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
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<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
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<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
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<span style="display: none;">v3.25.3</span><table class="report" border="0" cellspacing="2" id="id2">
<tr>
<th class="tl" colspan="1" rowspan="1"><div style="width: 200px;"><strong>Fees Summary<br></strong></div></th>
<th class="th">
<div>Dec. 16, 2025 </div>
<div>USD ($)</div>
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<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_ffd_FeesSummaryLineItems', window );"><strong>Fees Summary [Line Items]</strong></a></td>
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<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_ffd_FnlPrspctsFlg', window );">Final Prospectus</a></td>
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<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
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<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
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