<SEC-DOCUMENT>0001213900-25-123225.txt : 20251218
<SEC-HEADER>0001213900-25-123225.hdr.sgml : 20251218
<ACCEPTANCE-DATETIME>20251218151926
ACCESSION NUMBER:		0001213900-25-123225
CONFORMED SUBMISSION TYPE:	424B2
PUBLIC DOCUMENT COUNT:		4
FILED AS OF DATE:		20251218
DATE AS OF CHANGE:		20251218

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:		251582859

	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:		251582860

	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>ea0270236-01_424b2.htm
<DESCRIPTION>PRELIMINARY PRICING SUPPLEMENT
<TEXT>
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<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; color: red"><B>The information in this preliminary pricing supplement is
not complete and may be changed. This preliminary pricing supplement is not an offer to sell nor does it seek an offer to buy these notes
in any jurisdiction where the offer or sale is not permitted.</B></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 33%; font-size: 8pt">&nbsp;</TD>
    <TD STYLE="text-align: center; width: 34%; font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: red"><B>Subject to completion dated December 18, 2025</B></FONT></TD>
    <TD STYLE="width: 33%; font-size: 8pt; text-align: right">&nbsp;</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD COLSPAN="3">
    <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">PRICING SUPPLEMENT</P>
    <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">Filed Pursuant to Rule 424(b)(2)<BR>
    Registration Statement Nos. 333-270004 and 333-270004-01<BR>
    Dated December &nbsp;&nbsp;&nbsp;&nbsp;, 2025</P></TD></TR>
  </TABLE>
<P STYLE="font: 15pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: justify">JPMorgan Chase Financial Company LLC Trigger Autocallable
Contingent Yield Notes with Memory Interest</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: justify">Linked to a WTI Crude Oil Futures Contract due on or
about December 21, 2026</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 2pt; text-align: justify">Fully and Unconditionally Guaranteed by JPMorgan
Chase&nbsp;&amp;&nbsp;Co.</P>

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  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 100%">
    <P STYLE="color: white; font: bold 9pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #788D41; border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid">&nbsp;Investment
    Description</P></TD></TR>
  </TABLE>


<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0pt 0pt 0pt 0.05in"><FONT STYLE="font-size: 7pt">Trigger Autocallable Contingent Yield Notes
are unsecured and unsubordinated debt securities issued by JPMorgan Chase Financial Company LLC (&#8220;JPMorgan Financial&#8221;), the
payment on which is fully and unconditionally guaranteed by JPMorgan Chase&nbsp;&amp;&nbsp;Co. (each, a &#8220;Note&#8221; and collectively,
the &#8220;Notes&#8221;), linked to the performance of </FONT><FONT STYLE="font-size: 7.5pt">the first nearby month futures contract for
WTI crude oil traded on the New York Mercantile Exchange (the &#8220;NYMEX&#8221;) (Bloomberg ticker: CL1) or, on any day that falls on
the last trading day of such contract (all pursuant to the rules of the NYMEX), the second nearby month futures contract for WTI crude
oil (Bloomberg ticker: CL2) (the &#8220;Underlying&#8221;). </FONT><FONT STYLE="font-size: 7pt">If the Contract Price on a quarterly Observation
Date is equal to or greater than the Coupon Barrier, JPMorgan Financial will make a Contingent Coupon payment with respect to that Observation
Date, <I>plus</I> any previously unpaid Contingent Coupons in respect of any previous Observation Dates pursuant to the memory interest
feature. Otherwise, no coupon will be payable with respect to that Observation Date. JPMorgan Financial will automatically call the Notes
early if the Contract Price on any quarterly Observation Date is equal to or greater than the Initial Value. If the Notes are called,
JPMorgan Financial will pay the principal amount <I>plus</I> the Contingent Coupon for that Observation Date and any previously unpaid
Contingent Coupons in respect of any previous Observation Dates pursuant to the memory interest feature, and no further amounts will be
owed to you. If the Notes are not called prior to maturity and the Final Value is equal to or greater than the Downside Threshold (which
is the same price as the Coupon Barrier), JPMorgan Financial will make a cash payment at maturity equal to the principal amount of your
Notes, in addition to the Contingent Coupon and any previously unpaid Contingent Coupons in respect of any previous Observation Dates
pursuant to the memory interest feature. If the Notes are not called prior to maturity and the Final Value is less than the Downside Threshold,
JPMorgan Financial will pay you less than the full principal amount, if anything, at maturity, resulting in a loss on your principal amount
that is proportionate to the decline in the Contract Price from the Initial Value to the Final Value. In no event, however, will the payment
at maturity be less than $0. <B>Investing in the Notes involves significant risks. You may lose a significant portion or all of your principal
amount. Generally, a higher Contingent Coupon Rate is associated with a greater risk of loss. The contingent repayment of principal applies
only if you hold the Notes to maturity. Any payment on the Notes, including any repayment of principal, is subject to the creditworthiness
of JPMorgan Financial, as issuer of the Notes, and the creditworthiness of JPMorgan Chase&nbsp;&amp;&nbsp;Co., as guarantor of the Notes.
If JPMorgan Financial and JPMorgan Chase&nbsp;&amp;&nbsp;Co. were to default on their payment obligations, you may not receive any amounts
owed to you under the Notes and you could lose your entire investment.</B></FONT></P>

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

<div style="float: left; width: 49%">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 100%">
    <P STYLE="color: white; font: bold 9pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #788D41; border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid">&nbsp;Features</P></TD>
    </TR>
  </TABLE>


<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 7pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.05in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">q</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Automatically Callable:</B> JPMorgan Financial will automatically call
the Notes and pay you the principal amount <I>plus</I> the Contingent Coupon otherwise due for a quarterly Observation Date and any previously
unpaid Contingent Coupons in respect of any previous Observation Dates pursuant to the memory interest feature if the Contract Price on
that quarterly Observation Date is equal to or greater than the Initial Value. No further payments will be made on the Notes. <FONT STYLE="background-color: white">If
the Notes are not called, investors will have the potential for downside equity market risk at maturity.</FONT></FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 7pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.05in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">q</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Contingent Coupon:</B> If the Contract Price on a quarterly Observation
Date (including the Final Valuation Date) is equal to or greater than the Coupon Barrier, JPMorgan Financial will make a Contingent Coupon
payment with respect to that Observation Date <I>plus</I> any previously unpaid Contingent Coupons in respect of any previous Observation
Dates pursuant to the memory interest feature. Otherwise, no coupon will be payable with respect to that Observation Date.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 7pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.05in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">q</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Downside Exposure with Contingent Repayment of Principal Amount at Maturity:</B>
If by maturity the Notes have not been called and the Contract Price is at or above the Downside Threshold on the Final Valuation Date,
JPMorgan Financial will pay you the principal amount per Note at maturity, in addition to the Contingent Coupon and any previously unpaid
Contingent Coupons in respect of any previous Observation Dates pursuant to the memory interest feature. If by maturity the Notes have
not been called and the Contract Price is below the Downside Threshold on the Final Valuation Date, JPMorgan Financial will repay less
than the principal amount, if anything, at maturity, resulting in a loss on your principal amount that is proportionate to the decline
in the Contract Price from the Initial Value to the Final Value. The contingent repayment of principal applies only if you hold the Notes
until maturity. Any payment on the Notes, including any repayment of principal, is subject to the creditworthiness of JPMorgan Financial
and JPMorgan Chase&nbsp;&amp;&nbsp;Co.</FONT></TD></TR></TABLE>

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

</div>
<div style="float: right; width: 49%">


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    <TD COLSPAN="2">
    <P STYLE="color: white; font: bold 9pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #788D41; border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid">&nbsp;Key
    Dates</P></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font-size: 9pt; width: 49%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Trade Date<SUP>1</SUP></FONT></TD>
    <TD STYLE="font-size: 9pt; text-align: right; width: 51%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">December 18, 2025</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Original Issue Date (Settlement Date)<SUP>1</SUP></FONT></TD>
    <TD STYLE="font-size: 9pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">December 23, 2025</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Observation Dates<SUP>2</SUP></FONT></TD>
    <TD STYLE="font-size: 9pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Quarterly (see page 5)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Final Valuation Date<SUP>2</SUP></FONT></TD>
    <TD STYLE="font-size: 9pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">December 16, 2026</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Maturity Date<SUP>2</SUP></FONT></TD>
    <TD STYLE="font-size: 9pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">December 21, 2026</FONT></TD></TR>
  </TABLE>


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<TD STYLE="width: 0%"></TD><TD STYLE="width: 0.15in"><SUP>1</SUP></TD><TD STYLE="text-align: left">Expected. In the event that we make any change to the expected Trade Date and Settlement Date, the Observation Dates, the Final Valuation
Date and/or the Maturity Date will be changed so that the stated term of the Notes remains the same. <B><I>The Initial Value is the Contract
Price on December 17, 2025 and is not the Contract Price on the Trade Date.</I></B></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 7pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0%"></TD><TD STYLE="width: 0.15in"><SUP>2</SUP></TD><TD STYLE="text-align: left">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 Commodity or Commodity Futures Contract&#8221;
and &#8220;General Terms of Notes &#8212; Postponement of a Payment Date&#8221; in the accompanying product supplement or early acceleration
in the event of a commodity hedging disruption event as described under &#8220;General Terms of Notes &#8212; Consequences of a Commodity
Hedging Disruption Event &#8212; Acceleration of the Notes&#8221; in the accompanying product supplement and in &#8220;Key Risks &#8212;
Risks Relating to the Notes Generally &#8212; We May Accelerate the Notes If a Commodity Hedging Disruption Event Occurs&#8221; in this
pricing supplement</TD></TR></TABLE>

</div>
<div style="clear:both"></div>

<P STYLE="font: 7pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>THE NOTES ARE
SIGNIFICANTLY RISKIER THAN CONVENTIONAL DEBT INSTRUMENTS. JPMORGAN FINANCIAL IS NOT NECESSARILY OBLIGATED TO REPAY THE FULL PRINCIPAL
AMOUNT OF THE NOTES AT MATURITY, AND THE NOTES CAN HAVE DOWNSIDE MARKET RISK SIMILAR TO THE UNDERLYING. THIS MARKET RISK IS IN ADDITION
TO THE CREDIT RISK INHERENT IN PURCHASING A DEBT OBLIGATION OF JPMORGAN FINANCIAL FULLY AND UNCONDITIONALLY GUARANTEED BY JPMORGAN CHASE&nbsp;&amp;&nbsp;CO.</B></FONT><B>&nbsp;
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">YOU SHOULD NOT PURCHASE THE NOTES IF YOU DO NOT UNDERSTAND OR ARE NOT COMFORTABLE
WITH THE SIGNIFICANT RISKS INVOLVED IN INVESTING IN THE NOTES.</FONT></B></P>

<P STYLE="font: 7pt Arial, Helvetica, Sans-Serif; margin: 0"><B>YOU SHOULD CAREFULLY CONSIDER THE RISKS DESCRIBED UNDER &#8220;KEY RISKS&#8221;
BEGINNING ON PAGE 7 OF THIS PRICING SUPPLEMENT, UNDER &#8220;RISK FACTORS&#8221; BEGINNING ON PAGE S-2 OF THE ACCOMPANYING PROSPECTUS
SUPPLEMENT, IN ANNEX A TO THE ACCOMPANYING PROSPECTUS ADDENDUM AND UNDER &#8220;RISK FACTORS&#8221; BEGINNING ON PAGE PS-12 OF THE ACCOMPANYING
PRODUCT SUPPLEMENT BEFORE PURCHASING ANY NOTES. EVENTS RELATING TO ANY OF THOSE RISKS, OR OTHER RISKS AND UNCERTAINTIES, COULD ADVERSELY
AFFECT THE MARKET VALUE OF, AND THE RETURN ON, YOUR NOTES. YOU MAY LOSE A SIGNIFICANT PORTION OR ALL OF YOUR INITIAL INVESTMENT IN THE
NOTES. THE NOTES WILL NOT BE LISTED ON ANY SECURITIES EXCHANGE.</B></P>



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    <TD STYLE="width: 100%">
    <P STYLE="color: white; font: bold 9pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #788D41; border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid">&nbsp;Note
    Offering</P></TD></TR>
  </TABLE>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 7pt Arial, Helvetica, Sans-Serif; margin: 0">We are offering Trigger Autocallable Contingent Yield Notes linked to a WTI
Crude Oil Futures Contract. The Notes are offered at a minimum investment of $1,000 in denominations of $10 and integral multiples thereof.
The Contingent Coupon Rate will be finalized on the Trade Date and provided in the pricing supplement. The actual Contingent Coupon Rate
is expected to be, but will not be less than, the minimum Contingent Coupon Rate listed below, but you should be willing to invest in
the Notes if the Contingent Coupon Rate were set equal to that minimum Contingent Coupon Rate.</P>

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

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

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  <TR STYLE="vertical-align: bottom">
    <TD STYLE="border-bottom: Black 1pt solid; white-space: nowrap; width: 28%; padding-left: 0.05in; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt"><B>Underlying</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; white-space: nowrap; width: 18%; font-size: 9pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt"><B>Contingent Coupon Rate</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; white-space: nowrap; width: 8%; font-size: 9pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt"><B>Initial Value*</B></FONT></TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; width: 16%; font-size: 9pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt"><B>Downside Threshold<SUP>&#8224;</SUP></B></FONT></TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; width: 14%; font-size: 9pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt"><B>Coupon Barrier<SUP>&#8224;</SUP></B></FONT></TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; width: 16%; font-size: 9pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt"><B>CUSIP / ISIN</B></FONT></TD></TR>

<TR>
    <TD STYLE="border-bottom: Black 1pt solid; white-space: nowrap; width: 28%; padding-left: 0.05in; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">WTI Crude Oil Futures Contract (Bloomberg ticker: CL1 or CL2))</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; white-space: nowrap; width: 18%; font-size: 9pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">At least 11.00% per annum</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; white-space: nowrap; width: 8%; font-size: 9pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$55.94</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; width: 16%; font-size: 9pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$41.96, which is 75.00% of the Initial Value</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; width: 14%; font-size: 9pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$41.96, which is 75.00% of the Initial Value</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; width: 16%; font-size: 9pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">48134M430 / US48134M4309</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 7pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.05in">*The Initial Value is the Contract Price on December 17, 2025
and is <I>not</I> the Contract Price on the Trade Date.</P>

<P STYLE="font: 7pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.05in">&#8224;Rounded to two decimal places</P>

<P STYLE="font: 7pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.05in"><B>See &#8220;Additional Information about JPMorgan Financial,
JPMorgan Chase&nbsp;&amp;&nbsp;Co. and the Notes&#8221; in this pricing supplement. The Notes will have the terms specified in the prospectus
and the prospectus supplement, each dated April 13, 2023, the prospectus addendum dated June 3, 2024, product supplement no. 2-I dated
April 13, 2023 and this pricing supplement. The terms of the Notes as set forth in this pricing supplement, to the extent they differ
or conflict with those set forth in the accompanying product supplement, will supersede the terms set forth in that product supplement<I>.</I></B></P>

<P STYLE="font: 7pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.05in"><I>Neither the Securities and Exchange Commission (the &#8220;SEC&#8221;)
nor any state securities commission has approved or disapproved of the Notes or passed upon the accuracy or the adequacy of this pricing
supplement or the accompanying prospectus, the accompanying prospectus supplement, the accompanying prospectus addendum and the accompanying
product supplement. Any representation to the contrary is a criminal offense.</I></P>

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    <TD STYLE="white-space: nowrap">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6.5pt"><B>Price&nbsp;to&nbsp;Public<SUP>(1)</SUP></B></FONT></TD>
    <TD COLSPAN="2" STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6.5pt"><B>Fees and Commissions<SUP>(2)</SUP></B></FONT></TD>
    <TD COLSPAN="2" STYLE="white-space: nowrap; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6.5pt"><B>Proceeds&nbsp;to&nbsp;Issuer</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; width: 50%; border-bottom: Black 1pt solid; padding-left: 0.05in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt"><B>Offering of Notes</B></FONT></TD>
    <TD STYLE="white-space: nowrap; width: 7%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt"><B>Total</B></FONT></TD>
    <TD STYLE="white-space: nowrap; width: 9%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt"><B>Per Note</B></FONT></TD>
    <TD STYLE="white-space: nowrap; width: 8%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt"><B>Total</B></FONT></TD>
    <TD STYLE="width: 11%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt"><B>Per Note</B></FONT></TD>
    <TD STYLE="width: 6%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt"><B>Total</B></FONT></TD>
    <TD STYLE="white-space: nowrap; width: 9%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt"><B>Per Note</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-left: 0.05in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Notes linked to a WTI Crude Oil Futures Contract</FONT></TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; text-align: center">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$10</FONT></TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; text-align: center">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$0.10</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$9.90</FONT></TD></TR>
  </TABLE>


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<TD STYLE="width: 0"></TD><TD STYLE="width: 0.15in"><SUP>(1)</SUP></TD><TD>See &#8220;Supplemental Use of Proceeds&#8221; in this pricing supplement for information about the components of the price to public
of the Notes.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 7pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0pt"></TD><TD STYLE="width: 9pt"><SUP>(2)</SUP></TD><TD>UBS Financial Services Inc., which we refer to as UBS, will receive selling commissions from us that will not exceed $0.10 per $10
principal amount Note. See &#8220;Plan of Distribution (Conflicts of Interest)&#8221; in the accompanying product supplement, as supplemented
by &#8220;Supplemental Plan of Distribution&#8221; in this pricing supplement.</TD></TR></TABLE>

<P STYLE="font: 7pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.05in"><B>If the Notes priced today and assuming a Contingent Coupon
Rate equal to the minimum Contingent Coupon Rate listed above, the estimated value of the Notes would be approximately $9.751 per $10
principal amount Note. The estimated value of the Notes, when the terms of the Notes are set, will be provided in the pricing supplement
and will not be less than $9.65 per $10 principal amount Note. </B>See &#8220;The Estimated Value of the Notes&#8221; in this pricing
supplement for additional information.</P>

<P STYLE="font: 7pt Arial, Helvetica, Sans-Serif; margin: 1pt 0 0 0.05in"><I>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.</I></P>

<P STYLE="font: 6.5pt Arial, Helvetica, Sans-Serif; margin: 1pt 0 0"><I>&nbsp;</I></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 85%"><FONT STYLE="font-size: 14pt"><B>UBS Financial Services Inc.</B></FONT></TD>
    <TD STYLE="width: 15%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt; color: #403152"><B>J.P.Morgan</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 6.5pt Arial, Helvetica, Sans-Serif; margin: 1pt 0 0"><I>&nbsp;</I></P>


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<P STYLE="color: white; font: bold 9pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #788D41; border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid">&nbsp;Additional
Information about JPMorgan Financial, JPMorgan Chase&nbsp;&amp;&nbsp;Co. and the Notes</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.05in">You may revoke your offer to purchase the Notes at any time
prior to the time at which we accept such offer by notifying the agent. We reserve the right to change the terms of, or reject any offer
to purchase, the Notes prior to their issuance. In the event of any changes to the terms of the Notes, we will notify you and you will
be asked to accept such changes in connection with your purchase. You may also choose to reject such changes in which case we may reject
your offer to purchase.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.05in">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.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.05in"><B>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):</B></P>

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<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Product supplement no. 2-I dated April 13, 2023:</FONT></TD></TR></TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.5in"><A HREF="http://www.sec.gov/Archives/edgar/data/19617/000121390023029567/ea151907_424b2.pdf">http://www.sec.gov/Archives/edgar/data/19617/000121390023029567/ea151907_424b2.pdf</A></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Prospectus supplement and prospectus, each dated April 13, 2023:<BR>
<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></FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Prospectus addendum dated June 3, 2024:<BR>
<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></FONT></TD></TR></TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 6pt 0.05in">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, the &#8220;Issuer,&#8221; &#8220;JPMorgan
Financial,&#8221; &#8220;we,&#8221; &#8220;us&#8221; and &#8220;our&#8221; refer to JPMorgan Chase Financial Company LLC.</P>

<P STYLE="color: white; font: bold 9pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #788D41; border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid">&nbsp;Supplemental
Terms of the Notes</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0">For purposes of the accompanying product supplement, the first nearby
month futures contract on WTI crude oil traded on the NYMEX (Bloomberg ticker: CL1) or, on any day that falls on the last trading day
of such contract (all pursuant to the rules of the NYMEX), the second nearby month futures contract for WTI crude oil (Bloomberg ticker:
CL2) is a &#8220;Commodity Futures Contract.&#8221;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0"><B>The Notes are not commodity futures contracts or swaps and are not
regulated under the Commodity Exchange Act of 1936, as amended (the &#8220;Commodity Exchange Act&#8221;).</B> The Notes are offered pursuant
to an exemption from regulation under the Commodity Exchange Act, commonly known as the hybrid instrument exemption, that is available
to Notes that have one or more payments indexed to the value, level or rate of one or more commodities, as set out in section 2(f) of
that statute. Accordingly, you are not afforded any protection provided by the Commodity Exchange Act or any regulation promulgated by
the Commodity Futures Trading Commission.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0">Any values of the Underlying, 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
and the corresponding terms of the Notes. Notwithstanding anything to the contrary in the indenture governing the Notes, that amendment
will become effective without consent of the holders of the Notes or any other party.</P>


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<P STYLE="color: white; font: bold 9pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #788D41; border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid">&nbsp;Investor
Suitability</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 47%">
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>The Notes may be suitable for you if, among other considerations:</B></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    fully understand the risks inherent in an investment in the Notes, including the risk of loss of your entire initial investment.</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    can tolerate a loss of all or a substantial portion of your investment and are willing to make an investment that may have the same downside
    market risk as an investment in the Underlying.</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    accept that you may not receive a Contingent Coupon on some or all of the Coupon Payment Dates.</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    believe the Contract Price is likely to be at or above the Coupon Barrier on the Observation Dates and the Downside Threshold on the Final
    Valuation Date.</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    believe the Contract Price is likely to be at or above the Initial Value on one of the specified Observation Dates.</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    understand and accept that you will not participate in any appreciation of the Underlying and that your potential return is limited to
    the Contingent Coupons.</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    can tolerate fluctuations in the price of the Notes prior to maturity that may be similar to or exceed the downside price fluctuations
    of the Underlying.</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    would be willing to invest in the Notes if the Contingent Coupon Rate were set equal to the minimum Contingent Coupon Rate indicated on
    the cover hereof (the actual Contingent Coupon Rate will be finalized on the Trade Date and provided in the pricing supplement and is
    expected to be, but will not be less than, the minimum Contingent Coupon Rate listed on the cover).</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    do not seek guaranteed current income from your investment.</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    are able and willing to invest in Notes that may be called early and you are otherwise able and willing to hold the Notes to maturity.</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    accept that there may be little or no secondary market for the Notes and that any secondary market will depend in large part on the price,
    if any, at which J.P. Morgan Securities LLC, which we refer to as JPMS, is willing to trade the Notes.</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    understand and accept the risks associated with the Underlying.</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    are willing to assume the credit risks of JPMorgan Financial and JPMorgan Chase&nbsp;&amp;&nbsp;Co. for all payments under the Notes,
    and understand that if JPMorgan Financial and JPMorgan Chase&nbsp;&amp;&nbsp;Co. default on their obligations, you may not receive any
    amounts due to you including any repayment of principal.</FONT></P></TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 50%">
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>The Notes may not be suitable for you if, among other considerations:</B></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    do not fully understand the risks inherent in an investment in the Notes, including the risk of loss of your entire initial investment.</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    cannot tolerate a loss of all or a substantial portion of your investment or are unwilling to make an investment that may have the same
    downside market risk as an investment in the Underlying.</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    require an investment designed to provide a full return of principal at maturity.</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    do not accept that you may not receive a Contingent Coupon on some or all of the Coupon Payment Dates.</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    believe that the Contract Price is likely to decline during the term of the Notes and is likely to be below the Coupon Barrier on the
    Observation Dates and the Downside Threshold on the Final Valuation Date.</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    seek an investment that participates in the full appreciation of the Underlying or that has unlimited return potential.</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    cannot tolerate fluctuations in the price of the Notes prior to maturity that may be similar to or exceed the downside price fluctuations
    of the Underlying.</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    would not be willing to invest in the Notes if the Contingent Coupon Rate were set equal to the minimum Contingent Coupon Rate indicated
    on the cover hereof (the actual Contingent Coupon Rate will be finalized on the Trade Date and provided in the pricing supplement and
    is expected to be, but will not be less than, the minimum Contingent Coupon Rate listed on the cover).</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    prefer the lower risk, and therefore accept the potentially lower returns, of fixed income investments with comparable maturities and
    credit ratings.</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    seek guaranteed current income from your investment.</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    are unable or unwilling to invest in Notes that may be called early, or you are otherwise unable or unwilling to hold the Notes to maturity
    or you seek an investment for which there will be an active secondary market.</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    do not understand or accept the risks associated with the Underlying.</FONT></P>
    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Wingdings">t</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B>You
    are not willing to assume the credit risks of JPMorgan Financial and JPMorgan Chase&nbsp;&amp;&nbsp;Co. for all payments under the Notes,
    including any repayment of principal.</FONT></P></TD></TR>
  </TABLE>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0"><B>The suitability considerations identified above are not exhaustive.
Whether or not the Notes are a suitable investment for you will depend on your individual circumstances, and you should reach an investment
decision only after you and your investment, legal, tax, accounting and other advisers have carefully considered the suitability of an
investment in the Notes in light of your particular circumstances. You should also review carefully the &#8220;Key Risks&#8221; section
of this pricing supplement, the &#8220;Risk Factors&#8221; sections of the accompanying prospectus supplement and the accompanying product
supplement and Annex A to the accompanying prospectus addendum for risks related to an investment in the Notes. For more information on
the Underlying, please see the section titled &#8220;The Underlying&#8221; below.</B></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0"><B>&nbsp;</B></P>


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<div style="float: left; width: 48%">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
  <TR>
    <TD COLSPAN="3" STYLE="vertical-align: top">
    <P STYLE="color: white; font: bold 7pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #788D41; border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid">&nbsp;Indicative
    Terms</P></TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="font-size: 7pt">
    <TD COLSPAN="3" STYLE="font-size: 7pt; vertical-align: top">&nbsp;</TD>
    <TD STYLE="font-size: 7pt">&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; width: 28%; border-bottom: #A6A6A6 1pt solid; padding-left: 0.05in; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">Issuer</FONT></TD>
    <TD STYLE="vertical-align: top; width: 2%; border-bottom: #A6A6A6 1pt solid; font-size: 9pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; width: 69%; border-bottom: #A6A6A6 1pt solid; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">JPMorgan Chase Financial Company LLC, a direct, wholly owned finance subsidiary of JPMorgan Chase&nbsp;&amp;&nbsp;Co.</FONT></TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; padding-left: 0.05in; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">Guarantor</FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">JPMorgan Chase&nbsp;&amp;&nbsp;Co.</FONT></TD>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; padding-left: 0.05in; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">Issue Price</FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">$10 per Note</FONT></TD>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; padding-left: 4.5pt; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">Underlying</FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; padding-top: 1pt; padding-bottom: 1pt; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">The first nearby month futures contract for WTI crude oil traded on the NYMEX (Bloomberg ticker: CL1) or, on any day that falls on the last trading day of such contract (all pursuant to the rules of the NYMEX), the second nearby month futures contract for WTI crude oil (Bloomberg ticker: CL2)</FONT></TD>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; padding-left: 0.05in; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">Principal Amount</FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">$10 per Note (subject to a minimum purchase of 100 Notes or $1,000)</FONT></TD>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; padding-left: 0.05in; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">Term<SUP>1</SUP></FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">Approximately 1 year, unless called earlier </FONT></TD>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: Black 1pt solid; padding-left: 0.05in; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">Automatic Call Feature</FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: Black 1pt solid; font-size: 9pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; border-bottom: Black 1pt solid; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">The Notes will be called automatically if the Contract Price on any Observation Date is equal to or greater than the Initial Value. If the Notes are called, JPMorgan Financial will pay you on the applicable Call Settlement Date a cash payment per Note equal to the principal amount <I>plus</I> the Contingent Coupon otherwise due for the applicable Observation Date and any previously unpaid Contingent Coupons in respect of any previous Observation Dates pursuant to the memory interest feature and no further payments will be made on the Notes.</FONT></TD>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD ROWSPAN="4" STYLE="vertical-align: top; border-bottom: Black 1pt solid">
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.05in">Contingent Coupon and Memory Interest Feature</P>
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.05in">&nbsp;</P></TD>
    <TD ROWSPAN="4" STYLE="vertical-align: top; border-bottom: Black 1pt solid; font-size: 9pt">&nbsp;</TD>
    <TD ROWSPAN="4" STYLE="vertical-align: top; border-bottom: Black 1pt solid">
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0">If the Contract Price is equal to or greater than the Coupon Barrier on any
    Observation Date, we will pay you on the relevant Coupon Payment Date the Contingent Coupon for that Observation Date <I>plus</I> any
    previously unpaid Contingent Coupons in respect of any previous Observation Dates pursuant to the memory interest feature.</P>
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0">If the Contract Price is less than the Coupon Barrier on any Observation
    Date, the Contingent Coupon for that Observation Date will not be payable, and we will not make any payment to you on the relevant Coupon
    Payment Date.</P>
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0"><I>If a Contingent Coupon is not paid on a Coupon Payment Date (other than
    the Maturity Date) because the Contract Price is less than the Coupon Barrier on the related Observation Date, that unpaid Contingent
    Coupon will be paid on a later Coupon Payment Date only if the Contract Price is equal to or greater than the Coupon Barrier on the relevant
    Observation Date.&nbsp; We refer to this as the memory interest feature.&nbsp; If the Contract Price is less than the Coupon Barrier on
    each of the Observation Dates, you will receive no Contingent Coupons during the term of, and will not receive a positive return on, the
    Notes.</I></P>
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0">Each Contingent Coupon will be a fixed amount based on equal quarterly installments
    at the Contingent Coupon Rate, which is a per annum rate. <B>You should be willing to invest in the Notes if the Contingent Coupon Rate
    were set equal to the minimum Contingent Coupon Rate set forth in &#8220;Contingent Coupon Rate&#8221; below.</B></P>
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Contingent Coupon payments on the Notes are not guaranteed.&nbsp; We will
    not pay you the Contingent Coupon for any Observation Date on the related Coupon Payment Date if the Contract Price is less than the Coupon
    Barrier on that Observation Date.</B></P></TD>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid">
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.05in">Contingent Coupon</P>
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.05in">Rate</P></TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">At least 11.00% per annum. The actual Contingent Coupon Rate will be finalized on the Trade Date and provided in the pricing supplement and is expected to be, but will not be less than, 11.00% per annum.</FONT></TD>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD ROWSPAN="3" STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid">
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.05in">Contingent Coupon Payments</P>
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.05in">&nbsp;</P></TD>
    <TD ROWSPAN="3" STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid">
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P></TD>
    <TD ROWSPAN="3" STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">At least $0.275 per $10 principal amount Note. The actual Contingent Coupon payments will be based on the Contingent Coupon Rate and finalized on the Trade Date and provided in the pricing supplement.</FONT></TD>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; padding-left: 0.05in; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">Coupon Payment Dates<SUP>2</SUP></FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid">
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P></TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">As specified under the &#8220;Coupon Payment Dates&#8221; column of the table under &#8220;Observation Dates and Coupon Payment Dates&#8221; below</FONT></TD>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; padding-left: 0.05in; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">Call Settlement Dates<SUP>2</SUP></FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">First Coupon Payment Date following the applicable Observation Date</FONT></TD>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; padding-left: 0.05in; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt"><BR STYLE="clear: both">
Payment at Maturity <BR>
(per $10 Note)</FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid">
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0"><B>If the Notes are not automatically called and the Final Value is equal
    to or greater than the Downside Threshold, </B>we will pay you a cash payment at maturity per $10 principal amount Note equal to $10 <I>plus</I>
    the Contingent Coupon otherwise due on the Maturity Date, <I>plus</I> any previously unpaid Contingent Coupons in respect of any previous
    Observation Dates pursuant to the memory interest feature.</P>
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 2pt 0 0"><B>If the Notes are not automatically called and the Final Value is
    less than the Downside Threshold, </B>we will pay you a cash payment at maturity that is less than $10 per $10 principal amount Note,
    equal to:</P>
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">$10 &times; (1 + Underlying Return)</P>
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0"><I>In this scenario, you will be exposed to the decline of the Underlying
    and you will lose a significant portion or all of your principal at maturity in an amount proportionate to the negative Underlying Return.</I></P></TD>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; padding-left: 0.05in; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt"><BR STYLE="clear: both">
Underlying Return</FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid">
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><U>(Final Value &#8211; Initial Value)</U></P>
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Initial Value</P></TD>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; padding-left: 0.05in; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">Initial Value</FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">The Contract Price on December 17, 2025, as specified on the cover of this pricing supplement. <B>The Initial Value is <I>not</I> the Contract Price on the Trade Date.</B></FONT></TD>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; padding-left: 0.05in; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">Final Value</FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; padding-top: 2pt; font-size: 9pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">The Contract Price on the Final Valuation Date</FONT></TD>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; padding-left: 0.05in; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">Contract Price</FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; padding-top: 2pt; font-size: 9pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">On any day, the official settlement price per barrel on the NYMEX of the first nearby month futures contract for WTI crude oil, stated in U.S. dollars, <I>provided</I> that if that day falls on the last trading day of such futures contract (all pursuant to the rules of the NYMEX), then the second nearby month futures contract for WTI crude oil (Bloomberg symbol: &#8220;CL2&#8221;), as made public by the NYMEX and displayed on the Bloomberg Professional<SUP>&reg;</SUP> service (&#8220;Bloomberg&#8221;) under the symbol &#8220;CL1&#8221; or &#8220;CL2,&#8221; as applicable, on that day</FONT></TD>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; padding-left: 0.05in; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">Downside Threshold</FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; padding-top: 2pt; font-size: 9pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">A percentage of the Initial Value, as specified on the cover of this pricing supplement</FONT></TD>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; padding-left: 0.05in; font-size: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">Coupon Barrier</FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; border-bottom: #A6A6A6 1pt solid; font-size: 9pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">A percentage of the Initial Value, as specified on the cover of this pricing supplement</FONT></TD>
    <TD>&nbsp;</TD></TR>
  </TABLE>


<P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.15in; text-indent: -0.15in"><SUP>1</SUP> See footnote 1 under &#8220;Key
Dates&#8221; on the front cover.</P>

<P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.15in; text-indent: -0.15in"><SUP>2 </SUP>See footnote 2 under &#8220;Key
Dates&#8221; on the front cover.</P>

</div>
<div style="float: right; width: 48%">


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD COLSPAN="3">
    <P STYLE="color: white; font: bold 7pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #788D41; border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid">&nbsp;Investment
    Timeline</P></TD></TR>
  <TR STYLE="font-size: 7pt; vertical-align: top">
    <TD COLSPAN="3" STYLE="font-size: 7pt">&nbsp;</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 28%; background-color: #C5D3A1; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt; color: black"><B>December 17, 2025</B></FONT></TD>
    <TD STYLE="width: 2%; text-align: center">&nbsp;</TD>
    <TD STYLE="width: 70%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">The Contract Price (Initial Value) is observed and the Downside Threshold and the Coupon Barrier are determined.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD STYLE="background-color: #C5D3A1">
    <P STYLE="font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>Trade Date</B></P>
    <P STYLE="font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>(December 18, 2025)</B></P></TD>
    <TD STYLE="vertical-align: top; text-align: center">&nbsp;</TD>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 6pt">The Contingent Coupon Rate is finalized.</FONT></TD></TR>
  <TR STYLE="background-color: White">
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD STYLE="vertical-align: top; text-align: center">&nbsp;</TD>
    <TD STYLE="vertical-align: top">&nbsp;</TD></TR>
  <TR STYLE="background-color: White">
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD STYLE="vertical-align: top; text-align: center">&nbsp;</TD>
    <TD STYLE="vertical-align: top">&nbsp;</TD></TR>
  <TR STYLE="background-color: White">
    <TD STYLE="text-align: center">&nbsp;<IMG SRC="image_001.jpg" ALT="" STYLE="height: 84px; width: 14px"></TD>
    <TD STYLE="vertical-align: top; text-align: center">&nbsp;</TD>
    <TD STYLE="vertical-align: top">&nbsp;</TD></TR>
  <TR STYLE="background-color: White">
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD STYLE="vertical-align: top; text-align: center">&nbsp;</TD>
    <TD STYLE="vertical-align: top">&nbsp;</TD></TR>
  <TR STYLE="background-color: White">
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD STYLE="vertical-align: top; text-align: center">&nbsp;</TD>
    <TD STYLE="vertical-align: top">&nbsp;</TD></TR>
  <TR>
    <TD STYLE="background-color: #C5D3A1; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt"><B>Quarterly </B></FONT></TD>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: top">
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0">If the Contract Price is equal to or greater than the Coupon Barrier
    on any Observation Date, JPMorgan Financial will pay you a Contingent Coupon on the Coupon Payment Date <I>plus</I> any previously unpaid
    Contingent Coupons in respect of any previous Observation Dates pursuant to the memory interest feature.</P>
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0">The Notes will also be called if the Contract Price on any Observation Date
    is equal to or greater than the Initial Value. If the Notes are called, JPMorgan Financial will pay you a cash payment per Note equal
    to the principal amount <I>plus</I> the Contingent Coupon otherwise due for the applicable Observation Date and any previously unpaid
    Contingent Coupons in respect of any previous Observation Dates pursuant to the memory interest feature and no further payments will be
    made on the Notes.</P></TD></TR>
  <TR STYLE="background-color: White">
    <TD STYLE="text-align: center">&nbsp;<IMG SRC="image_002.jpg" ALT="" STYLE="height: 77px; width: 14px"></TD>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: top; padding-top: 3pt">&nbsp;</TD></TR>
  <TR STYLE="background-color: White">
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: top; padding-top: 3pt">&nbsp;</TD></TR>
  <TR>
    <TD STYLE="background-color: #C5D3A1">
    <P STYLE="font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>Maturity Date</B></P>
    <P STYLE="font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>&nbsp;</B></P></TD>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: top">
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0"><FONT STYLE="background-color: white">The Final Value is determined
    as of the Final Valuation Date.</FONT></P>
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0"><B>If the Notes are not automatically called and the Final Value is
    equal to or greater than the Downside Threshold, </B>we will pay you a cash payment at maturity per $10 principal amount Note equal to
    $10 <I>plus</I> the Contingent Coupon otherwise due on the Maturity Date, <I>plus</I> any previously unpaid Contingent Coupons in respect
    of any previous Observation Dates pursuant to the memory interest feature.</P>
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 2pt 0 0"><B>If the Notes are not automatically called and the Final Value is
    less than the Downside Threshold, </B>we will pay you a cash payment at maturity that is less than $10 per $10 principal amount Note,
    equal to:</P>
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 2pt 0 0; text-align: center">$10 &times; (1 + Underlying Return)</P>
    <P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 2pt 0 0"><I>In this scenario, you will be exposed to the decline of the Underlying
    and you will lose a significant portion or all of your principal at maturity in an amount proportionate to the negative Underlying Return</I>.</P></TD></TR>
  </TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0pt; text-align: left; text-indent: 0pt"><B>INVESTING IN THE NOTES
INVOLVES SIGNIFICANT RISKS. YOU MAY LOSE A SIGNIFICANT PORTION OR ALL OF YOUR PRINCIPAL AMOUNT. ANY PAYMENT ON THE NOTES, INCLUDING ANY
REPAYMENT OF PRINCIPAL, IS SUBJECT TO THE CREDITWORTHINESS OF JPMORGAN FINANCIAL AND JPMORGAN CHASE&nbsp;&amp;&nbsp;CO. IF JPMORGAN FINANCIAL
AND JPMORGAN CHASE&nbsp;&amp;&nbsp;CO. WERE TO DEFAULT ON THEIR PAYMENT OBLIGATIONS, YOU MAY NOT RECEIVE ANY AMOUNTS OWED TO YOU UNDER
THE NOTES AND YOU COULD LOSE YOUR ENTIRE INVESTMENT.</B></P>

</div>
<div style="clear:both"></div>



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<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR STYLE="clear: both">
</FONT></P>

<P STYLE="color: white; font: bold 9pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #788D41; border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid">&nbsp;Observation
Dates and Coupon Payment Dates</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 49%; border-bottom: Black 1pt solid; padding-top: 3pt; padding-right: 0.1in; padding-bottom: 2pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Observation Dates</B></FONT></TD>
    <TD STYLE="width: 51%; border-bottom: Black 1pt solid; padding-top: 3pt; padding-right: 0.1in; padding-bottom: 2pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Coupon Payment Dates</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="border-bottom: Black 1pt solid; padding-top: 1pt; padding-right: 0.1in; padding-bottom: 2pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">March 17, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-top: 1pt; padding-right: 0.1in; padding-bottom: 2pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">March 20, 2026</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="border-bottom: Black 1pt solid; padding-top: 1pt; padding-right: 0.1in; padding-bottom: 2pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">June 16, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-top: 1pt; padding-right: 0.1in; padding-bottom: 2pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">June 22, 2026</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="border-bottom: Black 1pt solid; padding-top: 1pt; padding-right: 0.1in; padding-bottom: 2pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">September 17, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-top: 1pt; padding-right: 0.1in; padding-bottom: 2pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">September 22, 2026</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="border-bottom: Black 1pt solid; padding-top: 1pt; padding-right: 0.1in; padding-bottom: 2pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">December 16, 2026 (the Final Valuation Date)</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-top: 1pt; padding-right: 0.1in; padding-bottom: 2pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">December 21, 2026 (the Maturity Date)</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 8.5pt Arial, Helvetica, Sans-Serif; margin: 2pt 0 0">Each of the Observation Dates, and therefore the Coupon Payment Dates,
is 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 Commodity or Commodity Futures Contract&#8221;
and &#8220;General Terms of Notes &#8212; Postponement of a Payment Date&#8221; in the accompanying product supplement or early acceleration
in the event of a commodity hedging disruption event as described under &#8220;General Terms of Notes &#8212; Consequences of a Commodity
Hedging Disruption Event &#8212; Acceleration of the Notes&#8221; in the accompanying product supplement and in &#8220;Key Risks &#8212;
Risks Relating to the Notes Generally &#8212; We May Accelerate the Notes If a Commodity Hedging Disruption Event Occurs&#8221; in this
pricing supplement.</P>


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<P STYLE="color: white; font: bold 9pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #788D41; border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid">&nbsp;What
Are the Tax Consequences of the Notes?</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0">You should review carefully the section entitled &#8220;Material U.S.
Federal Income Tax Consequences&#8221; in the accompanying product supplement no. 2-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 Contingent 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.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0">Sale, Exchange or Redemption of a Note. Assuming the treatment described
above is respected, upon a sale or exchange of the Notes (including redemption upon an automatic call or at maturity), you should recognize
capital gain or loss equal to the difference between the amount realized on the sale or exchange and your tax basis in the Notes, which
should equal the amount you paid to acquire the Notes (assuming Contingent Coupons are properly treated as ordinary income, consistent
with the position referred to above). This gain or loss should be short-term capital gain or loss whether or not you are an initial purchaser
of the Notes at the issue price. The deductibility of capital losses is subject to limitations. If you sell your Notes between the time
your right to a Contingent Coupon is fixed and the time it is paid, it is likely that you will be treated as receiving ordinary income
equal to the Contingent Coupon. Although uncertain, it is possible that proceeds received from the sale or exchange of your Notes prior
to an Observation Date but that can be attributed to an expected Contingent Coupon payment could be treated as ordinary income. You should
consult your tax adviser regarding this issue.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0">As described above, 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 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: 9pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0"><I>Non-U.S. Holders &#8212; Tax Considerations. </I>The U.S. federal
income tax treatment of Contingent Coupons is uncertain, and although we believe it is reasonable to take a position that Contingent 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 Contingent 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: 9pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0">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.<BR STYLE="clear: both">
</P>


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<P STYLE="color: white; font: bold 9pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #788D41; border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid">&nbsp;Key
Risks</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0">An investment in the Notes involves significant risks. Investing in
the Notes is not equivalent to investing directly in the Underlying or in any exchange-traded or over-the-counter instruments based on,
or other instruments linked to, the foregoing. These risks are explained in more detail 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.
We also urge you to consult your investment, legal, tax, accounting and other advisers before you invest in the Notes.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0"><B>Risks Relating to the Notes Generally</B></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Your Investment in the Notes May Result in a Loss </B>&#8212; The Notes
differ from ordinary debt securities in that JPMorgan Financial will not necessarily repay the full principal amount of the Notes. If
the Notes are not called and the Contract Price has declined below the Downside Threshold on the Final Valuation Date, you will be fully
exposed to any depreciation of the Underlying from the Initial Value to the Final Value. In this case, JPMorgan Financial will repay less
than the full principal amount at maturity, resulting in a loss of principal that is proportionate to the negative Underlying Return.
Under these circumstances, you will lose 1% of your principal for every 1% that the Final Value is less than the Initial Value and could
lose your entire principal amount. As a result, your investment in the Notes may not perform as well as an investment in a security that
does not have the potential for full downside exposure to the Underlying at maturity.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Credit Risks of JPMorgan Financial and JPMorgan Chase&nbsp;&amp;&nbsp;Co.
</B>&#8212; The Notes are unsecured and unsubordinated debt obligations of the Issuer, JPMorgan Chase Financial Company LLC, the payment
on which is fully and unconditionally guaranteed by JPMorgan Chase&nbsp;&amp;&nbsp;Co. The Notes will rank <I>pari passu</I> with all
of our other unsecured and unsubordinated obligations, and the related guarantee by JPMorgan Chase&nbsp;&amp;&nbsp;Co. will rank <I>pari
passu</I> with all of JPMorgan Chase&nbsp;&amp;&nbsp;Co.&#8217;s other unsecured and unsubordinated obligations. The Notes and related
guarantees are not, either directly or indirectly, an obligation of any third party. Any payment to be made on the Notes, including any
repayment of principal, depends on the ability of JPMorgan Financial and JPMorgan Chase&nbsp;&amp;&nbsp;Co. to satisfy their obligations
as they come due. As a result, the actual and perceived creditworthiness of JPMorgan Financial and JPMorgan Chase&nbsp;&amp;&nbsp;Co.
may affect the market value of the Notes and, in the event JPMorgan Financial and JPMorgan Chase&nbsp;&amp;&nbsp;Co. were to default on
their obligations, you may not receive any amounts owed to you under the terms of the Notes and you could lose your entire investment.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>As a Finance Subsidiary, JPMorgan Financial Has No Independent Operations
and Limited Assets </B>&#8212; 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.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>You Are Not Guaranteed Any Contingent Coupons </B>&#8212; We will not necessarily
make periodic coupon payments on the Notes.&nbsp; If the Contract Price on an Observation Date is less than the Coupon Barrier, we will
not pay you the Contingent Coupon for that Observation Date.&nbsp; However, if a Contingent Coupon is not paid on a Coupon Payment Date
(other than the Maturity Date) because the Contract Price on the related Observation Date is less than the Coupon Barrier, pursuant to
the memory interest feature, that Contingent Coupon will be paid on a later Coupon Payment Date only if the Contract Price on the related
Observation Date is greater than or equal to the Coupon Barrier. &nbsp;You will not receive any unpaid Contingent Coupons if the Contract
Price on each subsequent Observation Date is less than the Coupon Barrier. &nbsp;If the Contract Price is less than the Coupon Barrier
on each of the Observation Dates, we will not pay you any Contingent Coupon during the term of, and you will not receive a positive return
on, your Notes.&nbsp; Generally, this non-payment of the Contingent Coupon coincides with a period of greater risk of principal loss on
your Notes.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Return on the Notes Is Limited to the Sum of Any Contingent Coupons and
You Will Not Participate in Any Appreciation of the Underlying </B>&#8212; The return potential of the Notes is limited to the specified
Contingent Coupon Rate, regardless of any appreciation of the Underlying, which may be significant. In addition, the total return on the
Notes will vary based on the number of Observation Dates on which the requirements for a Contingent Coupon have been met prior to maturity
or an automatic call. Further, if the Notes are called, you will not receive any Contingent Coupons or any other payments in respect of
any Observation Dates after the Call Settlement Date. Because the Notes could be called as early as the first Observation Date, the total
return on the Notes could be minimal. If the Notes are not called, you may be subject to the risk of decline of the Underlying, even though
you&nbsp;are not able to participate in any potential appreciation of the Underlying. Generally, the longer the Notes remain outstanding,
the less likely it is that they will be automatically called, due to the decline in the price of the Underlying and the shorter time remaining
for the price to recover to or above the Initial Value on a subsequent Observation Date.&nbsp; As a result, the return on an investment
in the Notes could be less than the return on a direct investment in the Underlying. In addition, if the Notes are not called and the
Final Value is below the Downside Threshold, you will have a loss on your principal amount and the overall return on the Notes may be
less than the amount that would be paid on a conventional debt security of JPMorgan Financial of comparable maturity.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Contingent Repayment of Principal Applies Only If You Hold the Notes to
Maturity </B>&#8212; If you are able to sell your Notes in the secondary market, if any, prior to maturity, you may have to sell them
at a loss relative to your initial investment even if the Contract Price is above the Downside Threshold. If by maturity the Notes have
not been called, either JPMorgan Financial will repay you the full principal amount per Note, <I>plus</I> the Contingent Coupon, or, if
the Contract Price is below the Downside Threshold on the Final Valuation Date, JPMorgan Financial will repay less than the principal
amount, if anything, at maturity, resulting in a loss on your</FONT></TD></TR></TABLE>


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<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: 0in">principal amount that is proportionate to
the decline in the Contract Price from the Initial Value to the Final Value. This contingent repayment of principal applies only if you
hold your Notes to maturity.</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>A Higher Contingent Coupon Rate and/or a Lower Coupon Barrier and/or Downside
Threshold May Reflect Greater Expected Volatility of the Underlying, Which Is Generally Associated with a Greater Risk of Loss</B> &#8212;
Volatility is a measure of the degree of variation in the price of the Underlying over a period of time.&nbsp; The greater the expected
volatility of the Underlying at the time the terms of the Notes are set, the greater the expectation is at that time that the Contract
Price could be below the Coupon Barrier on any Observation Date, resulting in the loss of one or more, or all, Contingent Coupon payments,
or below the Downside Threshold on the Final Valuation Date, resulting in the loss of a significant portion or all of your principal at
maturity.&nbsp; In addition, the economic terms of the Notes, including the Contingent Coupon Rate, the Coupon Barrier and the Downside
Threshold, are based, in part, on the expected volatility of the Underlying at the time the terms of the Notes are set, where a higher
expected volatility will generally be reflected in a higher Contingent Coupon Rate than the fixed rate we would pay on conventional debt
securities of the same maturity and/or on otherwise comparable securities and/or a lower Coupon Barrier and/or a lower Downside Threshold
as compared to otherwise comparable securities.&nbsp; Accordingly, a higher Contingent Coupon Rate will generally be indicative of a greater
risk of loss while a lower Coupon Barrier or Downside Threshold does not necessarily indicate that the Notes have a greater likelihood
of paying Contingent Coupon payments or returning your principal at maturity.&nbsp; You should be willing to accept the downside market
risk of the Underlying and the potential loss of a significant portion or all of your principal at maturity.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Reinvestment Risk </B>&#8212; If your Notes are called early, the holding
period over which you would have the opportunity to receive any Contingent Coupons could be as short as approximately three months. There
is no guarantee that you would be able to reinvest the proceeds from an investment in the Notes at a comparable return and/or with a comparable
interest rate for a similar level of risk in the event the Notes are called prior to the Maturity Date.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 4pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Each Contingent Coupon Is Based Solely on the Contract Price on the Applicable
Observation Date </B>&#8212; Whether a Contingent Coupon will be payable with respect to an Observation Date will be based solely on the
Contract Price on that Observation Date. As a result, you will not know whether you will receive a Contingent Coupon until the related
Observation Date. Moreover, because each Contingent Coupon is based solely on the Contract Price on the applicable Observation Date, if
the Contract Price is less than the Coupon Barrier, you will not receive any Contingent Coupon with respect to that Observation Date,
even if the Contract Price was higher on other days during the period before that Observation Date.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>No Assurances That the Investment View Implicit in the Notes Will Be Successful</B>
&#8212; While the Notes are structured to provide for Contingent Coupons if the Contract Price is not below the Coupon Barrier on the
Observation Dates, we cannot assure you of the economic environment during the term or at maturity of your Notes.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Owning the Notes Is Not the Same as Owning WTI Crude Oil or Futures Contracts
on WTI Crude Oil</B></FONT> &#8212; <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The return on the Notes will not reflect the
return you would realize if you actually purchased WTI crude oil, futures contracts on WTI crude oil or exchange-traded or over-the-counter
instruments based on WTI crude oil. You will not have any rights that holders of those assets or instruments have.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>We Cannot Control Actions by the Sponsor of the Underlying and That Sponsor
Has No Obligation to Consider Your Interests &#8212;</B> We and our affiliates are not affiliated with the sponsor of the Underlying and
have no ability to control or predict its actions, including any errors in or discontinuation of public disclosure regarding methods or
policies relating to the calculation of the Underlying. The sponsor of the Underlying is not involved in this Note offering in any way
and has no obligation to consider your interest as an owner of the Notes in taking any actions that might affect the market value of your
Notes.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>We May Accelerate the Notes if a Commodity Hedging Disruption Event Occurs</B></FONT>
&#8212; <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">If we or our affiliates are unable to effect transactions necessary to
hedge our obligations under the Notes due to a commodity hedging disruption event, we may, in our sole and absolute discretion, accelerate
the payment on the Notes and pay you an amount determined in good faith and in a commercially reasonable manner by the calculation agent.
If the payment on the Notes is accelerated, your investment may result in a loss and you may not be able to reinvest your money in a comparable
investment. Please see &#8220;General Terms of Notes &#8212; Consequences of a Commodity Hedging Disruption Event &#8212; Acceleration
of the Notes&#8221; in the accompanying product supplement for more information.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Lack of Liquidity</B> &#8212; 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.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Tax Treatment </B>&#8212; Significant aspects of the tax treatment of the
Notes are uncertain. You should consult your tax adviser about your tax situation.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white"><B>The Final Terms and Valuation of the Notes Will
Be Finalized on the Trade Date and Provided in the Pricing Supplement</B> &#8212; The final terms of the Notes will be based on relevant
market conditions when the terms of the Notes are set and will be finalized on the Trade Date and provided in the pricing supplement.
In particular, each of the estimated value of the Notes and the Contingent Coupon Rate will be finalized on the Trade Date and provided
in the pricing supplement, and each may be as low as the applicable minimum set forth on the cover of this pricing supplement. Accordingly,
you should consider your potential investment in the Notes based on the minimums for the estimated value of the Notes and the Contingent
Coupon Rate.</FONT></TD></TR></TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0; text-align: justify; text-indent: 0in"><B>Risks Relating to Conflicts
of Interest</B></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Potential Conflicts </B>&#8212; We and our affiliates play a variety of
roles in connection with the issuance of the Notes, including acting as calculation agent and 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 when the terms of the Notes
are set, which we refer to as the estimated value of the Notes. In</FONT></TD></TR></TABLE>


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<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: 0in">performing these duties, our and JPMorgan
Chase&nbsp;&amp;&nbsp;Co.&#8217;s economic interests 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, 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. Please refer to &#8220;Risk Factors &#8212; Risks Relating to Conflicts of Interest&#8221; in the
accompanying product supplement for additional information about these risks.</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Potentially Inconsistent Research, Opinions or Recommendations by JPMS,
UBS or Their Affiliates</B> &#8212; JPMS, UBS or their affiliates may publish research, express opinions or provide recommendations that
are inconsistent with investing in or holding the Notes, and that may be revised at any time. Any such research, opinions or recommendations
may or may not recommend that investors buy or hold investments linked to the Underlying and could affect the price of the Underlying,
and therefore the market value of the Notes.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Potential JPMorgan Financial Impact on the Price of the Underlying</B>
&#8212; Trading or transactions by JPMorgan Financial or its affiliates in the Underlying or in futures, options or other derivative products
on the Underlying may adversely affect the market value of the Underlying and, therefore, the market value of the Notes.</FONT></TD></TR></TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0; text-indent: 0in"><B>Risks Relating to the Estimated Value and Secondary
Market Prices of the Notes</B></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>The Estimated Value of the Notes Will Be Lower Than the Original Issue
Price (Price to Public) of the Notes</B> &#8212; The estimated value of the Notes is only an estimate determined by reference to several
factors. The original issue price of the Notes will exceed 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;The Estimated Value of the Notes&#8221; in this pricing supplement.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>The Estimated Value of the Notes Does Not Represent Future Values of the
Notes and May Differ from Others&#8217; Estimates</B> &#8212; 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, 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;The
Estimated Value of the Notes&#8221; in this pricing supplement.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>The Estimated Value of the Notes Is Derived by Reference to an Internal
Funding Rate</B> &#8212; 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;The Estimated Value of the Notes&#8221; in this pricing supplement.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><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> &#8212;
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;Secondary Market Prices of the Notes&#8221; in 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).</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Secondary Market Prices of the Notes Will Likely Be Lower Than the Original
Issue Price of the Notes</B> &#8212; 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 factor for information about
additional factors that will impact any secondary market prices of the Notes.</FONT></TD></TR></TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: 0in">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; above.</P>

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<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Many Economic and Market Factors Will Impact the Value of the Notes </B>&#8212;
As described under &#8220;The Estimated Value of the Notes&#8221; in this pricing supplement, the Notes can be thought of as securities
that combine a fixed-income debt component with one or more derivatives. As a result, the factors that influence the values of fixed-income
debt and derivative instruments will also influence</FONT></TD></TR></TABLE>


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    <!-- Field: /Page -->

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: 0in">the terms of the Notes at issuance and their
value in the secondary market. Accordingly, 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 price of the Underlying, including:</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top; text-align: justify">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD STYLE="text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">any
actual or potential change in our or JPMorgan Chase&nbsp;&amp;&nbsp;Co.&#8217;s creditworthiness or credit spreads;</FONT></TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">customary bid-ask spreads for similarly sized trades;</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">our internal secondary market funding rates for structured debt issuances;</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">the actual and expected volatility in the price of the Underlying;</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">the time to maturity of the Notes;</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">the likelihood of an automatic call being triggered;</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">whether the Contract Price has been, or is expected to be, less than the Coupon
Barrier on any Observation Date and whether the Final Value is expected to be less than the Downside Threshold;</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">supply and demand trends for WTI crude oil or the exchange-traded futures
contracts on that commodity;</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">interest and yield rates in the market generally; and</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings">t</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">a variety of other economic, financial, political, regulatory, geographical,
agricultural, meteorological and judicial events.</FONT></TD></TR></TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: 0in">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: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0; text-indent: 0in"><B>Risks Relating to the Underlying</B></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 3pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol; font-size: 12pt">&uml;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white"><B>Commodity Futures Contracts Are Subject to Uncertain
Legal and Regulatory Regimes</B></FONT> <FONT STYLE="font-size: 9.5pt">&#8212; </FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white">Commodity
futures contracts are subject to legal and regulatory regimes that may change in ways that could adversely affect our ability to hedge
our obligations under the Notes and affect the price of the Commodity Futures Contract.&nbsp; Any future regulatory changes may have a
substantial adverse effect on the value of the Notes.&nbsp; Additionally, in October 2020, the U.S. Commodity Futures Trading Commission
adopted rules to establish revised or new position limits on 25 agricultural, metals and energy commodity derivatives contracts.&nbsp;
The limits apply to a person&#8217;s combined position in the specified 25 futures contracts and options on futures (&#8220;core referenced
futures contracts&#8221;), futures and options on futures directly or indirectly linked to the core referenced futures contracts, and
economically equivalent swaps. &nbsp;These rules came into effect on January 1, 2022 for covered futures and options on futures contracts
and on January 1, 2023 for covered swaps. &nbsp;The rules may reduce liquidity in the exchange-traded market for those commodity-based
futures contracts, which may, in turn, have an adverse effect on any payments on the Notes. Furthermore, we or our affiliates may be unable
as a result of those restrictions to effect transactions necessary to hedge our obligations under the Notes resulting in a commodity hedging
disruption event, in which case we may, in our sole and absolute discretion, accelerate your Notes.&nbsp; See &#8220;&#8212; Risks Relating
to the Notes Generally &#8212; We May Accelerate Your Notes If a Commodity Hedging Disruption Event Occurs&#8221; above.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 3pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol; font-size: 12pt">&uml;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white"><B>Prices of Commodity Futures Contracts Are Characterized
by High and Unpredictable Volatility</B></FONT> <FONT STYLE="font-size: 9.5pt">&#8212; </FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white">Market
prices of commodity futures contracts tend to be highly volatile and may fluctuate rapidly based on numerous factors, including the factors
that affect the price of the commodity underlying the Underlying. See &#8220;&#8212; The Market Price of WTI Crude Oil Will Affect the
Value of the Notes&#8221; below. The Contract Price is subject to variables that may be less significant to the values of traditional
Notes, such as stocks and bonds. These variables may create additional investment risks that cause the value of the Notes to be more volatile
than the values of traditional Notes. As a general matter, the risk of low liquidity or volatile pricing around the maturity date of a
commodity futures contract is greater than in the case of other futures contracts because (among other factors) a number of market participants
take physical delivery of the underlying commodities. Many commodities are also highly cyclical. The high volatility and cyclical nature
of commodity markets may render such an investment inappropriate as the focus of an investment portfolio.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 3pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol; font-size: 12pt">&uml;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white"><B>The Market Price of WTI Crude Oil Will Affect
the Value of the Notes</B> &#8212; Because the Notes are linked to the performance of the Contract Price, we expect that generally the
market value of the Notes will depend in part on the market price of WTI crude oil. The price of WTI crude oil is primarily affected by
the global demand for and supply of crude oil, but is also influenced significantly from time to time by speculative actions and by currency
exchange rates. Crude oil prices are volatile and subject to dislocation. Demand for refined petroleum products by consumers, as well
as the agricultural, manufacturing and transportation industries, affects the price of crude oil. Crude oil&#8217;s end-use as a refined
product is often as transport fuel, industrial fuel and in-home heating fuel. Potential for substitution in most areas exists, although
considerations, including relative cost, often limit substitution levels. Because the precursors of demand for petroleum products are
linked to economic activity, demand will tend to reflect economic conditions. Demand is also influenced by government regulations, such
as environmental or consumption policies. In addition to general economic activity and demand, prices for crude oil are affected by political
events, labor activity and, in particular, direct government intervention (such as embargos) or supply disruptions in major oil producing
regions of the world. These events tend to affect oil prices worldwide, regardless of the location of the event. Supply for crude oil
may increase or decrease depending on many factors. These include production decisions by the Organization of the Petroleum Exporting
Countries (&#8220;OPEC&#8221;) and other crude oil producers. Crude oil prices are determined with significant influence by OPEC. OPEC
has the potential to influence oil prices worldwide because its members possess a significant portion of the world&#8217;s oil supply.
In the event of sudden disruptions in the supplies of oil, such as those caused by war (<I>e.g</I>., Russia&#8217;s invasion of Ukraine
and resulting sanctions), natural events, accidents or acts of terrorism, prices of oil futures contracts could become extremely volatile
and unpredictable. Also, sudden and dramatic changes in the futures market may occur, for example, upon a cessation of hostilities that
may exist in countries producing oil, the introduction of new or previously withheld supplies into the
market or the introduction of substitute products or commodities. Crude oil prices may also be affected by</FONT></TD></TR></TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt 0.25in"></P>


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<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt 0.25in"><FONT STYLE="background-color: white">short-term changes in
supply and demand because of trading activities in the oil market and seasonality (<I>e.g.</I>, weather conditions such as hurricanes).
It is not possible to predict the aggregate effect of all or any combination of these factors.</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 3pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol; font-size: 12pt">&uml;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white"><B>A Decision By the NYMEX to Increase Margin Requirements
for WTI Crude Oil Futures Contracts May Affect the Contract Price </B>&#8212; If the NYMEX increases the amount of collateral required
to be posted to hold positions in the futures contracts on WTI crude oil (<I>i.e.</I>, the margin requirements), market participants who
are unwilling or unable to post additional collateral may liquidate their positions, which may cause the Contract Price to decline significantly.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 3pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol; font-size: 12pt">&uml;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white"><B>The Notes Do Not Offer Direct Exposure to Commodity
Spot Prices</B></FONT> <FONT STYLE="font-size: 9.5pt">&#8212; </FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white">The
Underlying reflects the price of a futures contract, not a physical commodity (or its spot price). The price of a futures contract reflects
the expected value of the commodity upon delivery in the future, whereas the spot price of a commodity reflects the immediate delivery
value of the commodity. A variety of factors can lead to a disparity between the expected future price of a commodity and the spot price
at a given point in time, such as the cost of storing the commodity for the term of the futures contract, interest charges incurred to
finance the purchase of the commodity and expectations concerning supply and demand for the commodity. The price movements of a futures
contract are typically correlated with the movements of the spot price of the referenced commodity, but the correlation is generally imperfect
and price movements in the spot market may not be reflected in the futures market (and vice versa). Accordingly, the Notes may underperform
a similar investment that is linked to only commodity spot prices.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 3pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol; font-size: 12pt">&uml;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white"><B>Single Commodity Futures Contract Prices Tend
to Be More Volatile Than, and May Not Correlate with, the Prices of Commodities Generally</B></FONT> <FONT STYLE="font-size: 9.5pt">&#8212;</FONT>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white">The Notes are not linked to a diverse basket of commodities,
commodity futures contracts or a broad-based commodity index. The prices of the Underlying may not correlate to the price of commodities
or commodity futures contracts generally and may diverge significantly from the prices of commodities or commodity futures contracts generally.
Because the Notes are linked to a single commodity futures contract, they carry greater risk and may be more volatile than Notes linked
to the prices of multiple commodities or commodity futures contracts or a broad-based commodity index.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 3pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol; font-size: 12pt">&uml;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white"><B>Suspension or Disruptions of Market Trading in
the Commodity Markets and Related Futures Markets May Adversely Affect the Contract Price, and Therefore the Value of the Notes</B></FONT>
<FONT STYLE="font-size: 9.5pt">&#8212; </FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white">The commodity
markets are subject to temporary distortions or other disruptions due to various factors, including the lack of liquidity in the markets,
the participation of speculators and government regulation and intervention. In addition, U.S. futures exchanges and some foreign exchanges
have regulations that limit the amount of fluctuation in futures contract prices that may occur during a single day. These limits are
generally referred to as &#8220;daily price fluctuation limits&#8221; and the maximum or minimum price of a contract on any given day
as a result of these limits is referred to as a &#8220;limit price.&#8221; Once the limit price has been reached in a particular contract,
no trades may be made at a different price. Limit prices have the effect of precluding trading in a particular contract or forcing the
liquidation of contracts at disadvantageous times or prices. These circumstances could adversely affect the Contract Price and, therefore,
the value of your Notes.<BR STYLE="clear: both">
</FONT></TD></TR></TABLE>


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<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #788D41; color: white; border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid"><B>&nbsp;Hypothetical
Examples</B></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0; text-align: center"><B>Hypothetical terms only. Actual terms may vary.
See the cover page for actual offering terms.</B></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0">The examples below illustrate the hypothetical payments on a Coupon
Payment Date, upon an automatic call or at maturity under different hypothetical scenarios for a $10.00 Note on an offering of the Notes
linked to a hypothetical Underlying and assume an Initial Value of $100.00, a Downside Threshold and Coupon Barrier of $75.00 (which is
75.00% of the hypothetical Initial Value) and a Contingent Coupon Rate of 11.00%* per annum. The hypothetical Initial Value of $100.00
has been chosen for illustrative purposes only and does not represent the actual Initial Value. The actual Initial Value, Downside Threshold
and Coupon Barrier are based on the Contract Price on December 17, 2025 and are specified on the cover of this pricing supplement. For
historical data regarding the actual Contract Prices, please see the historical information set forth under &#8220;The Underlying&#8221;
in this pricing supplement.</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 37%; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Principal Amount:</FONT></TD>
    <TD STYLE="width: 63%; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$10.00</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term:</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Approximately 1 year (unless earlier called)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Hypothetical Initial Value:</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$100.00</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Hypothetical Contingent Coupon Rate:</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">11.00%* per annum (or 2.75% per quarter)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Observation Dates:</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Quarterly </FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Hypothetical Downside Threshold:</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$75.00 (which is 75.00% of the hypothetical Initial Value)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Hypothetical Coupon Barrier:</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$75.00 (which is 75.00% of the hypothetical Initial Value)</FONT></TD></TR>
  </TABLE>


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 0.25in; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">*</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The actual Contingent Coupon Rate will be finalized on the Trade Date and provided in the pricing supplement. The actual value of any Contingent Coupon payments you will receive over the term of the Notes and the actual value of the payment upon automatic call or at maturity applicable to your Notes may be more or less than the amounts displayed in these hypothetical scenarios.</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0">The examples below are purely hypothetical and are not based on any
specific offering of Notes linked to any specific Underlying. These examples are intended to illustrate how the value of any payment on
the Notes will depend on the Contract Price on the Observation Dates.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0"><B>Example 1 &#8212; Notes Are Automatically Called on the First Observation
Date</B></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 22%; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Date</B></FONT></TD>
    <TD STYLE="width: 47%; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Contract Price</B></FONT></TD>
    <TD STYLE="padding-left: 5pt; width: 31%; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Payment (per Note)</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">First Observation Date</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$110.00 (at or above Initial Value)</FONT></TD>
    <TD STYLE="padding-left: 5pt; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$10.275 (Payment upon Automatic Call)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt">&nbsp;</TD>
    <TD STYLE="padding-top: 6pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Payment:</FONT></TD>
    <TD STYLE="padding-left: 5pt; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$10.275 (2.75% return)</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0">Because the Notes are automatically called on the first Observation
Date, we will pay you on the applicable Call Settlement Date a total of $10.275 per Note, reflecting your principal amount <I>plus</I>
the applicable Contingent Coupon. No further amounts will be owed on the Notes.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0"><B>Example 2 &#8212; Notes Are Automatically Called on the Third Observation
Date</B></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 22%; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Date</B></FONT></TD>
    <TD STYLE="width: 47%; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Contract Price</B></FONT></TD>
    <TD STYLE="padding-left: 5pt; width: 31%; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Payment (per Note)</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">First Observation Date</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$90.00 (at or above Coupon Barrier; below Initial Value)</FONT></TD>
    <TD STYLE="padding-left: 5pt; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$0.275 (Contingent Coupon)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white">Second Observation Date</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white">$80.00 (at or above Coupon Barrier; below Initial Value)</FONT></TD>
    <TD STYLE="padding-left: 5pt; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white">$0.275 (Contingent Coupon)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white">Third Observation Date</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white">$105.00 (at or above Initial Value)</FONT></TD>
    <TD STYLE="padding-left: 5pt; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white">$10.275 (Payment upon Automatic Call)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt">&nbsp;</TD>
    <TD STYLE="padding-top: 6pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white">Total Payment:</FONT></TD>
    <TD STYLE="padding-left: 5pt; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white">$10.825 (8.25% return)</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 5pt 0 0"><FONT STYLE="background-color: white">Because the Notes are automatically
called on the third Observation Date, we will pay you on the applicable Call Settlement Date a total of $10.275 per Note, reflecting your
principal amount <I>plus</I> the applicable Contingent Coupon.&nbsp; When that amount is added to the Contingent Coupon payments of $0.55
received in respect of prior Observation Dates, we will have paid you a total of $10.825 per Note for a 8.25% total return on the Notes.
No further amounts will be owed on the Notes.</FONT></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 5pt 0 0"><B>Example 3 &#8212; Notes Are NOT Automatically Called <U>and</U>
the Final Value Is at or above the Downside Threshold </B></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 22%; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Date</B></FONT></TD>
    <TD STYLE="width: 47%; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Contract Price</B></FONT></TD>
    <TD STYLE="padding-left: 5pt; width: 31%; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Payment (per Note)</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">First Observation Date</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$90.00 (at or above Coupon Barrier; below Initial Value)</FONT></TD>
    <TD STYLE="padding-left: 5pt; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$0.275 (Contingent Coupon)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Observation Date</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$85.00 (at or above Coupon Barrier; below Initial Value)</FONT></TD>
    <TD STYLE="padding-left: 5pt; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$0.275 (Contingent Coupon)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Third Observation Date</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$40.00 (below Coupon Barrier)</FONT></TD>
    <TD STYLE="padding-left: 5pt; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$0.00</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Final Valuation Date</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$85.00 (at or above Downside Threshold; below Initial Value)</FONT></TD>
    <TD STYLE="padding-left: 5pt; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$10.55 (Payment at Maturity)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt">&nbsp;</TD>
    <TD STYLE="padding-top: 6pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Payment:</FONT></TD>
    <TD STYLE="padding-left: 5pt; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$11.10 (11.00% return)</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0">At maturity, we will pay you a total of $10.55 per Note,
reflecting your principal amount <I>plus</I> the applicable Contingent Coupon, <I>plus</I> any previously unpaid Contingent Coupons
in respect of the prior Observation Dates pursuant to the memory interest feature. When that amount is added to the Contingent
Coupon payments of $0.55 <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">received in respect of prior Observation Dates, we
will have paid you a total of $11.10 per Note for a 11.00% total return on the Notes.</FONT></P>


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<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 5pt 0 0"><B>Example 4 &#8212; Notes Are NOT Automatically Called <U>and</U>
the Final Value Is below the Downside Threshold</B></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 22%; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Date</B></FONT></TD>
    <TD STYLE="width: 47%; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Contract Price</B></FONT></TD>
    <TD STYLE="padding-left: 5pt; width: 31%; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Payment (per Note)</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">First Observation Date</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$90.00 (at or above Coupon Barrier; below Initial Value)</FONT></TD>
    <TD STYLE="padding-left: 5pt; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$0.275 (Contingent Coupon)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Observation Date</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$85.00 (at or above Coupon Barrier; below Initial Value)</FONT></TD>
    <TD STYLE="padding-left: 5pt; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$0.275 (Contingent Coupon)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white">Third Observation Date</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white">$95.00 (at or above Coupon Barrier; below Initial Value)</FONT></TD>
    <TD STYLE="padding-left: 5pt; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white">$0.275 (Contingent Coupon)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white">Final Valuation Date</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white">$40.00 (below Downside Threshold)</FONT></TD>
    <TD STYLE="padding-left: 5pt; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white">$10.00 &times; (1 + Underlying Return) =<BR>
$10.00 &times; (1 + -60%) =<BR>
$10.00 &times; 40% =<BR>
$4.00 (Payment at Maturity)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt">&nbsp;</TD>
    <TD STYLE="padding-top: 6pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white">Total Payment:</FONT></TD>
    <TD STYLE="padding-left: 5pt; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; background-color: white">$4.825 (-51.75% return)</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 5pt 0 0"><FONT STYLE="background-color: white">Because the Notes are not automatically
called, the Final Value of $40.00 is below the Downside Threshold and the Underlying Return is&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; -60%, at
maturity we will pay you $4.00 per Note.&nbsp; When that amount is added to the Contingent Coupon payments of $0.825 received in respect
of prior Observation Dates, we will have paid you $4.825 per Note for a loss on the Notes of 51.75%.</FONT></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0"><B>Example 5 &#8212; Notes Are NOT Automatically Called <U>and</U>
the Final Value Is below the Downside Threshold </B></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 22%; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Date</B></FONT></TD>
    <TD STYLE="width: 47%; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Contract Price</B></FONT></TD>
    <TD STYLE="padding-left: 5pt; width: 31%; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Payment (per Note)</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">First Observation Date</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$45.00 (below Coupon Barrier)</FONT></TD>
    <TD STYLE="padding-left: 5pt; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$0.00</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Observation Date</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$40.00 (below Coupon Barrier)</FONT></TD>
    <TD STYLE="padding-left: 5pt; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$0.00</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Third Observation Date</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$35.00 (below Coupon Barrier)</FONT></TD>
    <TD STYLE="padding-left: 5pt; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$0.00</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Final Valuation Date</FONT></TD>
    <TD STYLE="padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$30.00 (below Downside Threshold)</FONT></TD>
    <TD STYLE="padding-left: 5pt">$10.00 &times; (1 + Underlying Return) =<BR> $10.00 &times; (1 + -70%) =<BR> $10.00 &times; 30% =<BR> $3.00 (Payment at Maturity)</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 6pt">&nbsp;</TD>
    <TD STYLE="padding-top: 6pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Payment:</FONT></TD>
    <TD STYLE="padding-left: 5pt; padding-top: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$3.00 (-70.00% return)</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Because the Notes are not automatically called, the Final Value is below
the Downside Threshold and the Underlying Return is -70%, at maturity we will pay you $3.00 per Note for a loss on the Notes of 70.00%.
Because there is no Contingent Coupon paid during the term of the Notes, that represents the total payment on the Notes.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0">The hypothetical returns and hypothetical payments on the Notes shown
above <B>apply 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 and hypothetical payments shown above would likely be lower.</P>


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<P STYLE="color: white; font: bold 9pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #788D41; border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid">&nbsp;The
Underlying</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0"><FONT STYLE="background-color: white">The Notes are linked to the official
settlement price per barrel on the NYMEX of the first nearby month (or, in some circumstances, the second nearby month) futures contract
for WTI crude oil, stated in U.S. dollars, as made public by the NYMEX and displayed on the applicable Bloomberg page. For additional
information about the Underlying, see the information set forth under &#8220;The Underlyings &#8212; Commodity Futures Contracts&#8221;
in the accompanying product supplement</FONT>.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0"><B>Historical Information</B></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt"><FONT STYLE="background-color: white">The graph below illustrates the
daily performance of the Underlying from January 2, 2015 through December 17, 2025, based on information from Bloomberg, </FONT>without
independent verification. The Contract Price on December 17, 2025 was $55.94.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt">The dotted line represents the Downside Threshold and Coupon Barrier
of $41.96, equal to 75.00% of the Contract Price on December 17, 2025.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0"><B><I>Past performance of the Underlying is not indicative of the future
performance of the Underlying.</I></B></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B><IMG SRC="image_003.jpg" ALT="" STYLE="height: 318px; width: 614px"></B></FONT></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0">The historical performance of the Underlying should not be taken as an
indication of future performance, and no assurance can be given as to the Contract Price during the term of the Notes.&nbsp; There can
be no assurance that the performance of the Underlying will result in the return of any of your principal amount.</P>

<P STYLE="color: white; font: bold 9pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #788D41; border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid">&nbsp;Supplemental
Plan of Distribution</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0">We and JPMorgan Chase&nbsp;&amp;&nbsp;Co. have agreed to indemnify
UBS and JPMS against liabilities under the Securities Act of 1933, as amended, or to contribute to payments that UBS may be required to
make relating to these liabilities as described in the prospectus supplement and the prospectus. We will agree that UBS may sell all or
a part of the Notes that it purchases from us to the public or its affiliates at the price to public indicated on the cover hereof.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0">Subject to regulatory constraints, JPMS intends to offer to purchase
the Notes in the secondary market, but it is not required to do so.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0">We or our affiliates may enter into swap agreements or related hedge
transactions with one of our other affiliates or unaffiliated counterparties in connection with the sale of the Notes, and JPMS and/or
an affiliate may earn additional income as a result of payments pursuant to the swap or related hedge transactions. See &#8220;Supplemental
Use of Proceeds&#8221; in this pricing supplement and &#8220;Use of Proceeds and Hedging&#8221; in the accompanying product supplement.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0">&nbsp;</P>

<P STYLE="color: white; font: bold 9pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #788D41; border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid">&nbsp;The
Estimated Value of the Notes</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0">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,</P>


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    <!-- Field: /Page -->

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0">among other things, our and our affiliates&#8217; view of the funding
values 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;Key Risks &#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; in 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, 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;Key Risks &#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; in this pricing supplement.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0">The estimated value of the Notes will be 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 UBS, 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.
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. We or one or more of our affiliates will retain any profits realized in
hedging our obligations under the Notes. See &#8220;Key Risks &#8212; Risks Relating to the Estimated Value and Secondary Market Prices
of the Notes &#8212; The Estimated Value of the Notes Will Be Lower Than the Original Issue Price (Price to Public) of the Notes&#8221;
in this pricing supplement.</P>

<P STYLE="color: white; font: bold 9pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #788D41; border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid">&nbsp;Secondary
Market Prices of the Notes</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0">For information about factors that will impact any secondary market prices
of the Notes, see &#8220;Key Risks &#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; in 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 an initial predetermined period that is intended to
be up to four months. The length of any such initial period reflects secondary market volumes for the Notes, 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;Key Risks &#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; in this pricing supplement.</P>

<P STYLE="color: white; font: bold 9pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #788D41; border-top: #788D41 3pt solid; border-bottom: #788D41 3pt solid">&nbsp;Supplemental
Use of Proceeds</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0">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; in this pricing supplement
for an illustration of the risk-return profile of the Notes and &#8220;The Underlying&#8221; in this pricing supplement for a description
of the market exposure provided by the Notes.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 12pt">The original issue price of the Notes is equal to the estimated
value of the Notes plus the selling commissions paid to UBS, 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: 9pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 12pt"></P>

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end
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
