0000950103-17-012617.txt : 20171220 0000950103-17-012617.hdr.sgml : 20171220 20171220154149 ACCESSION NUMBER: 0000950103-17-012617 CONFORMED SUBMISSION TYPE: 424B2 PUBLIC DOCUMENT COUNT: 9 FILED AS OF DATE: 20171220 DATE AS OF CHANGE: 20171220 FILER: COMPANY DATA: COMPANY CONFORMED NAME: JPMORGAN CHASE & CO CENTRAL INDEX KEY: 0000019617 STANDARD INDUSTRIAL CLASSIFICATION: NATIONAL COMMERCIAL BANKS [6021] IRS NUMBER: 132624428 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 424B2 SEC ACT: 1933 Act SEC FILE NUMBER: 333-209682 FILM NUMBER: 171266712 BUSINESS ADDRESS: STREET 1: 270 PARK AVE STREET 2: 38TH FL CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 2122706000 MAIL ADDRESS: STREET 1: 270 PARK 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 IRS NUMBER: 475462128 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 424B2 SEC ACT: 1933 Act SEC FILE NUMBER: 333-209682-01 FILM NUMBER: 171266713 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 424B2 1 dp84345_424b2-3p1961.htm PRELIMINARY PRICING SUPPLEMENT

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 securities in any jurisdiction where the offer or sale is not permitted.

Subject to completion dated December 20, 2017

PRICING SUPPLEMENT

Filed Pursuant to Rule 424(b)(2)
Registration Statement Nos. 333-209682 and 333-209682-01
Dated December , 2017

JPMorgan Chase Financial Company LLC Trigger Autocallable Contingent Yield Notes

Linked to the lesser performing of the SPDR^® EURO STOXX 50^® ETF and the iShares^® Russell 2000 ETF due on or about December 24, 2020

Fully and Unconditionally Guaranteed by JPMorgan Chase & Co.

Investment Description

Trigger Autocallable Contingent Yield Notes are unsecured and unsubordinated debt securities issued by JPMorgan Chase Financial Company LLC (“JPMorgan Financial”) , the payment on which is fully and unconditionally guaranteed by JPMorgan Chase & Co. (each, a “Note” and collectively, the “Notes”), linked to the lesser performing of the SPDR^® EURO STOXX 50^® ETF and the iShares^® Russell 2000 ETF (each an “Underlying” and together, the “Underlyings”). If the closing price of one share of each Underlying on a quarterly Observation Date is equal to or greater than its Coupon Barrier, JPMorgan Financial will make a Contingent Coupon payment with respect to that Observation Date. Otherwise, no coupon will be payable with respect to that Observation Date. JPMorgan Financial will automatically call the Notes early if the closing price of one share of each Underlying on any quarterly Observation Date (after an initial six-month non-call period) is equal to or greater than its Initial Value. If the Notes are called, JPMorgan Financial will pay the principal amount plus the Contingent Coupon for that Observation Date and no further amounts will be owed to you. If the Notes are not called prior to maturity and the Final Value of each Underlying is equal to or greater than its Downside Threshold (which is the same price as its 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. If the Notes are not called prior to maturity and the Final Value of either Underlying is less than its Downside Threshold, JPMorgan Financial will pay you less than the full principal amount, if anything, at maturity, resulting in a loss of your principal amount that is proportionate to the decline in the closing price of one share of the Underlying with the Lower Underlying Return (the “Lesser Performing Underlying”) from its Initial Value to its Final Value. The closing price of one share of each Underlying is subject to adjustments in the case of certain events described in the accompanying product supplement under “The Underlyings — Funds — Anti-Dilution Adjustments.” Investing in the Notes involves significant risks. You may lose some or all of your principal amount. You will be exposed to the market risk of each Underlying and any decline in the price of one share of one Underlying may negatively affect your return and will not be offset or mitigated by a lesser decline or any potential increase in the price of one share of the other Underlying. 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 & Co., as guarantor of the Notes. If JPMorgan Financial and JPMorgan Chase & 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.

Features

Automatically Callable: JPMorgan Financial will automatically call the Notes and pay you the principal amount plus the Contingent Coupon otherwise due for a quarterly Observation Date (after an initial six-month non-call period) if the closing price of one share of each Underlying on that quarterly Observation Date is equal to or greater than its Initial Value. No further payments will be made on the Notes.

Contingent Coupon: If the closing price of one share of each Underlying on a quarterly Observation Date (including the Final Valuation Date) is equal to or greater than its Coupon Barrier, JPMorgan Financial will make a Contingent Coupon payment with respect to that Observation Date. Otherwise, no coupon will be payable with respect to that Observation Date.

Downside Exposure with Contingent Repayment of Principal Amount at Maturity: If by maturity the Notes have not been called and each Underlying closes at or above its 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. If either Underlying closes below its 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 closing price of one share of the Lesser Performing Underlying from its Initial Value to its 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 & Co.

Key Dates

Trade Date¹	December 20, 2017
Original Issue Date (Settlement Date)¹	December 26, 2017
Observation Dates²	Quarterly (callable beginning June 19, 2018) (see page 5)
Final Valuation Date²	December 21, 2020
Maturity Date²	December 24, 2020

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. See “Supplemental Plan of Distribution” for more details on the expected Settlement Date. The Initial Value of each Underlying is the closing price of one share of that Underlying on December 19, 2017 and is not the closing price of one share of that Underlying on the Trade Date.

Subject to postponement in the event of a market disruption event and as described under “General Terms of Notes — Postponement of a Payment Date” and “General Terms of Notes — Postponement of a Determination Date — Notes Linked to Multiple Underlyings” in the accompanying product supplement.

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 LESSER PERFORMING 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 & CO. 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.

YOU SHOULD CAREFULLY CONSIDER THE RISKS DESCRIBED UNDER “KEY RISKS” BEGINNING ON PAGE 7 OF THIS PRICING SUPPLEMENT, UNDER “RISK FACTORS” BEGINNING ON PAGE PS-10 OF THE ACCOMPANYING PRODUCT SUPPLEMENT AND UNDER “RISK FACTORS” BEGINNING ON PAGE US-2 OF THE ACCOMPANYING UNDERLYING 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 SOME OR ALL OF YOUR INITIAL INVESTMENT IN THE NOTES. THE NOTES WILL NOT BE LISTED ON ANY SECURITIES EXCHANGE.

Note Offering

We are offering Trigger Autocallable Contingent Yield Notes linked to the lesser performing of the SPDR^® EURO STOXX 50^® ETF and the iShares^® Russell 2000 ETF. The Notes are offered at a minimum investment of $1,000 in denominations of $10 and integral multiples thereof. The actual 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.

Underlying	Contingent Coupon Rate	Initial Value*	Downside Threshold	Coupon Barrier	CUSIP / ISIN
SPDR^® EURO STOXX 50^® ETF (Bloomberg Ticker: FEZ)	At least 6.85% per annum	$41.19	$28.83, which is 70% of the Initial Value	$28.83, which is 70% of the Initial Value	48129K522 / US48129K5222
iShares^® Russell 2000 ETF (Bloomberg Ticker: IWM)	At least 6.85% per annum	$153.08	$107.16, which is 70% of the Initial Value	$107.16, which is 70% of the Initial Value	48129K522 / US48129K5222

* The Initial Value of each Underlying is the closing price of one share of that Underlying on December 19, 2017 and is not the closing price of one share of that Underlying on the Trade Date.

See “Additional Information about JPMorgan Financial, JPMorgan Chase & Co. and the Notes” in this pricing supplement. The Notes will have the terms specified in the prospectus and the prospectus supplement, each dated April 15, 2016, product supplement no. UBS-1-I dated April 15, 2016, underlying supplement no. 1-I dated April 15, 2016 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.

Neither the Securities and Exchange Commission (the “SEC”) 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 product supplement and the accompanying underlying supplement. Any representation to the contrary is a criminal offense.

	Price to Public⁽¹⁾		Fees and Commissions⁽²⁾		Proceeds to Issuer
Offering of Notes	Total	Per Note	Total	Per Note	Total	Per Note
Notes linked to the lesser performing of the SPDR^® EURO STOXX 50^® ETF and the iShares^® Russell 2000 ETF		$10		$0.20		$9.80

⁽¹⁾	See “Supplemental Use of Proceeds” in this pricing supplement for information about the components of the price to public of the Notes.
⁽²⁾	UBS Financial Services Inc., which we refer to as UBS, will receive selling commissions from us that will not exceed $0.20 per $10 principal amount Note. See “Plan of Distribution (Conflicts of Interest)” in the accompanying product supplement, as supplemented by “Supplemental Plan of Distribution” in this pricing supplement.

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 $9.669 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 $9.50 per $10 principal amount Note. See “The Estimated Value of the Notes” in this pricing supplement for additional information.

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.

Additional Information about JPMorgan Financial, JPMorgan Chase & Co. and the Notes

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.

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, and the more detailed information contained in the accompanying product supplement and the accompanying underlying supplement. 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. You should carefully consider, among other things, the matters set forth in the “Risk Factors” sections of the accompanying product supplement and the accompanying underlying supplement, as the Notes involve risks not associated with conventional debt securities.

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):

Product supplement no. UBS-1-I dated April 15, 2016:
http://www.sec.gov/Archives/edgar/data/19617/000095010316012642/crt-dp64836_424b2.pdf

Underlying supplement no. 1-I dated April 15, 2016:
http://www.sec.gov/Archives/edgar/data/19617/000095010316012649/crt-dp64909_424b2.pdf

Prospectus supplement and prospectus, each dated April 15, 2016:
http://www.sec.gov/Archives/edgar/data/19617/000095010316012636/crt_dp64952-424b2.pdf

Our Central Index Key, or CIK, on the SEC website is 1665650, and JPMorgan Chase & Co.’s CIK is 19617. As used in this pricing supplement, the “Issuer,” “JPMorgan Financial,” “we,” “us” and “our” refer to JPMorgan Chase Financial Company LLC.

Supplemental Terms of the Notes

For purposes of the accompanying product supplement, each of the SPDR^® EURO STOXX 50^® ETF and the iShares^® Russell 2000 ETF is a “Fund.”

Investor Suitability

The Notes may be suitable for you if, among other considerations:

You fully understand the risks inherent in an investment in the Notes, including the risk of loss of your entire initial investment.

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 Lesser Performing Underlying.

You are willing to accept the individual market risk of each Underlying and understand that any decline in the price of one share of one Underlying will not be offset or mitigated by a lesser decline or any potential increase in the price of one share of the other Underlying.

You accept that you may not receive a Contingent Coupon on some or all of the Coupon Payment Dates.

You believe each Underlying will close at or above its Coupon Barrier on the Observation Dates and its Downside Threshold on the Final Valuation Date.

You believe each Underlying will close at or above its Initial Value on one of the specified Observation Dates (after an initial six-month non-call period).

You understand and accept that you will not participate in any appreciation of either Underlying and that your potential return is limited to the Contingent Coupons.

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 Underlyings.

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).

You do not seek guaranteed current income from this investment and are willing to forgo dividends paid on the Underlyings.

You are able and willing to invest in Notes that may be called early (after an initial six-month non-call period) and you are otherwise able and willing to hold the Notes to maturity.

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.

You understand and accept the risks associated with the Underlyings.

You are willing to assume the credit risks of JPMorgan Financial and JPMorgan Chase & Co. for all payments under the Notes, and understand that if JPMorgan Financial and JPMorgan Chase & Co. default on their obligations, you may not receive any amounts due to you including any repayment of principal.

The Notes may not be suitable for you if, among other considerations:

You do not fully understand the risks inherent in an investment in the Notes, including the risk of loss of your entire initial investment.

You cannot tolerate a loss of all or a substantial portion of your investment and are unwilling to make an investment that may have the same downside market risk as an investment in the Lesser Performing Underlying.

You are unwilling to accept the individual market risk of each Underlying or do not understand that any decline in the price of one share of one Underlying will not be offset or mitigated by a lesser decline or any potential increase in the price of one share of the other Underlying.

You require an investment designed to provide a full return of principal at maturity.

You do not accept that you may not receive a Contingent Coupon on some or all of the Coupon Payment Dates.

You believe that either Underlying will decline during the term of the Notes and is likely to close below its Coupon Barrier on the Observation Dates and its Downside Threshold on the Final Valuation Date.

You seek an investment that participates in the full appreciation of either or both of the Underlyings or that has unlimited return potential.

You cannot tolerate fluctuations in the price of the Notes prior to maturity that may be similar to or exceed the downside fluctuations of the Underlyings.

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).

You prefer the lower risk, and therefore accept the potentially lower returns, of fixed income investments with comparable maturities and credit ratings.

You seek guaranteed current income from this investment or prefer to receive the dividends paid on the Underlyings.

You are unable or unwilling to invest in Notes that may be called early (after an initial six-month non-call period), 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.

You do not understand or accept the risks associated with the Underlyings.

You are not willing to assume the credit risks of JPMorgan Financial and JPMorgan Chase & Co. for all payments under the Notes, including any repayment of principal.

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 “Key Risks” section of this pricing supplement and the “Risk Factors” sections of the accompanying product supplement and the accompanying underlying supplement for risks related to an investment in the Notes. For more information on the Underlyings, please see the sections titled “The SPDR^® EURO STOXX 50^® ETF” and “The iShares^® Russell 2000 ETF” below.

Indicative Terms

Issuer:		JPMorgan Chase Financial Company LLC, an indirect, wholly owned finance subsidiary of JPMorgan Chase & Co.
Guarantor:		JPMorgan Chase & Co.
Issue Price		$10 per Note
Underlyings		SPDR^® EURO STOXX 50^® ETF
		iShares^® Russell 2000 ETF
Principal Amount		$10 per Note (subject to a minimum purchase of 100 Notes or $1,000)
Term¹		Approximately 3 years, unless called earlier
Automatic Call Feature		The Notes will be called automatically if the closing price² of one share of each Underlying on any Observation Date (after an initial six-month non-call period) is equal to or greater than its 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 plus the Contingent Coupon otherwise due for the applicable Observation Date, and no further payments will be made on the Notes.
Contingent Coupon		If the closing price² of one share of each Underlying is equal to or greater than its Coupon Barrier on any Observation Date, we will pay you the Contingent Coupon for that Observation Date on the relevant Coupon Payment Date.
		If the closing price² of one share of either Underlying is less than its Coupon Barrier on any Observation Date, the Contingent Coupon for that Observation Date will not accrue or be payable, and we will not make any payment to you on the relevant Coupon Payment Date.
		Each Contingent Coupon will be a fixed amount based on equal quarterly installments at the Contingent Coupon Rate, which is a per annum rate.
		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 “Contingent Coupon Rate” below.
		Contingent Coupon payments on the Notes are not guaranteed. We will not pay you the Contingent Coupon for any Observation Date on which the closing price of one share of either Underlying is less than its Coupon Barrier.
Contingent Coupon Rate		At least 6.85% 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, 6.85% per annum.
Contingent Coupon payments		At least $0.1713 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.
Coupon Payment Dates³		As specified under the “Coupon Payment Dates” column of the table under “Observation Dates and Coupon Payment Dates” below
Call Settlement Dates³		First Coupon Payment Date following the applicable Observation Date
Payment at Maturity
(per $10 Note)		If the Notes are not automatically called and the Final Value of each Underlying is equal to or greater than its Downside Threshold, we will pay you a cash payment at maturity per $10 principal amount Note equal to $10 plus the Contingent Coupon otherwise due on the Maturity Date.
		If the Notes are not automatically called and the Final Value of either Underlying is less than its Downside Threshold, we will pay you a cash payment at maturity that is less than $10 per $10 principal amount Note resulting in a loss on your principal amount proportionate to the negative Underlying Return of the Lesser Performing Underlying, equal to:
		$10 × (1 + Lesser Performing Underlying Return)
Underlying Return		With respect to each Underlying:
		Final Value – Initial Value
		Initial Value
Lesser Performing Underlying:		The Underlying with the lower Underlying Return
Lesser Performing Underlying Return:		The lower of the Underlying Returns of the Underlyings
Initial Value		With respect to each Underlying, the closing price of one share of that Underlying on December 19, 2017 as specified on the cover of this pricing supplement. The Initial Value of each Underlying is not the closing price of one share of that Underlying on the Trade Date.
Final Value		With respect to each Underlying, the closing price² of one share of that Underlying on the Final Valuation Date
Downside Threshold		With respect to each Underlying, a percentage of the Initial Value of that Underlying, as specified on the cover of this pricing supplement
Coupon Barrier		With respect to each Underlying, a percentage of the Initial Value of that Underlying, as specified on the cover of this pricing supplement
Share Adjustment Factor²		With respect to each Underlying, the Share Adjustment Factor is referenced in determining the closing price of one share of that Underlying. The Share Adjustment Factor of each Underlying is set initially at 1.0 on December 19, 2017.

¹	See footnote 1 under “Key Dates” on the front cover
²	The closing price and the Share Adjustment Factor of each Underlying is subject to adjustments, in the case of certain events described in the accompanying product supplement under “The Underlyings — Funds — Anti-Dilution Adjustments.”
³	See footnote 2 under “Key Dates” on the front cover

Investment Timeline


December 19, 2017		The closing price of one share of each Underlying (Initial Value) is observed, and the Downside Threshold and the Coupon Barrier of each Underlying are determined.

Trade Date (December 20, 2017)		The Contingent Coupon Rate is finalized.

Quarterly (callable after an initial six-month non-call period)		If the closing price of one share of each Underlying is equal to or greater than its Coupon Barrier on any Observation Date, JPMorgan Financial will pay you a Contingent Coupon on the Coupon Payment Date. The Notes will also be called if the closing price of one share of each Underlying on any Observation Date (after an initial six-month non-call period) is equal to or greater than its Initial Value. If the Notes are called, JPMorgan Financial will pay you a cash payment per Note equal to the principal amount plus the Contingent Coupon otherwise due for the applicable Observation Date, and no further payments will be made on the Notes.

INVESTING IN THE NOTES INVOLVES SIGNIFICANT RISKS. YOU MAY LOSE SOME OR ALL OF YOUR PRINCIPAL AMOUNT. YOU WILL BE EXPOSED TO THE MARKET RISK OF EACH UNDERLYING AND ANY DECLINE IN THE PRICE OF ONE SHARE OF ONE UNDERLYING MAY NEGATIVELY AFFECT YOUR RETURN AND WILL NOT BE OFFSET OR MITIGATED BY A LESSER DECLINE OR ANY POTENTIAL INCREASE IN THE PRICE OF ONE SHARE OF THE OTHER UNDERLYING. ANY PAYMENT ON THE NOTES, INCLUDING ANY REPAYMENT OF PRINCIPAL, IS SUBJECT TO THE CREDITWORTHINESS OF JPMORGAN FINANCIAL AND JPMORGAN CHASE & CO. IF JPMORGAN FINANCIAL AND JPMORGAN CHASE & 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.

Observation Dates and Coupon Payment Dates

Observation Dates^†	Coupon Payment Dates^†
March 19, 2018	March 21, 2018
June 19, 2018	June 21, 2018
September 19, 2018	September 21, 2018
December 19, 2018	December 21, 2018
March 19, 2019	March 21, 2019
June 19, 2019	June 21, 2019
September 19, 2019	September 23, 2019
December 19, 2019	December 23, 2019
March 19, 2020	March 23, 2020
June 19, 2020	June 23, 2020
September 21, 2020	September 23, 2020
December 21, 2020 (the Final Valuation Date)	December 24, 2020 (the Maturity Date)

^†The Notes are not callable until the second Observation Date, June 19, 2018.

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 “General Terms of Notes — Postponement of a Determination Date — Notes Linked to Multiple Underlyings” and “General Terms of Notes — Postponement of a Payment Date” in the accompanying product supplement.

What Are the Tax Consequences of the Notes?

You should review carefully the section entitled “Material U.S. Federal Income Tax Consequences” in the accompanying product supplement no. UBS-1-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 “Material U.S. Federal Income Tax Consequences — Tax Consequences to U.S. Holders — Notes Treated as Prepaid Forward Contracts with Associated Contingent Coupons” in the accompanying product supplement. Based on the advice of Davis Polk & 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.

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 unless you hold the Notes for more than one year, in which case the gain or loss should be long-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.

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 “prepaid forward contracts” 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. 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 this notice.

Non-U.S. Holders — Tax Considerations. 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), a withholding agent may nonetheless withhold on these payments (generally at a rate of 30%, subject to the possible reduction of that rate under an applicable income tax treaty), unless income from your Notes is effectively connected with your conduct of a trade or business in the United States (and, if an applicable treaty so requires, attributable to a permanent establishment in the United States). If you are not a United States person, you are urged to consult your tax adviser regarding the U.S. federal income tax consequences of an investment in the Notes in light of your particular circumstances.

Section 871(m) of the Code and Treasury regulations promulgated thereunder (“Section 871(m)”) generally impose a 30% withholding tax (unless an income tax treaty applies) on dividend equivalents paid or deemed paid to Non-U.S. Holders with respect to certain financial instruments linked to U.S. equities or indices that include U.S. equities. Section 871(m) provides certain exceptions to this withholding regime, including for instruments linked to certain broad-based indices that meet requirements set forth in the applicable Treasury regulations (such an index, a “Qualified Index”). Additionally, a recent IRS notice excludes from the scope of Section 871(m) instruments issued prior to January 1, 2019 that do not have a delta of one with respect to underlying securities that could pay U.S.-source dividends for U.S. federal income tax purposes (each an “Underlying Security”). Based on certain determinations made by us, we expect that Section 871(m) will not apply to the Notes with regard to Non-U.S. Holders. Our determination is not binding on the IRS, and the IRS may disagree with this determination. Section 871(m) is complex and its application may depend on your particular circumstances, including whether you enter into other transactions with respect to an Underlying Security. If necessary, further information regarding the potential application of Section 871(m) will be provided in the pricing supplement for the Notes. You should consult your tax adviser regarding the potential application of Section 871(m) to the Notes.

FATCA. Withholding under legislation commonly referred to as “FATCA” could apply to payments with respect to the Notes that are treated as U.S.-source “fixed or determinable annual or periodical” income (“FDAP Income”) for U.S. federal income tax purposes (such as interest, if the Notes are recharacterized, in whole or in part, as debt instruments, or Contingent Coupons if they are otherwise treated as FDAP Income). If the Notes are recharacterized, in whole or in part, as debt instruments, withholding could also apply to payments of gross proceeds of a taxable disposition, including an early redemption or redemption at maturity. However, under a recent IRS notice, this regime will not apply to payments of gross proceeds (other than any amount treated as FDAP Income) with respect to dispositions occurring before January 1, 2019. You should consult your tax adviser regarding the potential application of FATCA to the Notes.

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.

Key Risks

An investment in the Notes involves significant risks. Investing in the Notes is not equivalent to investing directly in either or both of the Underlyings. These risks are explained in more detail in the “Risk Factors” sections of the accompanying product supplement and the accompanying underlying supplement. We also urge you to consult your investment, legal, tax, accounting and other advisers before you invest in the Notes.

Risks Relating to the Notes Generally

Your Investment in the Notes May Result in a Loss — 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 closing price of one share of either Underlying has declined below its Downside Threshold on the Final Valuation Date, you will be fully exposed to any depreciation of the Lesser Performing Underlying from its Initial Value to its 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 of the Lesser Performing Underlying. Under these circumstances, you will lose 1% of your principal for every 1% that the Final Value of the Lesser Performing Underlying is less than its 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 either Underlying at maturity.

Credit Risks of JPMorgan Financial and JPMorgan Chase & Co. — 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 & Co. The Notes will rank pari passu with all of our other unsecured and unsubordinated obligations, and the related guarantee JPMorgan Chase & Co. will rank pari passu with all of JPMorgan Chase & Co.’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 & Co. to satisfy their obligations as they come due. As a result, the actual and perceived creditworthiness of JPMorgan Financial and JPMorgan Chase & Co. may affect the market value of the Notes and, in the event JPMorgan Financial and JPMorgan Chase & 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.

As a Finance Subsidiary, JPMorgan Financial Has No Independent Operations and Limited Assets — As a finance subsidiary of JPMorgan Chase & Co., we have no independent operations beyond the issuance and administration of our securities. Aside from the initial capital contribution from JPMorgan Chase & Co., substantially all of our assets relate to obligations of our affiliates to make payments under loans made by us or other intercompany agreements. As a result, we are dependent upon payments from our affiliates to meet our obligations under the Notes. If these affiliates do not make payments to us and we fail to make payments on the Notes, you may have to seek payment under the related guarantee by JPMorgan Chase & Co., and that guarantee will rank pari passu with all other unsecured and unsubordinated obligations of JPMorgan Chase & Co.

You Are Not Guaranteed Any Contingent Coupons — We will not necessarily make periodic coupon payments on the Notes. If the closing price of one share of either Underlying on an Observation Date is less than its Coupon Barrier, we will not pay you the Contingent Coupon for that Observation Date even if the closing price of one share of the other Underlying is greater than or equal to its Coupon Barrier on that Observation Date, and the Contingent Coupon that would otherwise be payable will not be accrued and will be lost. If the closing price of one share of either Underlying is less than its 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. Generally, this non-payment of the Contingent Coupon coincides with a period of greater risk of principal loss on your Notes.

Return on the Notes Limited to the Sum of Any Contingent Coupons and You Will Not Participate in Any Appreciation of Either Underlying — The return potential of the Notes is limited to the specified Contingent Coupon Rate, regardless of the appreciation of either 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 second 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 in the price of one share of each Underlying, even though you are not able to participate in any potential appreciation of either 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 one share of one or both of the Underlyings and the shorter time remaining for the value of either Underlying to recover to or above its Initial Value on a subsequent Observation Date. As a result, the return on an investment in the Notes could be less than the return on a hypothetical direct investment in either Underlying. In addition, if the Notes are not called and the Final Value of either Underlying is below its 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.

Because the Notes Are Linked to the Lesser Performing Underlying, You Are Exposed to Greater Risks of No Contingent Coupons and Sustaining a Significant Loss on Your Investment at Maturity Than If the Notes Were Linked to a Single Underlying — The risk that you will not receive any Contingent Coupons and lose some or all of your initial investment in the Notes at maturity is greater if you invest in the Notes as opposed to substantially similar securities that are linked to the performance of a single Underlying. With two Underlyings, it is more likely that the closing price of one share of either Underlying will be less than its Coupon Barrier on the Observation Dates or less than its Downside Threshold on the Final Valuation Date. Therefore it is more likely that you will not receive any Contingent Coupons and that you will suffer a significant loss on your investment at maturity. In addition, the performance of the Underlyings may not be correlated or may be negatively correlated.

The lower the correlation between two Underlyings, the greater the potential for one of those Underlyings to close below its Coupon Barrier or Downside Threshold on an Observation Date or the Final Valuation Date, respectively. Although the correlation of the Underlyings’ performance may change over the term of the Notes, the Contingent Coupon Rate is determined, in part, based on the correlation of the Underlyings’ performance, as calculated using internal models of our affiliates at the time when the terms of the Notes are finalized. A higher Contingent Coupon Rate is generally associated with lower correlation of the Underlyings, which reflects a greater potential for missed Contingent Coupons and for a loss of principal at maturity. The correlation referenced in setting the terms of the Notes is calculated using internal models of our affiliates and is not derived from the returns of the Underlyings over the period set forth under “Correlation of the Underlyings” below. In addition, other factors and inputs other than correlation may impact how the terms of the Notes are set and the performance of the Notes. Furthermore, because the closing price of one share of each Underlying must be greater than or equal to its Initial Value on a quarterly Observation Date (after an initial six-month non-call period) in order for the notes to be automatically called prior to maturity, the Notes are less likely to be automatically called on any Observation Date than if the Notes were linked to a single Underlying.

You Are Exposed to the Risk of Decline in the Price of One Share of Each Underlying — Your return on the Notes and your payment at maturity, if any, is not linked to a basket consisting of the Underlyings. If the Notes have not been automatically called, your payment at maturity is contingent upon the performance of each individual Underlying such that you will be equally exposed to the risks related to either of the Underlyings. In addition, the performance of the Underlyings may not be correlated. Poor performance by either of the Underlyings over the term of the Notes may negatively affect whether you will receive a Contingent Coupon on any Coupon Payment Date and your payment at maturity and will not be offset or mitigated by positive performance by the other Underlying. Accordingly, your investment is subject to the risk of decline in the price of one share of each Underlying.

Your Payment at Maturity Will Be Determined By the Lesser Performing Underlying — Because the payment at maturity will be determined based on the performance of the Lesser Performing Underlying, you will not benefit from the performance of the other Underlying. Accordingly, if the Notes have not been automatically called and the Final Value of either Underlying is less than its Downside Threshold, you will lose some or all of your principal amount at maturity, even if the Final Value of the other Underlying is greater than or equal to its Initial Value.

Contingent Repayment of Principal Applies Only If You Hold the Notes to Maturity — 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 closing prices of one share of both Underlyings are above their respective Downside Thresholds. If by maturity the Notes have not been called, either JPMorgan Financial will repay you the full principal amount per Note plus the Contingent Coupon, or, if either Underlying closes below its 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 closing price of one share of the Lesser Performing Underlying from its Initial Value to its Final Value. This contingent repayment of principal applies only if you hold your Notes to maturity.

A Higher Contingent Coupon Rate and/or a Lower Coupon Barrier and/or Downside Threshold May Reflect Greater Expected Volatility of the Underlyings, Which Is Generally Associated With a Greater Risk of Loss — Volatility is a measure of the degree of variation in the prices of one share of the Underlyings over a period of time. The greater the expected volatilities of the Underlyings at the time the terms of the Notes are set, the greater the expectation is at that time that the price of one share of an Underlying could close below its Coupon Barrier on any Observation Date, resulting in the loss of one or more, or all, Contingent Coupon payments, or below its Downside Threshold on the Final Valuation Date, resulting in the loss of a significant portion or all of your principal at maturity. 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 volatilities of the Underlyings at the time the terms of the Notes are set, where higher expected volatilities 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. 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. You should be willing to accept the downside market risk of each Underlying and the potential loss of some or all of your principal at maturity.

Reinvestment Risk — 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 six 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.

Potential Conflicts — 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 performing these duties, our and JPMorgan Chase & Co.’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 & Co.’s business activities, including hedging and trading activities, could cause our and JPMorgan Chase & Co.’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 “Risk Factors — Risks Relating to Conflicts of Interest” in the accompanying product supplement for additional information about these risks.

Each Contingent Coupon Is Based Solely on the Closing Prices of One Share of the Underlyings on the Applicable Observation Date — Whether a Contingent Coupon will be payable with respect to an Observation Date will be based solely on the closing prices of one share of the Underlyings 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 closing

prices of one share of the Underlyings on the applicable Observation Date, if the closing price of one share of either Underlying is less than its Coupon Barrier, you will not receive any Contingent Coupon with respect to that Observation Date, even if the closing price of one share of the other Underlying is equal to or greater than its Coupon Barrier and even if the closing price of one share of that Underlying was higher on other days during the period before that Observation Date.

The Estimated Value of the Notes Will Be Lower Than the Original Issue Price (Price to Public) of the Notes — 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 “The Estimated Value of the Notes” in this pricing supplement.

The Estimated Value of the Notes Does Not Represent Future Values of the Notes and May Differ from Others’ Estimates — The estimated value of the Notes is determined by reference to internal pricing models of our affiliates when the terms of the Notes are set. This estimated value of the Notes is based on market conditions and other relevant factors existing at that time and assumptions about market parameters, which can include volatility, dividend rates, interest rates and other factors. Different pricing models and assumptions could provide valuations for the Notes that are greater than or less than the estimated value of the Notes. In addition, market conditions and other relevant factors in the future may change, and any assumptions may prove to be incorrect. On future dates, the value of the Notes could change significantly based on, among other things, changes in market conditions, our or JPMorgan Chase & Co.’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 “The Estimated Value of the Notes” in this pricing supplement.

The Estimated Value of the Notes Is Derived by Reference to an Internal Funding Rate — The internal funding rate used in the determination of the estimated value of the Notes is based on, among other things, our and our affiliates’ 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-rate debt of JPMorgan Chase & Co. 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 “The Estimated Value of the Notes” in this pricing supplement.

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 — 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 “Secondary Market Prices of the Notes” 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).

Secondary Market Prices of the Notes Will Likely Be Lower Than the Original Issue Price of the Notes — 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 (a) exclude selling commissions and (b) may exclude 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.

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 “— Lack of Liquidity” below.

Many Economic and Market Factors Will Impact the Value of the Notes — As described under “The Estimated Value of the Notes” 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 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 prices of one share of the Underlyings, including:

any actual or potential change in our or JPMorgan Chase & Co.’s creditworthiness or credit spreads;

customary bid-ask spreads for similarly sized trades;

our internal secondary market funding rates for structured debt issuances;

the actual and expected volatility in the prices of one share of the Underlyings;

the time to maturity of the Notes;

the likelihood of an automatic call being triggered;

whether the closing price of one share of either Underlying has been, or is expected to be, less than its Coupon Barrier on any Observation Date and whether the Final Value of either Underlying is expected to be less than its Downside Threshold;

the dividend rates on the Underlyings and the equity securities held by the Underlyings;

the occurrence of certain events affecting an Underlying that may or may not require an adjustment to the closing price and the Share Adjustment Factor of that Underlying;

the actual and expected positive or negative correlation between the Underlyings, or the actual or expected absence of any such correlation;

interest and yield rates in the market generally;

the exchange rates and the volatility of the exchange rates between the U.S. dollar and each of the currencies in which the equity securities held by the SPDR^® EURO STOXX 50^® ETF trade and the correlation among those rates and the value of the SPDR^® EURO STOXX 50^® ETF; and

a variety of other economic, financial, political, regulatory and judicial events.

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.

Investing in the Notes Is Not Equivalent to Investing in the Underlyings or the Equity Securities Held by the Underlyings — Investing in the Notes is not equivalent to investing in the Underlyings or the equity securities held by the Underlyings. As an investor in the Notes, you will not have any ownership interest or rights in the Underlyings or the equity securities held by the Underlyings, such as voting rights, dividend payments or other distributions.

Your Return on the Notes Will Not Reflect Dividends on the Underlyings or the Equity Securities Held by the Underlyings — Your return on the Notes will not reflect the return you would realize if you actually owned the Underlyings or the equity securities held by the Underlyings and received the dividends on the Underlyings or those equity securities. This is because the calculation agent will determine whether the Notes will be called and whether a Contingent Coupon is payable and, if the Notes are not called, will calculate the amount payable to you at maturity of the Notes by reference to the closing price of one share of each Underlying on the relevant Observation Date, without taking into consideration the value of dividends on the Underlyings or the equity securities held by the Underlyings.

No Affiliation with the Underlyings or the Issuers of the Equity Securities Held by the Underlyings — We are not affiliated with the Underlyings or, to our knowledge, the issuers of the equity securities held by the Underlyings. We have not independently verified the information about the Underlyings or the issuers of the equity securities held by the Underlyings contained in this pricing supplement. You should make your own investigation into the Underlyings and the issuers of the equity securities held by the Underlyings. We are not responsible for the public disclosure of information by the Underlyings or the issuers of the equity securities held by the Underlyings, whether contained in SEC filings or otherwise

No Assurances That the Investment View Implicit in the Notes Will Be Successful — While the Notes are structured to provide for Contingent Coupons if each Underlying does not close below its Coupon Barrier on the Observation Dates, we cannot assure you of the economic environment during the term or at maturity of your Notes.

Lack of Liquidity — 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.

Potentially Inconsistent Research, Opinions or Recommendations by JPMS, UBS or Their Affiliates — 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 the Underlyings and could affect the price of one share of an Underlying, and therefore the market value of the Notes.

Tax Treatment — Significant aspects of the tax treatment of the Notes are uncertain. You should consult your tax adviser about your tax situation.

Potential JPMorgan Financial Impact on the Price of One Share of an Underlying — Trading or transactions by JPMorgan Financial or its affiliates in an Underlying and/or over-the-counter options, futures or other instruments with returns linked to the performance of an Underlying may adversely affect the price of one share of that Underlying and, therefore, the market value of the Notes.

The Final Terms and Valuation of the Notes Will Be Finalized on the Trade Date and Provided in the Pricing Supplement — 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.

Risks Relating to the Underlyings

There Are Risks Associated with the Underlyings — Although shares of the Underlyings are listed for trading on a securities exchange and a number of similar products have been trading on a securities exchange for varying periods of time, there is no assurance that an active trading market will continue for the shares of the Underlyings or that there will be liquidity in the trading

market. The Underlyings are subject to management risk, which is the risk that the investment strategies of the applicable Underlying’s investment adviser, the implementation of which is subject to a number of constraints, may not produce the intended results. These constraints could adversely affect the market price of the shares of the Underlyings, and consequently, the value of the Notes.

The Performance and Market Value of Each Underlying, Particularly During Periods of Market Volatility, May Not Correlate with the Performance of that Underlying’s Underlying Index as well as the Net Asset Value per Share — Each Underlying does not fully replicate its Underlying Index (as defined under “The Underlyings” below) and may hold securities different from those included in their Underlying Indices. In addition, the performance of each Underlying will reflect additional transaction costs and fees that are not included in the calculation of that Underlying Index. All of these factors may lead to a lack of correlation between the performance of each Underlying and its Underlying Index. In addition, corporate actions with respect to the equity securities underlying an Underlying (such as mergers and spin-offs) may impact the variance between the performances of that Underlying and its Underlying Index. Finally, because the shares of each Underlying are traded on a securities exchange and are subject to market supply and investor demand, the market value of one share of each Underlying may differ from the net asset value per share of that Underlying.

During periods of market volatility, securities underlying each Underlying may be unavailable in the secondary market, market participants may be unable to calculate accurately the net asset value per share of that Underlying and the liquidity of that Underlying may be adversely affected. This kind of market volatility may also disrupt the ability of market participants to create and redeem shares of an Underlying. Further, market volatility may adversely affect, sometimes materially, the prices at which market participants are willing to buy and sell shares of an Underlying. As a result, under these circumstances, the market value of shares of an Underlying may vary substantially from the net asset value per share of that Underlying. For all of the foregoing reasons, the performance of each Underlying may not correlate with the performance of its Underlying Index as well as the net asset value per share of that Underlying, which could materially and adversely affect the value of the Notes in the secondary market and/or reduce any payment on the Notes.

Non-U.S. Securities Risk with Respect to the SPDR^® EURO STOXX 50^® ETF — The equity securities held by the SPDR^® EURO STOXX 50^® ETF have been issued by non-U.S. companies. Investments in securities linked to the value of such non-U.S. equity securities involve risks associated with the securities markets in the home countries of the issuers of those non-U.S. equity securities, including risks of volatility in those markets, governmental intervention in those markets and cross shareholdings in companies in certain countries. Also, there is generally less publicly available information about companies in some of these jurisdictions than about U.S. companies that are subject to the reporting requirements of the SEC.

The Notes Are Subject to Currency Exchange Risk with Respect to the SPDR^® EURO STOXX 50^® ETF — Because the prices of the equity securities held by the SPDR^® EURO STOXX 50^® ETF are converted into U.S. dollars for purposes of calculating the value of the SPDR^® EURO STOXX 50^® ETF, holders of the Notes will be exposed to currency exchange rate risk with respect to each of the currencies in which the equity securities held by the SPDR^® EURO STOXX 50^® ETF trade. Your net exposure will depend on the extent to which those currencies strengthen or weaken against the U.S. dollar and the relative weight of equity securities held by the SPDR^® EURO STOXX 50^® ETF denominated in each of those currencies. If, taking into account the relevant weighting, the U.S. dollar strengthens against those currencies, the value of the SPDR^® EURO STOXX 50^® ETF will be adversely affected and any payment on the Notes may be reduced. Of particular importance to potential currency exchange risk are:

existing and expected rates of inflation;

existing and expected interest rate values;

the balance of payments in the countries issuing those currencies and the United States and between each country and its major trading partners;

political, civil or military unrest in the countries issuing those currencies and the United States; and

the extent of government surpluses or deficits in the countries issuing those currencies and the United States.

All of these factors are in turn sensitive to the monetary, fiscal and trade policies pursued by the governments of the countries issuing those currencies and the United States and other countries important to international trade and finance.

An Investment in the Notes Is Subject to Risks Associated With Small Capitalization Stocks With Respect to the iShares^® Russell 2000 ETF — The equity securities held by the iShares^® Russell 2000 ETF are issued by companies with relatively small market capitalization. The stock prices of smaller companies may be more volatile than stock prices of large capitalization companies. Small capitalization companies may be less able to withstand adverse economic, market, trade and competitive conditions relative to larger companies. These companies tend to be less well-established than large market capitalization companies. Small capitalization companies are less likely to pay dividends on their stocks, and the presence of a dividend payment could be a factor that limits downward stock price pressure under adverse market conditions.

Anti-Dilution Protection Is Limited — Although the calculation agent will adjust the closing price and the Share Adjustment Factor of each Underlying for certain events affecting that Underlying, the calculation agent is not required to make an adjustment for every event that can affect that Underlying. If an event occurs that does not require the calculation agent to make these adjustments, the market value of your Notes and any payment on the Notes may be materially and adversely affected.

Hypothetical Examples

Hypothetical terms only. Actual terms may vary. See the cover page for actual offering terms.

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, with the assumptions set forth below.* We cannot predict the closing price of one share of either Underlying on any day during the term of the Notes, including on any Observation Date. You should not take these examples as an indication or assurance of the expected performance of the Notes. Numbers in the examples below have been rounded for ease of analysis. In these examples, we refer to the SPDR^® EURO STOXX 50^® ETF and the iShares^® Russell 2000 ETF as the “FEZ Fund” and the “IWM Fund,” respectively.

Principal Amount:	$10.00
Term:	Approximately 3 years (unless earlier called)
Hypothetical Initial Value:	$100.00 for the FEZ Fund and $100.00 for the IWM Fund
Hypothetical Contingent Coupon Rate:	6.85% per annum (or 1.713% per quarter)
Observation Dates:	Quarterly (callable after six months)
Hypothetical Downside Threshold:	$70.00 for the FEZ Fund and $70.00 for the IWM Fund (which, with respect to each Underlying, is 70% of the hypothetical Initial Value of that Underlying)
Hypothetical Coupon Barrier:	$70.00 for the FEZ Fund and $70.00 for the IWM Fund (which, with respect to each Underlying, is 70% of the hypothetical Initial Value of that Underlying)

Terms used for purposes of these hypothetical examples may not represent the actual Contingent Coupon Rate, Initial Values, Coupon Barriers or Downside Thresholds. The actual Contingent Coupon Rate will be finalized on the Trade Date and provided in the pricing supplement. The hypothetical Initial Values of $100.00 for the FEZ Fund and $100.00 for the IWM Fund have been chosen for illustrative purposes only and do not represent the actual Initial Value for either Underlying. The actual Initial Value and resulting Downside Threshold and Coupon Barrier of each Underlying are based on the closing price of one share of that Underlying on December 19, 2017 and are specified on the cover of this pricing supplement. For historical data regarding the actual closing prices of one share of the Underlyings, please see the historical information set forth under the sections titled “The SPDR^®EURO STOXX 50^® ETF” and “The iShares^® Russell 2000 ETF” below.

The examples below are purely hypothetical. These examples are intended to illustrate (a) under what circumstances the Notes will be subject to an automatic call, (b) how the payment of a Contingent Coupon with respect to any Observation Date will depend on whether the closing price of one share of either Underlying on that Observation Date is less than its Coupon Barrier, (c) how the value of the payment at maturity on the Notes will depend on whether the Final Value of either Underlying is less than its Downside Threshold and (d) how the total return on the Notes may be less than the total return on a direct investment in either or both Underlyings in certain scenarios. The “total return” as used in this pricing supplement is the number, expressed as a percentage, that results from comparing the total payments per $10.00 principal amount Note over the term of the Notes to the $10.00 initial issue price.

Example 1 — Notes Are Automatically Called on the Second Observation Date

Date	Closing Price	Payment (per Note)
First Observation Date	FEZ Fund: $105.00 IWM Fund: $110.00	Closing price of one share of each Underlying at or above its Initial Value; Notes NOT automatically called because Observation Date is prior to the second Observation Date. Closing price of one share of each Underlying above its Coupon Barrier; Issuer pays Contingent Coupon of $0.1713 on first Coupon Payment Date.
Second Observation Date	FEZ Fund: $110.00 IWM Fund: $115.00	Closing price of one share of each Underlying at or above its Initial Value; Notes are automatically called; Issuer repays principal plus pays Contingent Coupon of $0.1713 on Call Settlement Date.

Total Payments (per $10.00 Note):	Payment on Call Settlement Date:	$10.1713 ($10.00 + $0.1713)
	Prior Contingent Coupons:	$0.1713 ($0.1713 × 1)
	Total:	$10.3426
	Total Return:	3.426%

Because the closing price of one share of each Underlying is greater than or equal to its Initial Value on the second Observation Date (which is approximately six months after the Trade Date and is the first Observation Date on which the Notes are callable), the Notes are automatically called on that Observation Date. JPMorgan Financial will pay you on the Call Settlement Date $10.1713 per $10.00 principal amount Note, which is equal to your principal amount plus the Contingent Coupon due on the Coupon Payment Date that is also the Call Settlement Date. No further amounts will be owed to you under the Notes.

In addition, because the closing price of one share of each Underlying was greater than or equal to its Coupon Barrier on the first Observation Date, JPMorgan Financial will pay the Contingent Coupon of $0.1713 on the first Coupon Payment Date. Accordingly, JPMorgan Financial will have paid a total of $10.3426 per $10.00 principal amount Note for a 3.426% total return over the shortened six (6) month term of the Notes as a result of the automatic call.

Example 2 — Notes Are NOT Automatically Called and the Final Value of Each Underlying Is Above Its Downside Threshold and Coupon Barrier

Date	Closing Price	Payment (per Note)
First Observation Date	FEZ Fund: $115.00 IWM Fund: $110.00	Closing price of one share of each Underlying above its Initial Value; Notes NOT automatically callable because Observation Date is prior to the second Observation Date. Closing price of one share of each Underlying above its Coupon Barrier; Issuer pays Contingent Coupon of $0.1713 on first Coupon Payment Date.
Second Observation Date	FEZ Fund: $80.00 IWM Fund: $75.00	Closing price of one share of each Underlying below its Initial Value; Notes NOT automatically called. Closing price of one share of each Underlying above its Coupon Barrier; Issuer pays Contingent Coupon of $0.1713 on second Coupon Payment Date.
Third Observation Date	FEZ Fund: $85.00 IWM Fund: $60.00	Closing price of one share of each Underlying below its Initial Value; Notes NOT automatically called. Closing price of one share of IWM Fund below its Coupon Barrier; Issuer DOES NOT pay Contingent Coupon on third Coupon Payment Date.
Fourth to Eleventh Observation Dates	Various (below Coupon Barrier)	Closing price of one share of each Underlying below its Initial Value; Notes NOT automatically called. Closing price of one share of each Underlying below its Coupon Barrier; Issuer DOES NOT pay Contingent Coupon on any of the fourth to eleventh Coupon Payment Dates.
Twelfth Observation Date (the Final Valuation Date)	FEZ Fund: $110.00 IWM Fund: $80.00	Closing price of one share of IWM Fund below its Initial Value; Notes NOT automatically called. Final Value of each Underlying above its Downside Threshold; Issuer repays principal plus pays Contingent Coupon of $0.1713 on Maturity Date.

Total Payments (per $10.00 Note):	Payment at Maturity:	$10.1713 ($10.00 + $0.1713)
	Prior Contingent Coupons:	$0.3426 ($0.1713 × 2)
	Total:	$10.5139
	Total Return:	5.139%

Because the closing price of one share of at least one Underlying was less than its Initial Value on each Observation Date on and after the second Observation Date (which is approximately six months after the Trade Date and is the first Observation Date on which the Notes are callable), the Notes are not automatically called. Because the Final Value of each Underlying is greater than or equal to its Downside Threshold, JPMorgan Financial will pay you on the Maturity Date $10.1713 per $10.00 principal amount Note, which is equal to your principal amount plus the Contingent Coupon due on the Coupon Payment Date that is also the Maturity Date.

In addition, because the closing price of one share of each Underlying was greater than or equal to its Coupon Barrier on the first and second Observation Dates, JPMorgan Financial will pay the Contingent Coupon of $0.1713 on the first and second Coupon Payment Dates. However, because the closing price of one share of at least one Underlying was less than its Coupon Barrier on the third through eleventh Observation Dates, JPMorgan Financial will not pay any Contingent Coupon on the Coupon Payment Dates following those Observation Dates. Accordingly, JPMorgan Financial will have paid a total of $10.5139 per $10.00 principal amount Note for a 5.139% total return over the approximately three (3) year term of the Notes.

Example 3 — Notes Are NOT Automatically Called and the Final Value of Either Underlying Is Below Its Downside Threshold

Date	Closing Price	Payment (per Note)
First Observation Date	FEZ Fund: $55.00 IWM Fund: $60.00	Closing price of one share of each Underlying below its Initial Value; Notes NOT automatically callable because Observation Date is prior to the second Observation Date. Closing price of one share of each Underlying below its Coupon Barrier; Issuer DOES NOT pay Contingent Coupon on first Coupon Payment Date.
Second Observation Date	FEZ Fund: $105.00 IWM Fund: $60.00	Closing price of one share of the IWM Fund below its Initial Value; Notes NOT automatically called. Closing price of one share of IWM Fund below its Coupon Barrier; Issuer DOES NOT pay Contingent Coupon on second Coupon Payment Date.
Third Observation Date	FEZ Fund: $90.00 IWM Fund: $60.00	Closing price of one share of each Underlying below its Initial Value; Notes NOT automatically called. Closing price of one share of IWM Fund below its Coupon Barrier; Issuer DOES NOT pay Contingent Coupon on third Coupon Payment Date.
Fourth to Eleventh Observation Dates	Various (below Coupon Barrier)	Closing price of one share of each Underlying below its Initial Value; Notes NOT automatically called. Closing price of one share of each Underlying below its Coupon Barrier; Issuer DOES NOT pay Contingent Coupon on any of the fourth to eleventh Coupon Payment Dates.
Twelfth Observation Date (the Final Valuation Date)	FEZ Fund: $45.00 IWM Fund: $110.00	Closing price of one share of FEZ Fund below its Initial Value; Notes NOT automatically called. Closing price of one share of FEZ Fund below its Downside Threshold; Issuer DOES NOT pay Contingent Coupon on Maturity Date, and Issuer will repay less than the principal amount resulting in a loss proportionate to the decline of the Lesser Performing Underlying.

Total Payments (per $10.00 Note):	Payment at Maturity:	$4.50
	Prior Contingent Coupons:	$0.00
	Total:	$4.50
	Total Return:	-55.00%

Because the closing price of one share of at least one Underlying is less than its Initial Value on each Observation Date on and after the second Observation Date (which is approximately six months after the Trade Date and is the first Observation Date on which the Notes are callable), the Notes are not automatically called. Because the Final Value of at least one Underlying is less than its Downside Threshold on the Final Valuation Date, at maturity, JPMorgan Financial will pay you a total of $4.50 per $10.00 principal amount Note, for a -55.00% total return on the Notes, calculated as follows:

$10.00 × (1 + Lesser Performing Underlying Return)

Step 1: Determine the Underlying Return of each Underlying:

Underlying Return of the FEZ Fund:

(Final Value – Initial Value)	=	$45.00 – $100.00	= -55.00%
Initial Value		$100.00

Underlying Return of the IWM Fund:

(Final Value – Initial Value)	=	$110.00 – $100.00	= 10.00%
Initial Value		$100.00

Step 2: Determine the Lesser Performing Underlying. The FEZ Fund is the Underlying with the lower Underlying Return.

Step 3: Calculate the Payment at Maturity:

$10.00 × (1 + Lesser Performing Underlying Return) = $10.00 × (1 + -55.00%) = $4.50

In addition, because the closing price of one share of at least one Underlying is less than its Coupon Barrier on each Observation Date, JPMorgan Financial will not pay any Contingent Coupons over the term of the Notes. Accordingly, JPMorgan Financial will have paid a total of $4.50 per $10.00 principal amount Note for a -55.00% total return over the approximately three (3) year term of the Notes.

The hypothetical returns and hypothetical payments on the Notes shown above apply only if you hold the Notes for their entire term or until automatically called. 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.

The Underlyings

Included on the following pages is a brief description of the Underlyings. This information has been obtained from publicly available sources, without independent verification. Set forth below is a table that provides the quarterly high and low closing prices of one share of each Underlying. This information given below is for the four calendar quarters in each of 2012, 2013, 2014, 2015 and 2016 and the first, second and third calendar quarters of 2017. Partial data is provided for the fourth calendar quarter of 2017. We obtained the closing prices of one share information set forth below from the Bloomberg Professional^® service (“Bloomberg”), without independent verification. You should not take the historical values of either Underlying as an indication of future performance.

The SPDR^® EURO STOXX 50^® ETF

The SPDR^® EURO STOXX 50^® ETF is an exchange-traded fund of SPDR^® Index Shares Funds, a registered investment company, that seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the EURO STOXX 50^® Index, which we refer to as the Underlying Index with respect to the SPDR^® EURO STOXX 50^® ETF. The EURO STOXX 50^® Index consists of 50 component stocks of market sector leaders from within the Eurozone. For additional information about the SPDR^® EURO STOXX 50^® ETF, see the information set forth under “Fund Descriptions — The SPDR^® EURO STOXX 50^® ETF” in the accompanying underlying supplement.

Historical Information Regarding the SPDR^® EURO STOXX 50^® ETF

The following table sets forth the quarterly high and low closing prices of one share of the SPDR^® EURO STOXX 50^® ETF, based on daily closing prices of one share of the SPDR^® EURO STOXX 50^® ETF as reported by Bloomberg, without independent verification. The closing price of one share of the SPDR^® EURO STOXX 50^® ETF on December 19, 2017 was $41.19. We obtained the closing prices of one share of the SPDR^® EURO STOXX 50^® ETF above and below from Bloomberg, without independent verification. The closing prices above and below may have been adjusted by Bloomberg for certain actions, such as stock splits. You should not take the historical prices of one share of the SPDR^® EURO STOXX 50^® ETF as an indication of future performance.

Quarter Begin	Quarter End	Quarterly High	Quarterly Low	Close
1/1/2012	3/31/2012	$33.92	$28.59	$32.46
4/1/2012	6/30/2012	$32.76	$25.83	$28.22
7/1/2012	9/30/2012	$33.41	$25.47	$31.03
10/1/2012	12/31/2012	$34.79	$30.54	$34.66
1/1/2013	3/31/2013	$36.40	$32.78	$33.04
4/1/2013	6/30/2013	$36.58	$32.44	$33.11
7/1/2013	9/30/2013	$39.13	$32.80	$38.38
10/1/2013	12/31/2013	$42.20	$38.48	$42.20
1/1/2014	3/31/2014	$42.66	$38.94	$42.66
4/1/2014	6/30/2014	$45.11	$42.16	$43.27
7/1/2014	9/30/2014	$43.81	$39.26	$39.70
10/1/2014	12/31/2014	$39.70	$35.94	$36.86
1/1/2015	3/31/2015	$39.67	$34.86	$38.82
4/1/2015	6/30/2015	$40.71	$37.43	$37.43
7/1/2015	9/30/2015	$39.59	$33.18	$33.85
10/1/2015	12/31/2015	$37.05	$33.74	$34.43
1/1/2016	3/31/2016	$33.70	$29.92	$33.23
4/1/2016	6/30/2016	$34.75	$29.18	$31.15
7/1/2016	9/30/2016	$33.81	$29.88	$32.76
10/1/2016	12/31/2016	$33.46	$31.08	$33.46
1/1/2017	3/31/2017	$36.54	$33.53	$36.35
4/1/2017	6/30/2017	$40.18	$35.55	$38.47
7/1/2017	9/30/2017	$41.25	$38.39	$41.25
10/1/2017	12/19/2017*	$41.89	$40.65	$41.19

As of the date of this pricing supplement, available information for the fourth calendar quarter of 2017 includes data for the period from October 1, 2017 through December 19, 2017. Accordingly, the “Quarterly High,” “Quarterly Low” and “Close” data indicated are for this shortened period only and do not reflect complete data for the fourth calendar quarter of 2017.

The graph below illustrates the daily performance of the SPDR^® EURO STOXX 50^® ETF from January 3, 2007 through December 19, 2017, based on information from Bloomberg, without independent verification. The dotted line represents the Downside Threshold and Coupon Barrier of $28.83, equal to 70% of the closing price of one share of the SPDR^® EURO STOXX 50^® ETF on December 19, 2017.

Past performance of the SPDR^® EURO STOXX 50^® ETF is not indicative of the future performance of the SPDR^® EURO STOXX 50^® ETF.

The iShares^® Russell 2000 ETF

The iShares^® Russell 2000 ETF is an exchange-traded fund of iShares^® Trust, a registered investment company, that seeks to track the investment results, before fees and expenses, of an index composed of small-capitalization U.S. equities, which we refer to as the Underlying Index with respect to the iShares^® Russell 2000 ETF. The Underlying Index for the iShares^® Russell 2000 ETF is currently the Russell 2000^® Index. The Russell 2000^® Index is designed to track the performance of the small capitalization segment of the U.S. equity market. For additional information about the iShares^® Russell 2000 ETF, see the information set forth under “Fund Descriptions — The iShares^® ETFs” in the accompanying underlying supplement.

Historical Information Regarding the iShares^® Russell 2000 ETF

The following table sets forth the quarterly high and low closing prices of one share of the iShares^® Russell 2000 ETF, based on daily closing prices of one share of the iShares^® Russell 2000 ETF as reported by Bloomberg, without independent verification. The closing price of one share of the iShares^® Russell 2000 ETF on December 19, 2017 was $153.08. We obtained the closing prices of one share of the iShares^® Russell 2000 ETF above and below from Bloomberg, without independent verification. The closing prices above and below may have been adjusted by Bloomberg for certain actions, such as stock splits. You should not take the historical prices of one share of the iShares^® Russell 2000 ETF as an indication of future performance.

Quarter Begin	Quarter End	Quarterly High	Quarterly Low	Close
1/1/2012	3/31/2012	$84.41	$74.56	$82.85
4/1/2012	6/30/2012	$83.79	$73.64	$79.65
7/1/2012	9/30/2012	$86.40	$76.68	$83.46
10/1/2012	12/31/2012	$84.69	$76.88	$84.29
1/1/2013	3/31/2013	$94.80	$86.65	$94.26
4/1/2013	6/30/2013	$99.51	$89.58	$97.16
7/1/2013	9/30/2013	$107.10	$98.08	$106.62
10/1/2013	12/31/2013	$115.31	$103.67	$115.31
1/1/2014	3/31/2014	$119.83	$108.64	$116.34
4/1/2014	6/30/2014	$118.81	$108.88	$118.81
7/1/2014	9/30/2014	$120.02	$109.35	$109.35
10/1/2014	12/31/2014	$121.08	$104.30	$119.67
1/1/2015	3/31/2015	$126.03	$114.69	$124.35
4/1/2015	6/30/2015	$129.01	$120.85	$124.86
7/1/2015	9/30/2015	$126.31	$107.53	$109.20
10/1/2015	12/31/2015	$119.85	$109.01	$112.51
1/1/2016	3/31/2016	$110.62	$94.80	$110.62
4/1/2016	6/30/2016	$118.43	$108.69	$114.97
7/1/2016	9/30/2016	$125.70	$113.69	$124.21
10/1/2016	12/31/2016	$138.31	$115.00	$134.85
1/1/2017	3/31/2017	$140.36	$133.75	$137.48
4/1/2017	6/30/2017	$142.10	$133.72	$140.92
7/1/2017	9/30/2017	$148.18	$134.83	$148.18
10/1/2017	12/19/2017*	$154.30	$145.63	$153.08

The graph below illustrates the daily performance of the iShares^® Russell 2000 ETF from January 3, 2007 through December 19, 2017, based on information from Bloomberg, without independent verification. The dotted line represents the Downside Threshold and Coupon Barrier of $107.16, equal to 70% of the closing price of one share of the iShares^® Russell 2000 ETF on December 19, 2017.

Past performance of the iShares^® Russell 2000 ETF is not indicative of the future performance of the iShares^® Russell 2000 ETF.

Text Box:

Correlation of the Underlyings

The graph below illustrates the daily performance of the SPDR^® EURO STOXX 50^® ETF and the iShares^® Russell 2000 ETF from January 3, 2007 through December 19, 2017. For comparison purposes, each Underlying has been normalized to have a closing price of one share of $100.00 on January 3, 2007 by dividing the closing price of one share of that Underlying on each day by the closing price of one share of that Underlying on January 3, 2007 and multiplying by 100.00. We obtained the closing prices used to determine the normalized closing prices set forth below from Bloomberg, without independent verification.

Past performance of the Underlyings is not indicative of the future performance of the Underlyings.

The correlation of a pair of Underlyings represents a statistical measurement of the degree to which the returns of those Underlyings were similar to each other over a given period in terms of timing and direction. The correlation between a pair of Underlyings is scaled from 1.0 to -1.0, with 1.0 indicating perfect positive correlation (i.e., the value of both Underlyings are increasing together or decreasing together and the ratio of their returns has been constant), 0 indicating no correlation (i.e., there is no statistical relationship between the returns of that pair of Underlyings) and -1.0 indicating perfect negative correlation (i.e., as the value of one Underlying increases, the value of the other Underlying decreases and the ratio of their returns has been constant).

The closer the relationship of the returns of a pair of Underlyings over a given period, the more positively correlated those Underlyings are. The graph above illustrates the historical performance of each Underlying relative to each other over the time period shown and provides an indication of how close the relative performance of each Underlying has historically been to the other Underlying.

The lower (or more negative) the correlation between the Underlyings, the less likely it is that the Underlyings will move in the same direction and, therefore, the greater the potential for one of the Underlyings to close below its Coupon Barrier or Downside Threshold on any Observation Date or the Final Valuation Date, respectively. This is because the less positively correlated the Underlyings are, the greater the likelihood that at least one of the Underlyings will decrease in value. However, even if the Underlyings have a higher positive correlation, one or both of the Underlyings might close below its Coupon Barrier or Downside Threshold on any Observation Date or the Final Valuation Date, respectively, as both of the Underlyings may decrease in value together.

Although the correlation of the Underlyings’ performance may change over the term of the Notes, the Contingent Coupon Rate is determined, in part, based on the correlation of the Underlyings’ performance calculated using internal models of our affiliates at the time when the terms of the Notes are finalized. A higher Contingent Coupon Rate is generally associated with lower correlation of the Underlyings, which reflects a greater potential for missed Contingent Coupons and for a loss of principal at maturity. The correlation referenced in setting the terms of the Notes is calculated using internal models of our affiliates and is not derived from the returns of the Underlyings over the period set forth above. In addition, other factors and inputs other than correlation may impact how the terms of the Notes are set and the performance of the Notes.

Supplemental Plan of Distribution

We and JPMorgan Chase & 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.

Subject to regulatory constraints, JPMS intends to offer to purchase the Notes in the secondary market, but it is not required to do so.

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 “Supplemental Use of Proceeds” in this pricing supplement and “Use of Proceeds and Hedging” in the accompanying product supplement.

We expect that delivery of the Notes will be made against payment for the Notes on or about the Original Issue Date set forth on the front cover of this pricing supplement, which will be the third business day following the Trade Date of the Notes (this settlement cycle being referred to as “T+3”). Under Rule 15c6-1 of the Securities Exchange Act of 1934, as amended, trades in the secondary market generally are required to settle in two business days, unless the parties to that trade expressly agree otherwise. Accordingly, purchasers who wish to trade Notes on any date prior to two business days before delivery will be required to specify an alternate settlement cycle at the time of any such trade to prevent a failed settlement and should consult their own advisors.

The Estimated Value of the Notes

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 is based on, among other things, our and our affiliates’ 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-rate debt of JPMorgan Chase & Co. For additional information, see “Key Risks — Risks Relating to the Notes Generally — The Estimated Value of the Notes Is Derived by Reference to an Internal Funding Rate” 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, dividend rates, interest rates and other factors, as well as assumptions about future market events and/or environments. Accordingly, the estimated value of the Notes is determined when the terms of the Notes are set based on market conditions and other relevant factors and assumptions existing at that time. See “Key Risks — Risks Relating to the Notes Generally — The Estimated Value of the Notes Does Not Represent Future Values of the Notes and May Differ from Others’ Estimates” in this pricing supplement.

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 “Key Risks — Risks Relating to the Notes Generally — The Estimated Value of the Notes Will Be Lower Than the Original Issue Price (Price to Public) of the Notes” in this pricing supplement.

Secondary Market Prices of the Notes

For information about factors that will impact any secondary market prices of the Notes, see “Key Risks — Risks Relating to the Notes Generally — Secondary Market Prices of the Notes Will Be Impacted by Many Economic and Market Factors” 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 seven 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 “Key Risks — Risks Relating to the Notes Generally — 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” in this pricing supplement.

Supplemental Use of Proceeds

The Notes are offered to meet investor demand for products that reflect the risk-return profile and market exposure provided by the Notes. See “Hypothetical Examples” in this pricing supplement for an illustration of the risk-return profile of the Notes and “The Underlyings” in this pricing supplement for a description of the market exposure provided by the Notes.

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.

GRAPHIC 2 image_005.gif GRAPHIC begin 644 image_005.gif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end GRAPHIC 3 image_006.gif GRAPHIC begin 644 image_006.gif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end GRAPHIC 4 image_008.gif GRAPHIC begin 644 image_008.gif M1TE&.#EA#0 C '< ,2'^&E-O9G1W87)E.B!-:6-R;W-O9G0@3V9F:6-E "'Y M! $ + ( 0 ) " @ (NA!&GP6KM$%PILDJCQ&=2_H"AZ'6E ;I%V6N*UI4R50O$V7=W.YH_)GSWMI$$-' 0 [ end GRAPHIC 5 image_001.gif GRAPHIC begin 644 image_001.gif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end GRAPHIC 6 image_002.gif GRAPHIC begin 644 image_002.gif M1TE&.#EAKP$E '< ,2'^&E-O9G1W87)E.B!-:6-R;W-O9G0@3V9F:6-E "'Y GRAPHIC 7 image_003.gif GRAPHIC begin 644 image_003.gif M1TE&.#EAKP$D '< ,2'^&E-O9G1W87)E.B!-:6-R;W-O9G0@3V9F:6-E "'Y GRAPHIC 8 image_009.jpg GRAPHIC begin 644 image_009.jpg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end GRAPHIC 9 image_002.jpg GRAPHIC begin 644 image_002.jpg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end