North America Structured Investments  3yr Capped Contingent Buffered Return Enhanced Notes Linked to the Lesser Performing of SPX and RTY  The following is a summary of the terms of the notes offered by the preliminary pricing supplement highlighted below.  Summary of Terms  Issuer: JPMorgan Chase Financial Company LLC  Guarantor: JPMorgan Chase & Co.Minimum Denomination: $1,000  Indices: S&P 500 Index and Russell 2000 IndexUpside Leverage Factor: 2.0  Maximum Return: at least 36.5%  Contingent Buffer: 40.00%  Index Return: (Final Value - Initial Value) / Initial Value  Initial Value: With respect to each Index, the closing level on the Pricing Date  Final Value: With respect to each Index, the closing level on the Observation Date  Pricing Date: February 27, 2018  Observation Date: March 1, 2021  Maturity Date: March 4, 2021  Hypothetical Returns on the Notes at Maturity**  Note Payoff at Maturity  Lesser Performing Index  $1,450  $1,200  $950  $700  $450  $200  -80% -60% -40% -20% 0% 20% 40% 60% 80%  Lesser Performing Index Return  Hypothetical  CUSIP: 48129H5U7  Preliminary PricingSupplement: http://sp.jpmorgan.com/document/cusip/48129H5U7/doctype/Product_Termsheet/document.pdf  Lesser Hypothetical Total  Performing Index Note Return  Return  Hypothetical Payment at  Maturity  For information about the estimated value of the notes, which likely will be lower than the price you paid for the notes, see the hyperlinkabove.  Payment at Maturity  If the Final Value of each Index is greater than its Initial Value, your payment at maturity per $1,000 principal amount note will becalculated as follows:$1,000 + ($1,000 × Lesser Performing Index Return × Upside Leverage Factor), subject to the Maximum Return  If (i) the Final Value of one Index is greater than its Initial Value and the Final Value of the other Index is equal to its Initial Value or isless than its Initial Value by up to the Contingent Buffer Amount or (ii) the Final Value of each Index is equal to its Initial Value or is lessthan its Initial Value by up to the Contingent Buffer Amount, you will receive the principal amount of your notes at maturity. If the FinalValue of either Index is less than its Initial Value by more than the Contingent Buffer Amount, your payment at maturity per $1,000  principal amount note will be calculated as follows: $1,000 + ($1,000 × Lesser Performing Index Return)  If the Final Value of either Index is less than its Initial Value by more than the Contingent Buffer Amount, you will lose more than 40.00%of your principal amount at maturity and could lose all of your principal amount at maturity.  Any Payment on the notes is subject to the credit risk of JPMorgan Chase Financial Company LLC, as issuer of the notes and the creditrisk of  JPMorgan., as guarantor of the notes  *The initial maximum return will be provided in the pricing supplement and will not be less than 36.5%  **Reflects a maximum return of 36.5% for illustrative purposes  The hypothetical returns and hypothetical payments on the Notes shown to the right apply only at maturity. Thesehypotheticals do not reflect fees or expenses that would be associated with any sale in the secondary market. If these fees  80.00% 36.50% $1,365.00  40.00% 36.50% $1,365.00  20.00% 36.50% $1,365.00  10.00% 20.00% $1,200.00  5.00% 10.00% $1,100.00  0.00% 0.00% $1,100.00  -5.00% 0.00% $1,000.00  -10.00% 0.00% $1,000.00  -20.00% 0.00% $1,000.00  -40.00% -40.00% $1000.00  -40.01% -40.01% $599.90  -80.00% -80.00% $200.00  and expenses were included, the hypothetical returns and hypothetical payments shown above would likely be lower.  J.P. Morgan Structured Investments | 1 800 576 3529 | jpm_structured_investments@jpmorgan.com 

 North America Structured Investments  3yr Capped Contingent Buffered Return Enhanced Notes Linked to the Lesser Performing of SPX and RTY  Selected Risks  • Your investment in the notes may result in a loss.  • You maximum gain on the notes is limited to the maximum return  • Payment on the notes at maturity is subject to the credit risk of JPMorgan Chase  Financial Company LLC and JPMorgan Chase & Co. Therefore the value of the notesprior to maturity will be subject to changes in the market’s view of the creditworthiness  of JPMorgan Chase Financial Company LLC or JPMorgan Chase & Co.  • If the Underlying declines from its initial level by more than the contingent buffer amount you will loose more that 40% of your principal amount and could lose all of  your principal at maturity.  • No interest payments, dividend payments or voting rights.  • As a finance subsidiary, JPMorgan Chase Financial Company LLC has no  independent operations and has limited assets.  • J.P. Morgan is currently one of the companies that makes up the S&P 500 Index.  • The notes are subject to the risks associated with small capitalization stocks.  • You are exposed to the risk of decline in the level of each Index.  • Your payment at maturity will be determined by the lesser performing index.  • The benefit provided by the contingent buffer may terminate on the observation date  JPMS’s estimated value will be lower than the original issue price (price to public) ofthe notes.  • JPMS’s estimated value is not determined by references to our credit spreads for our conventional fixed rate debt.  Selected Risks (continued)  • JPMS’s estimated value does not represent future values and may differ from others’ estimates.  • The value of the notes, which may be reflected in customer account statements, may be higher than JPMS’s current estimated value for a limited time period.  • Lack of liquidity: J.P. Morgan Securities LLC, acting as agent for the Issuer (and who we  refer to as JPMS), intends to offer to purchase the notes in the secondary market but is  not required to do so. The price, if any, at which JPMS will be willing to purchase notesfrom you in the secondary market, if at all, may result in a significant loss of your  principal.  • Potential conflicts: We and our affiliates play a variety of roles in connection with the issuance of notes, including acting as calculation agent and hedging our obligations  under the notes, and making the assumptions used to determine the pricing of the notesand the estimated value of the notes when the terms of the notes are set. It is possiblethat such hedging or other trading activities of J.P. Morgan or its affiliates could result insubstantial returns for J.P. Morgan and its affiliates while the value of the notes decline.The tax consequences of the notes may be uncertain. You should consult your tax  advisor regarding the U.S. federal income tax consequences of an investment in thenotes.  The risks identified above are not exhaustive. Please see “Risk Factors” in the applicable product supplement and “Selected Risk Considerations” in the applicable preliminary pricingsupplement for additional information.  Additional Information  SEC Legend: JPMorgan Financial Company LLC and JPMorgan Chase & Co. have filed a registration statement (including a prospectus) with the SEC for any offerings to which thesematerials relate. Before you invest, you should read the prospectus in that registration statement and the other documents relating to this offering that JPMorgan Financial CompanyLLC and JPMorgan Chase & Co. has filed with the SEC for more complete information about JPMorgan Financial Company LLC and JPMorgan Chase & Co. and this offering. Youmay get these documents without cost by visiting EDGAR on the SEC web site at www.sec.gov. Alternatively, JPMorgan Financial Company LLC and JPMorgan Chase & Co., anyagent or any dealer participating in the this offering will arrange to send you the prospectus and each prospectus supplement as well as any product supplement and preliminarypricing supplement if you so request by calling toll-free 1-866-535-9248.  IRS Circular 230 Disclosure: JPMorgan Chase & Co. and its affiliates do not provide tax advice. Accordingly, any discussion of U.S. tax matters contained herein (including any  attachments) is not intended or written to be used, and cannot be used, in connection with the promotion, marketing or recommendation by anyone unaffiliated with JPMorgan Chase  & Co. of any of the matters address herein or for the purpose of avoiding U.S. tax-related penalties.  Investment suitability must be determined individually for each investor, and the financial instruments described herein may not be suitable for all investors. This information is notintended to provide and should not be relied upon as providing accounting, legal, regulatory or tax advice. Investors should consult with their own advisors as to these matters.This material is not a product of J.P. Morgan Research Departments.  Free Writing Prospectus Filed Pursuant to Rule 433, Registration Statement Nos. 333-209682 and 333-209682-1  J.P. Morgan Structured Investments | 1 800 576 3529 | jpm_structured_investments@jpmorgan.com