Index supplement to underlying supplement no. 9 - II dated August
31, 2021 and the prospectus and prospectus supplement, each dated
April 8, 2020 Registration Statement Nos. 333 - 236659 and 333 -
236659 - 01 Dated July 1, 2022 Rule 424(b)(3) July 2022 Investing
in the notes involves a number of risks. See “Selected risks
associated with the Index” beginning on page 11 of this document,
“Risk Factors” in the relevant product supplement and underlying
supplement and “Selected Risk Considerations” in the relevant pric
ing supplement. Neither the Securities and Exchange Commission nor
any state securities commission has approved or disapproved of the
notes o r p assed upon the accuracy or the adequacy of this
document or the accompanying pricing supplement, product
supplement, underlying supplement, prospectus s upp lement and
prospectus. Any representation to the contrary is a criminal
offense. The notes are not bank deposits, are not insured by the
Federal Deposit Insurance Corporation or any other governmental
agenc y a nd are not obligations of, or guaranteed by, a bank. J.P.
Morgan Kronos US Equity (JPUSKRSE) Excess Return Index
IMPORTANT INFORMATION The information contained in this document is
for discussion purposes only . Any information relating to
performance contained in these materials is illustrative and no
assurance is given that any indicative returns, performance or
results, whether historical or hypothetical, will be achieved . All
information herein is subject to change without notice, however, J
. P . Morgan undertakes no duty to update this information . In the
event of any inconsistency between the information presented herein
and any offering document, the offering document shall govern . USE
OF HYPOTHETICAL BACKTESTED RETURNS Any backtested historical
performance and weighting information included herein is
hypothetical . The constituent may not have traded in the manner
shown in the hypothetical backtest of the Index included herein,
and no representation is being made that the Index will achieve
similar performance . There are frequently significant differences
between hypothetical backtested performance and actual subsequent
performance . The results obtained from backtesting information
should not be considered indicative of the actual results that
might be obtained from an investment in notes referencing the Index
. J . P . Morgan provides no assurance or guarantee that notes
linked to the Index will operate or would have operated in the past
in a manner consistent with these materials . The hypothetical
historical levels presented herein have not been verified by an
independent third party, and such hypothetical historical levels
have inherent limitations . Alternative simulations, techniques,
modeling or assumptions might produce significantly different
results and prove to be more appropriate . Actual results will
vary, perhaps materially, from the hypothetical backtested returns
and allocations presented in this document . HISTORICAL AND
BACKTESTED PERFORMANCE AND ALLOCATIONS ARE NOT INDICATIVE OF FUTURE
RESULTS . Investment suitability must be determined individually
for each investor, and investments linked to the Index may not be
suitable for all investors . This material is not a product of J .
P . Morgan Research Departments . Copyright © 2022 JPMorgan Chase
& Co . All rights reserved . For additional regulatory
disclosures, please consult : www . jpmorgan . com/disclosures .
Information contained on this website is not incorporated by
reference in, and should not be considered part of, this document
.
Executive summary The J.P. Morgan Kronos US Equity (JPUSKRSE)
Excess Return Index (“the Index”) attempts to provide a dynamic
exposure to the S&P 500 ® Price Index (“the S&P 500”) based
on the following principles: The Index does not reflect the
reinvestment of dividends and is subject to a daily deduction of
0.35% per annum index fee and , when leveraged exposure is
provided, a notional financing cost, as well as a deduction equal
to any dividends on the underlyi ng components of the S&P 500 ®
Price Index J.P. Morgan Kronos US Equity (JPUSKRSE) Excess Return
Index Strong historical performance around the turn of the month
Historical price momentum ahead of index options’ expiry Historical
mean reversion at month - end 1 Note: Past performance is no
guarantee of future performance. There can be no assurance that any
strong performance, momentum , o r mean - reversion will be
observed regularly or at all in the future on the monthly cycle
indicated by the Index
Performance of the J.P . Morgan Kronos US Equity (JPUSKRSE) Excess
Return Index over a 30Y + horizon Index Annualized return
Annualized volatility Maximum drawdown J.P. Morgan Kronos US Equity
(JPUSKRSE) Excess Return Index 1.98% 6.74% - 41.02% Hypothetical
backtested and actual performance 50 70 90 110 130 150 170 190 210
230 250 1988 1990 1992 1994 1996 1998 2000 2002 2004 2006 2008 2010
2012 2014 2016 2018 2020 2022 Live J.P. Morgan Kronos US Equity
(JPUSKRSE) Excess Return Index Hypothetical backtested and actual
performance (Jan 1988 – June 2022) Hypothetical backtested and
actual performance statistics (Jan 1988 – June 2022) 2 Source: J.P.
Morgan. Historical performance measures for the Index represent
hypothetical backtested performance using the ac tua l performance
of the S&P 500 ® Price Return Index and any dividends on its
underlying components from December 21, 1987 through June 11 , 2021
and the actual performance of the Index thereafter. PAST
PERFORMANCE AND BACKTESTED PERFORMANCE ARE NOT INDICATIVE OF FUTURE
RESULTS . Please see “Use of hypothetical backtested returns” at
the front of this document for further information related to
backte sti ng including a discussion of certain limitation of
backtesting and simulated returns .
J.P. Morgan Kronos family Chronology J.P. Morgan launches initial
J.P. Morgan Kronos U.S. Equity Aggregate Index (Series 1) (USD)
J.P. Morgan launches the J.P. Morgan Kronos U.S. Equity Aggregate
Index (Series 2) (USD), adding turn - of - month effect J.P. Morgan
launches fund in Japan linked to the J.P. Morgan Kronos JPY Index
(Series 1) J.P. Morgan launches J.P. Morgan Kronos+ ℠ Index in U.S.
structured investments market Jun 2013 Sep 2015 Nov 2019 Dec 2020
J.P. Morgan Kronos family timeline 3 J.P. Morgan launches J.P.
Morgan Kronos US Equity (JPUSKRSP) Index and J.P. Morgan Kronos US
Equity (JPUSKRSE) Excess Return Index June 2021
The turn - of - month effect Historically, the S&P 500’s
performance has been better the first few and last few days of the
month than for the rest. Some hav e attributed this to: month -
end portfolio adjustments by institutions distributions from
pensions and other retirement accounts that are immediately
reinvested monthly investments by retail mutual fund investors
through Systematic Investment Plans However, other factors may be
responsible for this effect — there can be no assurance that any
factor will persist or cause this effect in the future Index design
principles Historical return statistics by day - of - month for the
S&P 500 ® Price Index (Jul 1954 – June 2022) First 4 trading
days of the month Middle of the month Last 2 trading days of the
month Annualized return 25.37% 1.64% 19.05% % of daily returns that
are positive 56% 52% 54% Source: J.P. Morgan. Historical
performance measures for the Index represent hypothetical
backtested performance using the actual performance of the S&P
500 ® Price Return Index and any dividends on its underlying
components from December 21, 1987 through May 31, 2022. PAST
PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS . 4
Momentum into monthly options expiry Source: J.P. Morgan. “Average
daily returns for months in which the momentum signal was positive
” are compound average daily returns of the S&P 500 ® Price
Index on the specified days in months in which the S&P 500 ®
Price Index return during the period from the trading day following
the prior options expiry to the 4 th trading day prior to the
options expiry (the “relevant period”) is positive; “Average daily
returns for months in which the momentum signal was negative” are
compound average daily returns of the S&P 500 ® Price Index on
the specified days in months in which the S&P 500 ® Price Index
return during the period from the trading day following the prior
options expiry to the 4 th trading day prior to the options expiry
(the “relevant period”) is negative. 1 Specifically, the least -
squares regression from July 1983 to July 2021 of the trailing 4 -
trading day return as of the Monday following the third (3rd)
Friday of the month (or if such Monday is a holiday , the prior
trading day) against the return from the Monday following the third
(3rd) Friday of the prior month to the trading day tha t is 5
trading days before the Monday following the third (3rd) Friday,
has a slope of 11% and an intercept of 0%. Hypothetical or
simulated performance results have certain inherent limitations. No
representa tio n is made that profits or losses similar to those
which may be shown herein will be achieved. PAST PERFORMANCE IS NOT
INDICATIVE OF FUTURE RESULTS . It is not possible to invest
directly in an Index. 5 0.09% 0.09% 0.03% - 0.08% - 0.18% - 0.09% -
0.09% - 0.21% -0.25% -0.20% -0.15% -0.10% -0.05% 0.00% 0.05% 0.10%
0.15% 2 days before 1 day before Options expiry 1 day after Average
daily returns for months in which the momentum signal was positive
Average daily returns for months in which the momentum signal was
negative Historically, the S&P 500’s return has exhibited
momentum in the third week of the month (prior to the scheduled
monthly opti ons expiry): this week’s return is on average
approximately 11% of the return in the prior three weeks 1 Since
this effect is only visible in the data since 1983, when the CBOE
first listed S&P 500 ® index options, some have theorized this
could be due to systematic call overwriting However, other
factors may be responsible for this effect — there can be no
assurance that any factor will persist or cause this effect in the
future. S&P 500 ® Index compound average return on days near
monthly options expiry dates (Jul 1983 – June 2022)
Mean reversion into month - end Historically, the S&P 500’s
return has exhibited mean reversion in the last week of the month:
this week’s return is on average approximately - 12% of the return
in the prior weeks 2 Some theories speculate this might be due to
month - end rebalancing flows from institutional investors
targeting fixed portfolio weights However, other factors may be
responsible for this effect — there can be no assurance that any
factor will persist or cause this effect in the future Index design
principles 2 Specifically, the least - squares regression from July
1954 to December 2020 of the trailing 6 - trading day return as of
month - end against the return from the prior month - end to the
trading day that is 6 trading days before month - end, has a slope
of - 12% and an intercept of 0%. 6 S&P 500 closing price is
lower S&P 500 closing price is higher - 50 % short S&P 500
50 % long S&P 500 S&P 500 closing price on the prior month
- end
Index construction J.P. Morgan Kronos US Equity (JPUSKRSE) Excess
Return Index Month - end Six trading days before the last trading
day of the month, if the prior day’s S&P 500 level is: Above
its closing price on the prior month - end, then the Index
allocates - 50 % short exposure to the S&P 500 until close of
the day 2 days prior to month - end, then provides 0% exposure
(i.e., uninvested) to the S&P 500 (due to overlap with the turn
- of - month) Below its closing price on the prior month - end,
the Index provides a 50 % long exposure to the S&P 500 At
month - end, the Index rebalances into (or maintains) its 50 %
start - of - month allocation Turn - of - month For the first 4
trading days of each month, the Index provides a 50 % long exposure
to the S&P 500 Options expiry Three trading days before the 3
rd Friday of the month (the customary monthly S&P 500 index
options expiry), if the prior day’s S&P 500 level is: Above
its last closing price after the prior expiry, then the Index
provides a 50 % long exposure to the S&P 500 through the close
of the first trading day following the 3 rd Friday of the month
Below its last closing price after the prior expiry, then the Index
allocates to - 50 % short exposure to the S&P 500 The Index
reverts this allocation at the close of the first trading day
following such 3 rd Friday Rest of the month Otherwise, the Index
provides 0 % (i.e., uninvested) exposure to the S&P 500 7 The
Index is subject to a daily deduction of 0.35% per annum index fee,
as well as a deduction equal to any dividends on the underlying
components of the S&P 500, even when the Index provides 0%
exposure (i.e., uninvested) to the S&P 500. The notional
financing cost is deducted only wh en 50% long exposure is
provided
Example Month – Index Construction 8 -1 0 0 0 0 0 0 0 0 0 1 85 90
95 100 105 110 115 2-26 3-1 3-2 3-3 3-4 3-5 3-8 3-9 3-10 3-11 3-12
3-15 3-16 3-17 3-18 3-19 3-22 3-23 3-24 3-25 3-26 3-29 3-30 J.P.
Morgan Kronos US Equity (JPUSKRSE) Excess Return Index exposure
S&P 500® Price Index J.P. Morgan Kronos US Equity
(JPUSKRSE) Excess Return Index Mean reversion: SPX price above
previous month’s close , - 50 % market exposure Momentum: SPX price
above previous month’s option expiry, 50 % market exposure Turn -
of - month: 50 % exposure 0% Market Exposure 50 % Market Exposure -
50 % Market Exposure Source: J.P. Morgan. Historical performance
measures for the Index represent hypothetical backtested
performance using the ac tua l performance of the S&P 500 ®
Price Return Index and any dividends on its underlying components
from December 21, 1987 through June 11, 2021 and the actual
performance of the Index thereafter. PAST PERFORMANCE AND
BACKTESTED PERFORMANCE ARE NOT INDICATIVE OF FUTURE RESULTS .
Please see “Use of hypothetical backtested returns” at the front of
this document for further information related to backtesting
including a discussion of certain limitation of backtesting and
simulated returns. Historical Backtested Exposure (Feb 2021 – Mar
2021)
Index performance compared with the S&P 500 ® Index (from 2000
onwards) Index 1Y ann. 3Y ann. 5Y ann. 10Y ann. 20Y ann. J.P.
Morgan Kronos US Equity (JPUSKRSE) Excess Return Index Return -
2.77% 8.17% 7.41% 4.33% 4.73% J.P. Morgan Kronos US Equity
(JPUSKRSE) Excess Return Index Volatility 7.87% 8.46% 7.43% 6.23%
7.39% Hypothetical backtested and actual performance Hypothetical
backtested and actual performance (Jan 2000 – June 2022)
Hypothetical backtested and actual performance statistics (Jul 2001
– June 2022) Source: J.P. Morgan. Historical performance measures
for the Index represent hypothetical backtested performance using
the ac tua l performance of the S&P 500 ® Price Return Index
and any dividends on its underlying components from December 21,
1987 through June 11, 2021 and actual index performance thereafter.
Volatility is defined as the annualized standard deviation of daily
logarithmic returns over the time period above. PAST PERFORMANCE
AND BACKTESTED PERFORMANCE ARE NOT INDICATIVE OF FUTURE RESULTS .
Please see “Use of hypothetical backtested returns” at the front of
this document for further information related to backtesting
including a discussion of certain limitation of bac ktesting and
simulated returns. 9 30 55 80 105 130 155 180 205 230 255 280 305
330 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010
2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 Live J.P.
Morgan Kronos US Equity (JPUSKRSE) Excess Return Index S&P 500
Index
Index performance (since 2000) Jan Feb Mar Apr May Jun Jul Aug Sep
Oct Nov Dec Year 2000 - 4.52% 3.42% 4.99% - 0.22% - 3.33% 1.63%
0.71% 1.30% 0.14% - 0.68% 0.09% 1.49% 4.76% 2001 - 1.64% - 0.75%
3.45% 1.17% 4.66% 1.81% 0.24% - 2.59% 1.86% 1.18% 3.52% 0.44%
13.89% 2002 1.87% - 0.80% 3.00% - 1.55% - 0.23% - 0.64% 11.70%
2.93% - 0.90% 0.73% 0.99% - 3.08% 14.11% 2003 - 1.95% 0.06% 0.11%
1.84% - 2.02% 0.18% 0.22% - 0.58% 1.44% 0.79% 0.03% 0.41% 0.48%
2004 1.97% - 0.86% 2.44% - 0.36% 1.36% - 0.13% - 0.30% - 1.43%
0.47% 1.75% 0.71% - 0.02% 5.66% 2005 0.77% - 0.40% 0.32% 1.59%
0.95% 1.06% - 0.35% - 0.06% 0.99% - 1.45% 1.19% 0.27% 4.94% 2006 -
0.24% - 1.36% - 0.05% 0.50% 1.23% - 0.15% 0.08% - 0.17% - 0.97%
0.92% 0.58% 0.50% 0.85% 2007 - 0.46% 0.92% - 0.78% 0.62% 1.50% -
2.51% 3.14% - 0.48% - 1.21% 0.18% 2.61% 1.04% 4.51% 2008 2.03% -
2.65% - 4.24% - 1.10% 1.75% - 0.34% - 3.67% 0.01% - 3.20% - 1.12%
1.89% - 3.64% - 13.65% 2009 3.81% - 2.66% - 0.62% 0.91% 3.04% -
1.44% 0.25% 1.78% 0.58% 3.21% 0.28% 0.20% 9.51% 2010 2.55% - 1.24%
0.97% 1.15% 0.15% - 0.48% 1.81% - 1.18% 2.21% 1.22% 2.60% 1.81%
12.09% 2011 - 0.28% 1.54% 0.03% 1.13% - 0.69% - 0.75% 2.23% 1.33%
0.39% - 1.09% 4.57% - 0.02% 8.57% 2012 1.51% 1.17% - 0.97% 1.05% -
1.01% - 1.02% - 2.22% 0.44% 1.78% 1.25% 0.70% - 0.12% 2.49% 2013
1.34% 1.07% 0.53% 0.28% 1.03% 2.55% 1.42% 0.76% 0.74% 0.73% 0.20% -
2.44% 8.44% 2014 - 1.80% - 0.66% 0.37% - 1.35% - 0.10% 0.93% 0.72%
- 1.69% 0.09% 0.66% 0.05% - 3.05% - 5.75% 2015 - 2.56% 1.24% 0.03%
- 0.20% 0.38% - 0.60% - 0.32% 4.37% - 2.33% 1.22% 0.92% 0.74% 2.72%
2016 0.71% - 1.86% 2.31% - 0.85% 0.41% 0.62% 0.13% - 0.26% - 0.32%
- 0.95% - 0.95% 0.25% - 0.81% 2017 - 0.01% 0.27% 0.57% - 0.34%
0.04% 0.33% 0.01% 1.14% - 0.28% 0.29% - 0.46% - 0.08% 1.46% 2018
1.92% - 3.54% 0.94% 1.01% 1.04% 1.75% 0.33% - 0.37% - 0.02% 0.07%
3.18% 2.25% 8.74% 2019 1.07% 0.70% 1.18% 0.11% - 2.44% 2.64% 0.07%
- 1.82% 0.70% - 1.26% 0.35% - 0.37% 0.81% 2020 1.29% 3.40% 15.02% -
0.19% - 1.00% 2.58% 1.07% 0.31% 1.26% 1.23% 2.32% 0.37% 30.31% 2021
1.80% 1.06% - 1.77% 0.90% 0.99% - 0.61% - 1.08% 0.23% - 0.22% 2.08%
1.55% - 0.20% 4.76% 2022 - 1.48% 1.49% - 4.89% - 3.87% 4.29% -
0.36% - 4.88% Hypothetical backtested and actual performance
Hypothetical backtested and actual monthly and annual returns (Jan
2000 – June 2022) Source: J.P. Morgan. Historical performance
measures for the Index represent hypothetical backtested
performance using the ac tua l performance of the S&P 500 ®
Price Return Index and any dividends on its underlying components
from December 21, 1987 through June 11, 2021 and actual index
performance thereafter. PAST PERFORMANCE AND BACKTESTED PERFORMANCE
ARE NOT INDICATIVE OF FUTURE RESULTS . Please see “Use of
hypothetical backtested returns” at the front of this document for
further information related to backte sti ng including a discussion
of certain limitation of backtesting and simulated returns. 10
Selected risks associated with the Index Our affiliate, J.P. Morgan
Securities plc (“JPMS plc”), is the sponsor and calculation agent
of the Index and may adjust the Ind ex in a way that affects its
level — Policies and judgments for which JPMS plc is responsible
could have an impact, positive or negative, on the level of the
Inde x and the value of your investment. JPMS plc may have
interests adverse to your interests as an investor in notes linked
to the Index, and JPMS plc i s u nder no obligation to consider
your interests. The level of the Index will include the deduction
of a fee of 0.35% per annum and, in some circumstances, a notional
financin g c ost based on the Effective Federal Funds Rate — This
index fee and, when the exposure to the price performance of the
S&P 500 Index (the “Constituent”) is long, the notional
financing cost will be deducted daily. As a result of the deduction
of this index fee and, when applicable, the notional fin anc ing
cost, the level of the Index will trail the value of a hypothetical
identically constituted synthetic portfolio from which no such fee
or cost is deducted, ass umi ng that the rates underlying the
notional financing cost remain positive . Dividends or other
distributions on the equity securities underlying the Constituent
will adversely affect the performance of th e Index — The
performance of the Index will be reduced in respect of any
dividends on the components of the Constituent. As a result, the
lev el of the Index will trail the value of a hypothetical
identically constituted notional portfolio that does not reflect
the deduction of dividends. JPMorgan Chase & Co. is currently
one of the companies that make up the Constituent — JPMC will not,
however, have any obligation to consider your interests in taking
any corporate action that might affect the level of the
Constituent. There are risks associated with the Index’s turn - of
- month strategy — No assurance can be given that the turn - of -
the - month strategy will be successful or that it will outperform
any alternative strategy. There are risks associated with the
Index’s option expiry momentum strategy — No assurance can be given
that the options expiry momentum strategy will be successful or
that it will outperform any alternative strategy. There are risks
associated with the Index’s mean reversion strategy — No assurance
can be given that the month - end mean reversion strategy will be
successful or that it will outperform any alternative strategy. The
Index’s strategies are applied during only a portion of each month
— Each of the Index’s strategies is implemented over only a limited
number of days in a calendar month as described above. Outside of
these limited number of days, the Index will track 100% of the
performanc e o f the Constituent (subject to the deduction of the
index fee) and will not benefit from the application of any
strategy. The Index may underperform the Co nst ituent due to the
limited application of the strategies along with the deduction of
the index fee and, when applicable, the notional financing cost.
11
Selected risks associated with the Index The Index may be adversely
affected by an overlap between its turn - of - the - month strategy
and its month - end mean reversion strate gy — During the final two
Index Business Days of each month, the turn - of - the - month
strategy and the month - end mean revision strategy are both ap
plicable, subject to a maximum exposure to the Constituent of 50 %.
As a result, the exposure to the Constituent may be higher or lower
than would have been the case had only one of those strategies been
applied and the performance of the Index may be worse than if only
one strategy were applied or no m axi mum exposure limit were
applied. The Index may be significantly uninvested — The level of
the Constituent may decrease significantly while the exposure of
the Index to the Constituent is ˗ 50 %, but the Index will benefit
from only 50% of any such decrease. Similarly , the level of the
Constituent may increase significantly while the exposure of the
Index to the Constituent is 50 %, but the Index will benefit from
only 50% of any such increase. The level of the Constituent may
increase or decrease significantly while the exposure of the Index
to the Constituent is 0 %, but the Index will not benefit from any
such increase or decrease. The index fee is deducted daily at a
rate of 0.35% per annum, and any dividends on the components of the
Constituent are deducted, even when the Index provides only no
exposure to the price return of the Constituent. The Constituent of
the Index may be replaced by a substitute index in certain
extraordinary events — Changing a Constituent may affect the
performance of the Index, and therefore, the return on an
investment, as the replacement Constituent may perform
significantly better or wor se than the original Constituent. The
notional cash return will be negatively affected if the underlying
interest rate is negative — If the Effective Federal Funds Rate
becomes negative, when the exposure to the Constituent is 50 %, the
notional cash return will have a negative effect on the performance
of the Index and therefore the value of the notes. Other key risks:
The Index, which was established on June 11, 2021, has a limited
operating history and may perform in unanticipated ways. The
Index comprises notional assets and liabilities. There is no actual
portfolio of assets to which any person is entitled o r i n which
any person has any ownership interest. The Index may not be
successful or outperform any alternative strategy that might be
employed in respect of the Constituents. The Effective Federal
Funds Rate is affected by a number of factors and may be volatile.
The method pursuant to which the Effective Federal Funds Rate is
determined may change, and any such change may adversely aff ect
the value of notes linked to the Index. The risks identified above
are not exhaustive. You should also carefully review the related
“Risk Factors” section in the rel eva nt product supplement and
underlying supplement and the “Selected Risk Considerations” in the
relevant pricing supplement. 12
Disclaimers The Index is not sponsored, endorsed, sold or promoted
by Standard & Poor’s Financial Services, LLC, a subsidiary of
The McGr aw - Hill Companies, Inc., (“ S&P ”) or its third
party licensors. Neither S&P nor its third party licensors
makes any representation or warranty, express or impl ied, to any
investor in an instrument linked to the Index or any member of the
public regarding the advisability of investing in securiti es
generally or in financial instruments linked to the Index
particularly or the ability of the S&P 500® Price Index to
track general stock market perform anc e. S&P’s and its third
party licensor’s only relationship to JPMorgan Chase & Co. is
the licensing of certain trademarks and trade names of S&P and
the third party licensors and of the S&P 500® Price Index which
is determined, composed and calculated by S&P or its third
party licensors without regard to JPMorgan Chase & Co., the
Index or any instruments linked to the Index. S&P and its third
party licensors have no obligation to take the nee ds of JPMorgan
Chase & Co. or the owners of the instruments or counterparties
to transactions linked to the Index into consideration in
determining, com pos ing or calculating the S&P 500® Price
Index. Neither S&P nor its third party licensors is responsible
for and has not participated in the determinat ion of the timing of
issuance or sale, prices, or quantities of instruments or
transactions linked to the Index or in the determination or
calculation of t he Index Level or equation by which any
instruments or transactions linked to any Index is to be converted
into cash. S&P has no obligation or liability in co nnection
with the administration, marketing or trading of the any instrument
or transaction linked to the Index. NEITHER S&P AND ITS
AFFILIATES NOR THEIR THIRD PARTY LICENSORS GUARANTEE THE ADEQUACY,
ACCURACY, TIMELINESS OR COMPLETENESS OF THE S&P 500® PRICE
INDEX OR ANY DATA INCLUDED THEREIN OR ANY COMMUNICATIONS, INCLUDING
BUT NOT LIMITED TO, ORAL OR WRITTEN COMMUNICATIONS (INCLUDING
ELECTRONIC COMMUNICATIONS) WITH RESPECT THERETO. S&P, ITS
AFFILIATES AND THEIR THIRD PARTY LICENSORS SHALL NOT BE SUBJECT TO
ANY DAMAGES OR LIABILITY FOR ANY ERRORS, OMISSIONS OR DELAYS
THEREIN. S&P MAKES NO EXPRESS OR IMPLIED WARRANTIES, AND
EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS
FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE MARKS, THE
S&P 500® PRICE INDEX OR ANY DATA INCLUDED THEREIN. WITHOUT
LIMITING ANY OF THE FOREGOING, IN NO EVENT WHATSOEVER SHALL
S&P, ITS AFFILIATES OR THEIR THIRD PARTY LICENSORS BE LIABLE
FOR ANY INDIRECT, SPECIAL, INCIDENTAL, PUNITIVE OR CONSEQUENTIAL
DAMAGES, INCLUDING BUT NOT LIMITED TO, LOSS OF PROFITS, TRADING
LOSSES, LOST TIME OR GOODWILL, EVEN IF THEY HAVE BEEN ADVISED OF
THE POSSIBILITY OF SUCH DAMAGES, WHETHER IN CONTRACT, TORT, STRICT
LIABILITY OR OTHERWISE. “Standard & Poor’s,” “S&P” and
“S&P 500” are trademarks of Standard & Poor’s and have been
licensed for use by J.P. Morgan Se cur ities LLC and sub - licensed
for use by JPMorgan Chase & Co.
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