Execution Version

PRICING SUPPLEMENT

Pricing Supplement dated 3 August 2017

J.P. Morgan Structured Products B.V.

Structured Products Programme for the issuance of Notes, Warrants and Certificates

Guaranteed by

JPMorgan Chase Bank, N.A.

TWD 300,000,000 Synthetic Convertible Notes linked to a Basket of Shares, due July 2020 (the "Notes" or the "Securities")

The offering circular dated 26 April 2017 and the Supplement(s) to the offering circular listed in the Annex hereto (as so supplemented, the "Offering Circular") (as completed and (if applicable) amended by this Pricing Supplement) have been prepared on the basis that any offer of Securities in any Member State of the European Economic Area which has implemented the Prospectus Directive (each, a "Relevant Member State") will be made pursuant to an exemption under the Prospectus Directive, as implemented in that Relevant Member State, from the requirement to publish a prospectus for offers of the Securities. The expression "Prospectus Directive" means Directive 2003/71/EC (and amendments thereto, including by Directive 2010/73/EU), and includes any relevant implementing measure in the Relevant Member State. Accordingly any person making or intending to make an offer in that Relevant Member State of the Securities may only do so in circumstances in which no obligation arises for the Issuer or any Dealer to publish a prospectus pursuant to Article 3 of the Prospectus Directive or supplement a prospectus pursuant to Article 16 of the Prospectus Directive, in each case, in relation to such offer. Neither the Issuer nor any Dealer has authorised, nor do they authorise, the making of any offer of Securities in any other circumstances.

The Securities will not be offered, sold or otherwise distributed in or from Switzerland and neither this Pricing Supplement nor any other document relating to the Securities may be distributed in or from Switzerland in connection with any such offering or distribution, except to individually selected qualified investors within the meaning of, and in accordance with, the Swiss Federal Act on Collective Investment Schemes.

If you purchase the Securities described in this Pricing Supplement after the date hereof, you should review the most recent restatement (if any) of the Offering Circular and each supplement thereafter up to (and including) the date of purchase to ensure that you have the most up to date information on the Issuer and (if applicable) the Guarantor on which to base your investment decision (note that the terms and conditions of the Securities will remain as described in this Pricing Supplement and the version of the Offering Circular described above, subject to any amendments notified to Holders). Each supplement and restatement (if any) to the Offering Circular can be found on (www.bourse.lu) and (www.ise.ie).

RISK FACTORS

Purchase of these Securities involves substantial risks

Investors should ensure that they understand the nature of the risks posed by, and the extent of their exposure under, the Securities. Investors should make all pertinent inquiries they deem necessary without relying on the Issuer, the Guarantor or the Dealer. Investors should consider the suitability of the Securities as an investment in light of their own circumstances, investment objectives, tax position and financial condition. Investors should consider carefully all the information set forth in this Pricing Supplement along with all the information set forth

- 1 - in the Offering Circular. Investors should pay particular attention to the section entitled "Risk Factors" in the Offering Circular (pages 27 to 88 inclusive).

Unregulated Securities: The Securities do not constitute a participation in a collective investment scheme within the meaning of the Swiss Federal Act on Collective Investment Schemes and are not subject to supervision by the Swiss Financial Market Supervisory Authority FINMA.

None of the Securities constitutes a participation in a collective investment scheme within the meaning of the Swiss Federal Act on Collective Investment Schemes and none of the Securities is subject to approval, registration or supervision by the Swiss Financial Market Supervisory Authority FINMA or any other regulatory authority in Switzerland. Accordingly, investors do not have the benefit of the specific investor protection provided under the Swiss Federal Act on Collective Investment Schemes and are exposed to the credit risk of the Issuer and the Guarantor.

PART A – CONTRACTUAL TERMS

Terms used herein shall be deemed to be defined as such for the purposes of the General Conditions and the Specific Product Provisions (as may be amended and/or supplemented up to, and including, 3 August 2017) set forth in the Offering Circular. Full information on the Issuer, the Guarantor and the offer of the Securities is only available on the basis of the combination of this Pricing Supplement and the Offering Circular (including all documents incorporated by reference). The Offering Circular (including all documents incorporated by reference) is available from The Bank of New York Mellon S.A/N.V., Luxembourg Branch, at Vertigo Building, Polaris, 2-4 rue Eugène Ruppert, L-2453, Luxembourg and The Bank of New York Mellon S.A./N.V., at Dublin Branch, Riverside 2, Sir John Rogerson's Quay, Grand Canal Dock, Dublin 2, Ireland, and in electronic form on the Luxembourg Stock Exchange's website (www.bourse.lu).

1. (i) Issuer: J.P. Morgan Structured Products B.V.

(ii) Guarantor: JPMorgan Chase Bank, N.A.

2. (i) Series Number: 2016-6475

(ii) Tranche Number: One

3. Specified Currency or Currencies: New Dollar ("TWD") and United States Dollar ("USD" or "U.S.$")

4. Notes, Warrants or Certificates: Notes

5. Aggregate Nominal Amount:

(i) Series: TWD 300,000,000

(ii) Tranche: TWD 300,000,000

6. Issue Price: 101.75 per cent. of the Aggregate Nominal Amount

The Issue Price specified above may be more than the market value of the Securities as at the Issue Date, and the price, if any, at which the Dealer or any other person is willing to purchase the Securities in secondary market transactions is likely to be lower than the Issue Price. In particular, where permitted by applicable law, the Issue Price may take into account amounts with respect to

- 2 - commissions relating to the issue and sale of the Securities as well as amounts relating to the hedging of the Issuer's obligations under the Securities and secondary market prices may exclude such amounts

If any commissions or fees relating to the issue and sale of the Securities have been paid or are payable by the Dealer to an intermediary, then such intermediary may be obliged to fully disclose to its clients the existence, nature and amount of any such commissions or fees (including, if applicable, by way of discount) as required in accordance with laws and regulations applicable to such intermediary, including any legislation, regulation and/or rule implementing the Markets in Financial Instruments Directive (Directive 2004/39/EC as amended, varied or replaced from time to time including through the implementation of Directive 2014/65/EU), or as otherwise may apply in any non-EEA jurisdictions

Investors in the Securities intending to invest in Securities through an intermediary (including by way of introducing broker) should request details of any such commission or fee payment from such intermediary before making any purchase hereof

(i) Specified Denomination: TWD 60,000,000

(ii) Trading in Units (Notes): Not Applicable

(iii) Minimum trading size: The Securities may only be traded in a minimum initial amount of one Security (corresponding to a nominal amount of TWD 60,000,000) and, thereafter, in multiples of one Security (corresponding to a nominal amount of TWD 60,000,000)

7. Issue Date: 3 August 2017

8. Maturity Date: 17 July 2020, subject to adjustment in accordance with the Modified Following Business Day Convention

PROVISIONS APPLICABLE TO NOTES

PROVISIONS RELATING TO INTEREST (IF ANY) PAYABLE

9. Interest Commencement Date: Not Applicable

10. Fixed Rate Note Provisions: Not Applicable

11. Floating Rate Note Provisions: Not Applicable

12. Zero Coupon Note Provisions: Not Applicable

13. Variable Linked Interest Provisions: Not Applicable

- 3 - 14. Dual Currency Note Provisions: Not Applicable

PROVISIONS RELATING TO REDEMPTION OF NOTES

15. Call Option: Not Applicable

16. Put Option: Applicable – General Condition 5.2 (Redemption at the Option of Holders) shall apply, subject to the provisions of Part C

(i) Optional Redemption Date(s): The Optional Redemption Date in respect of each Relevant Note (as defined in Part C below) shall be its Put Option Redemption Date (as defined in Part C below)

(ii) Optional Redemption Amount(s) The provisions of Part C shall apply and method, if any, of calculation of such amount(s):

(iii) Description of any other Holders' Not Applicable – the provisions of Part C shall apply option:

(iv) Notice period (if other than as set The provisions of Part C shall apply out in General Condition 5.2):

17. Final Redemption Amount:

In cases where the Final Redemption Amount is Share Linked, Index Linked, Commodity Linked, FX Linked, Fund Linked or other variable linked:

(i) Reference Asset(s): The Share Basket (as defined in paragraph 43) and the FX Rate (as specified in paragraph 46 below)

(ii) Provisions for determining Final In respect of each Security (of the Specified Denomination), Redemption Amount where unless previously redeemed, or purchased and cancelled, in calculated by reference to Share accordance with the Conditions, or unless subject to and/or Index and/or Commodity redemption pursuant to the delivery to the Issuer of a valid and/or FX Rate and/or Fund and/or Put Option Notice (as defined in Part C), the Issuer shall other variable: redeem such Security (of the Specified Denomination) on the Maturity Date by payment of the Final Redemption Amount, which shall be an amount in USD determined by the Calculation Agent in accordance with the following formula:

SD  Final FX Rate

Where:

"Final FX Rate" means the FX Rate in respect of the Valuation Date for the FX Rate.

"SD" means the Specified Denomination, as defined in

- 4 - paragraph 6(i) above.

(iii) Provisions for determining Final See paragraph 43, paragraph 46 and Part C below Redemption Amount where calculation by reference to Share and/or Index and/or Commodity and/or FX Rate and/or Fund and/or other variable is impossible or impracticable or otherwise disrupted:

18. Early Payment Amount: Early Payment Amount 1 is applicable

Notwithstanding any other provision to the contrary, any Early Payment Amount will be paid in USD and shall be converted into USD by multiplying any TWD amount by the FX Rate as of such date as is selected and determined by the Calculation Agent

19. Credit Linked Note Provisions: Not Applicable

20. Details relating to Instalment Notes: Not Applicable

21. Details relating to Partly Paid Notes: Not Applicable amount of each payment comprising the Issue Price and date on which each payment is to be made and consequences (if any) of failure to pay, including any right of the Issuer to forfeit the Notes and interest due on late payment:

PROVISIONS APPLICABLE TO WARRANTS

Paragraphs 22-34 are intentionally deleted

PROVISIONS APPLICABLE TO CERTIFICATES

Paragraphs 35-42 are intentionally deleted

SPECIFIC PRODUCT PROVISIONS APPLICABLE TO THE SECURITIES

SHARE LINKED PROVISIONS

43. Share Linked Provisions: Applicable

(i) Single Share or basket of Shares: Basket of Shares

(ii) Share(s): A basket of shares (the "Share Basket") comprising the ordinary shares of the Share Issuers as set forth in the Share Table in Part D below

Each such ordinary share issued by its respective Share Issuer (as specified in the column entitled "Share Issuer" in

- 5 - the Share Table in Part D below) having the Bloomberg code as specified in the Share Table in Part D below in the column entitled "Bloomberg code" in the row corresponding to such Share Issuer (and the shares shall be, for the purposes of applying the Conditions, each a "Share" and together, the "Shares")

(iii) Exchange Traded Fund(s): Not Applicable

(iv) Exchange(s): In respect of each Share, the Corporation

(v) Related Exchange(s): In respect of each Share, All Exchanges

(vi) Share Price: Not Applicable

(vii) Initial Valuation Date(s): Not Applicable

(viii) Interest Valuation Date(s): Not Applicable

(ix) Coupon Valuation Date(s): Not Applicable

(x) Periodic Valuation Date(s): Not Applicable

(xi) Valuation Date(s): The second Exchange Business Day immediately preceding the Maturity Date

(xii) Initial Averaging Date(s): Not Applicable

(xiii) Averaging Date(s): Not Applicable

(xiv) Valuation Time: In respect of each Share, as specified in Share Linked Provision 10 (Definitions)

(xv) Maximum Days of Disruption: In respect of the Valuation Date and each Share, eight Scheduled Trading Days for such Share, as specified in Share Linked Provision 10 (Definitions)

(xvi) Averaging Reference Dates Not Applicable (Disrupted Day consequences):

(xvii) Fallback Valuation Date: Applicable in respect of the Valuation Date, the second Business Day prior to the Maturity Date, as specified in Share Linked Provision 10 (Definitions)

(xviii) Observation Period: Not Applicable

(xix) Share Substitution: In respect of each Share, Applicable

(xx) Hedging Disruption: Applicable

(xxi) Change in Law – Increased Cost: Applicable

(xxii) Insolvency Filing: Not Applicable

- 6 - (xxiii) Partial Lookthrough Depositary Not Applicable Receipts Provisions:

(xxiv) Full Lookthrough Depositary Not Applicable Receipts Provisions:

(xxv) Market Disruption Event – NAV Not Applicable Temporary Publication Suspension (ETF):

(xxvi) Extraordinary Events – NAV Not Applicable Publication Suspension (ETF):

(xxvii) Extraordinary Events – Underlying Not Applicable Index Cancellation (ETF):

(xxviii) Extraordinary Events – Not Applicable Underlying Index Modification (ETF):

(xxix) ETF – Successor Index Event Not Applicable Provision:

INDEX LINKED PROVISIONS

44. Index Linked Provisions: Not Applicable

COMMODITY LINKED PROVISIONS

45. Commodity Linked Provisions: Not Applicable

FX LINKED PROVISIONS

46. FX Linked Provisions: Applicable

(i) Single FX Rate or basket of FX Single FX Rate Rates:

(ii) FX Rate(s): In respect of any relevant day, the TWD/USD mid exchange rate, expressed as the number of units (or fractional amounts thereof) of the Reference Currency per unit of the Base Currency, which appears on the FX Price Source at or around the Valuation Time on such day, save that if such rate is not published or announced at the Valuation Time on such day, the Calculation Agent shall determine the FX Rate in its discretion (the "FX Rate")

(iii) Reference Currency: USD

(iv) Base Currency: TWD

(v) FX Price Source: Bloomberg page "USDTWD "

Where "Bloomberg page" means, in respect of the FX Rate and any designated page, the display page so designated on

- 7 - the Bloomberg service (or such other page as may replace that page on that service for the purpose of displaying a currency exchange rate comparable to such rate, as determined by the Calculation Agent).

(vi) FX Rate Sponsor: Not Applicable

(vii) Number of FX Settlement Days: Not Applicable

(viii) Initial Valuation Date(s): Not Applicable

(ix) Interest Valuation Date(s): Not Applicable

(x) Coupon Valuation Date(s): Not Applicable

(xi) Valuation Date(s): For the purposes of determining the Final Redemption Amount, the second Exchange Business Day immediately preceding the Maturity Date

In respect of a Put Option Notice, the relevant Put Option Notice Date

(xii) Initial Averaging Date: Not Applicable

(xiii) Averaging Date(s): Not Applicable

(xiv) FX Financial Centres: Not Applicable

(xv) FX Business Day Convention: Not Applicable

(xvi) Valuation Time: 1.30 p.m., Hong Kong time

(xvii) FX Disruption Events: Price Source Disruption and/or Inconvertibility Event as specified in FX Linked Provision 7 (Definitions)

(xviii) Disruption Fallbacks:

(a) Calculation Agent Applicable – to be applied first Determination:

(b) Currency Reference Not Applicable Dealers:

(c) Fallback Reference Price: Not Applicable

(d) Other: Not Applicable

(xix) Averaging Reference Dates – Not Applicable Omission:

(xx) Fallback Valuation Date: Not Applicable

(xxi) Successor Currency: Applicable

(xxii) Rebasing: Applicable

- 8 - (xxiii) Change in Law – Increased Cost: Applicable

(xxiv) Hedging Disruption: Applicable

FUND LINKED PROVISIONS

47. Fund Linked Provisions: Not Applicable

MARKET ACCESS PARTICIPATION PROVISIONS

48. Market Access Participation Not Applicable Provisions:

LOW EXERCISE PRICE WARRANT PROVISIONS

49. Low Exercise Price Warrant Not Applicable Provisions:

GENERAL PROVISIONS APPLICABLE TO THE SECURITIES

50. New Global Note: Not Applicable

51. Form of Securities: Registered Securities

(i) Temporary or Permanent Bearer Temporary Registered Global Security which is Global Security / Registered exchangeable for a Permanent Registered Global Security, Global Security: each of which is exchangeable for Registered Definitive Securities (i) automatically in the limited circumstances specified in the relevant Registered Global Security or (ii) in the case of a Permanent Registered Global Security only, at any time at the option of the Issuer by giving notice to the Holders and the Registrar of its intention to effect such exchange on the terms as set forth in the relevant Permanent Registered Global Security

(ii) Are the Notes to be issued in the No form of obligations under French law?:

(iii) Name of French Registration Not Applicable Agent:

(iv) Representation of Holders of Notes Not Applicable / Masse:

(v) Regulation S/Rule 144A Not Applicable Securities:

52. Record Date: As set out in the General Conditions

53. Additional Financial Centre(s) (General London and Hong Kong (and, for the avoidance of doubt, Condition 12.2) or other special New York City and Taipei) provisions relating to payment dates:

- 9 - 54. Payment Disruption Event (General Condition 13):

Relevant Currency: TWD and/or USD (as applicable)

55. Extraordinary Hedge Disruption Event (General Condition 17):

(i) Extraordinary Hedge Sanctions Applicable Event:

(ii) Extraordinary Hedge Bail-in Applicable Event:

(iii) Extraordinary Hedge Currency Applicable Disruption Event:

56. Early Redemption for Tax on Applicable Underlying Hedge Transactions (General Condition 18.4(b)):

57. Disruption Event (General Condition Not Applicable 19):

58. Physical Settlement: Not Applicable

59. Calculation Agent: J.P. Morgan Securities plc

60. Redenomination, renominalisation and Not Applicable reconventioning provisions:

61. Gross Up (General Condition 18): Applicable – as specified in General Condition 18.1

(i) Exclude Section 871(m) Taxes Applicable – as specified in General Condition 18.1 from Gross Up (General Condition 18):

(ii) 871(m) Securities: Section 871(m) and the regulations promulgated thereunder will not apply to the Securities

62. Rounding: General Condition 23 applies, subject to the terms herein

63. Other terms or special conditions: Applicable – see Part C below

DISTRIBUTION

64. If non-syndicated, name and address of J.P. Morgan Securities plc of 25 Bank Street, Canary Wharf, Dealer: London E14 5JP

65. Stabilising Manager(s) (if any): Not Applicable

66. Total commission and concession: See paragraph 6

67. U.S. selling restrictions: Regulation S

- 10 - ERISA Restrictions for all Securities (including Rule 144A Securities and Securities subject to Regulation S)

JPMSP Standard Restrictions apply: The Securities may not be acquired by, on behalf of, or with the assets of any plans subject to ERISA or Section 4975 of the U.S. Internal Revenue Code of 1986, as amended, other than certain insurance company general accounts. See "Subscription and Sale – United States" and "Purchaser representations and requirements and transfer restrictions – ERISA Legends and ERISA Restrictions – (b) JPMSP Standard Restrictions" in the Offering Circular

68. ECI Holder Restrictions: Not Applicable

69. Additional Selling Restrictions: Not Applicable

70. Swiss Distribution: No

GENERAL

71. The aggregate principal amount of Notes U.S.$ 9,876,868.37 (rounded to the nearest two decimal issued has been translated into U.S. places, with 0.005 rounded upwards) dollars at the rate of TWD 1 = U.S.$ 30.374, producing a sum of (for Notes not denominated in U.S. dollars):

PURPOSE OF PRICING SUPPLEMENT

This Pricing Supplement comprises the pricing supplement required for the issue, and listing and admission to trading on the Luxembourg Stock Exchange's Euro MTF, of the Securities described herein pursuant to the Structured Products Programme for the issuance of Notes, Warrants and Certificates of J.P. Morgan Structured Products B.V., JPMorgan Chase Bank, N.A. and JPMorgan Chase & Co.

GOVERNING LAW AND JURISDICTION

Securities: English Law / Courts of England

Guarantee: English Law / Courts of England

- 11 - RESPONSIBILITY

Each of the Issuer and the Guarantor accepts responsibility for the information contained in this Pricing Supplement. Information on the Reference Asset has been extracted from publicly available sources. Each of the Issuer and the Guarantor confirms that such information has been accurately reproduced and that, so far as it is aware, and is able to ascertain from the relevant information, no facts have been omitted which would render the reproduced information inaccurate or misleading.

An investor intending to acquire or acquiring any Securities from an offeror will do so, and offers and sales of the Securities to an investor by an offeror will be made, in accordance with any terms and other arrangements in place between such offeror and such investor including as to price, allocations and settlement arrangements. The Issuer will not be a party to any such arrangements with investors (other than the Dealer(s)), in connection with the offer or sale of the Securities and, accordingly, this Pricing Supplement will not contain such information. The investor must look to the offeror at the time of such offer for the provision of such information. The Issuer has no responsibility to an investor in respect of such information.

Signed on behalf of the Issuer: By:

Duly authorised Signed on behalf of the Guarantor: By:

Duly authorised

- 12 -

57418699/Ashurst(WFUNG)/YS

- 13 - PART B – OTHER INFORMATION

LISTING AND ADMISSION TO TRADING

Application will be made for the Securities to be listed and admitted to trading on the Luxembourg Stock Exchange's Euro MTF with effect from, at the earliest, the Issue Date. No assurances can be given that such application for listing and admission to trading will be granted (or, if granted, will be granted by the Issue Date).

The Issuer has no duty to maintain the listing (if any) of the Securities on the relevant stock exchange(s) over their entire lifetime. The Securities may be suspended from trading and/or de-listed at any time in accordance with applicable rules and regulations of the relevant stock exchange(s).

RATINGS Not Applicable

INTERESTS OF NATURAL AND LEGAL PERSONS INVOLVED IN THE ISSUE

Save as discussed in the section of the Offering Circular entitled "Subscription and Sale", so far as the Issuer is aware, no person involved in the issue of the Securities has an interest material to the issue.

REASONS FOR THE ISSUE AND ESTIMATED NET PROCEEDS

(i) Reasons for the issue: Not Applicable

(ii) Estimated net proceeds: Not Applicable

POST-ISSUANCE INFORMATION

The Issuer will not provide any post-issuance information with respect to the Reference Asset, unless required to do so by applicable law or regulation.

OPERATIONAL INFORMATION

Intended to be held in a manner which would allow No Eurosystem eligibility:

ISIN: XS1451187279

Common Code: 145118727

Relevant Clearing System(s) and the relevant Euroclear/Clearstream, Luxembourg identification number(s):

Delivery: Delivery against payment

The Agents appointed in respect of the Securities are: As set out in the Agency Agreement

Registrar: The Bank of New York Mellon S.A./N.V., Luxembourg Branch

- 14 -

PART C – OTHER APPLICABLE TERMS

1. Put Option

1.1 Any Holder may, on giving not less than one Business Day's prior notice, on any Business Day falling in the period commencing on, and including, 3 August 2017 and ending on, and including, the Put Option Cut-Off Date, deliver to the Issuer a Put Option Exercise Notice in accordance with General Condition 5.2 (Redemption at the Option of Holders) (and, for the avoidance of doubt, the notice period set out in General Condition 5.2 (Redemption at the Option of Holders) shall not apply), electing to redeem one or more of the Notes held by such Holder (if validly completed and received by the Issuer, a "Put Option Notice"). Each Put Option Notice, if received any time between 8:00 a.m. and 4:00 p.m., London time, on a Business Day shall be deemed to be delivered to the Issuer on such Business Day; but if received (i) on a day other than a Business Day or (ii) after 4:00 p.m., London time, on a Business Day, shall be deemed to be delivered to the Issuer on the first Business Day immediately following such day (the date of such delivery or deemed delivery, as is applicable, being the "Put Option Notice Date"), provided that, if such first following Business Day falls after the Put Option Cut-Off Date, then such Put Option Exercise Notice will be void and of no effect, and shall not be a Put Option Notice.

1.2 Unless a Relevant Note in respect of a Put Option Notice has previously been redeemed or purchased and cancelled in accordance with the Conditions, the Issuer shall redeem each Relevant Note that is the subject of such Put Option Notice by payment of an amount in USD determined by the Calculation Agent in accordance with the following formula:

NBU  Closing Basket Level  FX Rate (Option)

2. Definitions

For these purposes, the following words and expressions shall have the following meanings:

"Aggregated Weighted Closing Market Value" means the aggregate total of the Weighted Closing Market Values of each Share in the Share Basket.

"Closing Basket Level" means a value determined by the Calculation Agent in accordance with the following formula:

Aggregated Weighted Closing MarketValue

115,967.7846

"FX Rate (Option)" means the FX Rate on the relevant Put Option Notice Date.

"NBU" or "Number of Basket Units" means 490,677.1344.

"Number of Shares" means in respect of a Share in the Share Basket, the value as specified in the column entitled "Number of Shares" in the Share Table in Part D below, in the row corresponding to such Share.

"Put-Option Cut-Off Date" means 2 July 2020.

"Put Option Exchange Date" means, in respect of a Put Option Notice Date, the Put Option Notice Date, provided that if such date is not a Scheduled Trading Day or is a Disrupted Day in respect of any Share in the Share Basket, the Put Option Exchange Date for such Share shall be the earlier of (i) the immediately following Scheduled Trading Day that is not a Disrupted Day in respect of such Share, provided that such date shall be subject to further adjustment in accordance with Share Linked Provision 1.3 (Share Basket and Reference Dates) as if such date were a Valuation Date, and (ii) the Valuation

- 15 -

Date.

"Put Option Redemption Date" means, in respect of a Put Option Notice Date, the earlier of (i) the second Business Day following the corresponding Put Option Exchange Date to fall latest in time, and (ii) the Maturity Date.

"Reference Price (Option)" means in respect of each Share in the Share Basket, the Closing Share Price of such Share on the Put Option Exchange Date for such Share, as determined by the Calculation Agent and subject to adjustment and correction in accordance with the Conditions.

"Relevant Note" means each Note (of the Specified Denomination) in respect of which a valid Put Option Notice has been delivered by a Holder to the Issuer.

"Weighted Closing Market Value" means in respect of a Share, the product of (i) its respective Reference Price (Option), multiplied by (ii) the Number of Shares corresponding to such Share.

- 16 -

PART D - SHARE BASKET TABLE

Share Issuer Bloomberg Code Number of Shares

Hon Hai Precision Industry Co Ltd 2317 TT 17328

Chunghwa Telecom Co Ltd 2412 TT 7757

Largan Precision Co Ltd 3008 TT 134

MediaTek Inc 2454 TT 2597

Delta Electronics Inc 2308 TT 1581

Taiwan Mobile Co Ltd 3045 TT 3420

Advanced Semiconductor Engineering Inc 2311 TT 8273

Catcher Technology Co Ltd 2474 TT 770

Quanta Computer Inc 2382 TT 3862

Far EasTone Telecommunications Co Ltd 4904 TT 2574

Pegatron Corp 4938 TT 3258

Asustek Computer Inc 2357 TT 742

United Microelectronics Corp 2303 TT 12624

Innolux Corp 3481 TT 2748

Siliconware Precision Industries Co Ltd 2325 TT 3116

Nanya Technology Corp 2408 TT 9952

Advantech Co Ltd 2395 TT 633

Foxconn Technology Co Ltd 2354 TT 1414

AU Optronics Corp 2409 TT 2350

Lite-On Technology Corp 2301 TT 9624

Inventec Corp 2356 TT 4422

Compal Electronics Inc 2324 TT 3587

Wistron Corp 3231 TT 309

Novatek Microelectronics Corp 3034 TT 779

Powertech Technology Inc 6239 TT 2650

General Interface Solution Holding Ltd 6456 TT 1740

- 17 -

Share Issuer Bloomberg Code Number of Shares

WPG Holdings Ltd 3702 TT 608

Winbond Electronics Corp 2344 TT 775

Formosa Sumco Technology Corp 3532 TT 3580

Macronix International 2337 TT 844

Micro-Star International Co Ltd 2377 TT 821

HTC Corp 2498 TT 504

Zhen Ding Technology Holding Ltd 4958 TT 3671

Synnex Technology International Corp 2347 TT 1667

Realtek Semiconductor Corp 2379 TT 717

Chicony Electronics Co Ltd 2385 TT 804

Yageo Corp 2327 TT 503

Silergy Corp 6415 TT 525

Tripod Technology Corp 3044 TT 85

Acer Inc 2353 TT 318

Asia Pacific Telecom Co Ltd 3682 TT 1966

Elite Material Co Ltd 2383 TT 3080

Qisda Corp 2352 TT 546

Accton Technology Corp 2345 TT 4300

King Slide Works Co Ltd 2059 TT 405

Transcend Information Inc 2451 TT 194

Voltronic Power Technology Corp 6409 TT 78

Chroma ATE Inc 2360 TT 430

Merry Electronics Co Ltd 2439 TT 95

Casetek Holdings Ltd 5264 TT 446

Kinsus Interconnect Technology Corp 3189 TT 346

King Yuan Electronics Co Ltd 2449 TT 300

FLEXium Interconnect Inc 6269 TT 1171

- 18 -

Share Issuer Bloomberg Code Number of Shares

TPK Holding Co Ltd 3673 TT 353

Wistron NeWeb Corp 6285 TT 339

Radiant Opto-Electronics Corp 6176 TT 99

Mitac Holdings Corp 3706 TT 76

Genius Electronic Optical Co Ltd 3406 TT 465

Epistar Corp 2448 TT 1091

HannStar Display Corp 6116 TT 1191

Ennoconn Corp 6414 TT 815

Compeq Manufacturing Co Ltd 2313 TT 568

Walsin Technology Corp 2492 TT 3233

Greatek Electronics Inc 2441 TT 518

Primax Electronics Ltd 4915 TT 1528

Unimicron Technology Corp 3037 TT 444

ChipMOS TECHNOLOGIES INC 8150 TT 886

Gigabyte Technology Co Ltd 2376 TT 629

Chicony Power Technology Co Ltd 6412 TT 397

Chin-Poon Industrial Co Ltd 2355 TT 569

Getac Technology Corp 3005 TT 380

Bizlink Holding Inc 3665 TT 106

Everlight Electronics Co Ltd 2393 TT 134

WT Microelectronics Co Ltd 3036 TT 57

Cheng Uei Precision Industry Co Ltd 2392 TT 440

Tong Hsing Electronic Industries Ltd 6271 TT 475

Aurora Corp/Taiwan 2373 TT 512

Sercomm Corp 5388 TT 162

Elan Microelectronics Corp 2458 TT 434

Clevo Co 2362 TT 337

- 19 -

Share Issuer Bloomberg Code Number of Shares

ASMedia Technology Inc 5269 TT 242

Shin Zu Shing Co Ltd 3376 TT 89

AmTRAN Technology Co Ltd 2489 TT 683

Systex Corp 6214 TT 178

United Integrated Services Co Ltd 2404 TT 834

Global Unichip Corp 3443 TT 646

Nan Ya Printed Circuit Board Corp 8046 TT 1455

Kinpo Electronics 2312 TT 269

Sinbon Electronics Co Ltd 3023 TT 225

IEI Integration Corp 3022 TT 281

Elite Advanced Laser Corp 3450 TT 165

Topco Scientific Co Ltd 5434 TT 328

Asia Optical Co Inc 3019 TT 258

Neo Solar Power Corp 3576 TT 93

Senao International Co Ltd 2450 TT 146

Flytech Technology Co Ltd 6206 TT 238

Pan-International Industrial Corp 2328 TT 518

TXC Corp 3042 TT 1017

Adlink Technology Inc 6166 TT 110

Concraft Holding Co Ltd 4943 TT 309

Holtek Semiconductor Inc 6202 TT 217

Formosa Advanced Technologies Co Ltd 8131 TT 226

Lotes Co Ltd 3533 TT 75

ITEQ Corp 6213 TT 442

AcBel Polytech Inc 6282 TT 302

Posiflex Technology Inc 8114 TT 518

Foxsemicon Integrated Technology Inc 3413 TT 184

- 20 -

Share Issuer Bloomberg Code Number of Shares

Alpha Networks Inc 3380 TT 72

Wah Lee Industrial Corp 3010 TT 231

Supreme Electronics Co Ltd 8112 TT 128

ShunSin Technology Holding Ltd 6451 TT 296

SDI Corp 2351 TT 182

Chaun-Choung Technology Corp 6230 TT 86

Sitronix Technology Corp 8016 TT 557

Elitegroup Computer Systems Co Ltd 2331 TT 434

FocalTech Systems Co Ltd 3545 TT 250

Thinking Electronic Industrial Co Ltd 2428 TT 120

Syncmold Enterprise Corp 1582 TT 207

Visual Photonics Epitaxy Co Ltd 2455 TT 356

Chilisin Electronics Corp 2456 TT 105

Elite Semiconductor Memory Technology In 3006 TT 283

Aten International Co Ltd 6277 TT 153

Sunonwealth Electric Machine Industry Co 2421 TT 317

Zinwell Corp 2485 TT 119

Lite-On Semiconductor Corp 5305 TT 359

Sigurd Microelectronics Corp 6257 TT 128

Arcadyan Technology Corp 3596 TT 248

OptoTech Corp 2340 TT 546

Faraday Technology Corp 3035 TT 353

Ritek Corp 2349 TT 1766

Asia Vital Components Co Ltd 3017 TT 309

I-Sheng Electric Wire & Cable Co Ltd 6115 TT 189

Holy Stone Enterprise Co Ltd 3026 TT 307

Nuvoton Technology Corp 4919 TT 236

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Share Issuer Bloomberg Code Number of Shares

Gemtek Technology Corp 4906 TT 464

Darwin Precisions Corp 6120 TT 591

Test Research Inc 3030 TT 63

Lextar Electronics Corp 3698 TT 224

Taiwan PCB Techvest Co Ltd 8213 TT 665

Sunplus Technology Co Ltd 2401 TT 208

Chang Wah Electromaterials Inc 8070 TT 441

Gintech Energy Corp 3514 TT 519

Jentech Precision Industrial Co Ltd 3653 TT 155

Eson Precision Ind Co Ltd 5243 TT 271

Taiflex Scientific Co Ltd 8039 TT 173

Giantplus Technology Co Ltd 8105 TT 187

Darfon Electronics Corp 8163 TT 216

Mirle Automation Corp 2464 TT 115

D-Link Corp 2332 TT 191

KS Terminals Inc 3003 TT 213

X-Legend Entertainment Co Ltd 4994 TT 736

CyberPower Systems Inc 3617 TT 39

CMC Magnetics Corp 2323 TT 651

Chimei Materials Technology Corp 4960 TT 106

HannsTouch Solution Inc 3049 TT 79

L&K Engineering Co Ltd 6139 TT 1877

Hannstar Board Corp 5469 TT 80

Ichia Technologies Inc 2402 TT 295

Microelectronics Technology Inc 2314 TT 280

Orient Semiconductor Electronics Ltd 2329 TT 450

Taiwan Surface Mounting Technology Corp 6278 TT 515

- 22 -

Share Issuer Bloomberg Code Number of Shares

Nishoku Technology Inc 3679 TT 806

Lumax International Corp Ltd 6192 TT 110

Lemtech Holdings Co Ltd 4912 TT 273

Vivotek Inc 3454 TT 337

Marketech International Corp 6196 TT 369

Altek Corp 3059 TT 222

ASROCK Inc 3515 TT 328

Career Technology MFG. Co Ltd 6153 TT 118

CyberTAN Technology Inc 3062 TT 171

Pan Jit International Inc 2481 TT 130

Unizyx Holding Corp 3704 TT 323

Chenbro Micom Co Ltd 8210 TT 441

Walton Advanced Engineering Inc 8110 TT 118

Weltrend Semiconductor 2436 TT 482

Well Shin Technology Co Ltd 3501 TT 79

Global Lighting Technologies Inc 4935 TT 55

Cosmo Electronics Corp 2466 TT 156

E-LIFE MALL Corp 6281 TT 106

GEM Services Inc/Tw 6525 TT 99

Huxen Corp 2433 TT 144

DFI Inc/Taiwan 2397 TT 119

RichWave Technology Corp 4968 TT 238

ITE Technology Inc 3014 TT 54

Cyberlink Corp 5203 TT 86

MIN AIK Technology Co Ltd 3060 TT 92

Global Mixed Mode Technology Inc 8081 TT 523

Gold Circuit Electronics Ltd 2368 TT 40

- 23 -

Share Issuer Bloomberg Code Number of Shares

Global Brands Manufacture Ltd 6191 TT 338

BenQ Materials Corp 8215 TT 114

Gigastorage Corp 2406 TT 302

Unitech Printed Circuit Board Corp 2367 TT 540

Sonix Technology Co Ltd 5471 TT 552

Weikeng Industrial Co Ltd 3033 TT 167

Lingsen Precision Industries Ltd 2369 TT 380

PCL Technologies Inc 4977 TT 152

Promate Electronic Co Ltd 6189 TT 179

Zippy Technology Corp 2420 TT 263

Andes Technology Corp 6533 TT 244

Sunrex Technology Corp 2387 TT 131

Meiloon Industrial Co 2477 TT 33

Ability Enterprise Co Ltd 2374 TT 174

AP Memory Technology Corp 6531 TT 149

104 Corp 3130 TT 323

Episil-Precision Inc 3016 TT 282

Lelon Electronics Corp 2472 TT 157

Jess-Link Products Co Ltd 6197 TT 320

Hitron Technology Inc 2419 TT 70

Scientech Corp 3583 TT 81

APCB Inc 6108 TT 173

Polytronics Technology Corp 6224 TT 80

Nichidenbo Corp 3090 TT 493

Advanced Optoelectronic Technology Inc 3437 TT 281

ALI Corp 3041 TT 159

Via Technologies Inc 2388 TT 182

- 24 -

Share Issuer Bloomberg Code Number of Shares

WUS Printed Circuit Co Ltd 2316 TT 123

Taimide Tech Inc 3645 TT 226

Compucase Enterprise 3032 TT 192

Solartech Energy Corp 3561 TT 371

G Shank Enterprise Co Ltd 2476 TT 103

Green Energy Technology Inc 3519 TT 166

Infortrend Technology Inc 2495 TT 175

FSP Technology Inc 3015 TT 279

TSEC Corp 6443 TT 167

Generalplus Technology Inc 4952 TT 321

Tsann Kuen Enterprise Co Ltd 2430 TT 60

Shun On Electronic Co Ltd 6283 TT 426

Unity Opto Technology Co Ltd 2499 TT 252

Kinko Optical Co Ltd 6209 TT 150

Tyntek Corp 2426 TT 162

Tainergy Tech Co Ltd 4934 TT 337

Trade-Van Information Services Co 6183 TT 325

Sinher Technology Inc 4999 TT 100

Phihong Technology Co Ltd 2457 TT 560

Daxin Materials Corp 5234 TT 93

Power Quotient International Co Ltd 6145 TT 373

Audix Corp 2459 TT 107

Zenitron Corp 3028 TT 74

Silicon Integrated Systems Corp 2363 TT 331

Topoint Technology Co Ltd 8021 TT 105

Apacer Technology Inc 8271 TT 108

Taiwan Mask Corp 2338 TT 132

- 25 -

Share Issuer Bloomberg Code Number of Shares

TA-I Technology Co Ltd 2478 TT 114

Stark Technology Inc 2480 TT 293

Young Optics Inc 3504 TT 345

Calin Technology Co Ltd 4976 TT 222

Edom Technology Co Ltd 3048 TT 159

Alchip Technologies Ltd 3661 TT 77

E-Lead Electronic Co Ltd 2497 TT 213

ShenMao Technology Inc 3305 TT 189

Apex International Co Ltd 4927 TT 142

Chia Chang Co Ltd 4942 TT 122

Alltek Technology Corp 3209 TT 138

Coxon Precise Industrial Co Ltd 3607 TT 74

Jih Lin Technology Co Ltd 5285 TT 123

ACES Electronic Co Ltd 3605 TT 121

Good Will Instrument Co Ltd 2423 TT 196

GTM Holdings Corp 1437 TT 60

WinMate Communication Inc 3416 TT 121

General Plastic Industrial Co Ltd 6128 TT 145

G Tech Optoelectronics Corp 3149 TT 118

JMC Electronics Co Ltd 6552 TT 87

Shuttle Inc 2405 TT 169

Silitech Technology Corp 3311 TT 178

EZconn Corp 6442 TT 100

Chenming Mold Industry Corp 3013 TT 159

Solomon Technology Corp 2359 TT 169

AMPOC Far-East Co Ltd 2493 TT 158

Siward Crystal Technology Co Ltd 2484 TT 77

- 26 -

Share Issuer Bloomberg Code Number of Shares

Hanpin Electron Co Ltd 2488 TT 161

Min Aik Precision Industrial Co Ltd 4545 TT 171

GeoVision Inc 3356 TT 79

Bright Led Electronics Corp 3031 TT 41

Everspring Industry Co Ltd 2390 TT 89

Unitech Computer Co Ltd 2414 TT 144

Creative Sensor Inc 8249 TT 65

Ya Horng Electronic Co Ltd 6201 TT 96

C Sun Manufacturing Ltd 2467 TT 186

Sysage Technology Co Ltd 6112 TT 66

Jye Tai Precision Industrial Co Ltd 6165 TT 114

Fullerton Technology Co Ltd 6136 TT 215

Taiwan Line Tek Electronic 2462 TT 120

Waffer Technology Co Ltd 6235 TT 74

Giga Solution Tech Co Ltd 3559 TT 114

Castles Technology Co Ltd 5258 TT 77

BrightKing Holdings Ltd 6422 TT 127

Chant Sincere Co Ltd 6205 TT 115

Biostar Microtech International Corp 2399 TT 71

Draytek Corp 6216 TT 81

APAQ Technology Co Ltd 6449 TT 133

Dynamic Electronics Co Ltd 6251 TT 107

CviLux Corp 8103 TT 281

Champion Microelectronic Corp 3257 TT 49

LIWANLI Innovation Co Ltd 3054 TT 73

Teapo Electronic Corp 2375 TT 79

KYE Systems Corp 2365 TT 52

- 27 -

Share Issuer Bloomberg Code Number of Shares

Tai Tung Communication Co Ltd 8011 TT 121

Plotech Co Ltd 6141 TT 277

Wha Yu Industrial Co Ltd 3419 TT 91

CX Technology Co Ltd 2415 TT 122

Danen Technology Corp 3686 TT 120

Cameo Communications Inc 6142 TT 169

Action Electronics Co Ltd 3024 TT 268

Tung Kai Technology Engineering Co Ltd 3018 TT 91

Harvatek Corp 6168 TT 206

Zero One Technology Co Ltd 3029 TT 98

Promise Technology Inc/Taiwan 3057 TT 349

TaiSol Electronics Co Ltd 3338 TT 162

Answer Technology Co Ltd 3528 TT 70

GEM Terminal Industrial Co Ltd 2460 TT 277

Edimax Technology Co Ltd 3047 TT 96

Avermedia Technologies 2417 TT 199

Sintronic Technology Inc 3536 TT 63

Parpro Corp 4916 TT 100

Epileds Technologies Inc 4956 TT 151

K Laser Technology Inc 2461 TT 192

HiTi Digital Inc 3494 TT 110

AV Tech Corp/Taiwan 8072 TT 100

AVer Information Inc 3669 TT 69

Young Fast Optoelectronics Co Ltd 3622 TT 133

CoAdna Holdings Inc 4984 TT 179

Powertech Industrial Co Ltd 3296 TT 45

Excel Cell Electronic Co Ltd 2483 TT 97

- 28 -

Share Issuer Bloomberg Code Number of Shares

Spirox Corp 3055 TT 129

Davicom Semiconductor Inc 3094 TT 83

Arima Communications Corp 8101 TT 205

Edison Opto Corp 3591 TT 70

Maxtek Technology Co Ltd 3315 TT 109

Azurewave Technologies Inc 3694 TT 416

Chaintech Technology Corp 2425 TT 81

Eastech Holding Ltd 5225 TT 103

I-Chiun Precision Industry Co Ltd 2486 TT 132

Advanced Power Electronics Corp 8261 TT 54

Ko Ja Cayman Co Ltd 5215 TT 61

Emerging Display Technologies Corp 3038 TT 171

Paragon Technologies Co Ltd 3518 TT 183

Leader Electronics Inc 3058 TT 172

Prime Electronics & Satellitics Inc 6152 TT 101

Lien Chang Electronic Enter 2431 TT 80

Yoko International Corp 6131 TT 110

Space Shuttle Hi-Tech Co Ltd 2440 TT 187

Copartner Technology Corp 3550 TT 7

Success Prime Corp 2496 TT 88

Mercuries Data Systems Ltd 2427 TT 102

Universal Microelectronics Co Ltd 2413 TT 85

In Win Development Inc 6117 TT 139

Cheer Time Enterprise Co Ltd 3229 TT 127

Ahoku Electronic Co 3002 TT 85

King Core Electronics Inc 6155 TT 89

San Chih Semiconductor Co Ltd 3579 TT 199

- 29 -

Share Issuer Bloomberg Code Number of Shares

Jean Co Ltd 2442 TT 115

Avision Inc 2380 TT 85

Microtek International 2305 TT 208

AboCom Systems Inc 2444 TT 47

Leadtrend Technology Corp 3588 TT 142

U-Tech Media Corp 3050 TT 205

Welltend Technology Corp 3021 TT 95

Ledtech Electronics Corp 6164 TT 82

Uniflex Technology Inc 3321 TT 100

Anji Technology Co Ltd 6477 TT 100

Syscom Computer Engineering Co 2453 TT 117

Loop Telecommunication International Inc 3025 TT 60

Billion Electric Co Ltd 3027 TT 49

Logah Technology Corp 3593 TT 97

Lead Data Inc 2443 TT 82

Onano Industrial Corp 6405 TT 65

Golden Bridge Electech Inc 6133 TT 70

Aurotek Corp 6215 TT 145

Optimax Technology Corp 3051 TT 79

Ting Sin Co Ltd 2358 TT 201

ENE Technology Inc 6243 TT 74

Solytech Enterprise Corp 1471 TT 267

Favite Inc 3535 TT 112

Inventec Besta Co Ltd 8201 TT 166

Rectron Ltd 2302 TT 128

Tai Twun Enterprise Co Ltd 3432 TT 62

Lung Hwa Electronics 2424 TT 66

- 30 -

Share Issuer Bloomberg Code Number of Shares

GMI Technology Inc 3312 TT 112

Ji-Haw Industrial Co Ltd 3011 TT 62

Uniform Industrial Corp 2482 TT 93

Enlight Corp 2438 TT 30

Fortune Information Systems Corp/Taiwan 2468 TT 47

Ares International Corp 2471 TT 95

Bestec Power Electronics Co Ltd 3308 TT 69

Para Light Electronics Co Ltd 6226 TT 99

Gamma Optical Co Ltd 3557 TT 143

Mospec Semiconductor Corp 2434 TT 110

Everfocus Electronics Corp 5484 TT 115

Kuangli Photoelectric Technology Co Ltd 6431 TT 45

Abonmax Co Ltd 2429 TT 36

Associated Industries China 9912 TT 53

Fortune Oriental Co Ltd 2491 TT 62

- 31 -

ANNEX

The Offering Circular dated 26 April 2017 has been supplemented by the following Supplement(s):

Supplement(s) Description Date

Supplement No. 1 In respect of (i) the Quarterly Report on Form 10-Q of 22 May 2017 JPMorgan Chase & Co. for the quarter ended 31 March 2017 and (ii) amendments and supplemental information to the Offering Circular

Supplement No. 2 In respect of the Current Report on Form 8-K of 28 July 2017 JPMorgan Chase & Co. dated 14 July 2017, containing the earnings press release of JPMorgan Chase & Co. for the quarter ended 30 June 2017.

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