Every 424B that Alerian MLP Index ETN (AMJB) has filed with the SEC in the last 12 months is listed below, newest first, and each one links through to the document itself with the summary and the scores our analysis gives it.
A 424B covers the supplement that carries the terms of a priced offering, so if you follow AMJB and want that one kind of document rather than the whole filing history, this is the page to keep. The company's other filings, of every form, are on the full AMJB filings page.
JPMorgan Chase Financial Company LLC is offering Auto Callable Contingent Interest Notes linked to the MerQube US Large‑Cap Vol Advantage Index, due April 22, 2032, with minimum denominations of $1,000. The notes pay monthly Contingent Interest Payments when the Index closes at or above an Interest Barrier of 70.00% of the Initial Value and are automatically called if the Index closes at or above the Initial Value on a quarterly Autocall Review Date (earliest possible automatic call: October 19, 2026). The Index is subject to a 6.0% per annum daily deduction. The original issue price totaled $286,000 (286 notes at $1,000 each), selling commissions of $9.00 per note, and an estimated value per note of $924.50. Payments are unsecured obligations of JPMorgan Financial and fully guaranteed by JPMorgan Chase & Co.; holders bear credit risk, limited liquidity, and the risk of losing principal if the Final Value is below the Trigger Value.
JPMorgan Chase Financial Company LLC priced $600,000 of Auto Callable Contingent Interest Notes linked to the MerQube US Large-Cap Vol Advantage Index, due April 22, 2031, with pricing on April 17, 2026 and expected settlement on April 22, 2026. The notes pay monthly Contingent Interest Payments when the Index is at or above an Interest Barrier of 70.00% of the Initial Value, are subject to a 6.0% per annum daily deduction applied to the Index level, and feature quarterly automatic call tests beginning April 19, 2027. If not called, final payoff depends on the Trigger Value; holders may lose some or all principal if the Final Value is below the Trigger Value.
JPMorgan Chase Financial Company LLC priced $291,000 of callable contingent interest notes due April 20, 2029, fully guaranteed by JPMorgan Chase & Co. The notes pay a Contingent Interest Payment for each Review Date where each Index closes at or above 70.00% of its Initial Value (the Interest Barrier) and may be called early beginning October 22, 2026. Investors face up to 80.00% principal loss if the Least Performing Index declines more than the 20.00% buffer at maturity. The notes were priced April 17, 2026 and are expected to settle on or about April 22, 2026.
JPMorgan Chase Financial Company LLC is offering structured Auto Callable Contingent Interest Notes due October 21, 2027, fully and unconditionally guaranteed by JPMorgan Chase & Co. The offering totals $530,000 at a price of $1,000 per note and priced on April 17, 2026 with expected settlement on or about April 22, 2026. The notes pay contingent monthly interest at a stated contingent rate when each of the Nasdaq-100, Russell 2000 and S&P 500 Indices is at or above 70% of its Initial Value on Review Dates and are automatically callable beginning with a potential call on July 17, 2026. Principal at maturity depends on the least performing Index; investors can lose a significant portion or all principal if the Least Performing Index finishes below its Trigger Value.
JPMorgan Chase Financial Company LLC is offering market-linked, auto-callable notes linked to the Class B common stock of NIKE, Inc. due April 26, 2029. Each security has a $1,000 principal amount, a contingent coupon rate set on the pricing date of at least 12.90% per annum, and quarterly contingent coupon observations. The securities are automatically called if the Underlying Stock closing price on any quarterly calculation day from July 2026 through January 2029 is greater than or equal to the starting price. The threshold price equals 60% of the starting price; if the final calculation day closing price is below that threshold you will have full downside exposure and may lose more than 40% (and possibly all) of principal. Price to public is $1,000.00 with fees and commissions of $23.25, proceeds to issuer per security $976.75. The estimated initial value per security is approximately $955.50 (minimum stated estimated value $920.00). Payments are unsecured obligations of the issuer and are fully and unconditionally guaranteed by JPMorgan Chase & Co.
JPMorgan Chase Financial Company LLC is offering Capped GEARS (debt securities) linked to an unequally weighted basket of five equity indices, with a term of approximately 14 months and a principal amount of $10.00 per Security. The Securities provide upside exposure (Upside Gearing 3.00) subject to a Maximum Gain to be finalized on the Trade Date (stated range 18.00%–21.00%). If the Basket Return is positive, payment at maturity equals $10 plus the Basket Return times Upside Gearing, capped by the Maximum Gain; if the Basket Return is zero, $10 is repaid; if negative, repayment equals $10 plus the Basket Return, exposing investors to a proportional loss of principal. Trade Date is expected April 28, 2026, Original Issue Date (settlement) April 30, 2026, Final Valuation Date June 28, 2027, and Maturity Date June 30, 2027. The Securities do not pay dividends or interest and are unsecured obligations of the issuer, fully and unconditionally guaranteed by JPMorgan Chase & Co.
JPMorgan Chase Financial Company LLC is offering Digital Contingent Buffered Notes linked to the 2-Year U.S. Dollar SOFR ICE Swap Rate. The notes pay a Contingent Digital Return of 7.00% if the Final Reference Rate is at or above the Reference Strike Rate or declines by no more than the Contingent Buffer Percentage (at least 33.10%). The Reference Strike Rate is 3.535%. Observation Date is April 30, 2027 with Maturity Date May 5, 2027. If the Final Reference Rate falls more than the buffer, investors lose principal proportionally (up to a 100% loss). The estimated value at pricing is approximately $971.90 per $1,000 note and will not be less than $965.00 per $1,000 note when set. These notes are not FDIC insured and are tied to market moves in SOFR; liquidity and tax treatment involve additional risks.
JPMorgan Chase Financial Company LLC is offering Trigger GEARS due on or about April 27, 2029. The securities are unsecured notes fully and unconditionally guaranteed by JPMorgan Chase & Co., with returns linked to an unequally weighted basket of five equity indices.
If the Basket Return is positive, investor principal per $10 is repaid plus a leveraged return equal to the Basket Return times an Upside Gearing (to be set on the Trade Date, expected 1.35–1.55). If the Final Basket Value is below the Downside Threshold (75.00% of the Initial Basket Value), investors absorb declines in full and may lose a significant portion or all principal. Issue price is $10.00 per security with a minimum purchase of $1,000. Payments and any principal repayment are subject to the creditworthiness of the issuer and guarantor.
JPMorgan Chase Financial Company LLC is offering Buffer Autocallable GEARS linked to the Russell 2000® Index with a stated Call Return of 12.00% and an Upside Gearing to be finalized on the Trade Date (expected range 1.305–1.505). Each Security has a $10.00 principal amount and the offering is structured so the Securities will be automatically called if the Underlying closes at or above the Autocall Barrier (100% of the Initial Value) on the Observation Date, producing a Call Price equal to principal plus the Call Return. If not called, holders participate in positive index performance multiplied by Upside Gearing; if the Final Value is below the Downside Threshold (90% of Initial Value) at maturity, losses exceed the 10% buffer and investors can lose up to 90% of principal. Key dates: expected Trade Date April 28, 2026, Settlement April 30, 2026, Observation Date May 4, 2027, Final Valuation Date April 27, 2029, Maturity May 1, 2029. The Securities are unsecured obligations of JPMorgan Financial, fully and unconditionally guaranteed by JPMorgan Chase & Co., and subject to issuer/guarantor credit risk.
JPMorgan Chase Financial Company LLC is offering Trigger Autocallable GEARS linked to Micron Technology, Inc. with an aggregate offering of $2,000,000. The securities pay a 20.00% Call Return if the Underlying closes at or above the Autocall Barrier (100% of the Initial Value) on the Observation Date and would be called early. If not called, positive Underlying Returns at maturity are multiplied by an Upside Gearing of 3.18; if the Final Value falls below the Downside Threshold (60.00% of Initial Value) investors incur principal loss proportionate to the decline. The Initial Value was $456.23 (closing price April 15, 2026). Principal is exposed to Micron stock performance and to the creditworthiness of JPMorgan Chase Financial and guarantor JPMorgan Chase & Co.
JPMorgan Chase Financial Company LLC is offering Medium-Term Notes, Series A: Capped Enhanced Participation Basket-Linked Notes due May 20, 2027, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are linked to an unequally weighted basket of six indices (S&P 500 75.00% weight plus five international indices). For each $1,000 principal note the payment at maturity depends on the basket return multiplied by an upside participation rate of 1.25, subject to a cap level of 116.27% and a maximum settlement amount of $1,203.375. The notes pay no interest, are unsecured, not FDIC insured, and expose holders to the issuer’s and guarantor’s credit risk. The estimated initial value was $983.20 per $1,000 note and the original issue price was 100.00%. Purchase and secondary market prices may differ from the estimated value; liquidity is limited.
JPMorgan Chase Financial Company LLC priced a structured note offering: Callable Contingent Interest Notes due April 26, 2029, fully guaranteed by JPMorgan Chase & Co. The notes pay periodic Contingent Interest Payments only if each of three indices (Nasdaq-100® Technology Sector, Russell 2000®, S&P 500®) is at or above an Interest Barrier equal to 60.00% of its Initial Value on each Review Date. Early redemption is permitted at issuer option beginning October 27, 2026. At maturity, if the Final Value of the Least Performing Index is below its Trigger Value, principal is reduced by the Least Performing Index Return; if at or above the Trigger Value, holders receive principal plus any unpaid contingent interest. Estimated value at pricing example: $969.10 per $1,000; minimum estimated value disclosed: $900.00 per $1,000. The actual Contingent Interest Rate will be provided in the pricing supplement and will be at least 8.80% per annum. Risks include potential loss of principal, issuer/guarantor credit risk, limited liquidity, and complex tax treatment.
JPMorgan Chase Financial Company LLC is offering Uncapped Accelerated Barrier Notes linked to the lesser performing of the iShares MSCI EAFE ETF (EFA) and the EURO STOXX 50® Index. The notes mature on May 5, 2031 with an observation date of April 30, 2031 and minimum denominations of $1,000. The notes provide an upside leveraged payout (an Upside Leverage Factor of at least 2.05) if both underlyings finish above their initial values. A Barrier Amount equal to 60.00% of each Initial Value protects principal only if both Final Values remain at or above that level; if either Final Value is below the Barrier, holders face dollar-for-dollar declines tied to the lesser performing underlying and could lose all principal. The notes are unsecured obligations of JPMorgan Financial and are fully and unconditionally guaranteed by JPMorgan Chase & Co.; payments are subject to the credit risk of both entities. The estimated value at pricing is approximately $948.70 per $1,000 note (will not be less than $900.00), and the notes are expected to price on or about April 30, 2026 and settle on or about May 5, 2026. The pricing supplement highlights limited liquidity, potential conflicts, tax uncertainties, and secondary-market discounts relative to original issue price.
JPMorgan Chase & Co. / JPMorgan Chase Financial Company LLC provides an underlying supplement describing the J.P. Morgan Tactical Blend Index, a rules-based, notional index that allocates dynamically between an equity constituent (the J.P. Morgan U.S. Low Volatility Index (Total Return)) and a defensive constituent (either a bond index or a currency ETF), subject to a 0.85% per annum daily deduction. The Index targets a 5.0% annualized realized volatility with a 150% maximum total weight and uses momentum and realized-volatility signals (including a 60-day momentum test and look-backs of 5, 63 and 756 days) to rebalance. The supplement highlights governance, conflicts of interest, the notional (synthetic) nature of the Index, potential for prolonged defensive exposure, drag from the Index Adjustment and financing cost, and numerous operational, market, liquidity and model-risk factors relevant to notes linked to the Index.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC may offer notes linked to the MerQube US Large‑Cap Vol Edge Index, a rules‑based index providing dynamic exposure to E‑mini S&P 500 futures with a maximum exposure of 400% and a 4% cap on monthly upside. The supplement explains index construction, monthly rebalancing tied to a 20% target volatility (using TWAP implied volatility on SPY options), governance, market‑disruption and adjustment provisions, and material conflicts (an affiliate holds ~10% equity in the Index Sponsor). Terms for each note issuance will appear in separate term sheets or pricing supplements.
JPMorgan Chase Financial Company LLC is offering Inverse VIX® Short-Term Futures ETNs linked to the S&P 500® VIX® Short-Term Futures Points-Change Inverse Daily Index TR. Each note has a Principal Amount of $25 per note, an Inception Date of March 19, 2025, an Initial Issue Date of March 21, 2025, and a Maturity Date of March 22, 2045. The ETNs seek positive returns when the Index appreciates but are subject to a Daily Fee Deduction of 0.85% per annum and an early repurchase fee of 0.125%. The notes expose holders to issuer and guarantor credit risk of JPMorgan entities, potential illiquidity, daily points-change methodology (not percentage-change), roll costs, volatility drag, and complex tax treatment. Holders may lose some or all of their investment; issuer may redeem early and may issue additional notes, affecting liquidity and market price.
JPMorgan Chase Financial Company LLC issues a product supplement for equity-linked notes guaranteed by JPMorgan Chase & Co. The supplement outlines that the unsecured, unsubordinated notes will pay returns tied to one or more Market Measures (indices, ETFs, individual stocks, baskets, or best/worst-performing components), may pay contingent or fixed coupons, and may not guarantee return of principal. Each issue’s specific terms—including Market Measure, maturity, coupon, listing, and any early-call features—will be set forth in a separate term sheet. Notes are issued in whole-unit denominations with a default principal amount of $10.00 per unit, are payable in U.S. dollars, and are subject to the issuer’s and guarantor’s credit risk. The supplement emphasizes hedging, valuation, liquidity, tax, and Market Measure risks and directs investors to read the applicable term sheet and risk factors before investing.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC describe a flexible series of structured notes linked to one or more Reference Stocks, Indices or Funds. Terms for each issuance will be set in a separate relevant terms supplement and will govern pricing, Determination Dates, Payment Dates, interest (if any), and settlement mechanics, including possible physical delivery of shares for certain JPMorgan Chase & Co. issuances. Payments depend on the performance of the specified Underlying(s) and are subject to issuer and guarantor credit risk, calculation agent discretion (JPMS), market-disruption postponements, and limited adjustment protections for corporate events.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC describe generic terms for structured notes linked to one or more reference stocks, indices or funds. The product supplement explains how payments, determination dates, valuation mechanics, hedging, conflicts of interest and various risks (including credit, market, secondary‑market and cryptocurrency delisting risks) are handled.
The notes may be issued by either JPMorgan Chase & Co. or JPMorgan Financial and, if issued by JPMorgan Financial, are fully guaranteed by JPMorgan Chase & Co. Specific economic terms, including Principal Amount, payment mechanics, Determination Dates and any interest or physical‑settlement provisions, will be set in a separate terms supplement for each issuance.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC offer structured notes linked to one or more indices converted into U.S. dollars. Terms (including issuer, guarantor, Determination Dates, Payment Dates, valuation mechanics and calculation agent) will be set in a separate relevant terms supplement. The notes are unsecured, subject to issuer and guarantor credit risk, may not pay interest, may return $0 for negative calculations, and rely on an internal funding rate and internal pricing models for estimated value. Repurchase mechanics, postponement rules for Determination/Payment Dates, change-in-law acceleration rights, and significant conflicts of interest (JPMS as calculation agent and hedge counterparty) are described.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC offer notes linked to the J.P. Morgan Efficiente® Plus Index Series that reference a notional dynamic portfolio of up to 20 ETFs plus a cash index, subject to a 0.85% per annum daily deduction and a notional financing cost. Each Index targets a volatility threshold (for example, 5% or 8%) and selects monthly notional portfolios from capped ETF weights (increments of 5%) and sector limits; Daily Series Indexes apply daily exposure adjustments (exposure may vary up to 200%, with a daily exposure-change cap of 50%).
The supplement describes Index mechanics, constituent ETFs and cash index methodology, governance (JPMS as sponsor and calculation agent), conflicts of interest, and risk factors including financing-cost drag, momentum strategy risks, concentration and liquidity risks, currency and emerging‑market exposure, and replacement rules for extraordinary events.
The supplement describes notes linked to the J.P. Morgan Kronos+℠ Index, a notional, rules-based index maintained by J.P. Morgan Securities LLC that seeks dynamic exposure (0%, 100% or 200%) to the S&P 500® with a daily 0.95% per annum Index Deduction and, when leveraged, a notional financing cost. The Index rebalances up to six times monthly using turn-of-the-month, options-expiry momentum and month-end mean-reversion rules; its level was set to 0.05 on July 7, 1954 and was calculated live beginning December 22, 2020. The supplement highlights governance, market-disruption, succession and interest-rate risk, and notes that index rules, determinations and amendments are controlled by the Index Sponsor and Calculation Agent.
The Issuer and guarantor may offer notes linked to the MerQube U.S. Large Cap Volatility Plus Index, an index designed to provide variable, rules-based leveraged exposure to the daily return of the MerQube SPY Total Return Index II while targeting realized volatility 15% higher than the Constituent. The Index applies a 2.0% per annum daily deduction and a notional financing cost referenced to SOFR, and employs a daily-adjusted leverage factor subject to a maximum of 300% and an implicit minimum of 100%. The Index was established on May 28, 2025 and is reported under ticker MQUSLVP. The supplement explains methodology, governance, risks (including leverage, volatility targeting, financing-cost drag and sponsor discretion), calculation agent discretion for disruptions, and related background on the Constituent, the SPY Fund and SOFR.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC may offer notes linked to indices in the J.P. Morgan Futures Index Series. The supplement describes the two Indices (E-mini Nasdaq-100 and E-mini Russell 2000 futures-based excess return indices), index methodology, roll mechanics (a 20% roll over a five-day period), risks tied to futures markets and sponsor discretion, and operational rules including market disruption and succession provisions.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC offer structured notes linked to one or more reference currencies (each relative to a base currency), commodities, commodity futures contracts or commodity indices. Payments, valuation methods, Determination Dates and Payment Dates are set in each relevant terms supplement; estimated value is comprised of a fixed‑income component and one or more derivative components. Notes issued by JPMorgan Financial are fully and unconditionally guaranteed by JPMorgan Chase & Co. and are unsecured, unsubordinated obligations; payments on notes linked to commodity futures or indices may be affected by a commodity hedging disruption event.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC publish a product supplement for Notes Linked to One or More Underlying Stocks, Indices or Funds that describes general terms, risks and valuation mechanics for structured notes. The supplement states any computed negative payment will be $0 and references an estimated value methodology tied to an internal funding rate and internal pricing models. The document highlights credit risk of the Issuer/Guarantor, potential early redemption/acceleration events, limited secondary market liquidity, conflicts of interest from affiliated hedging and JPMS’s role as calculation agent, and specialized risks for Non-U.S. and Commodity-linked notes.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC may offer notes linked in whole or in part to the J.P. Morgan Total Return Index (the "Index"). The underlying supplement describes the Index methodology, risks, the 12 iShares® ETF Constituents, monthly portfolio selection and rebalancing mechanics and the roles of J.P. Morgan Securities LLC as Index Sponsor and Calculation Agent. The Index is a notional, momentum-based allocation across up to 12 U.S. dollar fixed-income ETFs with constituent weight increments of 5%, individual maximum weights generally of 20% and sector caps (for example, U.S. Treasury Sector: 50%). The Index targets a volatility threshold initially set at 5% and was set to a base level of 100.00 on May 3, 2004, with live calculation beginning on July 13, 2017. The supplement highlights conflicts of interest, index discretion, substitution and market disruption provisions, hypothetical back-tested limitations and ETF-specific risks.
JPMorgan Chase is offering notes linked to the MerQube Vol Advantage Index Series, each index subject to a 6.0% per annum daily deduction. Two "Fund Indices" (US Tech+ and Bitcoin) also incur a notional financing cost deducted daily (SOFR plus a fixed spread of 0.50% and 1.25%, respectively).
Each Index targets a 35% implied volatility and adjusts exposure weekly or monthly, subject to a maximum exposure of 500%. The indices are excess-return constructs that use leverage and futures or ETF exposures; the deductions and leverage can materially reduce or magnify returns. The supplement discloses governance links between JPMorgan affiliates and the Index Sponsor and details index mechanics, rebalancing, calculation conventions, and specific risks for futures, gold and bitcoin exposures.
JPMorgan offers notes linked to the J.P. Morgan Large‑Cap Dynamic Blend℠ 5 Index, a JPMS‑developed rules‑based index that targets an annualized realized volatility of 5.0% and applies a daily deduction of 0.50% per annum. The Index references a notional mix of an equities futures component (S&P 500 futures) and a 2‑year U.S. Treasury futures component and rebalances daily between those Portfolio Constituents using two realized‑volatility measures. The Index Level was set to 100.00 on July 25, 1990 and was calculated live beginning March 2, 2022. The prospectus supplement warns that the Index may be significantly uninvested on some days, that negative roll returns and correlation between constituents may reduce returns, and that JPMS (the Index Sponsor and Calculation Agent) has broad discretion over index rules, substitutions and determinations.
JPMorgan Chase Financial Company LLC is offering Alerian MLP Index® ETNs (listed as the 2044 notes, ticker AMJB) that are unsecured obligations of JPMorgan Financial and fully guaranteed by JPMorgan Chase & Co. Payments are linked to the VWAP level of the Alerian MLP Index and to cash distributions on its MLP components. Coupon payments, if any, are variable and subject to a 0.85% per annum investor fee and an investor-fee shortfall carryforward. Principal at maturity and early repurchase or redemption payments are based on the arithmetic average VWAP level over a five-day measurement period. Holders face issuer/guarantor credit risk, uncertain U.S. federal income tax treatment (including potential application of Section 1260), limited liquidity, minimum weekly repurchase requests of 50,000 notes subject to a 0.125% repurchase fee, and potential conflicts from issuer hedging and trading activities. Use of proceeds is expected to be lent to affiliates for general corporate purposes and hedging.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC describe standardized terms for notes linked to reference currencies, commodities, commodity futures contracts or commodity indices. The product supplement explains valuation mechanics (initial, final, strike values), Determination Dates and Payment Dates, calculation agent role (typically J.P. Morgan Securities LLC), credit and hedging risks, potential early acceleration for commodity hedging disruption events, limited secondary market liquidity, and tax and regulatory considerations.
The supplement emphasizes that estimated values use the issuer’s internal funding rate and internal pricing models, that estimated value will generally be lower than the original issue price, and that investors may lose principal.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC describe the terms and risks for structured notes linked to one or more Reference Stocks, Indices or Funds. The product supplement explains valuation mechanics (initial, final and strike values), Determination Dates and Payment Dates, payment outcomes including Physical Delivery Amount for certain issues, and issuer/guarantor credit risk and hedging-related conflicts. It highlights events that can affect timing or amount of payments, including change-in-law events and commodity hedging disruption events, and notes JPMS will act as calculation agent and may serve as market-maker. The supplement also summarizes estimated-value methodology, secondary market considerations, repurchase procedures (Repurchase Notice deadline 4:00 p.m. New York City time) and key tax and regulatory cautions.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC offer notes linked to the S&P Risk Control Index Series that provide variable notional exposure to underlying S&P indices while targeting specific annualized volatilities. Each Index adjusts a daily "leverage factor" (0%–150%) to target volatility (examples: 5%, 8%, 10%) and deducts a daily notional financing cost; the S&P Global 100 risk control index also deducts a 0.50% per annum Index Deduction. The supplements and term sheets govern specific issuances; risks include the drag from financing costs and deductions, potential failure to meet target volatility, limited operating history for the Global 100 risk control index and dependency on SOFR or Effective Federal Funds Rate methodologies.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC filed a prospectus addendum dated April 17, 2026 that supersedes prior prospectuses and supplements dated on or before that date. The addendum permits these documents to be used for reopenings of notes and for market‑making transactions in notes originally issued under earlier prospectuses.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC publish an underlying supplement describing structured notes linked to a wide range of indices and ETFs, including equity, futures and commodity benchmarks and many named Funds. The supplement lists index methodologies, governance, licensing and risk disclosures and states that specific issuance terms will appear in separate terms supplements.
The document explains index constructions (e.g., price-weighted and free-float adjusted methods), eligibility and rebalancing rules for the named indices and clarifies that licensors make no warranties and bear no liability for the notes.
JPMorgan Chase & Co. and its subsidiary JPMorgan Chase Financial Company LLC file a prospectus supplement for Series E (JPMorgan Chase) and Series A (JPMorgan Financial) medium-term notes, warrants and units under Registration Statement Nos. 333-293684 and 333-293684-01. The supplement describes broad program terms, currency- and index-linked payment mechanics, payment and book-entry procedures, tax and withholding risks (including Section 871(m)), foreign-exchange risks, and limitations related to resolution regimes and loss-absorption in a resolution scenario. The board has authorized issuance under the registration statement with an aggregate initial public offering price not to exceed $130 billion for each registrant; context figures for outstanding series are provided in the supplement.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC publish a product supplement and related prospectus materials describing general terms for Interest Rate-Linked Notes and Interest Rate and Equity Index-Linked Notes. The supplement explains issuer/guarantor roles, payment mechanics (Determination/Observation/Payment Dates), interest and day‑count conventions, valuation of Underlyings (including Compounded SOFR and ICE Swap Rates), estimated value methodology, secondary market considerations and material risks, and directs investors to the relevant terms supplement for offering‑specific details. April 17, 2026 is shown as the supplement date.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC are offering notes linked in whole or in part to the J.P. Morgan Multi-Asset Index (MAX Index). The underlying supplement describes the Index methodology, constituents, rebalancing mechanics and risks, including a 1.00% per annum daily deduction and a target volatility threshold of 4%.
The Index is a notional, futures-based, momentum strategy that selects a monthly “Selected Portfolio” from up to 10 Constituents with weights in 5% increments and caps/floors on individual and asset-class exposure; calculation began live on November 18, 2022 and the Index base level was 100.00 on February 22, 1994. The supplement emphasizes rule discretion by JPMS, concentration, currency and futures risks, and that the notes are not bank deposits nor CFTC‑regulated instruments.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC propose notes linked to the J.P. Morgan Gold Excess Return Index, a notional index that tracks SPDR Gold Shares (GLD) returns less a daily notional financing cost tied to SOFR. The Index was set to 100.00 on April 2, 2018 and began live calculation on December 13, 2024. JPMS sponsors and calculates the Index and may amend rules, replace the Constituent, or terminate publication at its discretion. The notes are unsecured, not bank deposits, not FDIC insured and involve the risks described under Risk Factors, including drag from the SOFR-linked notional financing cost and potential market disruption or succession events affecting GLD or SOFR.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC offer notes linked to the J.P. Morgan Dynamic Blend℠ Index, a notional, rules-based index that dynamically allocates between a US large-cap equities futures index and a 2-year US Treasury futures index while targeting 3.0% annualized realized volatility. The Index level reflects weighted returns of the two portfolio constituents less a daily 0.95% per annum deduction. The Index is an excess-return, notional construct (no underlying assets are owned) maintained and calculated by J.P. Morgan Securities LLC; the Rules govern calculation, succession events, market disruptions, and discretionary adjustments. Term sheets or pricing supplements will specify the terms of any particular note issuance.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC publish a product supplement and terms framework for Interest Rate‑Linked Notes and Interest Rate and Equity Index‑Linked Notes. The supplement describes issuer/guarantor structures, payment mechanics (Determination/Observation/Payment Dates), interest calculation conventions, valuation methodology, estimated value vs. original issue price, secondary market considerations, hedging and conflicts of interest, benchmark transition mechanics and key risks including credit risk, liquidity risk and index‑related risks. The document references governing indentures and DTC book‑entry issuance and states JPMS is the usual calculation agent and market counterparty.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC offer structured notes linked to one or more Reference Stocks, Indices or Funds. Terms for each issuance (including Principal Amount, Determination Dates, Payment Dates, interest and maturity) are set in a separate relevant terms supplement. Payments depend on the specified Underlying(s) and may be zero; notes are unsecured, subject to the issuer/guarantor credit risk, and may be accelerated upon specified change‑in‑law or commodity hedging disruption events.
Estimated value at pricing uses an internal funding rate plus derivative valuation; secondary market prices may be lower than original issue price. The product supplement highlights material risks, hedging conflicts, limited liquidity and uncertain tax treatment.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC describe standardized terms for notes linked to stocks, indices or funds, including payment mechanics, valuation, hedging, and material risks. The product supplement explains issuer/guarantor allocation, determination and payment date postponements, potential acceleration triggers and secondary-market and tax risks.
JPMorgan Chase Financial Company LLC is offering Structured Investments Uncapped Accelerated Barrier Notes linked to the MerQube US Tech+ Vol Advantage Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are designed to provide an uncapped leveraged upside (an Upside Leverage Factor of at least 2.80) if the Index appreciates, but expose investors to substantial principal loss if the Index closes below a Barrier Amount of 50.00% of the Initial Value.
The Index level reflects a 6.0% per annum daily deduction and a notional financing cost tied to the QQQ Fund; these deductions will materially reduce or reverse index gains. Estimated value at pricing would be approximately $948.20 per $1,000 note (not less than $920.00), with expected pricing on or about April 24, 2026 and settlement on or about April 29, 2026. The notes are unsecured obligations of JPMorgan Financial and subject to the credit risk of both issuer and guarantor.
The issuer JPMorgan Chase Financial Company LLC is offering 5‑year uncapped accelerated barrier notes linked to the MerQube US Tech+ Vol Advantage Index (Bloomberg: MQUSTVA). Pricing date is April 24, 2026, observation date April 24, 2031 and maturity April 29, 2031. The Index level reflects a 6.0% per annum daily deduction and a daily notional financing cost. Terms state an Upside Leverage Factor of at least 2.80 and a Barrier Amount equal to 50.00% of the Initial Value. Estimated value at issuance will be no less than $920.00 per $1,000 principal. Payments depend on Final Value versus Initial Value and the barrier; loss of principal is possible. Any payment is subject to issuer and guarantor credit risk.
JPMorgan Chase Financial Company LLC is offering Auto Callable Contingent Interest Notes linked to the least performing common stock of WFC, BAC, GS and SCHW, with a $1,000 principal amount per note.
The notes are expected to price on or about April 24, 2026 and settle on or about April 29, 2026, mature on April 27, 2029, and pay Contingent Interest at a rate of at least 9.25% per annum (at least 0.77083% per month) when each Reference Stock on a Review Date is at or above an Interest Barrier equal to 52.00% of its Initial Value. The estimated value at pricing would be approximately $927.20 per $1,000 note and will not be less than $900.00 per $1,000 note. If not called, maturity payoff depends on the Least Performing Reference Stock and can result in a loss of more than 48.00% of principal (or a total loss).
JPMorgan Chase Financial Company LLC is offering callable Contingent Interest Notes due April 27, 2029, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are priced on or about April 24, 2026 and expected to settle on or about April 29, 2026.
The notes pay a Contingent Interest Payment for each Review Date only if the closing value of each underlying (XLK, XLRE and the S&P 500 Index) is at or above an Interest Barrier of 50.00% of its Initial Value. The Contingent Interest Rate will be at least 7.90% per annum. At maturity, if any underlying’s Final Value is below its Trigger Value, principal repayment is linked to the Least Performing Underlying and could be reduced below 50% or to zero.
JPMorgan Chase Financial Company LLC is offering $7,547,740 of Trigger GEARS due April 17, 2036, unsecured and fully guaranteed by JPMorgan Chase & Co., sold at $10.00 per Security (minimum $1,000).
The return is linked to an unequally weighted basket of five indices (EURO STOXX 50 40.00%, Nikkei 225 25.00%, FTSE 100 17.50%, SMI 10.00%, S&P/ASX 200 7.50%). If the Basket Return is positive, investors receive principal plus Basket Return × Upside Gearing (1.69). If the Final Basket Value falls below the Downside Threshold (65.00% of initial = 65), principal is reduced pro rata to the Basket decline. The estimated value at pricing was $8.916 per $10 principal amount. The securities pay no interest or dividends and repayment is subject to issuer/guarantor creditworthiness.
JPMorgan Chase Financial Company LLC priced $9,304,000 of Digital Equity Notes due 2027, fully guaranteed by JPMorgan Chase & Co. Each $1,000 principal note links to the S&P 500® Index with trade date April 15, 2026, original issue date April 20, 2026, determination date July 12, 2027 and stated maturity July 14, 2027.
Notes pay no interest. If the final index level is ≥ 90.00% of the initial level, each $1,000 note pays the threshold settlement amount of $1,123.50. If the index declines by more than 10.00%, returns are negative and you could lose some or all principal. Estimated value at pricing was $995.80 per $1,000; original issue price was 100.00%.