Alerian MLP Index ETNs due January 28 2044 (AMJB) 424B Filings

J.P. Morgan provides an index supplement for the J.P. Morgan Multi-Asset Index, which is used as the underlying for certain structured notes. The document presents detailed monthly and annual percentage returns based on hypothetical backtested performance from February 22, 1994 through November 17, 2022 and actual index performance from November 18, 2022 through January 31, 2026.

It also shows how the index’s reference portfolio has historically shifted weights among equity, fixed income and alternative futures, including S&P 500, Russell 2000, DAX, TOPIX, U.S. Treasuries, Euro-Bund, JGB, Brent crude oil and gold. The index is an excess return index, is subject to a 1.00% per annum daily deduction and follows a momentum-based, regularly rebalanced strategy.

The supplement emphasises that both historical and backtested results and past constituent allocations are not indicative of future performance or future index weights and highlights extensive risks, including volatility, correlation, concentration, futures, fixed income, non‑U.S. markets, short positions and margin risks.

JPMorgan Chase Financial Company LLC is offering auto callable buffered return enhanced notes linked to the MSCI Emerging Markets Index. The notes can be automatically called on the review date if the index is at or above its initial level, paying $1,000 plus at least a 14.20% call premium per note.

If not called and the index rises, investors receive uncapped leveraged upside of at least 1.25x the index gain. If the index finishes down by up to 15.00%, principal is returned; below that buffer, losses match the index decline, up to full principal loss. The notes pay no interest or dividends, are unsecured obligations of JPMorgan Financial guaranteed by JPMorgan Chase & Co., and their estimated value at pricing is expected to be below the $1,000 issue price.

JPMorgan Chase Financial Company LLC is offering auto callable contingent interest notes linked to the common stock of Oracle Corporation. The notes pay a contingent coupon of at least $70.275 per $1,000 note on each review date if Oracle’s share price is at or above a barrier set at 75% of the strike price.

The notes can be automatically called as early as May 26, 2026 if Oracle’s share price is at or above the $159.89 stock strike level on a review date, returning $1,000 plus the applicable coupon and any unpaid coupons. If held to maturity on February 26, 2027 and no trigger event occurs, investors receive principal plus due coupons.

A trigger event occurs if the final stock price is below the $119.9175 trigger level, in which case principal is reduced using a 1.33333 downside leverage factor and investors can lose some or all of their investment. The notes are unsecured obligations of JPMorgan Financial, fully and unconditionally guaranteed by JPMorgan Chase & Co., and do not provide dividend or ownership rights in Oracle shares.

J.P. Morgan Multi-Asset Index is a rules-based benchmark that allocates across up to 10 futures-based indices spanning equities, bonds and alternatives in major developed markets. It rebalances at least monthly into the portfolio with the strongest recent performance, generally subject to a volatility threshold and concentration limits, and applies a daily 1.00% per annum fee.

From January 2016 through January 2026, the Index shows a 1-year return of 7.94%, a 10-year annualized return of 2.66% and a 10-year annualized volatility of 4.48%, producing a Sharpe ratio of 0.59. Over the same period, a Domestic 30/70 Portfolio (ER) returned 3.33% annually with 6.29% volatility (Sharpe 0.53), while a Global 30/70 Portfolio (ER) returned 2.09% annually with 6.17% volatility (Sharpe 0.34). A significant portion of recent allocations has been to U.S. and German government bond futures, with varying exposures to U.S., German and Japanese equity futures plus oil and gold futures.

The document stresses that much of the history before November 18, 2022 is hypothetical backtested performance and that both backtested and actual past results are not indicative of future returns. It lists extensive risks, including index sponsor conflicts, the impact of the 1.00% annual fee, momentum strategy limitations, high bond exposure, futures trading risks, correlation and concentration risks, and the potential use of notional short positions.

J.P. Morgan’s Total Return Index is described using a long history of hypothetical backtested and actual performance, starting in May 2004 and running through January 2026. Early years rely on alternative “proxy” performance for several exchange-traded funds before they launched or met liquidity standards.

The index allocates monthly among U.S. Treasuries, investment-grade and high-yield credit, agencies, inflation-protected bonds, emerging markets debt, floating-rate notes and preferred stock, with weights rebalanced under a set methodology. Results before July 2017 are entirely hypothetical, and even after launch some weights may have been influenced by proxy data.

The document stresses that historical and backtested returns and allocations are not predictive of future results. It highlights risks tied to a momentum-based strategy, fixed-income and emerging-markets exposures, ETF tracking differences, index rebalancing constraints, and the credit risk of JPMorgan Chase Bank, N.A. Investments linked to the index may therefore experience materially different performance than the figures shown.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering structured Review Notes linked to the Nasdaq‑100, Russell 2000 and S&P 500 indices, maturing in February 2029.

The notes may be automatically called on review dates in 2027, 2028 or 2029 if each index closes at or above 102% of its initial level, paying back principal plus a call premium of at least 15.40%, 30.80% or 46.20% of the $1,000 denomination, respectively. If not called and all indices finish at or above 70% of their initial levels, investors receive principal back at maturity.

If any index ends below its 70% barrier and the notes were not called, repayment is reduced one‑for‑one with the decline of the worst‑performing index, so investors can lose more than 30% and up to all principal. The estimated value on the pricing date is expected to be below the $1,000 issue price, reflecting selling commissions, hedging costs and JP Morgan’s internal funding rate, and the notes pay no interest or dividends.

The document is a performance update for the MerQube US Small-Cap Vol Advantage Index, which underlies certain notes registered under an existing shelf. The index provides rules-based exposure to E-Mini Russell 2000 futures, targeting 35% volatility with exposure that can range from 0% to 500% of futures notional.

The index deducts a 6.0% per annum fee on a daily basis and was established on June 21, 2022, with levels published under the Bloomberg ticker MQUSSVA. The update presents hypothetical and actual historical performance from January 2016 through January 2026, along with recent leverage levels for late 2025 and January 2026.

The document stresses that backtested results are hypothetical, were calculated by MerQube, have not been independently verified, and may differ materially from future performance. It highlights numerous risks, including leverage, futures and small-cap equity exposure, index adjustments by MerQube, and the possibility that the index may not meet its volatility target. It also reiterates that notes linked to the index are unsecured investments, not bank deposits and not insured by the FDIC.

JPMorgan provides an index supplement for notes linked to the MerQube US Small-Cap Vol Advantage Index, showing hypothetical backtested monthly and annual returns from January 7, 2005 through June 17, 2022 and actual index performance from June 21, 2022 through January 31, 2026.

The document stresses that historical and backtested results are illustrative and not indicative of future performance, and highlights key risks such as a 6.0% per annum daily deduction, significant leverage, small-cap equity exposure, futures contract volatility, potential periods when the index is uninvested, and limited operating history since June 21, 2022.

J.P. Morgan Total Return Index provides a dynamic allocation across 12 U.S. dollar fixed income ETFs, rebalancing monthly into the basket with the highest prior 6‑month performance, generally subject to a 5% historical volatility threshold and concentration limits.

From January 2016 to January 2026, the Index shows a 1‑year return of 5.53%, a 3‑year annualized return of 4.71%, a 5‑year annualized return of 1.43% and a 10‑year annualized return of 3.03%. Over 10 years, annualized volatility was 5.18% with a Sharpe Ratio of 0.08.

Recent monthly weights between September 2025 and February 2026 shifted across U.S. Treasuries, investment‑grade credit, high yield, emerging markets debt, agency MBS, inflation‑protected securities, floating rate and preferred stock ETFs. The document stresses that past and hypothetical backtested performance are not indicative of future results and highlights risks, including momentum strategy risk, fixed‑income and credit risks, ETF tracking risk, correlation risk, and the limited operating history of the Index established on July 13, 2017.

J.P. Morgan provides an index supplement for notes linked to the MerQube US Gold Vol Advantage Index, which references gold futures and targets volatility using leverage and the ability to be partly or fully uninvested.

The Index incorporates a 6.0% per annum daily deduction and is structured as an excess return index, so it does not reflect interest on cash that could be notionally invested. Historical performance shown from December 26, 2007 to February 10, 2025 is entirely hypothetical backtested, with actual Index performance beginning on February 11, 2025.

The document stresses that historical and backtested returns are not indicative of future results and highlights multiple risks, including leverage, gold concentration, futures market disruptions, margin changes, and the Index’s limited operating history. It also clarifies that notes linked to the Index are not bank deposits, are not FDIC insured, and involve investment suitability considerations for each investor.

JPMorgan Chase Financial Company LLC is issuing market-linked, auto-callable notes linked to the State Street Energy Select Sector SPDR ETF, fully guaranteed by JPMorgan Chase & Co. The $1,000-denomination securities pay no interest and return depends on the ETF’s performance.

If the ETF’s closing price on February 25, 2027 is at or above the starting price, the notes are automatically called for at least 115.35% of principal. If held to February 23, 2029 and not called, investors get 125% of any ETF gain, full principal back for losses up to 10%, and 1‑to‑1 losses beyond that, with up to 90% of principal at risk. The public issue price is $1,000 per security, with estimated value currently about $961.30 after selling commissions and hedging costs.

J.P. Morgan provides a February 2026 performance update for the MerQube US Gold Vol Advantage Index, which underlies certain notes issued under an existing shelf registration. The index offers dynamic, rules-based exposure to an unfunded rolling position in COMEX Gold futures while targeting 35% volatility.

The index can vary its futures exposure between 0% and 500% and applies a 6.0% per annum daily deduction. It rebalances monthly based on one‑month implied volatility and was established on February 11, 2025, with levels published on Bloomberg under ticker MQUSGVA. The update presents hypothetical backtested performance from January 2016 through February 10, 2025 and actual performance from February 11, 2025 through January 31, 2026, together with detailed monthly returns and exposure levels for late 2025 and January 2026.

The materials stress that historical and especially hypothetical backtested results have inherent limitations and are not indicative of future outcomes. They also highlight numerous risks, including leverage, volatility, futures market structure, gold concentration, and the index’s excess‑return design and limited operating history.

JPMorgan Chase Financial Company LLC is offering auto callable accelerated barrier notes linked to the least performing of the Nasdaq-100, Russell 2000 and S&P 500 indices, fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes have a $1,000 minimum denomination and may be automatically called as early as February 18, 2027 if each index is at or above its Call Value, paying back principal plus a Call Premium Amount of at least $227.50 per $1,000 note. If not called and all final index levels exceed their initial values, holders receive an uncapped leveraged gain of 1.25 times the least performing index’s return. If any index finishes between its initial value and a 70% barrier, investors receive only principal, and if any ends below the barrier they lose 1% of principal for every 1% decline in the least performing index, up to a total loss. The issuer discloses an estimated value of about $979.80 per $1,000 note if priced today and not less than $940.00 at pricing, highlights significant credit, market, liquidity and valuation risks, and notes that the notes pay no interest or dividends.

JPMorgan Chase Financial Company LLC is offering $709,000 of auto callable contingent interest notes linked to the MerQube US Tech+ Vol Advantage Index, fully guaranteed by JPMorgan Chase & Co. The notes pay a 11.25% per annum contingent coupon when the Index is at or above 60% of its initial level on a review date.

The notes may be automatically called starting August 10, 2026 if the Index is at or above its initial level, returning $1,000 per note plus the applicable coupon. If the Index finishes below the 60% trigger at maturity, principal losses are one-for-one and can reach 100%. Index performance is reduced by a 6.0% per annum daily deduction and a notional financing cost, and the notes’ estimated value at pricing was $905.80 per $1,000, below the $1,000 issue price. The notes are unsecured, illiquid instruments exposed to JPMorgan credit risk.

JPMorgan Chase Financial Company LLC is offering auto callable contingent interest notes linked separately to the Russell 2000 Index, the S&P 500 Index and the State Street Technology Select Sector SPDR ETF, fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes may pay a monthly contingent coupon at a rate of at least 8.45% per annum if on a review date the closing value of each underlying is at or above 70% of its initial value. Automatic call can occur as early as August 13, 2026 if each underlying is at or above its initial value, returning principal plus the applicable coupon.

If the notes are not called and any underlying finishes below 60% of its initial value at maturity, repayment is reduced one-for-one with the decline of the worst performer, and investors can lose most or all principal. The indicative estimated value is about $964.60 per $1,000, and will not be less than $900.00, reflecting embedded fees, hedging costs and issuer funding assumptions. The notes are unsecured, subject to issuer and guarantor credit risk, not listed, and pay no dividends.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering callable contingent interest notes linked to the least performing of the Nasdaq-100 Index®, Russell 2000® Index and S&P 500® Index, maturing in February 2029.

The notes pay a contingent interest coupon for each Review Date only if every index closes at or above 60% of its Initial Value, acting as both the Interest Barrier and Trigger Value. If any index is below this level on a Review Date, no interest is paid for that period.

On scheduled dates starting in August 2026, the issuer may redeem the notes at $1,000 per note plus any due contingent interest, ending further payments. If held to maturity and not redeemed, investors receive $1,000 plus the final contingent interest if each index finishes at or above its Trigger Value; otherwise the repayment is reduced 1% for each 1% decline of the least performing index, potentially down to zero.

The minimum denomination is $1,000. A hypothetical contingent interest rate of 8.40% per annum (2.10% quarterly) is shown, and if the notes priced on the indicated date, their estimated value would be about $970.30 per $1,000 note, and will not be less than $940.00 when finally set. The notes are unsecured, unsubordinated obligations, not deposits or FDIC insured, and carry market, credit, liquidity, and tax risks described in detail in the document.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering auto-callable structured notes linked to the MerQube US Large-Cap Vol Advantage Index, maturing on February 19, 2032.

The notes may be automatically called on scheduled Review Dates starting February 18, 2027 if the Index closes at or above 100% of its Initial Value, paying $1,000 plus a Call Premium that can reach at least 150% of principal by the final Review Date. If not called and the Final Index Value is at or above 50% of the Initial Value, investors receive principal back at maturity; if it is below 50%, repayment is $1,000 plus $1,000 times the Index return, meaning more than 50% — and potentially all — of principal can be lost.

The Index embeds a 6.0% per annum daily deduction, which systematically drags performance versus an identical index without such a charge and is a key driver of the note’s economics. The notes pay no interest or dividends, are unsecured and unsubordinated obligations subject to the credit risk of both the issuer and guarantor, and have an estimated value, if priced today, of approximately $933.80 per $1,000 note, with a commitment that the final estimated value will not be less than $900.00.

JPMorgan Chase Financial Company LLC is offering $327,000 of auto callable contingent interest notes due August 12, 2027, linked individually to the Nasdaq-100, Russell 2000 and S&P 500 indexes and fully guaranteed by JPMorgan Chase & Co.

The notes pay a 6.80% per annum contingent coupon (0.56667% monthly) only when each index is at or above 70% of its Initial Value on a review date. They can be automatically called as early as May 11, 2026 if each index is at or above its Initial Value. If not called and any index ends below its 70% trigger at maturity, principal is reduced one-for-one with the decline in the worst-performing index, up to total loss. The estimated value is $960.60 per $1,000 note, below the $1,000 issue price.

J.P. Morgan provides an index supplement for notes linked to the J.P. Morgan Kronos+ Index, explaining that many of the historical performance figures are hypothetical backtested results based on the S&P 500® Price Return Index from July 7, 1954 through December 21, 2020 and actual Index performance from December 22, 2020 through January 31, 2026. The materials stress that past and backtested performance are not indicative of future results and that any performance information is illustrative only.

The document highlights key risks, including that J.P. Morgan Securities LLC sponsors and calculates the Index, that a 0.95% per annum fee and, in some cases, a notional financing cost based on the Effective Federal Funds Rate are embedded in the Index, and that the Index, established on December 22, 2020, has a limited operating history. It also notes strategy-specific risks, potential periods when the Index is uninvested in its constituent, the notional nature of the Index, and suitability considerations for investors in notes linked to the Index.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is issuing $160,000 of unsecured Review Notes linked to the MerQube US Large-Cap Vol Advantage Index, maturing on February 13, 2031. The notes can be automatically called as early as February 10, 2027 if the Index closes at or above 90% of its initial level, paying back $1,000 plus a call premium that starts at 16% and steps up to 80% by the final review date.

The notes do not pay interest or dividends, and investors risk losing more than 30% and up to all principal if the Index finishes below 70% of its initial level at maturity. The Index embeds a 6.0% per annum daily deduction and can use up to 500% leveraged exposure to E-mini S&P 500 futures, which may magnify losses. The price to the public is $1,000 per note, including $42.50 in selling commissions; the issuer’s estimated value is $900 per $1,000, reflecting structuring, hedging costs and internal funding assumptions.

J.P. Morgan provides a February 2026 performance update for its Kronos+ Index, which gives dynamic uninvested, fully invested or 2x leveraged exposure to the S&P 500® Price Index using turn-of-month, options-expiry momentum and month-end mean reversion strategies.

The Index, established on December 22, 2020, is calculated without dividends and includes a daily fee of 0.95% per annum. From January 2016 to January 2026, hypothetical and actual data show a Sharpe Ratio of 0.76, 10-year annualized volatility of 25.64% and 10-year annualized return of 19.59%, based partly on backtested results.

Recent calendar-year returns for the Index include 100.70% in 2020, 42.26% in 2021, -37.08% in 2022, 32.11% in 2023, 10.58% in 2024 and 2.08% in 2025. The materials stress that past and hypothetical backtested performance are not indicative of future results and highlight multiple strategy, fee, rate and methodology risks for investors considering notes linked to the Index.

JPMorgan Chase Financial Company LLC is offering auto callable contingent interest notes linked to the MerQube US Tech+ Vol Advantage Index, fully guaranteed by JPMorgan Chase & Co., and maturing in February 2031. Investors receive contingent monthly interest only when the Index closes at or above 70% of its Initial Value, with missed coupons paid later if conditions are met. The notes may be automatically called starting February 19, 2027 if the Index is at or above its Initial Value on specified review dates, returning principal plus accrued contingent interest. Principal is protected only by a 20% buffer; if the Final Index Value falls more than 20% below the Initial Value, investors lose 1% of principal for each additional 1% decline, up to an 80% loss of principal. The indicative contingent interest rate is at least 8.50% per annum, but payments are not guaranteed. The underlying Index includes a 6.0% per annum daily deduction and a notional financing cost, which drag on performance and cause it to trail an otherwise identical index without these charges. If priced today, the estimated value would be about $911.70 per $1,000 note, and at pricing it will not be less than $900, reflecting structuring and hedging costs.

JPMorgan Chase Financial Company LLC, guaranteed by JPMorgan Chase & Co., is offering Callable Range Accrual Notes linked to the 10-Year CMT Rate and due February 27, 2046. On the maturity date, holders receive principal plus any accrued and unpaid interest.

The notes pay a fixed 10.00% per annum during the initial interest periods through February 27, 2027. After that, monthly interest ranges from 0.00% to 10.00% per annum, based on how many days the 10-Year CMT Rate is at or below 5.00%; if it exceeds 5.00% every day in a period, no interest is paid for that period.

Starting February 27, 2027, the issuer may redeem the notes monthly at 100% of principal plus accrued interest. The estimated value, if the notes priced on the described date, would be about $935.70 per $1,000 note and will not be less than $910.00, reflecting selling commissions, hedging costs and issuer funding assumptions. The notes are unsecured obligations, not bank deposits, and are not insured by the FDIC.

JPMorgan Chase Financial Company LLC is offering callable contingent interest notes linked to the common stock of Chipotle Mexican Grill, Inc., fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are expected to price on or about February 17, 2026 and mature on February 23, 2028.

Investors may receive quarterly contingent interest at a rate of at least 9.30% per annum (2.325% per quarter) if Chipotle’s share price on each Review Date is at or above 55.00% of the Initial Value. Missed coupons can be paid later if the barrier is met, but interest is not guaranteed.

The issuer may redeem the notes early on specified Interest Payment Dates, starting August 20, 2026. If held to maturity and the final share price is below the 55% trigger, repayment is reduced in line with the stock’s loss, and investors can lose a significant portion or all of their principal.

The notes are unsecured, unsubordinated obligations of JPMorgan Chase Financial Company LLC, subject to the credit risk of both the issuer and JPMorgan Chase & Co., and will not pay dividends or provide shareholder rights in Chipotle stock.

J.P. Morgan Tactical Blend Index is described in this Rule 424(b)(3) index supplement, which supports notes linked to the Index under Registration Statement Nos. 333-270004 and 333-270004-01. The document presents hypothetical backtested and actual historical monthly and annual returns through January 31, 2026.

The Index allocates notional exposure among currency, bond and equity Basket Constituents, including the Invesco DB US Dollar Index Bullish Fund, the J.P. Morgan Core Bond Index and the J.P. Morgan U.S. Low Volatility Index. It is calculated on an excess return basis over the US Fed Funds Effective Rate and is subject to a 0.85% per annum daily deduction.

The supplement explains extensive use of hypothetical backtested and alternative “proxy” performance for certain Basket Constituents prior to their launch and sufficient liquidity, and repeatedly warns that historical and backtested performance and allocations are not indicative of future results. It highlights numerous strategy and market risks and notes that the notes are unsecured, not bank deposits, not FDIC insured, and have not been approved or disapproved by the SEC or any state commission.

J.P. Morgan Tactical Blend Index is a rules-based index that dynamically allocates between a low-volatility U.S. equity index and either a core bond index or a U.S. dollar ETF, aiming to maintain targeted volatility. It is calculated on an excess return basis, net of the U.S. Fed Funds Effective Rate, and applies a 0.85% per annum daily deduction.

From January 2016 to January 2026, the Index shows a Sharpe Ratio of 0.75, with 10-year annualized volatility of 3.57% and a 10-year annualized return of 2.67%. The 1-year return over this period is -1.01%. Over the same horizon, a Domestic 30/70 Portfolio (ER) has a Sharpe Ratio of 0.53 and 10-year annualized volatility of 6.32%, while a Global 30/70 Portfolio (ER) has a Sharpe Ratio of 0.34 and 10-year annualized volatility of 6.17%.

Recent average monthly Index weights from August 2025 through January 2026 show allocations concentrated in the bond and equity constituents, with no allocation to the currency constituent in the excerpt. The document emphasizes that much of the performance history is hypothetical backtested data and highlights multiple risks, including the Index’s limited operating history, potential deviations from target volatility, reliance on momentum-based rebalancing, and the possibility of underperforming alternative strategies.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is issuing auto callable contingent interest notes linked to Walmart Inc. common stock, maturing on February 23, 2029.

The notes pay a monthly contingent interest rate of at least 10.60% per annum if Walmart’s closing share price on an Interest Review Date is at or above 70% of the Initial Value, called the Interest Barrier. If the price is below that level, no interest is paid for that month.

The notes are automatically called on quarterly Autocall Review Dates starting May 18, 2026 if Walmart’s share price is at or above the Initial Value, returning principal plus the applicable interest. If not called and the Final Value is below 70% of the Initial Value, investors lose 1% of principal for each 1% decline, which can mean losing more than 30% or even all principal. The notes are unsecured obligations subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co. An illustrative estimated value is $978.20 per $1,000 note, and the final estimated value will not be less than $940.00 per $1,000 note.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering Uncapped Buffered Return Enhanced Notes linked to the S&P 500 Futures Excess Return Index, maturing in February 2031.

The notes provide uncapped upside of at least 1.58 times any positive index return at maturity, a 20% downside buffer, and expose investors to up to 80% principal loss if the index falls more than 20%. They pay no interest, are unsecured and unsubordinated, and are subject to the credit risk of both the issuer and the guarantor. The minimum denomination is $1,000. If priced on the example date, the estimated value would be about $950.10 per $1,000 note, and when finalized will not be less than $900.00, reflecting embedded selling, structuring and hedging costs.

The underlying index tracks excess-return performance of front-month E‑mini S&P 500 futures, including roll costs, and may underperform the S&P 500 Index, especially when interest rates are high or roll returns are negative. The notes will not be listed, and secondary market prices are expected to be below the issue price.

JPMorgan Chase Financial Company LLC, guaranteed by JPMorgan Chase & Co., is offering long-dated Callable Fixed to Floating Rate Notes due February 27, 2046. The notes pay a fixed interest rate of 11.50% per annum during the initial interest periods through February 27, 2027.

After that, monthly interest becomes floating, equal to (5.35% − the 10-Year CMT Rate) × 10, subject to a 0.00% minimum and a 16.00% maximum per annum. Interest is paid monthly, and the issuer may redeem the notes in whole, but not in part, on the 27th day of each month from February 27, 2027 through January 27, 2046 at par plus accrued interest.

The benchmark is the 10-Year Constant Maturity Treasury rate from Federal Reserve H.15, with the calculation agent able to determine a successor rate and related conventions if that benchmark is discontinued. The notes are unsecured obligations, not bank deposits, and are not insured by the FDIC. Proceeds will be used for general corporate purposes and related hedging, and investors are directed to detailed risk factors describing interest rate, liquidity, benchmark and conflict-of-interest risks.

JPMorgan Chase & Co. is offering $3,642,000 of callable fixed rate notes due February 11, 2056. The notes pay fixed interest at 5.55% per annum, calculated on a 30/360 basis, with interest paid annually on February 11, beginning in 2027.

JPMorgan may redeem the notes, in whole but not in part, on February 11 and August 11 of each year from August 11, 2030 through August 11, 2055 at par plus accrued interest. The price to the public is $1,000 per note, with $21.50 per $1,000 in selling commissions, resulting in issuer proceeds of $978.50 per $1,000, or $3,563,697 in total.

The notes are unsecured obligations of JPMorgan Chase & Co., are not bank deposits and are not insured by the FDIC or any other government agency. The filing highlights that in a resolution scenario, holders rank behind creditors of JPMorgan subsidiaries and priority and secured creditors.

JPMorgan Chase Financial Company LLC is offering $300,000 of capped barrier notes linked to the SPDR® Gold Trust, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes provide unleveraged exposure to gold via GLD with a maximum return of 43.60% and no periodic interest.

Investors receive up to $1,436 per $1,000 note if GLD appreciates, principal back if the final price is at or above 70% of the $441.88 strike, and 1:1 losses below that barrier, with potential loss of all principal. The price to public is $1,000 per note, including $20 in selling commissions, for issuer proceeds of $980 per note and an estimated fair value of $967.80.

JPMorgan Chase Financial Company LLC is offering unsecured Digital Barrier Notes linked to the SPDR Gold Trust, the Russell 2000 Index and the Nasdaq-100 Index, fully and unconditionally guaranteed by JPMorgan Chase & Co., and maturing in February 2028.

Investors receive a fixed return of at least 29.50% at maturity if the final value of each underlying is at least 80% of its initial value. If any underlying finishes below 80% but at or above 70%, principal is returned. Below 70% on any underlying, repayment is reduced one-for-one with the loss on the worst performer, and all principal can be lost.

The notes pay no interest or dividends, carry JPMorgan credit risk, are not FDIC insured and are not listed on an exchange. Minimum denomination is $1,000. If priced today, the estimated value would be about $981.50 per $1,000, and will not be less than $900.00 per $1,000 at pricing.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering Medium-Term Notes, Series A, “Digital Equity Notes due 2027” linked to the S&P 500® Index.

The notes pay no interest and mature on July 21, 2027. For each $1,000 note, if the S&P 500 final level is at least 90% of its initial level, investors receive a fixed threshold settlement amount, expected between $1,111.80 and $1,131.50, capping upside at roughly 11–13%. If the index falls more than 10%, principal loss is leveraged: every additional 1% decline beyond 10% reduces repayment by about 1.1111%, potentially to zero. The estimated value at issuance is expected between $979.60 and $989.60 per $1,000, reflecting structuring and hedging costs. The notes are unsecured obligations subject to the credit risk of JPMorgan Chase Financial Company LLC and JPMorgan Chase & Co., will not be listed on an exchange, and may have limited liquidity and potentially lower secondary market prices.

JPMorgan Chase Financial Company LLC is offering $415,000 of auto callable contingent interest notes linked to the least performing of Centene, Invesco and Coinbase Class A common stock, maturing February 14, 2028 and fully guaranteed by JPMorgan Chase & Co.

The notes pay a high contingent coupon of 26.75% per year (6.6875% per quarter) only if, on a Review Date, each stock closes at or above 60% of its strike price. From the second Review Date onward, the notes are automatically called if all three stocks are at or above their strike values, returning principal plus due and unpaid coupons.

If never called and any stock finishes below its 60% trigger at final valuation, repayment is reduced in line with the worst stock’s loss, and investors can lose more than 40% and up to all of principal. The price to public is $1,000 per note, with an estimated value of $914.60 and $40 in selling commissions per $1,000.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering auto-callable Review Notes linked to the MerQube US Tech+ Vol Advantage Index, maturing in February 2031. The notes can be automatically called from February 2027 onward if the Index closes at or above 85.00% of its initial level.

Investors forgo interest and dividends and accept a 15.00% downside buffer; if the Index falls by more than this and the notes are not called, principal losses can reach up to 85.00% at maturity. The Index includes a 6.0% per annum daily deduction and a notional financing cost on the QQQ Fund, both of which drag performance. Minimum denomination is $1,000, and if priced on the reference date, the estimated value would be about $909.40 per $1,000, not less than $900.00.

JPMorgan Chase Financial Company LLC priced $3,415,000 of capped dual directional buffered equity notes due March 11, 2027, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes priced on February 6, 2026 with settlement expected on or about February 11, 2026. They pay at maturity based on the Least Performing Index of the Dow Jones Industrial Average®, the Russell 2000® and the S&P 500® using: a Maximum Upside Return of 18.90%, a Buffer Amount of 15.00%, and an effective downside loss of up to 85.00% of principal. The original issue price was $1,000 per note (minimum denomination $1,000), the estimated value was $986.10 per note, and selling commissions were up to $7.25 per $1,000.

JPMorgan Chase Financial Company LLC priced $452,000 of uncapped accelerated barrier notes linked to the least performing of the Dow Jones Industrial Average®, the Nasdaq-100 Index® and the Russell 2000® Index.

The notes priced on February 6, 2026 and are expected to settle on or about February 11, 2026. They pay at maturity either: (1) $1,000 plus 2.016× the Least Performing Index Return if all Indices finish above their Initial Values; (2) $1,000 if all Final Values are at or above a 70.00% Barrier; or (3) $1,000 plus the Least Performing Index Return (which can result in losses exceeding 30.00% or complete loss) if any Index is below the Barrier. The Pricing Supplement shows an estimated value of $970.00 per $1,000 note, an original issue price of $1,000 per note, selling commissions of $7.50 per note, and total proceeds to the issuer of $448,610. The notes mature on or about February 11, 2031 and the Observation Date is February 6, 2031, subject to postponement.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering auto callable dual directional contingent buffered notes linked to the S&P 500® Index. The notes have a price to public of $1,000 per note and total offering of $2,100,000.

If on the February 18, 2027 Review Date the Index is at or above the strike level of 6,798.40, the notes are automatically called for $1,000 plus a 9.60% call premium. If not called, at maturity investors receive 1.50x any positive Index return, or the absolute value of negative returns up to a 20.00% decline, capped at $1,200 per $1,000 when the Index return is negative.

If the Index falls more than 20.00% below the strike on the Valuation Date, investors lose 1% of principal for each 1% additional decline and may lose all principal. The notes pay no interest or dividends, are unsecured and unsubordinated, and have an estimated value of $981.70 per $1,000 at pricing, below the issue price.

JPMorgan Chase Financial Company LLC is offering $8,280,000 principal amount of uncapped dual directional buffered return enhanced notes linked to the lesser performing of the Dow Jones Industrial Average® and the S&P 500® Index, priced on February 6, 2026 with expected settlement on or about February 11, 2026.

The notes pay at maturity based on the Lesser Performing Index Return with an Upside Leverage Factor of 1.03 and a Buffer Amount of 15.00. Investors may lose up to 85.00 of principal if the Lesser Performing Index declines beyond the buffer; the payment formulas and examples are provided in the pricing supplement.

JPMorgan Chase Financial Company LLC priced Contingent Income Callable Securities due February 10, 2028 with an aggregate principal amount of $18,512,000. Each security has a $1,000 stated principal amount and offered at $1,000 (issue price) on the February 6, 2026 pricing date.

The securities pay a contingent quarterly payment of $33.50 (3.35%) per security only if, on every trading day in a quarterly monitoring period, the Nikkei 225, the S&P 500 Equal Weight Index and the Russell 2000 Index each close at or above 75% of their initial index values. If any underlying index’s final index value is below its 75% downside threshold, the maturity payment is the stated principal amount multiplied by the worst-performing index performance factor and could be less than 75% of principal or zero. The estimated value per security on the pricing date was $956.90. The securities are unsecured obligations of JPMorgan Financial and fully guaranteed by JPMorgan Chase & Co.; payments are subject to issuer and guarantor credit risk.

JPMorgan Chase Financial Company LLC priced auto-callable dual directional buffered equity notes linked to the S&P 500® Index. The notes pay a 9.10% call premium if automatically called on the Review Date and include a 15.00% buffer on downside performance with a downside leverage factor of 1.17647. The Index Strike Level is 6,798.40 (Strike Date February 5, 2026), Pricing Date February 6, 2026, Original Issue Date on or about February 11, 2026, Review Date February 18, 2027, Valuation Date February 7, 2028, and Maturity Date February 10, 2028.

The notes are unsecured obligations of JPMorgan Financial, fully and unconditionally guaranteed by JPMorgan Chase & Co., and are sold in minimum denominations of $10,000. The price to public was $1,000.00 per note, with selling commissions of $14.00 and proceeds to issuer of $986.00 per note; total offering size shown is $500,000.00.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering $1,625,000 of auto callable contingent interest notes linked to the least performing of the Russell 2000 Index, Nasdaq-100 Technology Sector and VanEck Semiconductor ETF, maturing August 11, 2027.

The notes pay monthly contingent interest at an annual rate of 11.00% ($9.1667 per $1,000) only when each underlying stays at or above 70% of its initial value and may be automatically called as early as May 6, 2026 if all are at or above their initial values. If not called and any underlying finishes below 60% of its initial value, investors lose 1% of principal for each 1% decline of the worst performer and can lose their entire investment. The price to public is $1,000 per note, with selling commissions of $22.25 per $1,000 and an estimated value of $956.60.

JPMorgan Chase Financial Company LLC is offering auto‑callable buffered return enhanced notes linked to one share of Microsoft Corporation. The notes pay a 14.35% cash call premium if automatically called on the February 18, 2027 review date. If not called, maturity payoff (on February 10, 2028) gives uncapped leveraged upside at a 1.20 Upside Leverage Factor subject to a 28.70% Contingent Minimum Return, and principal protection only for declines up to a 15.00% buffer; declines beyond that incur leveraged losses at a 1.17647 downside factor. Notes are unsecured obligations of JPMorgan Financial, guaranteed by JPMorgan Chase & Co., sold in minimum denominations of $10,000.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering $873,000 of Auto Callable Contingent Interest Notes linked to the MerQube US Large-Cap Vol Advantage Index, maturing in February 2031, at $1,000 per note.

The notes pay a 15.00% per annum contingent coupon (1.25% per month) only if, on a Review Date, the Index is at or above 70% of its initial level; otherwise no interest is paid. Starting in February 2027, the notes are automatically called if the Index is at or above its initial level, returning principal plus the applicable coupon.

At maturity, if not called and the Index is at or above 70% of its initial value, investors receive principal plus the final coupon; if below, repayment is reduced using a leveraged downside formula, so investors can lose some or all principal. The Index includes a 6.0% per annum daily deduction, which drags on performance, and the notes are unsecured obligations subject to the credit risk of JPMorgan entities.

JPMorgan Chase Financial Company LLC priced digital buffered notes linked to the S&P 500® Index that pay a fixed 6.88% contingent return with a 15.00% downside buffer.

Per $1,000 principal, the Contingent Digital Return is $68.80, the Initial Index Level was 6,932.30 (Pricing Date February 6, 2026), the Valuation Date is February 19, 2027 and the Maturity Date is February 24, 2027. The notes pay the Contingent Digital Return if the Ending Index Level is >= the Initial Index Level or down up to 15.00%; if the Index declines by more than 15.00%, holders incur leveraged losses using a downside leverage factor of 1.17647. The original issue price was $1,000.00 (estimated value $985.20), selling commission $10.00 per note and proceeds to issuer per note $990.00. Payments are unsecured obligations of JPMorgan Chase Financial Company LLC and fully guaranteed by JPMorgan Chase & Co.; payments are therefore subject to the credit risk of both entities.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering uncapped dual directional buffered return enhanced notes linked to the S&P 500® Futures Excess Return Index, maturing on August 16, 2028.

The notes provide at least 1.225 times any positive index return, while also delivering a positive, but capped, return when the index falls by up to the 15.00% buffer. If the index declines by more than 15.00%, investors lose 1% of principal for each additional 1% drop, up to an 85.00% loss at maturity. The notes pay no interest, are unsecured obligations with minimum denominations of $1,000, and expose holders to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co. A current illustration shows an estimated value of about $985.30 per $1,000 note, with a final estimated value not less than $900.00 per $1,000 at pricing.

JPMorgan Chase Financial Company LLC is offering Capped Accelerated Barrier Notes linked to the S&P 500® Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes target 2.00x index gains up to a maximum return of at least 10.00% at maturity in April 2027.

Investors receive no interest or dividends and face principal-at-risk exposure: if the index finishes below the 85.00% barrier, losses match the index decline and can reach 100%. A preliminary estimated value is about $960 per $1,000 note, with a minimum estimated value of $940.

JPMorgan Chase Financial Company LLC offers capped buffered return enhanced notes due February 14, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes provide a return equal to 1.0155 times the appreciation of the lesser performing of the Dow Jones Industrial Average® and the S&P 500®, capped at a Maximum Return of 100.00%. The notes include a Buffer Amount of 25.00% (you forgo interest/dividends) and expose investors to loss of up to 75.00% of principal if the Lesser Performing Index declines beyond the buffer. Estimated value at pricing is approximately $946.30 per $1,000 note; pricing expected on or about February 11, 2026 with settlement on or about February 17, 2026. Payments depend on the individually measured performance of each Index and are subject to issuer and guarantor credit risk and other risks explained in the pricing supplement.

JPMorgan Chase Financial Company LLC priced $1,325,000 of Uncapped Accelerated Barrier Notes linked to the S&P 500® Futures Excess Return Index due February 11, 2031. The notes priced on February 6, 2026 with expected settlement on or about February 11, 2026.

The notes have an Upside Leverage Factor of 2.0355, a Barrier Amount equal to 70.00% of the Initial Value (Initial Value: 562.19; Barrier level: 393.533) and pay at maturity: if Final Value > Initial Value, $1,000 + $1,000 × Index Return × 2.0355; if Final Value = Initial Value or ≥ Barrier, par ($1,000); if Final Value < Barrier, $1,000 + $1,000 × Index Return (losses possible up to full principal).

Price to public was $1,000 per note, selling commission $7.50, estimated value $973.60 per note. Payments are subject to issuer and guarantor credit risk of JPMorgan entities.