Alerian MLP Index ETN SEC Filings

J.P. Morgan updates historical returns and monthly weight tables for the J.P. Morgan Total Return SM Index. The materials present hypothetical backtested returns using alternative proxy performance for some Basket Constituents from May 3, 2004 to June 25, 2014, hypothetical backtested performance using actual constituent performance from June 26, 2014 through July 12, 2017, and actual performance from July 13, 2017 to February 28, 2026.

The presentation discloses monthly reference portfolio weights for the Index across many dates, explains the use of proxy/alternative performance for pre‑launch or illiquid constituents (listing specific proxies and expense adjustments), and reiterates that past and backtested performance are not indicative of future results.

JPMorgan Chase Financial Company LLC is offering auto‑callable contingent interest notes due March 9, 2029, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay contingent quarterly interest at a stated rate of at least 19.50% per annum (at least 4.875% per quarter) if, on a Review Date, the closing price of each Reference Stock is at or above an Interest Barrier equal to 75.00% of its Strike Value.

The Reference Stocks are The Goldman Sachs Group, Inc. (Strike Value $821.42), Morgan Stanley (Strike Value $160.27) and Bank of America Corporation (Strike Value $48.64), with a Strike Date of March 6, 2026. The notes are expected to price on or about March 9, 2026 and settle on or about March 12, 2026. The structure includes a Buffer Amount of 25.00% and a Downside Leverage Factor of 1.33333; if the Final Value of the least performing Reference Stock is below the Buffer Threshold, principal losses occur per the formula in the supplement. The price to public is $1,000 per note and the estimated value at issuance is approximately $969.20 (not less than $940.00).

JPMorgan Chase Financial Company LLC is offering Capped Buffered Return Enhanced Notes linked to the S&P 500Index due March 14, 2028, fully guaranteed by JPMorgan Chase & Co. The notes pay 2.00 times positive Index appreciation up to a Maximum Return of at least 24.80% (at least $12.48 per $10 note). They provide a 10.00% buffered principal protection threshold and use a downside factor of 1.11111, meaning losses beyond the buffer reduce principal pro rata. Pricing is expected on or about March 9, 2026 with settlement on or about March 12, 2026. The estimated value at pricing would be approximately $9.923 per $10 note and will not be less than $9.60 per $10 note. CUSIP: 48134L861. The notes are unsecured obligations of the issuer and are subject to issuer and guarantor credit risk and lack of liquidity.

JPMorgan Chase & Co. priced Callable Zero Coupon Notes due March 22, 2041. Each note has an original issue price of $441.742 per $1,000 principal and a stated yield to maturity of 5.60% (compounded annually). The notes pay no periodic interest and may be redeemed annually on March 24 from 2029 through 2040 at the Accreted Principal Amount shown in the accretion schedule. The notes are unsecured, not bank deposits, and in a resolution would rank after subsidiary creditors and certain priority and secured claims under the described resolution strategies.

JPMorgan Chase Financial Company LLC is offering Capped Dual Directional Buffered Equity Notes linked to the MSCI EAFE® Index, due March 14, 2028, fully guaranteed by JPMorgan Chase & Co. The notes limit upside to a Maximum Upside Return of at least 19.00% and provide a 20.00% downside buffer on the March 9, 2026 Strike Value/Observation mechanics. The notes may lose up to 80.00% of principal if the Index falls beyond the buffer; they pay no interest or dividends. Expected pricing and settlement are on or about March 10, 2026 and March 13, 2026. The estimated value at pricing is approximately $981.20 per $1,000 note and will not be less than $950.00 per $1,000 note; selling commissions will not exceed $4.00 per $1,000 note.

The S&P 500^® Daily Risk Control 10% Index is a dynamic index that targets 10% volatility by shifting between the S&P 500 and cash; it was established on May 13, 2009 and is published on Bloomberg as SPXT10UE. The supplement describes two notional monthly‑rebalanced 70/30 portfolios — a Domestic 70/30 (S&P 500 & Bloomberg Barclays U.S. Aggregate) and a Global 70/30 (MSCI ACWI & Bloomberg Barclays Global Aggregate) — calculated on an excess return basis after a notional financing cost equal to the J.P. Morgan Cash Index USD 3 Month.

The document provides hypothetical and historical performance through Feb 2026, notes that past and backtested results do not predict future returns, and lists selected risks including potential deviation from the 10% target, significant uninvested periods, and a recent change to the methodology for the notional financing cost.

AMJB provides a performance update and index supplement for the S&P 500® Daily Risk Control 5% Index, a volatility‑targeting index that adjusts exposure between the S&P 500 and cash to target 5% volatility. The Index is calculated on an excess return basis and was established on September 10, 2009 (Bloomberg ticker SPXT5UE). The update shows the Index’s 1‑year return 1.07%, 10‑year annualized return 4.11%, 10‑year volatility 5.05% and Sharpe ratio 0.81. The supplement also presents two notional 30/70 portfolios: the Domestic 30/70 Portfolio (30% S&P 500, 70% Bloomberg Barclays U.S. Aggregate) and the Global 30/70 Portfolio (30% MSCI ACWI, 70% Bloomberg Barclays Global Aggregate), with their respective historical returns and volatilities shown for Feb 2016–Feb 2026. The document reiterates that past and backtested performance are not indicative of future results and discloses a deduction for a notional financing cost.

JPMorgan Chase Financial Company LLC priced structured, auto-callable contingent interest notes linked to the least performing of the Nasdaq-100, Russell 2000 and S&P 500. The notes pay a Contingent Interest Rate of at least 8.50% per annum when each index is at or above 70.00% of its Initial Value on an Interest Review Date. The notes may be automatically called beginning September 28, 2026 and mature on March 30, 2028. Estimated value at pricing is approximately $952.10 per $1,000; the estimated value will not be less than $900.00 per $1,000.

JPMorgan Chase Financial Company LLC offers Auto Callable Contingent Interest Notes linked to the least performing of the Nasdaq-100, Russell 2000 and S&P 500, with a stated Contingent Interest Rate of at least 8.25% per annum and an Interest Barrier of 70.00% of each Index's Initial Value. The notes are expected to price on or about March 26, 2026, settle on or about March 31, 2026, and mature on March 29, 2029.

The notes pay monthly contingent coupons only if each Index on an Interest Review Date is at or above the Interest Barrier, may be automatically called beginning on September 28, 2026 if each Index is at or above its Initial Value on an Autocall Review Date, and are unsecured obligations of JPMorgan Chase Financial Company LLC fully and unconditionally guaranteed by JPMorgan Chase & Co. The estimated value at pricing is approximately $945.50 per $1,000 note and will not be less than $900.00 per $1,000 note; the original issue price includes selling commissions (up to $25.00 per $1,000 note) and hedging costs. Investors face the risk of losing more than 30.00% of principal or all principal if the Least Performing Index falls below the Trigger Value at maturity.