JPMORGAN CHASE & CO SEC Filings

JPMorgan Chase Financial Company LLC is offering auto callable contingent interest notes linked to the common stock of International Business Machines Corporation (IBM), fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes have a term to July 27, 2028 and minimum denominations of $1,000.

Holders may receive a Contingent Interest Payment of at least $35 per $1,000 (at least 14.00% per annum, paid quarterly) for any Review Date where IBM’s closing price is at or above 50.00% of the Initial Value, with previously unpaid coupons paid if the condition is later met. The notes are automatically called if, on any non-first, non-final Review Date, IBM’s price is at or above the Initial Value, with repayment of principal plus due and unpaid contingent interest.

If not called and IBM’s final price is at or above the 50.00% Trigger Value, investors receive principal plus the applicable contingent interest and any unpaid coupons. If the final price is below the Trigger Value, repayment is reduced by IBM’s negative Stock Return, and investors can lose more than 50% and up to all principal. The notes are unsecured obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., with an indicative estimated value of about $960 per $1,000 and not less than $940 at pricing.

JPMorgan Chase Financial Company LLC is offering Uncapped Accelerated Barrier Notes linked to the MerQube US Tech+ Vol Advantage Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are expected to price on or about August 3, 2026 and mature on August 7, 2031, in minimum denominations of $1,000.

At maturity, if the Index has risen, investors receive $1,000 plus the Index gain multiplied by an Upside Leverage Factor of at least 2.91. If the Final Index Level is at or above 50.00% of the Initial Value, principal is returned. If the Final Value is below this barrier, repayment is reduced 1% for each 1% Index decline from the Initial Value, so investors can lose more than half or all of their principal.

The Index embeds a 6.0% per annum daily deduction and a daily notional financing cost on its QQQ-based exposure, which creates a persistent drag versus a comparable index without these deductions and may cause the Index to decline even when its underlying strategy is positive. The indicative estimated value would be about $946.20 per $1,000 note, and will not be set below $920.00 per $1,000. The notes pay no interest, offer no dividends from the QQQ Fund, are unsecured and unsubordinated obligations of JPMorgan Financial, and are subject to the credit risk of both the issuer and JPMorgan Chase & Co., with limited liquidity and potentially lower secondary market values.

JPMorgan Chase Financial Company LLC is offering unsecured, unsubordinated auto callable contingent interest notes linked to the MerQube US Large-Cap Vol Advantage Index, fully and unconditionally guaranteed by JPMorgan Chase & Co., and maturing on August 12, 2032.

Investors may receive a monthly Contingent Interest Payment only if, on each Interest Review Date, the Index closes at or above 70% of its Initial Value. The notes are automatically called on quarterly Autocall Review Dates if the Index closes at or above the Initial Value, paying $1,000 plus the applicable contingent interest and then terminating.

If not called, at maturity investors receive $1,000 plus any final contingent interest if the Final Value is at least 50% of the Initial Value; otherwise, repayment of principal is reduced 1% for each 1% Index decline from the Initial Value, with the payment floor at $0, so principal loss can be substantial.

The underlying Index employs a 35% target volatility with exposure to E-mini S&P 500 futures that can range from 0% to 500% and is subject to a 6.0% per annum daily deduction, which creates a performance drag and may cause the Index to lag or even decline despite positive futures performance. The estimated value would be about $927.20 per $1,000 note if priced on the reference date and will not be less than $900. Any payments are subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC is offering Uncapped Digital Barrier Notes due August 9, 2029, linked to the least performing of the common shares of PulteGroup, Microsoft and S&P Global, and fully and unconditionally guaranteed by JPMorgan Chase & Co.

At maturity, if the final price of each reference stock is at or above 50.00% of its Initial Value (the Barrier Amount), investors receive $1,000 plus the greater of a Contingent Digital Return of at least 45.00% or the actual return of the least performing stock, with upside uncapped. If any stock finishes below its Barrier Amount, repayment equals $1,000 plus the return of the least performing stock, so losses match the downside and can reach 100% of principal.

The notes pay no interest, provide no dividends or voting rights, are unsecured obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., and are not expected to be listed, limiting liquidity. The indicative estimated value is approximately $970.00 per $1,000 note, and will not be less than $950.00 when set, reflecting structuring and distribution costs.

JPMorgan Chase Financial Company LLC is offering Contingent Income Callable Securities due January 29, 2029, fully and unconditionally guaranteed by JPMorgan Chase & Co. These principal-at-risk notes are linked to the worst performing of the EURO STOXX 50® Index, the S&P 500® Index and the Russell 2000® Index.

Investors may receive a contingent quarterly payment of at least $26.75 per $1,000 security (at least 2.675%) for each quarterly monitoring period during which the closing level of each index on every day is at or above 70% of its initial level (the downside threshold). If any index is below its threshold on any day in a period, no payment is made for that quarter.

The issuer may, at its discretion, redeem the notes early on any contingent payment date (other than the final one) for the $1,000 principal plus any contingent payment then due. If not redeemed, and each index’s final level is at or above its downside threshold, holders receive $1,000 per security and potentially the final contingent payment. If the final level of any index is below its downside threshold, the maturity payment is $1,000 multiplied by the index performance factor of the worst performing index, resulting in less than 70% of principal and possibly zero. Payments are unsecured obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., and investors do not participate in any index appreciation.

JPMorgan Chase Financial Company LLC is offering Callable Contingent Interest Notes due July 3, 2028, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are linked to the least performing of the Russell 2000 Index, the S&P 500 Index and the State Street SPDR S&P Regional Banking ETF, with payments based on each underlying individually rather than a weighted basket.

Investors may receive a Contingent Interest Payment on each Review Date only if the closing value of each underlying is at or above an Interest Barrier of 60% of its Initial Value. The notes are callable at the issuer’s option on specified Interest Payment Dates from February 2, 2027, typically returning $1,000 plus the applicable contingent interest. If held to maturity and the Final Value of any underlying is below its Trigger Value of 50% of its Initial Value, principal is reduced one-for-one with the decline of the least performing underlying, potentially to zero.

The minimum denomination is $1,000. A hypothetical Contingent Interest Rate of 8.80% per annum (0.73333% per month) is used in examples; the actual rate will be at least that level. If the notes priced on the date described, the estimated value would be approximately $981.50 per $1,000 note and will not be less than $900.00 per $1,000 note when set. The notes are unsecured, unsubordinated obligations subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co., are not FDIC insured, and are expected to have limited secondary market liquidity.

JPMorgan Chase Financial Company LLC is offering Callable Contingent Interest Notes due August 5, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co., linked to the Nasdaq-100, Russell 2000 and S&P 500 indices. These unsecured senior notes pay a contingent quarterly coupon only if the closing level of each index on a Review Date is at least 60.00% of its Initial Value, acting as both the Interest Barrier and Trigger Value.

The notes are callable at the issuer’s option on specified Interest Payment Dates beginning August 3, 2028; upon early redemption investors receive $1,000 per note plus the applicable contingent coupon. If held to maturity and no index finishes below its Trigger Value, investors receive full principal plus the final contingent coupon. If any index’s Final Value is below its Trigger Value, repayment is reduced 1:1 with the Least Performing Index return, down to a possible total loss of principal.

The indicative contingent interest rate is at least 9.15% per annum (2.2875% per quarter). The indicative estimated value is about $968.40 per $1,000 principal amount and will not be less than $900.00, reflecting embedded structuring and hedging costs. The notes are offered in $1,000 minimum denominations, will not be listed, and secondary market prices are expected to be below the issue price.

JPMorgan Chase Financial Company LLC is offering $10,147,000 of Medium-Term Notes, Series A, Capped Buffered Enhanced Participation Equity Notes due December 22, 2027, linked to the S&P 500 Index and fully and unconditionally guaranteed by JPMorgan Chase & Co. Each note has a $1,000 principal amount and pays no interest.

At maturity, holders receive cash based on the S&P 500 performance from the July 20, 2026 trade date to the December 20, 2027 determination date. Upside is enhanced with a 1.30 participation rate but capped at a maximum settlement amount of $1,215.80 per $1,000 note, corresponding to a cap level of 116.60% of the initial underlier level of 7,443.28. A buffer protects principal for declines up to 10.00% (buffer level 90.00% of the initial level); below that, losses are leveraged at approximately 1.1111% of principal for each additional 1% underlier decline, so investors can lose their entire investment.

The notes are unsecured obligations of JPMorgan Financial, subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co., are not bank deposits, and are not FDIC-insured. They will not be listed on any exchange, and JPMS may, but is not required to, make a secondary market. The original issue price is 100.00% of principal, with 0.00% underwriting commission and net proceeds of 100.00% to the issuer; the estimated value at pricing was $996.80 per $1,000 note, reflecting internal funding and hedging costs.

JPMorgan Chase Financial Company LLC is offering Auto Callable Accelerated Barrier Notes linked to the S&P 500® Futures Excess Return Index, due February 5, 2032, fully and unconditionally guaranteed by JPMorgan Chase & Co. Each note has a $1,000 denomination and no periodic interest.

The notes may be automatically called as early as August 6, 2027 if the Index is at or above a specified Call Value, paying $1,000 plus a Call Premium Amount of at least $120 per note. If not called and the Final Index Value is above the Initial Value, investors receive an uncapped payoff of 3.75× the Index’s positive return at maturity. If the Final Value is at or above the 80% Barrier Amount but at or below the Initial Value, principal is returned.

If the Final Value falls below the Barrier Amount, repayment is reduced one-for-one with the Index loss, potentially down to zero. The indicative estimated value is about $981.30 per $1,000 note and will not be less than $900, reflecting embedded structuring and hedging costs. Investors face full issuer and guarantor credit risk, Index volatility, futures market and roll risks, and likely illiquidity in any secondary market.