J.P. Morgan Securities LLC provides a performance update for the MerQube US Gold Vol Advantage Index. The update describes the Index’s rules-based exposure to an unfunded rolling position in Gold futures, a target volatility of 35%, a maximum exposure of 500%, a minimum exposure of 0%, and a 6.0% per annum daily deduction. The Index was established on February 11, 2025 and levels are published on Bloomberg under ticker MQUSGVA. The materials present hypothetical backtested performance covering Feb 2016 through Feb 2026 and actual performance from February 11, 2025 through February 28, 2026, and warn that backtested and past performance are not indicative of future results.
JPMorgan Chase Financial Company LLC priced $1,425,000 of Auto Callable Accelerated Barrier Notes linked to the least performing of the Dow Jones Industrial Average®, the Nasdaq-100® and the Russell 2000®, due March 9, 2028, guaranteed by JPMorgan Chase & Co. The notes priced on March 6, 2026 and are expected to settle on or about March 11, 2026. An automatic call may occur on March 12, 2027; if called investors receive $1,000 plus a Call Premium Amount of $226.50 per $1,000 note. If not called, maturity payoff uses the least performing index, an Upside Leverage Factor of 2.00% on appreciation, and a Barrier Amount equal to 70.00% of the Initial Value; downside exposure can result in loss of principal. The price to public was $1,000 per note (selling commission $4), and the estimated value at pricing was $987.80 per $1,000 note.
JPMorgan Chase Financial Company LLC priced a $290,000 offering of Auto Callable Contingent Interest Notes due February 9, 2029, fully and unconditionally guaranteed by JPMorgan Chase & Co.
The notes pay contingent monthly interest at a stated 8.75% per annum if, on a Review Date, the closing price of one share of each Fund is at least 65.00% of its Initial Value (the Interest Barrier). The notes are linked to the lesser performing of the State Street SPDR S&P Metals & Mining ETF and the VanEck Gold Miners ETF, are callable beginning on September 8, 2026, have a Buffer Threshold equal to 85.00% of Initial Value and carry principal loss risk up to 85.00%.
Each note priced at $1,000 to the public with an estimated value at pricing of $936.90. Settlement is expected on or about March 11, 2026. The notes are unsecured obligations of JPMorgan Financial and are subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co.
MerQube US Gold Vol Advantage Index monthly update presents hypothetical backtested returns from December 26, 2007 through February 10, 2025 and actual index performance from February 11, 2025 through February 28, 2026. The presentation lists monthly and annual historical returns, discloses a 6.0% per annum daily deduction applied to the Index level, and warns that the Index has a limited operating history (February 11, 2025). The materials emphasize that backtested returns have inherent limitations, that the Index uses leverage and futures contracts, and that JPMS coordinated with the Index sponsor and holds a license to use the Index. Selected risks and standard disclaimers about past performance and non‑bank status of notes are included.
JPMorgan Chase Financial Company LLC priced $339,000 of structured notes linked to the MerQube US Large-Cap Vol Advantage Index on March 6, 2026, expected to settle on or about March 11, 2026. The notes mature on March 11, 2031 and are fully guaranteed by JPMorgan Chase & Co.
The notes can be automatically called beginning March 10, 2027 if the Index closing level on a Review Date is at or above the Call Value (85.00% of the Initial Value). If not called, maturity payoff depends on the Final Value relative to a Barrier Amount of 60.00% of the Initial Value (Initial Value: 3,637.20); downside risk includes loss of more than 40% of principal if Final Value is below the Barrier Amount. The Index reflects a 6.0% per annum daily deduction and dynamic leveraged exposure to E-mini S&P 500 futures; estimated value at pricing was $923.50 per $1,000 note.
JPMorgan Chase Financial Company LLC is offering structured notes linked to the MerQube US Large-Cap Vol Advantage Index due March 18, 2031. The notes are unsecured obligations of JPMorgan Financial and are fully and unconditionally guaranteed by JPMorgan Chase & Co.
The notes may be automatically called on sequential Review Dates beginning March 17, 2027 if the Index is at or above the Call Value, in which case holders receive the $1,000 principal plus a Call Premium (minimums range from $282.50 on the first Review Date to $1,412.50 on the final Review Date). If not called, repayment at maturity depends on the Final Value relative to a Barrier Amount equal to 50.00% of the Initial Value; a Final Value below the Barrier exposes holders to losses, potentially exceeding 50.00% of principal.
The Index includes a 6.0% per annum daily deduction that materially reduces index performance and the notes’ return potential. Pricing is expected on or about March 13, 2026 with settlement around March 18, 2026. Investors should review the pricing supplement and accompanying disclosures for full terms and risks.
JPMorgan Chase Financial Company LLC priced $2,930,000 of callable Contingent Interest Notes due March 9, 2029, fully guaranteed by JPMorgan Chase & Co. The notes pay Contingent Interest on each Review Date only if the closing value of each underlying—the iShares® MSCI EAFE ETF, the Russell 2000® Index and the S&P 500® Index—is at least 70.00% of its Initial Value (the Interest Barrier).
The notes may be redeemed early, in whole but not in part, at issuer option on certain Interest Payment Dates, with the earliest possible redemption on March 11, 2027. Price to public was $1,000 per note; fees/commissions $8.8566 per note; proceeds to issuer $991.1434 per note and aggregate proceeds $2,904,050. The estimated value when priced was $965.00 per $1,000 note. Investors bear issuer/guarantor credit risk, potential loss of principal tied to the least performing underlying, limited upside (only contingent interest payments), and limited liquidity.
JPMorgan Chase Financial Company LLC priced a $1,232,000 offering of Buffered Digital Notes linked to the least performing of the Dow Jones Industrial Average, the Nasdaq-100 and the Russell 2000.
The notes priced on March 6, 2026 and are expected to settle on or about March 11, 2026, with an Observation Date of April 6, 2027 and Maturity Date of April 9, 2027. They pay a contingent digital return of 11.60% at maturity if the least performing Index is no more than 15.00% below its initial level; otherwise principal is reduced dollar-for-dollar beyond the 15.00% buffer (up to an 85.00% loss).
Terms: minimum denomination $1,000; price to public $1,000 per note, selling commission $7.25 per note, estimated value at pricing $984.40 per note; payments are unsecured obligations of JPMorgan Chase Financial and fully guaranteed by JPMorgan Chase & Co.
JPMorgan Chase Financial Company LLC priced $1,219,000 of Uncapped Accelerated Barrier Notes due March 9, 2029, fully and unconditionally guaranteed by JPMorgan Chase & Co.
The notes pay at maturity based on the lesser performing of the iShares MSCI EAFE ETF and the EURO STOXX 50, with a 2.00 upside leverage factor, a 75.00% barrier and minimum denominations of $1,000. Pricing date was March 6, 2026 and settlement is expected on or about March 11, 2026. Holders face credit exposure to the issuer and guarantor, no periodic interest or dividends, limited anti-dilution protection for the Fund, and constrained liquidity because the notes will not be exchange-listed.
JPMorgan Chase Financial Company LLC is offering $1,037,000 of Auto Callable Contingent Interest Notes due February 10, 2028, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay Contingent Interest Payments when each underlying (the Nasdaq-100 Index®, the Russell 2000® Index and the SPDR® S&P® Regional Banking ETF) closes at or above an Interest Barrier of 70.00% of its Initial Value on a Review Date and will be automatically called if, on a Review Date (other than the first, second and final Review Dates), each underlying closes at or above its Initial Value; the earliest automatic call date is June 8, 2026.
The notes were priced on March 6, 2026 with expected settlement on or about March 11, 2026, have minimum denominations of $1,000, an original issue price of $1,000 per note, estimated value of $970.30 per note, and a stated Contingent Interest Rate of 14.50% per annum. Payments and principal at maturity depend on the performance of the Least Performing Underlying; if the Final Value of the Least Performing Underlying is below the Trigger Value, investors may lose a substantial portion or all of principal.