J.P. Morgan Securities LLC provides a performance update for the MerQube US Tech+ Vol Advantage Index, describing its construction, a 6.0% per annum daily deduction, replacement of E-Mini Nasdaq-100 futures with an unfunded position in the Invesco QQQ Trust effective February 9, 2024, and hypothetical/backtested performance through February 2026.
The update discloses historical returns and volatilities (Feb 2016–Feb 2026), recent end-of-day exposures ranging above 100% through early 2026, and prominent risk disclosures including leverage risk, index sponsor discretion, and limitations of backtested results.
JPMorgan Chase Financial Company LLC is offering structured notes linked to the MerQube US Tech+ Vol Advantage Index due March 27, 2031, fully guaranteed by JPMorgan Chase & Co.
The notes may be automatically called beginning March 25, 2027. They provide a series of escalating Call Premium Amounts up to 57.50% (final Review Date) but include a 15.00% buffer at maturity. Investors may forgo interest and dividends and can lose up to 85.00% of principal if the Index declines beyond the buffer. The Index applies a 6.0% per annum daily deduction and a notional financing cost; the estimated note value at pricing is approximately $908.90 per $1,000 principal amount, with a minimum estimated value of $900.00.
J.P. Morgan published a monthly performance update for the MerQube US Small‑Cap Vol Advantage Index, a rules‑based index that targets a level volatility of 35% and applies a 6.0% per annum daily deduction. The Index permits exposures to E‑Mini Russell 2000 futures between 0% and 500% and was established on June 21, 2022. Levels are published on Bloomberg under ticker MQUSSVA. The update presents hypothetical backtested performance (Feb 2016–June 17, 2022) and actual performance (from June 21, 2022 through February 28, 2026), and shows recent end‑of‑day exposures in early 2026 ranging from 122.75% to 148.84% in February.
JPMorgan Chase Financial Company LLC is offering structured notes linked to the least performing of the Dow Jones Industrial Average, Nasdaq-100 and Russell 2000 due March 18, 2030. The notes have a $1,000 principal amount per note, are expected to price on or about March 13, 2026, and to settle on or about March 18, 2026.
The notes can be automatically called beginning on March 18, 2027 on specified Review Dates for the principal plus a staged Call Premium (ranging from $155 to $620 per $1,000 note in the examples). If not called, a Barrier at 70.00% of each Index’s Initial Value protects principal only if each Index’s Final Value is at or above that Barrier; otherwise the maturity payment equals $1,000 plus $1,000 times the Least Performing Index Return and you may lose up to all principal.
JPMorgan Chase Financial Company LLC is offering Capped Dual Directional Buffered Equity Notes linked to the S&P 500® Index due March 9, 2028, fully guaranteed by JPMorgan Chase & Co.
The notes feature a 20.00% buffer against index declines, a Maximum Upside Return of at least 18.40%, a Strike Value of 6,740.02 (as of March 6, 2026), an Observation Date of March 6, 2028, expected Pricing Date on or about March 10, 2026, and settlement on or about March 13, 2026. Minimum denomination is $1,000. The estimated value at pricing would be approximately $987.80 per $1,000 note (not less than $950.00 per note). Payments depend on the Index Return with capped upside if positive, absolute-return treatment up to the buffer if modestly negative, and loss beyond the buffer (up to an 80.00% principal loss). Credit risk is borne by JPMorgan Financial and JPMorgan Chase & Co.
AMJB — Index update and historical performance summary. This supplement provides hypothetical backtested monthly and annual returns for the S&P 500® Daily Risk Control 5% Index covering January 4, 1999 through February 28, 2026 (backtest through September 9, 2009, actual thereafter). The presentation cautions that backtested results were produced using proxies, that past performance is not indicative of future results, and that the Index’s methodology and notional financing cost have changed.
The document lists selected risks, including that the Index may not meet its 5% target volatility, may be significantly uninvested at times, and that daily exposure adjustments can limit upside or magnify downside. It also directs readers to the related offering documents and risk sections for further details.
JPMorgan Chase Financial Company LLC is offering Structured Investments: Auto Callable Contingent Interest Notes linked to the common stock of Snowflake Inc., due March 28, 2029, fully guaranteed by JPMorgan Chase & Co. The notes may pay monthly Contingent Interest Payments if the Reference Stock closes at or above an Interest Barrier equal to 50.00% of the Initial Value and will be automatically called if the Reference Stock closes at or above the Initial Value on any quarterly Autocall Review Date; the earliest possible automatic call is September 23, 2026.
Key economics disclosed: an estimated value of approximately $930.00 per $1,000 principal amount note if priced today (minimum stated estimated value $900.00), and a Contingent Interest Rate of at least 17.00% per annum. If not called, payment at maturity depends on the Final Value relative to a Trigger Value equal to 50.00% of Initial Value; a Final Value below the Trigger Value can result in a loss of principal. Pricing and final terms will be provided in the pricing supplement.
JPMorgan Chase Financial Company LLC is offering structured notes due March 13, 2031, fully guaranteed by JPMorgan Chase & Co. The notes pay no interest, can be automatically called beginning on March 9, 2029, and have a $1,000 principal amount per note.
Payments are tied to the individual performance of the Nasdaq-100, Russell 2000 and S&P 500 Indices. A Barrier Amount equals 70.00% of each Index�s Strike Value; Strike Values were set on March 9, 2026. If not called, maturity payoff depends on the Least Performing Index Return and can result in a loss of principal.
JPMorgan Chase Financial Company LLC is offering auto‑callable contingent interest notes linked to Palantir Technologies Inc. Class A common stock. The notes pay a 12.00% per annum Contingent Interest Rate (1.00% per month) when the Reference Stock on a Review Date is at or above an Interest Barrier equal to 50.00% of the Initial Value. The notes may be automatically called on a Review Date (earliest possible automatic call March 22, 2027) if the closing price is at or above a Call Value of up to 81.00% of the Initial Value. Pricing is expected on or about March 20, 2026 with settlement on or about March 25, 2026. The price to public is $1,000 per note; the estimated value at pricing would be approximately $915.80 and will not be less than $900.00 per $1,000 note. At maturity, if the notes are not called and the Final Value is below the Trigger Value (50.00%), the payment equals $1,000 plus $1,000×Stock Return, which could result in a loss of more than 50.00% or all principal.
JPMorgan Chase Financial Company LLC is offering callable Contingent Interest Notes due September 16, 2027, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay contingent monthly interest only if the Dow Jones Industrial Average®, the Nasdaq-100® Technology Sector and the Russell 2000® Index each close at or above 70.00% of their initial values on a Review Date. The notes may be redeemed early beginning June 18, 2026. The expected public offering price is $1,000 per note; the estimated value at pricing is approximately $973.70 and will not be less than $900.00 per note. Investors bear issuer and guarantor credit risk, possible loss of principal if the least performing index falls below the trigger, and limited upside that is confined to contingent interest payments.