JPMorgan Chase Financial Company LLC is offering callable Contingent Interest Notes due March 20, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a contingent quarterly interest only if each of the Dow Jones Industrial Average®, the Nasdaq-100 Index® and the S&P 500® Index is at or above an Interest Barrier equal to 65.00% of its Initial Value on a Review Date.
The notes may be redeemed early at the issuer’s option on interest payment dates (first possible early redemption: September 22, 2026). The estimated value at pricing is about $963.30 per $1,000 note and will not be less than $930.00 per $1,000. The Contingent Interest Rate will be at least 8.80% per annum. If not redeemed and the Final Value of any Index is below its Trigger Value (equal to 60.00% of Initial Value), the investor may lose part or all of principal; maturity payment would equal $1,000 plus $1,000 times the Least Performing Index Return.
JPMorgan Chase Financial Company LLC is offering structured auto-callable buffered return enhanced notes due March 16, 2028, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are linked to the lesser performing of the Russell 2000® and the S&P 500® indices and may be automatically called beginning on March 19, 2027.
The notes pay no coupons, have a minimum denomination of $1,000, and are designed to provide an uncapped return at maturity equal to 1.50× the Lesser Performing Index's appreciation if not called. They include a 10.00% downside buffer at maturity; if the Lesser Performing Index falls by more than 10.00%, investors lose 1.00% of principal per 1.00% decline beyond the buffer, up to a 90.00% loss. The estimated value at pricing is approximately $980.20 per $1,000 note; the estimated value will not be less than $900.00 and the Call Premium Amount will not be less than $172.50.
JPMorgan provided a performance update to the prospectus showing metrics for the MerQube US Large-Cap Vol Advantage Index, an index that targets a volatility level of 35% and applies a 6.0% per annum daily deduction.
The Index seeks dynamic exposure to unfunded rolling E-Mini S&P 500 futures with a stated maximum futures exposure of 500% and minimum of 0%. The Index was established on February 11, 2022 and shows hypothetical backtested history from Feb 2016 through Feb 2026 alongside actual performance from Feb 11, 2022 through Feb 28, 2026.
J.P. Morgan provides a performance update for the J.P. Morgan Kronos+ SM Index, showing hypothetical backtested and actual historical performance from Feb 2016 through Feb 2026. The Index, established on December 22, 2020 (Bloomberg: JPUSKRNS), targets dynamic uninvested, fully invested or 2x leveraged exposure to the S&P 500® Price Index and is subject to a daily deduction equivalent to a 0.95% per annum index fee. The update includes monthly and annual return tables, historical exposure windows, and a list of selected risks including fee impact, financing costs tied to the Effective Federal Funds Rate, limited operating history, and strategy overlap risks.
J.P. Morgan published a March 2026 index supplement presenting hypothetical backtested monthly returns for the MerQube US Large-Cap Vol Advantage Index from January 7, 2005 through February 10, 2022 and actual Index performance from February 11, 2022 through February 28, 2026. The presentation includes monthly and annual return tables, a statement that the Index was established on February 11, 2022, and risk and disclaimer language.
The material highlights key index features and limitations, including a 6.0% per annum daily deduction, use of significant leverage, potential for the Index to be substantially uninvested, and that it is an "excess return" index rather than a total return index. The supplement emphasizes that hypothetical backtested performance has limitations and past performance is not indicative of future results.
J.P. Morgan publishes a March 2026 supplement updating the Kronos+ SM Index, showing hypothetical backtested returns using the S&P 500 Price Return Index from July 7, 1954 through December 21, 2020 and actual Index performance from December 22, 2020 through February 28, 2026.
The supplement reiterates that returns are hypothetical or historical and not indicative of future results, discloses an annual deduction fee of 0.95%, notes the Index’s limited operating history (established December 22, 2020), and lists selected risks and methodological disclaimers.
JPMorgan Chase Financial Company LLC priced $1,091,000 of Auto Callable Contingent Interest Notes due March 9, 2029, fully guaranteed by JPMorgan Chase & Co.
The notes pay contingent interest at a 8.50% per annum rate when each underlying (Russell 2000®, S&P 500®, and the Utilities Select Sector SPDR® ETF) is >= an Interest Barrier of 70.00% of its Initial Value on a Review Date. The notes are auto-callable beginning September 8, 2026 if each underlying is >= its Initial Value on a Review Date; maturity is March 9, 2029. Price to public was $1,000 per note; selling commission $30; proceeds to issuer $970 per note. The estimated value at pricing was $954.50 per note.
Principal is at risk: if the notes are not called and the Final Value of the least performing underlying is below its Trigger Value (70.00%), payment at maturity equals $1,000×(1 + Least Performing Underlying Return), which can result in significant principal loss.
JPMorgan Chase Financial Company LLC priced $2,477,000 of Auto Callable Contingent Interest Notes linked to Broadcom Inc. common stock due April 9, 2027. The notes are fully and unconditionally guaranteed by JPMorgan Chase & Co. and priced on March 6, 2026 with expected settlement on or about March 11, 2026.
The notes pay a contingent interest when the Reference Stock closing price on a Review Date is at or above an Interest Barrier equal to 55.00% of the Initial Value and are automatically called if a Review Date closing price is at or above the Initial Value on certain Review Dates (earliest automatic call date: September 8, 2026). At maturity, if not called and the Final Value is below the Trigger Value, payment will reflect the stock return, potentially causing substantial principal loss.
J.P. Morgan presents historical and backtested performance for the J.P. Morgan Large-Cap Dynamic Blend 3 Index and discloses selected risks for related notes. The presentation shows hypothetical backtested returns from July 25, 1990 through March 22, 2021 and actual returns through February 28, 2026. It states the Index fee is 0.95% per annum, the Index was established on March 23, 2021, and Portfolio Constituents were established on December 22, 2020. The document emphasizes that past and backtested performance are not indicative of future results and lists multiple index, futures, correlation, liquidity, and credit risks.
J.P. Morgan provides a monthly performance update for the J.P. Morgan Dynamic Blend Index, a rules-based index that dynamically allocates between an Equity Constituent (S&P 500 futures exposure) and a Bond Constituent (2-year U.S. Treasury futures) while targeting a 3.0% volatility goal.
The Index charges a daily fee equal to 0.95% per annum, was established on March 23, 2021, and reports backtested performance from Feb 2016 through Mar 22, 2021 and actual performance through Feb 28, 2026. The update shows comparative 1-, 3-, 5- and 10-year returns and volatilities versus two notional 20/80 portfolios. The document emphasizes backtesting limits, the Index's notional nature, a limited operating history, and multiple concentration, futures, and margin risks that could materially affect future outcomes.