Alerian MLP Index ETN SEC Filings

JPMorgan Chase Financial Company LLC is offering auto callable contingent interest notes linked to the MerQube US Large-Cap Vol Advantage Index, guaranteed by JPMorgan Chase & Co. The notes run to December 23, 2030 and can be automatically called as early as June 18, 2026 if the Index is at or above its Initial Value on a review date.

Investors may receive a quarterly Contingent Interest Payment at a rate of at least 11.00% per annum when the Index is at or above 60% of the Initial Value, which serves as both the Interest Barrier and Trigger Value in the examples. If the notes are not called and the Final Value is below the Trigger Value, principal is reduced one-for-one with the Index decline, potentially resulting in a total loss.

The underlying Index uses leveraged exposure (up to 500%) to E-mini S&P 500 futures, targets 35% implied volatility and applies a 6.0% per annum daily deduction, which materially drags performance. The notes are unsecured obligations, pay no dividends, are not FDIC insured and have an estimated value of about $900.80 per $1,000 principal, not less than $900.00 at pricing.

JPMorgan Chase Financial Company LLC is offering unsecured review notes linked to the MerQube US Tech+ Vol Advantage Index, maturing in December 2030 and fully guaranteed by JPMorgan Chase & Co. The notes can be automatically called as early as December 7, 2026 if the Index closes at or above the Call Value, paying back principal plus a preset Call Premium Amount.

Investors give up interest and dividends and accept downside risk: if the notes are not called and the Index falls more than the 15% buffer, principal is reduced 1% for each 1% drop beyond that, up to an 85% loss. The Index applies a 6.0% per annum daily deduction and a notional financing cost, which drag performance and magnify losses, especially when combined with leverage of up to 500% exposure to the QQQ Fund.

The notes are expected to be sold in $1,000 minimum denominations, with an estimated value of about $909.60 per $1,000 at pricing, not less than $900. They do not trade on an exchange, may be hard to sell, and all payments depend on the credit of JPMorgan Financial and JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC is offering auto callable contingent interest notes linked to the Dow Jones Industrial Average®, the Nasdaq-100® Technology Sector IndexSM and the Russell 2000® Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a monthly contingent coupon at a rate expected to be at least 10.00% per annum if, on a Review Date, each index is at or above 80% of its initial level. The notes can be automatically called as early as June 5, 2026 if each index is at or above its initial level, returning principal plus the applicable coupon. If the notes are not called and any index finishes below its 70% trigger level at maturity, investors lose 1% of principal for each 1% decline of the worst-performing index, and could lose their entire investment. The estimated value is illustrated at about $961.50 per $1,000 note, with a minimum disclosed estimated value of $900.00 per $1,000 at pricing, and the notes are unsecured, not FDIC insured, and subject to JPMorgan credit and liquidity risk.

JPMorgan Chase Financial Company LLC is offering auto callable contingent interest notes linked to the MerQube US Large-Cap Vol Advantage Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes target investors seeking high contingent income but who can tolerate substantial downside risk.

Holders receive a Contingent Interest Payment on a Review Date only if the Index closes at or above 60% of its Initial Value (the Interest Barrier). The notes are automatically called, starting with the June 18, 2026 Review Date, if the Index closes at or above its Initial Value, in which case investors receive principal plus the applicable contingent interest and no further payments.

If the notes are not called and the Index finishes below the Trigger Value (also 60% of Initial Value) at maturity, principal is reduced 1% for each 1% Index decline, potentially to zero. The Index embeds a 6.0% per annum daily deduction, which drags performance and can cause declines even when its futures strategy is flat or modestly positive. The notes are unsecured obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., pay no fixed interest or dividends, may be illiquid, and raise complex U.S. tax considerations.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering structured “Review Notes” linked to the least performing of the Nasdaq-100, Russell 2000 and S&P 500 indices, maturing in November 2030.

The notes can be automatically called on scheduled review dates starting in November 2026 if each index is at or above its strike level, paying back $1,000 per note plus a call premium that steps up from at least 14% to at least 70% by the final review date. If the notes are not called and each index finishes at or above 70% of its strike, investors receive only their principal back at maturity.

If any index closes below 70% of its strike on the final review date, repayment is reduced one-for-one with the loss on the worst-performing index, so investors can lose more than 30% and up to all of their principal. The notes pay no interest or dividends, are unsecured obligations with minimum denominations of $1,000, and have an indicative estimated value of about $970.60 per $1,000, not less than $940. They are intended for investors who can tolerate equity index risk and limited upside.

JPMorgan Chase Financial Company LLC is offering callable contingent interest notes linked individually to the Nasdaq-100 Technology Sector Index, the Russell 2000 Index and the S&P 500 Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a monthly Contingent Interest Payment of at least $6.7917 per $1,000 (at least 8.15% per annum) for each Review Date on which every index closes at or above 70% of its Initial Value. If any index is below this Interest Barrier on a Review Date, no interest is paid for that period.

The issuer may redeem the notes early, in whole, on specified Interest Payment Dates starting March 5, 2026, paying $1,000 plus any due contingent interest. If the notes are not redeemed and, on the final Review Date, every index is at or above 60% of its Initial Value, investors receive $1,000 plus any final contingent interest. If any index ends below 60%, the maturity payment is reduced in proportion to the worst index’s loss, and investors can lose more than 40% and up to all principal. The notes are unsecured obligations subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co., and the estimated value is currently about $961.10 per $1,000, with a minimum final estimated value of $900.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering Digital Barrier Notes due June 8, 2027 linked separately to the Dow Jones Industrial Average®, Nasdaq-100 Index® and Russell 2000® Index. The notes target a fixed Contingent Digital Return of at least 12.75% at maturity if the Final Value of the least performing index is at or above 65% of its Initial Value on the June 3, 2027 observation date.

If any index finishes below the 65% barrier, principal is reduced 1% for every 1% decline in the least performing index, so investors can lose more than 35% and up to all of their principal. The notes pay no periodic interest or dividends, are unsecured obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., and will not be listed on an exchange. The preliminary estimated value is about $982.80 per $1,000 note, and the final estimated value will not be less than $900.00 per $1,000.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering capped buffered equity notes linked to the S&P 500® Index, maturing on December 8, 2028. Each note has a $1,000 denomination and provides 1.00x upside exposure to any S&P 500® gain, capped at a maximum return of at least 33.00%, so the maximum payment at maturity is at least $1,330 per $1,000 note.

The notes include a 20.00% downside buffer: if the index ends flat or down by up to 20%, investors receive their principal back at maturity. If the index falls by more than 20%, holders lose 1% of principal for each additional 1% decline, for a potential loss of up to 80.00% of principal.

The notes pay no interest and provide no dividends from S&P 500® companies. They are unsecured and unsubordinated obligations of JPMorgan Chase Financial Company LLC, subject to the credit risk of both the issuer and JPMorgan Chase & Co. If priced on the date referenced, the estimated value would be about $982.50 per $1,000 note and, when finally set, will not be less than $900.00 per $1,000 note.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering unsecured Uncapped Buffered Return Enhanced Notes linked to the S&P 500® Futures Excess Return Index, maturing on December 10, 2030. The notes target an uncapped payoff of at least 1.51 times any positive Index performance at maturity, with no periodic interest payments.

Principal is protected only up to a 20.00% buffer. If the Index falls more than 20.00%, investors lose 1% of principal for each additional 1% decline, up to a maximum loss of 80.00% of principal. The hypothetical payout table shows, for example, that a 10.00% Index gain would pay $1,151.00 per $1,000 note, while a 50.00% decline would pay $700.00.

Minimum denomination is $1,000. If priced on the illustrated date, the estimated value would be about $947.50 per $1,000 note and will not be less than $900.00, reflecting selling commissions, hedging costs and issuer funding assumptions. Key risks include issuer and guarantor credit risk, no listing or guaranteed liquidity, potential negative roll returns in futures, basis risk versus the S&P 500® Index itself and complex, evolving U.S. tax treatment.