JPMORGAN CHASE & CO SEC Filings

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.

JPMorgan Chase Financial Company LLC is issuing $802,000 of structured notes linked to the least performing of the S&P 500 Index, Nasdaq-100 Index and Russell 2000 Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. Each note has a $1,000 denomination and matures on July 25, 2030.

At maturity, if every index finishes above its initial level, holders receive $1,000 plus an additional amount equal to the least-performing index return multiplied by a 110.90% participation rate. If any index ends at or below its initial level, the payoff is $1,000 plus $1,000 times the least-performing index return, but not less than $950 per $1,000, exposing investors to up to a 5% loss of principal, subject to issuer and guarantor credit risk.

The initial index levels on July 20, 2026 were 7,443.28 (S&P 500), 28,604.23 (Nasdaq-100) and 2,942.429 (Russell 2000). The price to the public is $1,000 per note, including $9.50 in selling commissions, and the estimated value at pricing was $972.30 per $1,000 note. For U.S. tax purposes, the notes are expected to be treated as contingent payment debt instruments, with a comparable yield of 4.45% and a projected single payment of $1,192.85 at maturity.

JPMorgan Chase Financial Company LLC is offering auto callable contingent interest notes due August 2, 2029, linked to the common stock of The Goldman Sachs Group, Inc., and fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a Contingent Interest Payment on each Review Date only if the closing price of Goldman Sachs stock is at least 50.00% of the Initial Value, the Interest Barrier. Missed coupons accrue and are paid later if a future Review Date meets the barrier.

Starting July 29, 2027, the notes are automatically called on any non-excluded Review Date when the stock closes at or above the Initial Value, returning $1,000 per note plus the applicable and any unpaid contingent interest, with no further payments. If not called, and at maturity the Final Value is at least the Trigger Value (also 50.00% of Initial Value), investors receive principal plus the final and any unpaid contingent interest. If the Final Value is below the Trigger Value, repayment is $1,000 + ($1,000 × Stock Return), so investors can lose a significant portion or all of their principal.

The hypothetical Contingent Interest Rate is at least 11.10% per annum (2.775% per quarter), with total hypothetical coupons up to $333.00 per $1,000 note if paid on all 12 Review Dates. The notes are unsecured obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., will not be listed, have limited liquidity, and carry complex tax, valuation and secondary market pricing considerations. A sample estimated value is $966.40 per $1,000 note, and the final estimated value at pricing will not be less than $900.00 per $1,000 note.

JPMorgan Chase Financial Company LLC is offering Buffered Digital Notes due September 2, 2027, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are linked to the least performing of the Nasdaq-100 Index®, Russell 2000® Index and S&P 500® Index.

At maturity, investors receive $1,000 plus a fixed contingent digital return of at least 12.75% per note if each index is at or above its initial level or down by no more than the 15.00% buffer. If any index falls by more than 15%, principal is reduced 1% for each additional 1% decline in the least-performing index, for up to an 85.00% loss of principal.

The minimum denomination is $1,000. If priced on the date shown, the estimated value would be $987.70 per $1,000 note and will not be less than $900.00 at pricing. The notes pay no interest or dividends, are unsecured obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., and are not listed, so liquidity may be limited.

JPMorgan Chase Financial Company LLC is offering structured Capped Notes linked to the S&P 500 Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes provide 100% participation in any positive S&P 500 performance over the term, but gains are capped at a Maximum Amount of at least $377.50 per $1,000 note, implying a maximum return of at least 37.75% at maturity.

The notes pay no interest and do not provide dividends from S&P 500 constituents. At maturity on July 29, 2031, holders receive $1,000 plus an Additional Amount based on the Index Return, but not below $1,000, subject to the credit risks of both the issuer and guarantor. The minimum denomination is $1,000. If priced on the reference date, the estimated value would be about $943.50 per $1,000 note, and will not be less than $900, reflecting embedded costs and hedging. The notes will not be listed, and secondary market liquidity and pricing are expected to be limited and potentially below the original issue price.