Alerian MLP Index ETN SEC Filings

JPMorgan Chase Financial Company LLC is offering $610,000 of Review Notes linked to the MerQube US Large-Cap Vol Advantage Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes may be automatically called as early as November 25, 2026 if the Index closes at or above its Call Value, paying $1,000 plus a growing call premium that reaches 82.500% of principal on the final Review Date.

If the notes are not called and the Index finishes below the 60% Barrier Amount on the final Review Date, repayment is reduced one-for-one with the Index decline, so investors can lose more than 40% and up to all principal. The Index embeds a 6.0% per annum daily deduction, which drags performance and can cause the Index to fall even when its futures strategy is positive. The price to public is $1,000 per note, with selling fees of $50 and issuer proceeds of $950 per note; the estimated value at pricing was $886 per $1,000 note, reflecting structuring and hedging costs and JPMorgan’s internal funding rate.

JPMorgan Chase Financial Company LLC is offering $4,000,000 of unsecured Callable Contingent Interest Notes due November 26, 2030, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a monthly contingent coupon of $8.875 per $1,000 (a 10.65% per annum rate) for any Review Date on which the Nasdaq-100, Russell 2000 and S&P 500 are each at or above 70% of their Initial Value. If any index is below this barrier on a Review Date, no interest is paid for that month.

The issuer may redeem the notes early, in whole, on specified Interest Payment Dates beginning May 27, 2026, at $1,000 plus any due contingent interest. If the notes are not redeemed and, on the final Review Date, any index is below its 70% Trigger Value, investors lose 1% of principal for each 1% decline of the least performing index, potentially losing their entire investment. The notes priced at $1,000 with an estimated value of $973.50 per $1,000 and are not FDIC insured or listed on an exchange.

JPMorgan Chase Financial Company LLC is offering $500,000 of 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 pay a monthly contingent coupon of 13.50% per annum (1.125% per month, $11.25 per $1,000) only when the Index is at or above 70% of the Initial Value on a Review Date; missed coupons can be paid later if the barrier is subsequently met. Starting November 23, 2026, the notes are automatically called if the Index is at or above the Initial Value on designated Review Dates, returning $1,000 principal plus due and unpaid coupons.

If not called, at maturity in 2029 investors receive full principal only if the Index is at or above 60% of the Initial Value; below that level losses match the Index decline and can reach 100% of principal. The underlying Index uses leveraged S&P 500 E-mini futures and is reduced by a 6.0% per annum daily deduction, which drags performance. The notes are unsecured, subject to JPMorgan Financial and JPMorgan Chase & Co. credit risk, are not listed, and have an estimated value of $941.50 per $1,000, below the issue price.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering $2,160,000 of Market Linked Securities tied to the S&P 500® Index, due May 26, 2027. Each security has a $1,000 principal amount, a price to public of $1,000 and proceeds to the issuer of $976.75 per security after selling commissions.

The notes provide 150% leveraged upside participation in the S&P 500® up to a maximum return of 13.75%, capping the maximum maturity payment at $1,137.50 per security. The structure includes a 10% downside buffer: if the index ends between 90% and 100% of its starting level of 6,602.99, investors receive back their $1,000 principal.

If the S&P 500® closes below the threshold level of 5,942.691, repayment is reduced using a multiplier of approximately 1.1111, so investors lose about 1.1111% of principal for every 1% decline beyond the buffer and can lose their entire investment. The estimated value at pricing was $965.20 per security, reflecting embedded selling and hedging costs, and the securities are principal-at-risk, unsecured obligations, not bank deposits and not FDIC insured.

JPMorgan Chase Financial Company LLC is offering $18,826,000 of 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 pay a contingent coupon of 17.10% per annum (1.425% per month, or $14.25 per $1,000) on each monthly Interest Payment Date if, on the related review date, the Index is at or above 70.00% of the Initial Value.

The notes can be automatically called quarterly starting on May 21, 2026 if the Index is at or above its Initial Value of 3,677.97, returning $1,000 plus the applicable coupon. If not called, at maturity in 2031 investors receive $1,000 per note only if the Index is at or above the Trigger Value of 50.00% of the Initial Value; otherwise, the payoff is $1,000 plus $1,000 times the Index return, exposing investors to losses greater than 50% and potentially a total loss of principal. The Index is reduced by a 6.0% per annum daily deduction, which drags performance, and the notes are unsecured obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co. The price to public is $1,000 per note, with estimated value of $929.00 and net proceeds to the issuer of $18,656,566.

JPMorgan Chase Financial Company LLC is offering $816,000 of Capped Buffered Enhanced Participation Equity Notes linked to the S&P 500® Index and maturing on March 11, 2027. The notes pay no interest and their payoff depends on index performance from the trade date to the determination date. If the index rises, holders receive 1.5x the index gain, but returns are capped at a maximum settlement amount of $1,150.75 per $1,000 note. If the index falls by up to 10%, investors receive back principal; beyond that 10% buffer, losses are magnified so a large decline can result in a substantial, or even total, loss of principal. The notes are unsecured obligations subject to the credit risk of both JPMorgan Chase Financial Company LLC and its guarantor, JPMorgan Chase & Co. The original issue price is 100% of principal, with an estimated value of $982.40 per $1,000 note after selling commissions of 1.29% and embedded hedging and structuring costs.

JPMorgan Chase Financial Company LLC is offering $1,294,000 of Callable Contingent Interest Notes linked to the lesser performing of the Consumer Discretionary Select Sector SPDR Fund (XLY) and the VanEck Semiconductor ETF (SMH), maturing on November 27, 2028 and fully guaranteed by JPMorgan Chase & Co. The notes pay a contingent coupon of $10.8333 per $1,000 (a 13.00% per annum rate, 1.08333% monthly) on each Review Date only if both funds close at or above 60.00% of their Initial Values, set at $225.50 for XLY and $326.13 for SMH.

The issuer may redeem the notes early, in whole, on any Interest Payment Date starting February 26, 2026 (except the first, second and final dates), at $1,000 plus any due contingent interest. If held to maturity and neither fund finishes below its Trigger Value (50.00% of its Initial Value), investors receive $1,000 per note plus any final contingent interest. If either fund’s Final Value is below its Trigger Value, principal is reduced in line with the lesser performing fund’s return, and investors can lose more than 50% and up to all of their principal.

The notes are unsecured, unsubordinated obligations subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co. They do not pay fixed interest or dividends, may pay no interest at all, are not listed, and may trade at prices below the $1,000 issue price. The estimated value at pricing was $967.10 per $1,000 note, reflecting selling costs and hedging-related factors.

JPMorgan Chase Financial Company LLC is offering $2,047,000 of auto callable contingent interest notes linked to the common stock of QUALCOMM Incorporated (QCOM), fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a contingent coupon of $27.50 per $1,000 (an 11.00% per annum rate, 2.75% quarterly) for each Review Date when Qualcomm’s closing price is at least 60% of the Initial Value, or $97.98 based on an Initial Value of $163.30.

The notes can be automatically called on specified Review Dates starting May 21, 2026 if Qualcomm’s price is at or above the Initial Value, returning $1,000 plus due and unpaid contingent interest. If not called and the Final Value is at or above the 60% Trigger Value, investors receive full principal plus contingent interest. If the Final Value is below the Trigger Value, repayment is reduced in line with the stock loss, and investors can lose more than 40% or all of their principal.

The notes are unsecured, unsubordinated obligations, not deposits, not FDIC-insured, and have limited liquidity. The price to public is $1,000 per note, including fees and commissions, while the estimated value is $959.70 per $1,000, reflecting selling, structuring and hedging costs.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering auto callable contingent interest notes linked to the common stock of Oracle Corporation, maturing on November 30, 2028. The notes pay a contingent quarterly coupon of at least 16.50% per annum (at least $41.25 per $1,000 per quarter) for any Review Date on which Oracle’s share price is at or above 60.00% of the Initial Value, with unpaid coupons catching up on later qualifying dates.

The notes may be automatically called on any Review Date from May 26, 2026 (except the first and final dates) if Oracle’s share price is at or above the Initial Value, returning $1,000 plus due and unpaid contingent interest. If the notes are not called and the Final Value is at or above the 60.00% Trigger Value, investors receive full principal plus final and unpaid coupons at maturity.

If the Final Value is below the Trigger Value, repayment is reduced dollar-for-dollar with Oracle’s decline, and investors can lose more than 40.00% and up to all principal. The notes are unsecured obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co. The estimated value is approximately $960.00 per $1,000 note at pricing and will not be less than $940.00.