JPMORGAN CHASE & CO SEC Filings

JPMorgan Chase Financial Company LLC is offering Buffered Callable Range Accrual Notes linked to the S&P 500® Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are scheduled to price on January 27, 2026, settle on or about January 30, 2026 and mature on January 31, 2031, with a single Index Observation Date on January 28, 2031.

Interest is paid monthly and depends on how often, during each interest period, the Index closing level is at least 85.00% of the Initial Value. The annual interest rate for a period equals an Interest Factor of at least 5.90% multiplied by the fraction of Trading Days that meet this condition, and can be as low as 0.00% if the condition is never met.

The notes offer partial downside protection: if the Final Value is at or above 85.00% of the Initial Value, investors receive full principal at maturity; below that level, they lose 1% of principal for each 1% Index decline beyond the 15.00% buffer, with examples down to $150.00 per $1,000 if the Index falls to zero. The issuer may redeem the notes monthly at par plus accrued interest from January 29, 2027. The preliminary estimated value is about $939.50 per $1,000, and will not be less than $900.00 per $1,000.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering Buffered Callable Range Accrual Notes linked to the Nasdaq 100® Index, maturing on January 31, 2031.

The notes pay monthly interest that depends on how often, within each Interest Period, the Index closes at or above 85.00% of its Initial Value (the Minimum Index Level). The Interest Rate is calculated using an Interest Factor of at least 6.30% per annum multiplied by the ratio of qualifying Trading Days to total Trading Days, and can be as low as 0.00% per annum if the Accrual Provision is never satisfied.

At maturity, investors receive full principal back only if the Index is at or above the Buffer Level of 85.00% of the Initial Value. Below that level, principal is reduced 1% for each 1% decline beyond the 15% buffer, with a potential loss of up to 85.00% of principal. The issuer may redeem the notes monthly, starting January 29, 2027, at par plus accrued interest. The estimated value, if priced on the example date, is about $931.90 per $1,000 note, and will not be less than $900.00 per $1,000 at pricing, reflecting selling commissions of up to $40.00 per $1,000 and hedging and structuring 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 Constellation Energy Corporation, maturing on January 4, 2029. These notes can be automatically called on quarterly review dates if the stock closes at or above its initial value, in which case investors receive their $1,000 principal plus the applicable contingent interest and no further payments.

The notes pay a contingent interest rate of at least 17.00% per annum, or at least 4.25% per quarter, but interest is only paid for a review date if the stock closes at or above a specified interest barrier. If the notes are not called and the final stock value is below a trigger level, investors lose 1% of principal for each 1% decline from the initial value and can lose their entire investment. An example estimated value is $962.70 per $1,000, and the final estimated value will not be less than $900. The notes are unsecured obligations, not FDIC insured, will not be listed on an exchange, and involve complex tax and withholding considerations.

JPMorgan Chase Financial Company LLC is offering auto callable contingent interest notes linked to the Class A common stock of Meta Platforms, Inc., fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are designed to pay a Contingent Interest Payment on each Review Date if Meta’s closing price is at least 75.00% of the Initial Value, and will be automatically called if Meta’s price on any non-final Review Date is at least the Initial Value.

If the notes are not called and Meta’s Final Value is below the Trigger Value (75.00% of the Initial Value), investors lose 1% of principal for each 1% decline, up to a total loss. The hypothetical Contingent Interest Rate is 13.50% per annum (3.56385% per quarter), and the estimated value would be about $970.00 per $1,000 note and will not be less than $950.00 per $1,000 when set. The notes are unsecured, not FDIC insured, pay no fixed interest or dividends, and involve significant market, credit, liquidity and tax risks.

JPMorgan Chase Financial Company LLC is issuing $572,000 of Auto Callable Contingent Interest Notes linked to the MerQube US Large-Cap Vol Advantage Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. Each note has a $1,000 denomination and was priced on January 2, 2026, with expected settlement on or about January 7, 2026.

The notes pay a Contingent Interest Payment of $33.75 per $1,000 (a 13.50% per annum rate, paid at 3.375% per quarter) on any Review Date where the Index closes at or above 60.00% of its Initial Value of 3,824.00. The notes are automatically called, starting July 2, 2026, if on a Review Date (other than the first and final) the Index closes at or above the Initial Value; investors then receive $1,000 plus the applicable Contingent Interest Payment and no further payments.

If the notes are not called and the Final Value is at least 60.00% of the Initial Value, investors receive $1,000 plus the final Contingent Interest Payment at maturity on January 7, 2031. If the Final Value is below 60.00% of the Initial Value, repayment is reduced one-for-one with the Index loss, and investors can lose more than 40.00% and up to all of their principal. The Index includes 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.

JPMorgan Chase Financial Company LLC is offering Contingent Income Auto-Callable Securities due January 5, 2029, linked to the Class A common stock of Affirm Holdings, Inc. The aggregate principal amount is $4,523,000, with each security having a stated principal amount and issue price of $1,000.

Holders may receive a contingent quarterly payment of $45.50 per $1,000 (4.55%) on each determination date when Affirm’s closing stock price is at or above the downside threshold of $37.015, equal to 50% of the initial stock price of $74.03. If the stock is below that level, no payment is made for that quarter.

The notes are auto-callable: if on any non-final determination date the stock closes at or above $74.03, the securities are redeemed early for principal plus the applicable contingent payment and any unpaid prior contingent payments. If not called and the final stock price is at or above the downside threshold, investors receive principal plus the final contingent payment and any unpaid prior amounts.

If the securities are not called and the final stock price is below the downside threshold, repayment is reduced 1-for-1 with the stock’s decline, and the maturity payment will be less than 50% of principal and could be zero, so investors can lose their entire investment. The estimated value on the pricing date is $946.50 per $1,000 security, and the notes are unsecured, unsubordinated obligations of JPMorgan Chase Financial Company LLC, fully and unconditionally guaranteed by JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC is offering unsecured, unsubordinated capped notes linked to the SPDR® Gold Trust, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are designed to give 125.00% participation in any positive Fund Return up to a maximum return of at least 16.31%, illustrated by a hypothetical Maximum Amount of $163.10 per $1,000 principal amount note at maturity on January 20, 2027.

Investors forgo interest and may lose up to 10.00% of principal, as repayment is floored at $900.00 per $1,000 note if the Fund declines. The estimated value is indicated at approximately $985.00 per $1,000 note and will not be less than $960.00 when set, reflecting selling commissions and hedging costs. Payments depend on the SPDR® Gold Trust and are subject to the credit risks of JPMorgan Financial and JPMorgan Chase & Co., with no listing and limited liquidity expected.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering callable contingent interest notes linked to the lesser performance of the KraneShares CSI China Internet ETF and the iShares China Large-Cap ETF, maturing on January 10, 2028. The notes can pay a quarterly contingent interest of at least 11.50% per annum (at least 2.875% per quarter) if, on a given review date, each ETF’s share price is at or above 70.00% of its initial value. Missed interest can be paid later if the barrier is met on a future review date.

The issuer may redeem the notes early on specified interest payment dates starting July 9, 2026, returning principal plus any due interest. At maturity, if both ETFs are at or above 70.00% of their initial values, investors receive full principal plus any due interest; if either is below that level, repayment is reduced one-for-one with the loss of the lesser-performing ETF, with losses potentially up to the full principal. The preliminary estimated value is about $964.20 per $1,000 note and will not be less than $950.00, reflecting structuring and hedging costs. The notes are unsecured, not FDIC insured, and expose investors to Chinese equity, emerging markets, currency and sector-specific risks.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering 3-year structured notes linked to the MerQube US Large-Cap Vol Advantage Index. The notes have a minimum denomination of $1,000 and an estimated value of at least $900 per $1,000 at pricing. The index uses E‑Mini S&P 500 futures with leverage that can range from 0% to 500% and embeds a 6.0% per annum daily deduction.

The notes feature annual review dates through January 30, 2029, with automatic call if the index is at or above its initial level, paying back principal plus a call premium of at least 29.50% per annum. If not called, principal is protected only down to a barrier at 60.00% of the initial index level; below that, repayment is reduced one-for-one with the index loss, and investors can lose all principal. Payments depend on the credit of both issuing and guaranteeing entities, and investors do not receive interest, dividends, or voting rights. The disclosure highlights significant risks, including leverage, index methodology, liquidity, and tax uncertainty.