JPMORGAN CHASE & CO SEC Filings

JPMorgan Chase Financial Company LLC is issuing $641,000 of callable contingent interest notes linked to the lesser performing of the Russell 2000® Index and the S&P 500® Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are scheduled to mature on November 29, 2030.

Investors can receive a contingent interest payment of $5.50 per $1,000 note (a 6.60% per annum rate, paid monthly at 0.55%) for each review date where the closing level of both indices is at least 75% of their initial values (the interest barrier). If either index is below its barrier on a review date, no interest is paid for that period.

The notes may be redeemed early at the issuer’s option on certain interest payment dates, starting November 30, 2026, at $1,000 per note plus any due contingent interest. At maturity, if not called and either index is below 85% of its initial value (the buffer threshold), principal is reduced 1% for each 1% decline beyond the 15% buffer, up to a maximum loss of 85% of principal. The estimated value is $939 per $1,000 note, reflecting fees, hedging costs and the issuer’s internal funding rate.

JPMorgan Chase Financial Company LLC is offering $430,000 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 10.50% per annum, or $26.25 per $1,000 per quarter, but only if on a Review Date the Index is at or above the Interest Barrier of 60.00% of the Initial Value (2,258.472). If the Index is below that level, no interest is paid for that quarter.

Starting May 26, 2026, the notes are automatically called if, on a Review Date (other than the first and final), the Index is at or above its Initial Value of 3,764.12. In that case, investors receive $1,000 plus the applicable interest and the investment ends early. If the notes are not called and the Final Value is at or above the Trigger Value (the same 60.00% level), investors receive $1,000 plus the final interest payment at maturity on November 29, 2028. If the Final Value is below the Trigger Value, repayment is reduced one-for-one with the Index decline, and investors can lose more than 40% and up to all of their principal.

The underlying Index uses leveraged exposure (up to 500%) to E-mini S&P 500 futures and is subject to a 6.0% per annum daily deduction, which drags on performance. 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 selling commissions of $30 and an estimated value of $918.50 per $1,000 at pricing.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is issuing $2,133,000 of Auto Callable Yield Notes linked to the lesser performing of the Russell 2000® and S&P 500® Index, maturing March 1, 2027. The notes pay interest at 8.15% per annum, or 0.67917% monthly, as long as they remain outstanding.

The notes are automatically called, returning $1,000 per note plus interest, if on any non‑final review date each index closes at or above its initial value. If not called, and at maturity both indices are at or above 70% of their initial levels, investors receive full principal plus the final interest payment. If at maturity either index is below 70% of its initial level, repayment is reduced in line with the decline of the lesser performing index, which can result in a loss of more than 30% and up to all principal. The estimated value at pricing was $981.40 per $1,000 note.

JPMorgan Chase Financial Company LLC is offering $150,000 of structured notes linked to the MerQube US Large-Cap Vol Advantage Index, guaranteed by JPMorgan Chase & Co. The notes can be automatically called as early as November 27, 2026 if the Index is at or above the Call Value, paying fixed call premiums ranging from $240 to $1,200 per $1,000 note. If the notes are not called and the Final Value is at or above a 50% Barrier Amount, investors receive full principal back; below the barrier, losses match the Index decline, up to a total loss.

The Index uses leveraged exposure (up to 500%) to E-mini S&P 500 futures and targets 35% implied volatility, but it is reduced by a 6.0% per annum daily deduction, which drags performance and can cause declines even when the strategy is mildly positive. The notes pay no interest or dividends, are unsecured obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., have limited liquidity, and are expected to have an initial estimated value of $901.20 per $1,000, below the $1,000 issue price.

JPMorgan Chase Financial Company LLC is offering $4,463,000 of auto callable buffered equity notes linked to the MerQube US Tech+ Vol Advantage Index, maturing on November 29, 2030 and fully guaranteed by JPMorgan Chase & Co.

The notes can be automatically called starting November 27, 2026 if the Index is at or above its initial level, paying back $1,000 plus a call premium of 24.50%, 49.00%, 73.50% or 98.00% of principal on successive review dates. If held to maturity and not called, investors get full upside of Index gains, principal back if the Index is down by up to the 15% buffer, and lose 1% of principal for each 1% drop beyond that, up to an 85% loss.

The underlying Index includes a 6.0% per annum daily deduction and a notional financing cost on the QQQ Fund, which drag on performance and mean the Index will trail a similar index without these charges. The notes pay no interest or dividends, are unsecured obligations subject to JPMorgan credit risk, have an estimated value of $912.60 per $1,000 at pricing, and are not expected to be listed, limiting liquidity.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering Capped Enhanced Participation Basket-Linked Notes due June 8, 2027 as Series A medium-term notes. Each note has a $1,000 principal amount and pays no interest. The payoff depends on an unequally weighted equity index basket: EURO STOXX 50® (38%), TOPIX® (26%), FTSE® 100 (17%), Swiss Market Index (11%) and S&P/ASX 200 (8%).

At maturity, holders receive $1,000 plus three times any positive basket return, capped at a basket level of about 107.93%–109.31%, for an expected maximum payment of $1,237.90 to $1,279.30 per $1,000 note. If the basket falls below its initial level, principal is lost one-for-one and can be reduced to zero. The notes are unsecured obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., will not be listed, and have no issuer redemption feature.

The preliminary estimated value is expected between $967.80 and $977.80 per $1,000, reflecting embedded fees, hedging costs and dealer compensation, so secondary prices are likely below the original issue price. The tax discussion indicates the notes are reasonably treated as open transactions, but acknowledges material U.S. federal income tax uncertainty.

JPMorgan Chase Financial Company LLC has priced $2,090,000 of Capped Dual Directional Buffered Equity Notes linked to the lesser performer of the Nasdaq-100 Index® and the S&P 500® Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are scheduled to mature on May 30, 2028, with a 15.00% downside buffer and a Maximum Upside Return of 29.00%, capping the payment at $1,290.00 per $1,000 note when the lesser performing index rises sufficiently.

If the lesser performing index declines by up to 15.00%, investors receive a positive return equal to the absolute decline, up to $1,150.00 per $1,000 note, but losses increase one-for-one beyond that level and can reach 85.00% of principal. The notes pay no interest or dividends, are unsecured obligations subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co., and are not listed, so secondary market liquidity may be limited. The estimated value at pricing was $955.20 per $1,000, below the $1,000 price to the public, reflecting selling commissions, hedging costs and issuer funding assumptions.

JPMorgan Chase Financial Company LLC is issuing structured step-up auto callable notes linked to the J.P. Morgan Multi-Asset Index, with a total offering size of $1,090,000 and a maturity date of November 30, 2032. The notes are fully and unconditionally guaranteed by JPMorgan Chase & Co., with a minimum denomination of $1,000.

The notes can be automatically called as early as November 24, 2026 if the Index closes at or above increasing Call Values of 101% to 106% of the Initial Value, paying principal plus call premiums of 8% to 48%. If not called, holders receive full principal at maturity plus any Index upside, based on a 100% participation rate and the Index Return, with no cap. The price to public is $1,000 per note, including $34 in fees and commissions, while the estimated value is $913.90, and investors face the credit risk of both JPMorgan Financial and JPMorgan Chase & Co. along with extensive index, liquidity, and tax risks.

JPMorgan Chase Financial Company LLC is offering $1,428,000 of Auto Callable Accelerated Barrier Notes linked to the lesser performance of the Russell 2000 Index and the S&P 500 Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are scheduled to mature on November 30, 2027 and may be automatically called on November 27, 2026 if each index is at or above its Call Value, paying $1,000 principal plus a fixed Call Premium Amount of $97.50 per note.

If not called and both final index levels exceed their initial values, investors receive an uncapped payoff equal to 1.50 times the gain of the lesser performing index. If either index finishes below 70% of its initial value, investors lose 1% of principal for every 1% decline of the lesser performing index, up to a total loss. The notes pay no interest, provide no dividends, are unsecured obligations subject to the credit risk of both issuers, are not FDIC insured and may be illiquid, with an estimated value at pricing of $944.80 per $1,000, below the $1,000 issue price.