JPMORGAN CHASE & CO (AMJB) SEC Filings, Apr 17, 2026

The supplement describes notes linked to the J.P. Morgan Kronos+℠ Index, a notional, rules-based index maintained by J.P. Morgan Securities LLC that seeks dynamic exposure (0%, 100% or 200%) to the S&P 500® with a daily 0.95% per annum Index Deduction and, when leveraged, a notional financing cost. The Index rebalances up to six times monthly using turn-of-the-month, options-expiry momentum and month-end mean-reversion rules; its level was set to 0.05 on July 7, 1954 and was calculated live beginning December 22, 2020. The supplement highlights governance, market-disruption, succession and interest-rate risk, and notes that index rules, determinations and amendments are controlled by the Index Sponsor and Calculation Agent.

The Issuer and guarantor may offer notes linked to the MerQube U.S. Large Cap Volatility Plus Index, an index designed to provide variable, rules-based leveraged exposure to the daily return of the MerQube SPY Total Return Index II while targeting realized volatility 15% higher than the Constituent. The Index applies a 2.0% per annum daily deduction and a notional financing cost referenced to SOFR, and employs a daily-adjusted leverage factor subject to a maximum of 300% and an implicit minimum of 100%. The Index was established on May 28, 2025 and is reported under ticker MQUSLVP. The supplement explains methodology, governance, risks (including leverage, volatility targeting, financing-cost drag and sponsor discretion), calculation agent discretion for disruptions, and related background on the Constituent, the SPY Fund and SOFR.

JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC may offer notes linked to indices in the J.P. Morgan Futures Index Series. The supplement describes the two Indices (E-mini Nasdaq-100 and E-mini Russell 2000 futures-based excess return indices), index methodology, roll mechanics (a 20% roll over a five-day period), risks tied to futures markets and sponsor discretion, and operational rules including market disruption and succession provisions.

JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC offer structured notes linked to one or more reference currencies (each relative to a base currency), commodities, commodity futures contracts or commodity indices. Payments, valuation methods, Determination Dates and Payment Dates are set in each relevant terms supplement; estimated value is comprised of a fixed‑income component and one or more derivative components. Notes issued by JPMorgan Financial are fully and unconditionally guaranteed by JPMorgan Chase & Co. and are unsecured, unsubordinated obligations; payments on notes linked to commodity futures or indices may be affected by a commodity hedging disruption event.

JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC publish a product supplement for Notes Linked to One or More Underlying Stocks, Indices or Funds that describes general terms, risks and valuation mechanics for structured notes. The supplement states any computed negative payment will be $0 and references an estimated value methodology tied to an internal funding rate and internal pricing models. The document highlights credit risk of the Issuer/Guarantor, potential early redemption/acceleration events, limited secondary market liquidity, conflicts of interest from affiliated hedging and JPMS’s role as calculation agent, and specialized risks for Non-U.S. and Commodity-linked notes.

JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC may offer notes linked in whole or in part to the J.P. Morgan Total Return Index (the "Index"). The underlying supplement describes the Index methodology, risks, the 12 iShares® ETF Constituents, monthly portfolio selection and rebalancing mechanics and the roles of J.P. Morgan Securities LLC as Index Sponsor and Calculation Agent. The Index is a notional, momentum-based allocation across up to 12 U.S. dollar fixed-income ETFs with constituent weight increments of 5%, individual maximum weights generally of 20% and sector caps (for example, U.S. Treasury Sector: 50%). The Index targets a volatility threshold initially set at 5% and was set to a base level of 100.00 on May 3, 2004, with live calculation beginning on July 13, 2017. The supplement highlights conflicts of interest, index discretion, substitution and market disruption provisions, hypothetical back-tested limitations and ETF-specific risks.

JPMorgan Chase is offering notes linked to the MerQube Vol Advantage Index Series, each index subject to a 6.0% per annum daily deduction. Two "Fund Indices" (US Tech+ and Bitcoin) also incur a notional financing cost deducted daily (SOFR plus a fixed spread of 0.50% and 1.25%, respectively).

Each Index targets a 35% implied volatility and adjusts exposure weekly or monthly, subject to a maximum exposure of 500%. The indices are excess-return constructs that use leverage and futures or ETF exposures; the deductions and leverage can materially reduce or magnify returns. The supplement discloses governance links between JPMorgan affiliates and the Index Sponsor and details index mechanics, rebalancing, calculation conventions, and specific risks for futures, gold and bitcoin exposures.

JPMorgan offers notes linked to the J.P. Morgan Large‑Cap Dynamic Blend℠ 5 Index, a JPMS‑developed rules‑based index that targets an annualized realized volatility of 5.0% and applies a daily deduction of 0.50% per annum. The Index references a notional mix of an equities futures component (S&P 500 futures) and a 2‑year U.S. Treasury futures component and rebalances daily between those Portfolio Constituents using two realized‑volatility measures. The Index Level was set to 100.00 on July 25, 1990 and was calculated live beginning March 2, 2022. The prospectus supplement warns that the Index may be significantly uninvested on some days, that negative roll returns and correlation between constituents may reduce returns, and that JPMS (the Index Sponsor and Calculation Agent) has broad discretion over index rules, substitutions and determinations.