JPMorgan Chase Financial Company LLC is offering Alerian MLP Index® ETNs (listed as the 2044 notes, ticker AMJB) that are unsecured obligations of JPMorgan Financial and fully guaranteed by JPMorgan Chase & Co. Payments are linked to the VWAP level of the Alerian MLP Index and to cash distributions on its MLP components. Coupon payments, if any, are variable and subject to a 0.85% per annum investor fee and an investor-fee shortfall carryforward. Principal at maturity and early repurchase or redemption payments are based on the arithmetic average VWAP level over a five-day measurement period. Holders face issuer/guarantor credit risk, uncertain U.S. federal income tax treatment (including potential application of Section 1260), limited liquidity, minimum weekly repurchase requests of 50,000 notes subject to a 0.125% repurchase fee, and potential conflicts from issuer hedging and trading activities. Use of proceeds is expected to be lent to affiliates for general corporate purposes and hedging.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC describe standardized terms for notes linked to reference currencies, commodities, commodity futures contracts or commodity indices. The product supplement explains valuation mechanics (initial, final, strike values), Determination Dates and Payment Dates, calculation agent role (typically J.P. Morgan Securities LLC), credit and hedging risks, potential early acceleration for commodity hedging disruption events, limited secondary market liquidity, and tax and regulatory considerations.
The supplement emphasizes that estimated values use the issuer’s internal funding rate and internal pricing models, that estimated value will generally be lower than the original issue price, and that investors may lose principal.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC describe the terms and risks for structured notes linked to one or more Reference Stocks, Indices or Funds. The product supplement explains valuation mechanics (initial, final and strike values), Determination Dates and Payment Dates, payment outcomes including Physical Delivery Amount for certain issues, and issuer/guarantor credit risk and hedging-related conflicts. It highlights events that can affect timing or amount of payments, including change-in-law events and commodity hedging disruption events, and notes JPMS will act as calculation agent and may serve as market-maker. The supplement also summarizes estimated-value methodology, secondary market considerations, repurchase procedures (Repurchase Notice deadline 4:00 p.m. New York City time) and key tax and regulatory cautions.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC offer notes linked to the S&P Risk Control Index Series that provide variable notional exposure to underlying S&P indices while targeting specific annualized volatilities. Each Index adjusts a daily "leverage factor" (0%–150%) to target volatility (examples: 5%, 8%, 10%) and deducts a daily notional financing cost; the S&P Global 100 risk control index also deducts a 0.50% per annum Index Deduction. The supplements and term sheets govern specific issuances; risks include the drag from financing costs and deductions, potential failure to meet target volatility, limited operating history for the Global 100 risk control index and dependency on SOFR or Effective Federal Funds Rate methodologies.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC filed a prospectus addendum dated April 17, 2026 that supersedes prior prospectuses and supplements dated on or before that date. The addendum permits these documents to be used for reopenings of notes and for market‑making transactions in notes originally issued under earlier prospectuses.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC publish an underlying supplement describing structured notes linked to a wide range of indices and ETFs, including equity, futures and commodity benchmarks and many named Funds. The supplement lists index methodologies, governance, licensing and risk disclosures and states that specific issuance terms will appear in separate terms supplements.
The document explains index constructions (e.g., price-weighted and free-float adjusted methods), eligibility and rebalancing rules for the named indices and clarifies that licensors make no warranties and bear no liability for the notes.
JPMorgan Chase & Co. and its subsidiary JPMorgan Chase Financial Company LLC file a prospectus supplement for Series E (JPMorgan Chase) and Series A (JPMorgan Financial) medium-term notes, warrants and units under Registration Statement Nos. 333-293684 and 333-293684-01. The supplement describes broad program terms, currency- and index-linked payment mechanics, payment and book-entry procedures, tax and withholding risks (including Section 871(m)), foreign-exchange risks, and limitations related to resolution regimes and loss-absorption in a resolution scenario. The board has authorized issuance under the registration statement with an aggregate initial public offering price not to exceed $130 billion for each registrant; context figures for outstanding series are provided in the supplement.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC publish a product supplement and related prospectus materials describing general terms for Interest Rate-Linked Notes and Interest Rate and Equity Index-Linked Notes. The supplement explains issuer/guarantor roles, payment mechanics (Determination/Observation/Payment Dates), interest and day‑count conventions, valuation of Underlyings (including Compounded SOFR and ICE Swap Rates), estimated value methodology, secondary market considerations and material risks, and directs investors to the relevant terms supplement for offering‑specific details. April 17, 2026 is shown as the supplement date.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC are offering notes linked in whole or in part to the J.P. Morgan Multi-Asset Index (MAX Index). The underlying supplement describes the Index methodology, constituents, rebalancing mechanics and risks, including a 1.00% per annum daily deduction and a target volatility threshold of 4%.
The Index is a notional, futures-based, momentum strategy that selects a monthly “Selected Portfolio” from up to 10 Constituents with weights in 5% increments and caps/floors on individual and asset-class exposure; calculation began live on November 18, 2022 and the Index base level was 100.00 on February 22, 1994. The supplement emphasizes rule discretion by JPMS, concentration, currency and futures risks, and that the notes are not bank deposits nor CFTC‑regulated instruments.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC propose notes linked to the J.P. Morgan Gold Excess Return Index, a notional index that tracks SPDR Gold Shares (GLD) returns less a daily notional financing cost tied to SOFR. The Index was set to 100.00 on April 2, 2018 and began live calculation on December 13, 2024. JPMS sponsors and calculates the Index and may amend rules, replace the Constituent, or terminate publication at its discretion. The notes are unsecured, not bank deposits, not FDIC insured and involve the risks described under Risk Factors, including drag from the SOFR-linked notional financing cost and potential market disruption or succession events affecting GLD or SOFR.