JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC offer notes linked to the J.P. Morgan Dynamic Blend℠ Index, a notional, rules-based index that dynamically allocates between a US large-cap equities futures index and a 2-year US Treasury futures index while targeting 3.0% annualized realized volatility. The Index level reflects weighted returns of the two portfolio constituents less a daily 0.95% per annum deduction. The Index is an excess-return, notional construct (no underlying assets are owned) maintained and calculated by J.P. Morgan Securities LLC; the Rules govern calculation, succession events, market disruptions, and discretionary adjustments. Term sheets or pricing supplements will specify the terms of any particular note issuance.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC publish a product supplement and terms framework for Interest Rate‑Linked Notes and Interest Rate and Equity Index‑Linked Notes. The supplement describes issuer/guarantor structures, payment mechanics (Determination/Observation/Payment Dates), interest calculation conventions, valuation methodology, estimated value vs. original issue price, secondary market considerations, hedging and conflicts of interest, benchmark transition mechanics and key risks including credit risk, liquidity risk and index‑related risks. The document references governing indentures and DTC book‑entry issuance and states JPMS is the usual calculation agent and market counterparty.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC offer structured notes linked to one or more Reference Stocks, Indices or Funds. Terms for each issuance (including Principal Amount, Determination Dates, Payment Dates, interest and maturity) are set in a separate relevant terms supplement. Payments depend on the specified Underlying(s) and may be zero; notes are unsecured, subject to the issuer/guarantor credit risk, and may be accelerated upon specified change‑in‑law or commodity hedging disruption events.
Estimated value at pricing uses an internal funding rate plus derivative valuation; secondary market prices may be lower than original issue price. The product supplement highlights material risks, hedging conflicts, limited liquidity and uncertain tax treatment.
JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC describe standardized terms for notes linked to stocks, indices or funds, including payment mechanics, valuation, hedging, and material risks. The product supplement explains issuer/guarantor allocation, determination and payment date postponements, potential acceleration triggers and secondary-market and tax risks.
JPMorgan Chase Financial Company LLC is offering Structured Investments Uncapped Accelerated Barrier Notes linked to the MerQube US Tech+ Vol Advantage Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are designed to provide an uncapped leveraged upside (an Upside Leverage Factor of at least 2.80) if the Index appreciates, but expose investors to substantial principal loss if the Index closes below a Barrier Amount of 50.00% of the Initial Value.
The Index level reflects a 6.0% per annum daily deduction and a notional financing cost tied to the QQQ Fund; these deductions will materially reduce or reverse index gains. Estimated value at pricing would be approximately $948.20 per $1,000 note (not less than $920.00), with expected pricing on or about April 24, 2026 and settlement on or about April 29, 2026. The notes are unsecured obligations of JPMorgan Financial and subject to the credit risk of both issuer and guarantor.
The issuer JPMorgan Chase Financial Company LLC is offering 5‑year uncapped accelerated barrier notes linked to the MerQube US Tech+ Vol Advantage Index (Bloomberg: MQUSTVA). Pricing date is April 24, 2026, observation date April 24, 2031 and maturity April 29, 2031. The Index level reflects a 6.0% per annum daily deduction and a daily notional financing cost. Terms state an Upside Leverage Factor of at least 2.80 and a Barrier Amount equal to 50.00% of the Initial Value. Estimated value at issuance will be no less than $920.00 per $1,000 principal. Payments depend on Final Value versus Initial Value and the barrier; loss of principal is possible. Any payment is subject to issuer and guarantor credit risk.
JPMorgan Chase Financial Company LLC is offering Auto Callable Contingent Interest Notes linked to the least performing common stock of WFC, BAC, GS and SCHW, with a $1,000 principal amount per note.
The notes are expected to price on or about April 24, 2026 and settle on or about April 29, 2026, mature on April 27, 2029, and pay Contingent Interest at a rate of at least 9.25% per annum (at least 0.77083% per month) when each Reference Stock on a Review Date is at or above an Interest Barrier equal to 52.00% of its Initial Value. The estimated value at pricing would be approximately $927.20 per $1,000 note and will not be less than $900.00 per $1,000 note. If not called, maturity payoff depends on the Least Performing Reference Stock and can result in a loss of more than 48.00% of principal (or a total loss).
JPMorgan Chase Financial Company LLC is offering callable Contingent Interest Notes due April 27, 2029, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are priced on or about April 24, 2026 and expected to settle on or about April 29, 2026.
The notes pay a Contingent Interest Payment for each Review Date only if the closing value of each underlying (XLK, XLRE and the S&P 500 Index) is at or above an Interest Barrier of 50.00% of its Initial Value. The Contingent Interest Rate will be at least 7.90% per annum. At maturity, if any underlying’s Final Value is below its Trigger Value, principal repayment is linked to the Least Performing Underlying and could be reduced below 50% or to zero.
JPMorgan Chase Financial Company LLC is offering $7,547,740 of Trigger GEARS due April 17, 2036, unsecured and fully guaranteed by JPMorgan Chase & Co., sold at $10.00 per Security (minimum $1,000).
The return is linked to an unequally weighted basket of five indices (EURO STOXX 50 40.00%, Nikkei 225 25.00%, FTSE 100 17.50%, SMI 10.00%, S&P/ASX 200 7.50%). If the Basket Return is positive, investors receive principal plus Basket Return × Upside Gearing (1.69). If the Final Basket Value falls below the Downside Threshold (65.00% of initial = 65), principal is reduced pro rata to the Basket decline. The estimated value at pricing was $8.916 per $10 principal amount. The securities pay no interest or dividends and repayment is subject to issuer/guarantor creditworthiness.
JPMorgan Chase Financial Company LLC priced $9,304,000 of Digital Equity Notes due 2027, fully guaranteed by JPMorgan Chase & Co. Each $1,000 principal note links to the S&P 500® Index with trade date April 15, 2026, original issue date April 20, 2026, determination date July 12, 2027 and stated maturity July 14, 2027.
Notes pay no interest. If the final index level is ≥ 90.00% of the initial level, each $1,000 note pays the threshold settlement amount of $1,123.50. If the index declines by more than 10.00%, returns are negative and you could lose some or all principal. Estimated value at pricing was $995.80 per $1,000; original issue price was 100.00%.