JPMORGAN CHASE & CO (AMJB) SEC Filings, Apr 10-13, 2026

JPMorgan Chase Financial Company LLC is offering auto‑callable, contingent buffered equity notes linked to one share of ServiceNow, Inc. The notes pay a cash call premium if automatically called on the Review Date and otherwise provide uncapped upside at maturity subject to a Contingent Minimum Return and a 30.00% buffer.

The pricing mechanics include a Stock Strike Price of $83.00 (Strike Date April 10, 2026), a minimum call premium of 37.39%, and a Contingent Minimum Return of at least 74.78%. If Final Stock Price falls more than 30.00% below the Strike Price, investors lose principal pro rata; payments are subject to issuer and guarantor credit risk.

JPMorgan Chase Financial Company LLC priced $250,000 of Callable Contingent Interest Notes linked to the least performing of the Nasdaq-100, Russell 2000 and S&P 500, due April 13, 2028, fully guaranteed by JPMorgan Chase & Co. The notes pay Contingent Interest Payments only on Review Dates when each Index is at or above an Interest Barrier of 80.00%. The notes may be called early (first callable October 15, 2026) on certain Interest Payment Dates. At maturity investors either receive $1,000 plus a final Contingent Interest Payment if the Final Value of each Index is at or above the Buffer Threshold, or a reduced principal equal to $1,000 × (Least Performing Index Return + Buffer Amount 20.00%), exposing holders to up to 80.00% principal loss. Price to public was $1,000 per note, selling commission $9, proceeds to issuer $991 per note, estimated value $974.90 per $1,000. Settlement expected on or about April 14, 2026.

JPMorgan Chase Financial Company LLC is offering Auto Callable Contingent Interest Notes linked to the common stock of Delta Air Lines, Inc. The notes pay contingent quarterly interest at a rate of at least 12.50% per annum if the Reference Stock closes at or above an Interest Barrier of 55.00% of the Initial Value on a Review Date. The notes are automatically callable (earliest call October 19, 2026), price on or about April 17, 2026 and settle on or about April 22, 2026, with maturity on April 20, 2028. Minimum denomination is $1,000. The pricing supplement states an estimated value of approximately $950 per $1,000 (market value will be lower than the original issue price) and warns investors they may lose more than 45.00% of principal if the Final Value is below the Trigger Value.

JPMorgan Chase Financial Company LLC is offering Auto Callable Contingent Interest Notes linked to the common stock of Intel Corporation, expected to price on or about April 16, 2026 and settle on or about April 21, 2026. The notes pay contingent monthly interest (at least 17.35% per annum) when the Reference Stock closes at or above an Interest Barrier equal to 50.00% of the Strike Value (Interest Barrier = $30.86; Strike Value = $61.72). The notes are automatically callable beginning with the Review Date on October 9, 2026 if the Reference Stock closes at or above the Strike Value and mature on April 12, 2029. Payments at maturity depend on the Final Value relative to a Trigger Value (Trigger Value = $24.688), and principal can be substantially reduced if the Final Value is below the Trigger Value. The notes are unsecured obligations of JPMorgan Financial and are fully and unconditionally guaranteed by JPMorgan Chase & Co.

J.P. Morgan provides a 424(b)(3) supplemental presentation for the J.P. Morgan Multi‑Asset Index used in certain notes. The slide set shows hypothetical backtested Index returns from Feb 22, 1994 through Nov 17, 2022 and actual Index performance from Nov 18, 2022 through Mar 31, 2026. The Index is an excess‑return strategy subject to a 1.00% per annum daily deduction and was established on Nov 18, 2022. The materials stress that backtested and historical performance are illustrative, not predictive, and point readers to the prospectus, product and underlying supplements and pricing supplement for full risk disclosures.

The presentation updates hypothetical backtested and actual historical returns and monthly portfolio weights for the J.P. Morgan Total Return SM Index. It states the Index uses alternative proxy performance for some Basket Constituents from May 3, 2004 to June 25, 2014, actual constituent performance from June 26, 2014 through July 12, 2017, and actual performance from July 13, 2017 to March 31, 2026. The update discloses use of proxy indices (with stated hypothetical expense deductions), warns that backtested and historical performance are hypothetical and not predictive, and includes monthly weight tables for constituent categories across the full timeline. It notes the Index was established on July 13, 2017 and references a historical volatility threshold of 5% as a metric mentioned in the risks.

JPMorgan Chase Financial Company LLC offers Contingent Income Auto-Callable Securities due April 13, 2028 linked to the common stock of Marvell Technology, Inc.. Each $1,000 security pays a contingent quarterly coupon only if the underlying closes at or above the downside threshold (50% of the initial stock price).

The initial stock price is $119.93, the downside threshold is $59.965, the stated principal amount and issue price are $1,000 per security, and the minimum contingent quarterly payment shown is $48.75 (4.875%). If a determination date meets the auto-call condition (underlying ≥ initial stock price), the notes redeem early for principal plus the contingent payment. If not redeemed and the final stock price is below the downside threshold, maturity payment equals principal × (final stock price / initial stock price) and could be less than 50% of principal or zero. Payments are obligations of JPMorgan Chase Financial Company LLC and fully and unconditionally guaranteed by JPMorgan Chase & Co. The estimated value (assuming the minimum contingent payment) is approximately $961.20 per $1,000, with an estimated floor value on the pricing date not less than $940.00.

The J.P. Morgan Total Return SM Index is a momentum-based index that allocates across 12 U.S. dollar fixed-income ETFs and rebalances monthly into the best 6-month performers, subject to a 5% historical volatility threshold. The index was established on July 13, 2017 and publishes levels via Bloomberg and JPMorganIndices.com.

This performance update shows hypothetical backtested data from March 2016 to March 2026 and actual performance from July 13, 2017 through March 31, 2026; it compares the Index to Bloomberg Barclays bond benchmarks and discloses methods, limitations, and key risks including index sponsor discretion and fixed-income market risks.

J.P. Morgan published a performance update for the J.P. Morgan Multi-Asset Index (MAX), summarizing hypothetical backtested results from Mar 2016 through Mar 2026 and actual index performance from its launch on Nov 18, 2022 through Mar 31, 2026. The Index rebalances at least monthly across up to 10 futures-based Constituents, is an excess return index with a 1.00% per annum daily deduction, and publishes levels on Bloomberg (ticker MAX) and on JPMorganIndices.com. The update includes multi-period risk and return measures (10-year Sharpe, annualized volatilities and returns), recent monthly allocation examples for Nov 2025 through Apr 2026, and detailed risk disclosures noting limited operating history, momentum strategy risks, notional exposures, potential concentration and futures-related risks.