JPMorgan Chase & Co. 424B Filings

JPMorgan Chase Financial Company LLC is offering Auto Callable Contingent Interest Notes linked to the least performing of the Nasdaq-100, Russell 2000 and S&P 500, due November 18, 2027, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay Contingent Interest Payments only when each Index is >= 75.00% of its Initial Value and may be automatically called beginning August 14, 2026. The estimated value at pricing is approximately $965.40 per $1,000 note; the estimated value will be at least $900.00 per $1,000 note. Investors face principal loss tied to the Least Performing Index, credit risk of the issuer and guarantor, no dividend rights, limited upside (interest capped to contingent coupons) and limited liquidity.

JPMorgan Chase Financial Company LLC is offering Auto Callable Contingent Interest Notes linked to the common stock of Dow Inc. The notes pay quarterly Contingent Interest (at least 13.25% per annum, at least 3.3125% per quarter, equivalent to $33.125 per $1,000) when the Reference Stock on a Review Date is at or above an Interest Barrier of 50.00% of the Initial Value. The notes may be automatically called early if the Reference Stock on an intermediate Review Date is at or above the Initial Value; the earliest possible automatic call date is November 16, 2026. If not called, maturity is May 18, 2028, with principal at risk: if Final Value is below the Trigger Value (50% of Initial Value), payment equals $1,000 + ($1,000 × Stock Return), which can result in losses greater than 50.00% or total loss. Pricing is expected on or about May 15, 2026 with settlement on or about May 20, 2026. The estimated note value at pricing would be approximately $960 per $1,000 (not less than $940).

JPMorgan Chase Financial Company LLC is offering auto-callable Contingent Interest Notes linked to the MerQube US Large-Cap Vol Advantage Index due May 20, 2032, fully guaranteed by JPMorgan Chase & Co. The notes pay monthly contingent interest only if the Index is at or above a 60.00% Interest Barrier on each Interest Review Date, may be automatically called beginning on November 16, 2026 if the Index equals or exceeds the Initial Value, and include a 6.0% per annum daily deduction to the Index level. The pricing supplement shows an estimated value of $936.20 per $1,000 note and a minimum estimated value of $900.00. Investors bear credit risk of JPMorgan Financial and JPMorgan Chase & Co., market and liquidity risks, and may lose a significant portion or all principal if the Final Value is below the Trigger Value.

JPMorgan Chase Financial Company LLC is offering uncapped digital barrier notes linked to the least performing of the Dow Jones Industrial Average®, the Nasdaq-100® and the S&P 500®. The notes pay per $1,000 principal and provide a Contingent Digital Return of at least 55.85% if conditions are met, a Barrier Amount of 75.00% of each Index's Initial Value, an Observation Date of June 2, 2031 and a Maturity Date of June 5, 2031. Pricing is expected on or about June 1, 2026 with settlement on or about June 4, 2026. Payments at maturity depend on the Final Value of each Index relative to its Barrier Amount and Initial Value; if any Index is below its Barrier Amount at observation, holders will be exposed to losses of principal.

JPMorgan Chase Financial Company LLC is offering buffered digital notes linked to the least performing of three State Street SPDR ETFs with settlement expected on or about May 18, 2026. The notes pay a Contingent Digital Return of at least 8.40% at maturity if the least performing Fund is flat or down by up to the 15.00% buffer. If the least performing Fund falls by more than the 15.00% buffer, principal is reduced dollar-for-dollar beyond the buffer (up to an 85.00% loss). Key dates: pricing on or about May 13, 2026, observation date June 14, 2027, maturity June 17, 2027. Minimum denomination is $1,000. The estimated value at pricing example is $987.40 per $1,000 note and the pricing supplement states the estimated value will not be less than $900.00 per $1,000 note. Payments depend on the Final Value of each Fund individually; the payment at maturity is determined by the Least Performing Fund Return.

JPMorgan Chase Financial Company LLC, guaranteed by JPMorgan Chase & Co., is offering Capped Dual Directional Buffered Return Enhanced Notes linked to the least performing of the Nasdaq-100, Russell 2000 and S&P 500. The notes have a Maximum Upside Return of at least 27.50%, an Upside Leverage Factor of 1.30 and a Buffer Amount of 20.00%. Pricing is expected on or about May 21, 2026 with settlement on or about May 27, 2026. Per $1,000 principal amount, the estimated value today is approximately $966.70 and the original issue price is $1,000. The notes do not pay interest or dividends, are unsecured obligations of the issuer, and are fully and unconditionally guaranteed by JPMorgan Chase & Co. Investors may lose up to 80.00% of principal at maturity if the Least Performing Index falls more than the Buffer Amount.

JPMorgan Chase Financial Company LLC amends the Tax Treatment section of its pricing supplement for Auto Callable Contingent Interest Notes linked to the common stock of Salesforce, Inc. The amendment restates the “Tax Treatment” section in Annex A and addresses U.S. federal income tax characterization, withholding for Non-U.S. Holders, and the potential application of Section 871(m). The issuer states it intends to treat the notes as prepaid forward contracts with associated contingent coupons and to treat Contingent Interest Payments as ordinary income, but acknowledges alternate treatments may be asserted by the IRS or a court. The amendment notes possible future Treasury/IRS guidance and highlights withholding risks for Non-U.S. Holders, including a 30% withholding practice and a referenced exclusion for certain instruments issued prior to January 1, 2027.

JPMorgan Chase Financial Company LLC is offering $3,500,000 aggregate principal amount of Digital Equity Notes, Series A due May 19, 2027, fully guaranteed by JPMorgan Chase & Co.. Each note has a $1,000 principal amount, an original issue price of 100.00%, and an underwriting commission of 1.03%. The notes pay no interest and the maturity payment is linked to the performance of the S&P 500® Index measured from the trade date (May 7, 2026) to the determination date (May 17, 2027).

If the final index level is ≥ 90.00% of the initial level, holders receive a capped threshold settlement amount of $1,083.50 per note. If the final level declines by more than 10.00%, returns are negative and holders may lose some or all principal. The estimated value at pricing was $984.00 per $1,000 note. Payments are subject to the credit risk of the issuer and guarantor.

JPMorgan Chase Financial Company LLC priced a $1,308,000 issuance of Auto Callable Contingent Interest Notes linked to the VanEck^® Gold Miners ETF due April 12, 2028, fully guaranteed by JPMorgan Chase & Co. The notes pay contingent monthly interest at a 10.40% per annum rate when the Fund's closing price on a Review Date is at or above an Interest Barrier equal to 70.00% of the Initial Value and may be automatically called beginning August 7, 2026. Each $1,000 principal amount note was sold at $1,000 with selling commissions of $22.25 per note; the estimated value when priced was $953.80 per $1,000 note. The notes are unsecured obligations of JPMorgan Financial and are subject to issuer and guarantor credit risk, possible loss of principal if the Final Value is below the Trigger Value, limited liquidity, and other risks described in the pricing supplement and product supplement.

JPMorgan Chase Financial Company LLC priced $6,005,000 of market-linked securities guaranteed by JPMorgan Chase & Co. The securities pay a fixed quarterly coupon at a 6.70% per annum rate and are auto-callable on quarterly observation dates from May 2027 through February 2030.

If not called, maturity is May 13, 2030. The maturity payment depends on the lowest performing of the S&P 500, Russell 2000 and Nasdaq-100: you receive $1,000 at maturity only if that Index's ending level is at least 70% of its starting level; otherwise the payment equals $1,000 plus the index return of that lowest performing Index, exposing holders to losses that can exceed 30% and up to the full principal.

JPMorgan Chase Financial Company LLC priced a structured yield note program: Yield Notes linked to the lesser performing of SPDR S&P 500 ETF Trust (SPY) and Invesco QQQ (QQQ), due November 24, 2026. The notes pay an interest rate of at least 3.85% over the term (at least 0.64167% per month) and are unsecured obligations of JPMorgan Financial, fully and unconditionally guaranteed by JPMorgan Chase & Co.

Notes are expected to price on or about May 19, 2026 and settle on or about May 22, 2026. Principal repayment at maturity depends on the Final Value of each Fund versus a Trigger Value of 75% of Initial Value; if the Lesser Performing Fund is below the Trigger Value, principal is reduced proportionally and investors could lose more than 25% or all principal. Estimated value examples provided: approximately $990 per $1,000 note with a stated floor not less than $970.

JPMorgan Chase Financial Company LLC is offering uncapped Buffered Return Enhanced Notes linked to the S&P 500® Futures Excess Return Index due May 27, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes carry an Upside Leverage Factor of 1.895, a Buffer Amount of 20.00%, a potential principal loss up to 80.00%, and minimum denominations of $1,000. The notes are expected to price on or about May 21, 2026 and settle on or about May 27, 2026. The estimated value at pricing is approximately $969.50 per $1,000 note, with a disclosure that the estimated value when terms are set will not be less than $900.00 per $1,000 note. The notes do not pay interest, are unsecured obligations of JPMorgan Financial, and are subject to the credit risk of JPMorgan Financial and its guarantor.

JPMorgan Chase Financial Company LLC offers $5,000,000 of Capped Buffered Return Enhanced Notes linked to the State Street Energy Select Sector SPDR ETF, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes price at $1,000 per note, with an estimated value of $986.80 per note.

The notes provide 1.20× participation in Fund appreciation up to a 50.00% Maximum Return, a 20.00% Buffer against initial loss, and a Downside Leverage Factor of 1.25. The Strike Value was $57.00 (May 6, 2026); Pricing Date was May 7, 2026; expected settlement on or about May 12, 2026; Observation Date May 8, 2028; Maturity Date May 11, 2028. Payments are subject to issuer and guarantor credit risk, no interest or dividend payments, and limited liquidity.

JPMorgan Chase Financial Company LLC offers callable Contingent Interest Notes due April 19, 2028, fully guaranteed by JPMorgan Chase & Co. Each note has a $1,000 principal amount and pays Contingent Interest Payments only when the closing level of each of the Nasdaq-100, Russell 2000 and S&P 500 Indices is at least 70.00% of its Initial Value on a Review Date. The notes may be redeemed early at the issuer's option beginning August 18, 2026. The pricing supplement states an estimated value of $974.20 per $1,000 note (not less than $900.00) and that the Contingent Interest Rate will be at least 11.25% per annum. Principal at maturity is determined by the Least Performing Index: if the Final Value of any Index is below its Trigger Value (70.00% of Initial Value), holders suffer a loss equal to the Least Performing Index Return times $1,000. The notes are unsecured obligations of JPMorgan Financial and carry the credit risk of both JPMorgan Financial and JPMorgan Chase & Co.; they will not be listed and may have limited liquidity.

JPMorgan Chase Financial Company LLC priced $718,000 of Contingent Interest Notes due May 12, 2027, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a contingent interest rate of 8.00% per annum (0.66667% per month) on each Interest Payment Date only if the Russell 2000, Nasdaq-100 and S&P 500 each close at or above 67.00% of their Initial Values on the applicable Review Date. At maturity the payment equals $1,000 plus the applicable contingent interest if every Index’s Final Value is at or above its Trigger Value; otherwise payment equals $1,000 plus $1,000 times the Least Performing Index Return, exposing holders to more than 33.00% principal loss and possible total loss. The notes priced on May 7, 2026 and are expected to settle on or about May 12, 2026. The estimated value at pricing was $984.20 per $1,000; price to public was $1,000 with selling commissions of $7.25 per $1,000. The notes are unsecured obligations of JPMorgan Financial and subject to credit risk of both JPMorgan Financial and JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC is offering auto-callable contingent interest notes linked to the least performing of the Russell 2000®, S&P 500® and the VanEck® Semiconductor ETF, maturing May 17, 2029. The notes pay Contingent Interest Payments (at least 12.50% per annum) on Review Dates when each Underlying is ≥ 70.00% of its Initial Value and may be automatically called beginning on May 14, 2027. At maturity, if any Underlying is below its Trigger Value of 50.00%, principal is reduced pro rata to the Least Performing Underlying Return. Pricing expected on or about May 14, 2026 with settlement on or about May 19, 2026. The issuer is JPMorgan Financial; payments are fully and unconditionally guaranteed by JPMorgan Chase & Co. The estimated value at pricing example is $962.70 per $1,000 note; the estimated value will not be less than $900.00 per $1,000.

JPMorgan Chase Financial Company LLC is offering auto-callable yield notes linked to Intel Corporation (INTC) stock, fully guaranteed by JPMorgan Chase & Co. The notes pay an Interest Rate of at least 22.00% per annum (at least 11.00% semiannually) if not automatically called. The Strike Value was set using the closing price on May 8, 2026 at $124.92, the Trigger Value is 60.00% of Strike ($74.952), and automatic calls can begin on November 9, 2026. The notes mature on November 12, 2027 and are unsecured obligations of the issuer, guaranteed by JPMorgan Chase & Co.

The pricing and settlement are expected on or about May 11, 2026 and May 14, 2026. The estimated value at pricing is presented in the supplement (approx. $930.00 per $1,000 if priced today; the pricing supplement states an estimated value will not be less than $951.90 per $1,000). The notes expose investors to credit risk of the issuer/guarantor, potential loss of principal if Final Value is below the Trigger Value, limited upside (only the stated interest payments), and limited liquidity.

JPMorgan Chase Financial Company LLC is offering structured notes due May 23, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay no interest and may be automatically called on scheduled Review Dates beginning May 25, 2027, with call premiums ranging from $108 to $540 per $1,000. At maturity, if not called, repayment depends on the Least Performing Index (Dow Jones Industrial Average®, Nasdaq-100®, Russell 2000®) relative to a 70.00% Barrier Amount; a Final Value below the Barrier exposes investors to principal loss, potentially up to a full loss. Pricing is expected on or about May 20, 2026 with settlement on or about May 26, 2026. The estimated value at issuance is approximately $933.50 per $1,000 and will not be less than $900.00 per $1,000.

JPMorgan Chase Financial Company LLC priced a structured note offering of $1,512,000 in Auto Callable Contingent Interest Notes linked to the common stock of Broadcom Inc., due May 11, 2028. The notes pay contingent monthly interest at a 18.05% per annum rate subject to an Interest Barrier at 60.00% of the Initial Value and may be automatically called beginning on November 9, 2026.

The notes are unsecured obligations of JPMorgan Financial and are fully guaranteed by JPMorgan Chase & Co.. Payments depend on the Reference Stock’s closing prices on scheduled Review Dates; investors may lose some or all principal if the Final Value is below the Trigger Value.

JPMorgan Chase Financial Company LLC is offering uncapped buffered return enhanced notes linked to the S&P 500® Futures Excess Return Index, due May 17, 2029, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes provide at least a 1.2325 times upside participation (Upside Leverage Factor) in any index appreciation and a 20.00% buffer against initial losses; if the index declines more than 20.00%, investors lose 1% of principal for each 1% decline beyond the buffer (up to an 80.00% principal loss). Notes are unsecured, minimum denomination $1,000, expected to price on or about May 13, 2026 and settle on or about May 18, 2026. The estimated value at pricing would be about $957.40 per $1,000, and the pricing supplement sets a floor estimated value of $900.00 per $1,000.

JPMorgan Chase Financial Company LLC offers callable Contingent Interest Notes due May 23, 2029, fully guaranteed by JPMorgan Chase & Co. The notes pay Contingent Interest Payments when both the Nasdaq-100® and S&P 500® closing levels on a Review Date are at or above an Interest Barrier of 80.00%.

The notes may be redeemed early starting May 21, 2027. The estimated value at pricing is approximately $976.30 per $1,000 note, with an estimated-value floor of $900.00. Investors face principal loss up to 85.00% if the Lesser Performing Index falls below its Buffer Threshold and should read the Risk Factors and the pricing supplement for final terms.

JPMorgan Chase Financial Company LLC is offering structured notes linked to the MerQube US Tech+ Vol Advantage Index, due May 22, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes can be automatically called beginning May 24, 2027. Investors receive a cash payment per $1,000 principal equal to $1,000 plus a predetermined Call Premium Amount if the Index closing level on a Review Date is at or above the Call Value (100% of Initial Value). If not called, maturity payoffs depend on the Final Value relative to the Initial Value: investors keep principal if losses are within a 15.00% buffer, otherwise payment equals $1,000 + [$1,000 × (Index Return + 15.00%)], exposing holders to up to 85.00% principal loss. The Index reflects a 6.0% per annum daily deduction and a notional financing cost on the QQQ Fund; these deductions materially reduce Index performance. Estimated value at pricing is approximately $904.30 per $1,000 note; the estimated value will not be less than $900.00 per $1,000. The notes do not pay interest, are unsecured obligations of the issuer, are subject to issuer and guarantor credit risk, and are not FDIC insured.

JPMorgan Chase Financial Company LLC is offering Auto Callable Contingent Interest Notes linked to the MerQube US Large-Cap Vol Advantage Index due May 22, 2031, guaranteed by JPMorgan Chase & Co. The notes target contingent monthly interest payments when the Index is at or above an Interest Barrier of 70.00% of the Initial Value and may be automatically called if the Index is at or above the Initial Value on a quarterly Autocall Review Date (earliest possible call: November 18, 2026).

The Index is subject to a 6.0% per annum daily deduction. The pricing supplement shows an estimated value of approximately $929.90 per $1,000 note at pricing and states the estimated value will not be less than $900.00 per $1,000. The Contingent Interest Rate will be provided in the final pricing supplement and will be at least 16.50% per annum. Investors bear credit risk of the issuer and guarantor, no guaranteed principal return, limited upside (contingent interest only), limited liquidity, and significant index and leverage-related risks.

JPMorgan Chase Financial Company LLC is offering Callable Contingent Interest Notes linked to the least performing of the Nasdaq-100®, Russell 2000® and S&P 500® indices. Each monthly Contingent Interest Payment is payable only if all three indices close at or above an Interest Barrier equal to 70.00% of their Initial Values. The notes have a $1,000 principal amount, an expected pricing date around May 15, 2026, expected settlement around May 20, 2026, and mature on May 18, 2029. The issuer may redeem the notes early (first exercisable November 19, 2026). The pricing supplement states an estimated value of approximately $950.80 per note and a minimum estimated value of $900.00 per note; the original issue price equals the estimated value plus selling commissions and hedging-related costs. The actual Contingent Interest Rate will be provided in the pricing supplement and will be at least 9.05% per annum. Investors bear full credit risk of JPMorgan Financial and its guarantor and may lose some or all principal if the Least Performing Index falls below its Trigger Value.

JPMorgan Chase Financial Company LLC priced $3,861,000 of Auto Callable Buffered Return Enhanced Notes linked to the iShares® Semiconductor ETF (SOXX). The notes priced on May 7, 2026 and are expected to settle on or about May 12, 2026. They pay $1,000 per note at issuance, carry a Call Premium Amount of $204.00, an Upside Leverage Factor of 1.25 and a Buffer Amount of 15.00%. An automatic call may occur if the Fund’s closing price on the May 13, 2027 Review Date is at or above the Call Value, in which case holders would receive $1,204.00 per $1,000 note on the Call Settlement Date. If not called, maturity is May 11, 2028 with payoff formulas that provide 1.25× upside participation above the Initial Value but expose holders to up to 85.00% principal loss if the Fund declines below the buffer. Payments are unsecured obligations of JPMorgan Financial and fully and unconditionally guaranteed by JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC is offering auto-callable contingent interest notes linked to Coinbase Global, Inc. Class A common stock. The notes pay a Contingent Interest Payment on each Review Date only if the Reference Stock closes at or above 60.00% of the Initial Value (the Interest Barrier) and will be automatically called if the stock closes at or above the Initial Value on a Review Date. The notes have a hypothetical minimum Contingent Interest Rate of 31.50% per annum (at least 7.875% per quarter), an estimated value at pricing of approximately $943.30 per $1,000 (not less than $920.00 per $1,000), price and settlement expected on or about May 29, 2026 and June 3, 2026, respectively, and a scheduled maturity of May 31, 2029. Investors are exposed to credit risk of the issuer and guarantor, the risk of losing principal if the Final Value is below the Trigger Value, limited upside (no direct equity appreciation or dividends), lack of liquidity, potential acceleration or adjustment events, and specific U.S. and withholding tax uncertainties.

JPMorgan Chase Financial Company LLC is offering Auto Callable Contingent Interest Notes due May 18, 2029, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes have a $1,000 principal amount per note, are expected to price on or about May 15, 2026, and to settle on or about May 20, 2026.

The notes pay a Contingent Interest Payment on each Review Date only if the closing level of each Index (Dow Jones Industrial Average®, Nasdaq-100®, Russell 2000®) is greater than or equal to an Interest Barrier equal to 70.00% of its Initial Value. The Contingent Interest Rate will be at least 10.25% per annum. The notes will be automatically called if, on any applicable Review Date (other than the first five and the final Review Date), the closing level of each Index is greater than or equal to its Initial Value; the earliest possible automatic call date is November 16, 2026. At maturity, if the notes have not been called and the Final Value of any Index is less than its Trigger Value, the payment equals $1,000 + ($1,000 × Least Performing Index Return), exposing investors to principal loss.

JPMorgan Chase Financial Company LLC is offering Uncapped Digital Barrier Notes linked to the least performing of the Dow Jones Industrial Average®, the Nasdaq-100® and the S&P 500® Index. The notes have a Contingent Digital Return of at least 51.30%, a barrier set at 75.00% of each Index's initial value, a pricing date on or about June 1, 2026, expected settlement on or about June 4, 2026, and an observation date of June 3, 2030 with maturity on June 6, 2030. Minimum denomination is $1,000. Payment at maturity depends on the least performing Index: if all Final Values are >= Initial Values you receive $1,000 plus the greater of the Contingent Digital Return or the Least Performing Index Return; if any Index falls below its Barrier Amount you are exposed to downside and could lose up to all principal. The estimated value at issuance is approximately $966.40 per $1,000 note (not less than $900.00). Payments are unsecured obligations of JPMorgan Financial and fully guaranteed by JPMorgan Chase & Co.; credit and liquidity risks, secondary-market discounts, tax considerations and conflicts of interest are disclosed in the supplement.

JPMorgan Chase Financial Company LLC priced $380,000 of Auto Callable Contingent Interest Notes linked to the VanEck® Gold Miners ETF due May 11, 2028, guaranteed by JPMorgan Chase & Co. The notes pay contingent quarterly interest at a stated 13.75% per annum when the Fund’s closing price on a Review Date is ≥ the Interest Barrier (70.00% of the Strike Value) and are automatically called early if the Fund’s closing price on a Review Date (other than the final) is ≥ the Strike Value. At maturity, if the Final Value is below the Trigger Value, principal is reduced pro rata by the Fund Return. The notes priced on May 7, 2026 (settlement expected on or about May 12, 2026) and have an estimated value of $958.80 per $1,000 note when issued.

JPMorgan Chase Financial Company LLC priced $565,000 of Auto Callable Contingent Interest Notes linked to NVIDIA Corporation common stock, due May 11, 2028, with minimum denominations of $1,000. The notes pay contingent monthly interest at a 15.00% per annum rate when the Reference Stock closes at or above an Interest Barrier equal to 65.00% of the Strike Value on Review Dates. The notes may be automatically called beginning May 6, 2027 if the closing price on a Review Date (other than the first through eleventh and final Review Dates) is at or above the Strike Value; if called, holders receive principal plus accrued contingent interest. Pricing occurred on May 7, 2026 with expected settlement on or about May 12, 2026. The original issue price was $1,000 per note, the estimated value was $978.50 per $1,000 note, and selling commissions were $4.00 per $1,000 note. The notes are unsecured obligations of JPMorgan Financial and are fully and unconditionally guaranteed by JPMorgan Chase & Co.; payments are subject to the credit risk of both entities.

JPMorgan Chase Financial Company LLC is offering $6,256,000 of Auto Callable Contingent Interest Notes linked to the MerQube US Large-Cap Vol Advantage Index, due May 12, 2031, issued in $1,000 minimum denominations. The notes pay monthly contingent interest at an annualized 11.40% rate when the Index is at or above an Interest Barrier equal to 60.00% of the Initial Value, are subject to a 6.0% per annum daily deduction to the Index level, and are unsecured obligations of JPMorgan Financial guaranteed by JPMorgan Chase & Co. The notes may be automatically called beginning May 7, 2027 if the Index closing level on a Review Date equals or exceeds the Initial Value. Investors bear credit risk of the issuer and guarantor, may lose some or all principal if the Final Value is below the Trigger Value, and should expect limited liquidity and no dividend rights on underlying securities.

JPMorgan Chase Financial Company LLC is offering structured notes linked to the MerQube US Large‑Cap Vol Advantage Index, maturing on May 16, 2029, and fully guaranteed by JPMorgan Chase & Co. The notes may be automatically called beginning May 12, 2027 if the Index closes at or above a Call Value equal to 90.00% of the Initial Value; call premiums range from at least 17.25% (first Review Date) up to 51.75% (final Review Date). The Index reflects a 6.0% per annum daily deduction and uses a target implied volatility of 35% to set leveraged exposure to E‑mini S&P 500 futures. If not called, maturity payoff depends on the Final Value versus a Barrier Amount of 65.00% of the Initial Value; a Final Value below the Barrier exposes investors to full downside, potentially losing all principal.

JPMorgan Financial is offering market-linked, auto-callable securities with leveraged upside participation and contingent downside principal-at-risk, linked to the lowest performing of the Russell 2000®, the S&P 500® and the Nasdaq-100®, with a $1,000 principal amount per security. Pricing is expected May 13, 2026 and issuance May 18, 2026, with stated maturity May 18, 2028 and a single call date of May 18, 2027. The instruments pay at least a 12.65% call premium if automatically called and feature a 125% upside participation rate. If not called, maturity payoffs depend on the lowest performing index: gains may be amplified by the upside participation or, if the lowest performing index falls below its 70% threshold, investors have full downside exposure and may lose more than 30% or all principal.

JPMorgan Chase Financial Company LLC is offering uncapped digital barrier notes linked to the least performing of the S&P 500®, Russell 2000® and the Dow Jones Industrial Average®, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes provide a contingent digital return of at least 24.00% at maturity if the final value of each Index is ≥ 70.00% of its initial value; otherwise payment is determined by the least performing Index and principal can be partially or entirely lost. The notes are expected to price on or about May 26, 2026 and settle on or about May 29, 2026. The estimated value at issuance is approximately $975.50 per $1,000 note and will not be less than $900.00 per $1,000 principal amount as provided in the pricing supplement.

JPMorgan Chase Financial Company LLC is offering auto-callable, contingent-interest notes linked to the Class A common stock of Block, Inc. The notes pay a quarterly Contingent Interest Payment when the Reference Stock closing price on a Review Date is ≥ 70% of the Initial Value (the Interest Barrier), may be automatically called if the stock closes ≥ the Initial Value on a Review Date, and mature on May 31, 2029. The pricing supplement shows an estimated value of $943.60 per $1,000 note (floor not less than $920.00) and a Contingent Interest Rate of at least 20.00% per annum. Expected price and settlement dates are on or about May 29, 2026 and on or about June 3, 2026. The notes are unsecured obligations of JPMorgan Financial and fully guaranteed by JPMorgan Chase & Co.; payments depend on both entities' creditworthiness. The notes do not pay fixed interest, do not provide dividends or stockholder rights, carry limited anti-dilution protection, and are not listed, so secondary-market liquidity is likely limited.

JPMorgan Chase Financial Company LLC is offering $1,000,000 of Capped Buffered Return Enhanced Notes linked to the KraneShares CSI China Internet ETF (KWEB). The notes priced on May 7, 2026 with expected settlement on or about May 12, 2026. Each $1,000 note pays at maturity either (a) the principal plus 1.25× any Fund appreciation up to a 95.00% cap, (b) full principal if the Fund declines up to a 40.00% buffer, or (c) a reduced principal if the Fund declines by more than 40.00% (losing up to 60.00% of principal). The notes are unsecured obligations of JPMorgan Financial and are fully guaranteed by JPMorgan Chase & Co., and carry credit risk of both entities.

JPMorgan Chase Financial Company LLC is offering auto-callable contingent interest notes linked to the common stock of Archer-Daniels-Midland Company, due May 11, 2029, fully guaranteed by JPMorgan Chase & Co. Each $1,000 note may pay quarterly Contingent Interest Payments only if the Reference Stock meets the Interest Barrier on Review Dates and will be automatically called if the Reference Stock meets or exceeds the Strike Value on an applicable Review Date.

The Strike Value is set by reference to the closing price of ADM on May 8, 2026. The notes are unsecured obligations of JPMorgan Financial and expose holders to issuer and guarantor credit risk, limited liquidity, and principal loss at maturity if the Final Value is below the Trigger Value. The estimated value range provided is approximately $971.40 per $1,000 note today, with a stated minimum estimated value of $940.00 per $1,000 note; the Contingent Interest Rate will be at least 12.60% per annum. Settlement and pricing are expected in mid-May 2026.

JPMorgan Chase Financial Company LLC priced $1,472,000 of Auto Callable Contingent Interest Notes due May 10, 2029, fully guaranteed by JPMorgan Chase & Co. The notes pay contingent monthly interest at a 14.00% per annum rate when each underlying meets an Interest Barrier of 80.00% of its Initial Value, are automatically callable beginning November 9, 2026, and repay principal at maturity based on the performance of the least performing underlying.

The notes were priced on May 7, 2026, expected to settle on or about May 12, 2026, have minimum denominations of $1,000, a price to public of $1,000 per note (selling commission $7.50), and an estimated value at pricing of $967.70 per $1,000 principal amount note.

JPMorgan Chase Financial Company LLC priced $1,651,000 of Auto Callable Contingent Interest Notes linked to the MerQube US Tech+ Vol Advantage Index due May 12, 2031, fully guaranteed by JPMorgan Chase & Co. The notes pay a Contingent Interest Rate of 11.10% per annum (illustrative) when the Index on a Review Date is at or above an Interest Barrier equal to 60.00% of the Initial Value. The notes are automatically callable on a Review Date (other than the first three and final Review Dates) if the Index closing level is at or above the Initial Value; the earliest call date is May 7, 2027. At maturity, if the Final Value is below the Trigger Value (equal to 50.00% of the Initial Value in the examples), principal is exposed to Index loss and may decline materially. Notes priced on May 7, 2026 with expected settlement on or about May 12, 2026. The estimated value at pricing was $895.00 per $1,000 principal amount; price to public was $1,000 per note with selling commissions of $50 per note.

JPMorgan Chase Financial Company LLC is offering $507,000 of Auto Callable Contingent Interest Notes linked to the MerQube US Tech+ Vol Advantage Index, fully and unconditionally guaranteed by JPMorgan Chase & Co., due May 12, 2032. The notes pay a Contingent Interest Payment on monthly Interest Review Dates only if the Index is at or above an Interest Barrier of 60.00% of its Initial Value and may be automatically called on quarterly Autocall Review Dates starting as early as May 7, 2027.

The Index is reduced by a 6.0% per annum daily deduction and a notional financing cost tied to the QQQ Fund; these deductions are described in the pricing supplement and materially drag index performance. The notes priced on May 7, 2026 with expected settlement on or about May 12, 2026. The estimated value at pricing was $931.90 per $1,000 principal amount; original issue price was $1,000 per note.

JPMorgan Chase Financial Company LLC priced $627,000 of structured notes linked to the MerQube US Tech+ Vol Advantage Index due May 12, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes priced on May 7, 2026 and are expected to settle on or about May 12, 2026.

The notes have automatic call opportunities beginning on May 12, 2027; if the Index closes at or above the Call Value on a Review Date the notes will be called and pay the principal plus the stated Call Premium Amount for that date. The notes return principal at maturity only if the Final Value is at or above the Barrier Amount (50.00% of the Initial Value, equal to 7,087.25); otherwise the maturity payment equals $1,000 plus $1,000×IndexReturn and investors may lose more than 50% of principal.

The Index level used for these notes reflects a 6.0% per annum daily deduction and a notional financing cost tied to the QQQ Fund; the estimated value per $1,000 note when set was $935.40, the price to public was $1,000 and selling commissions were $9 per note (proceeds to issuer: $991 per note).

JPMorgan published a May 2026 supplement updating hypothetical backtested and actual historical monthly and annual returns for the S&P 500 Daily Risk Control 5% Index. The supplement states backtested data run from January 4, 1999 through September 9, 2009 and actual Index performance from September 10, 2009 through April 30, 2026.

The presentation discloses the Index’s 5% target risk parameter, notes that performance reflects a deduction for a notional financing cost, and warns that the Index’s methodology and notional financing cost were recently changed. It emphasizes that past and backtested performance are not indicative of future results.

JPMorgan provides a monthly update and prospectus supplements for the S&P 500® Daily Risk Control 10% Index, a volatility-targeting index that dynamically shifts between the S&P 500 and cash to seek a 10% annualized volatility target. The Index is calculated on an excess return basis and was established on May 13, 2009. The supplement discloses hypothetical and historical performance through April 2026, including a 10‑year annualized return of 7.74% and a 10‑year annualized volatility of 10.15% for the Index. It also describes two notional 70/30 portfolios (Domestic and Global) calculated net of a notional financing cost and warns that past and backtested performance are not indicative of future results.

The supplement presents historical monthly and annual returns for the S&P Global 100 PR 5% Daily Risk Control 0.5% Deduction Index (USD) ER, showing hypothetical backtested performance from November 20, 1996 through September 17, 2023 and actual performance from September 18, 2023 through April 30, 2026. The Index reflects a 0.50% per annum deduction and a notional financing cost deducted daily. The document emphasizes that backtested results are hypothetical, not indicative of future results, and directs readers to the product and underlying supplements for full risk disclosures.

JPMorgan Chase & Co. presents an index supplement and prospectus supplements for the S&P 500® Daily Risk Control 10% Index showing hypothetical backtested monthly and annual returns from December 31, 1998 through May 12, 2009 and actual Index performance from May 13, 2009 through April 30, 2026. The materials note that the Index targets a 10% volatility, include monthly and annual return series, and emphasize that backtested performance and historical returns are not indicative of future results.

JPMorgan Chase & Co. publishes a monthly update for the S&P 500® Daily Risk Control 5% Index and accompanying prospectus supplements, providing hypothetical and historical performance through Apr 2026 and methodological notes.

The Index targets 5% volatility, is calculated on an excess return basis, was established on September 10, 2009, and is published under ticker SPXT5UE.

JPMorgan published a monthly prospectus supplement updating performance and methodology for the S&P Global 100 PR 5% Daily Risk Control 0.5% Deduction Index. The Index targets an annualized volatility of 5% and applies a 0.50% per annum daily deduction plus a notional financing cost tied to the Effective Federal Funds Rate. The supplement shows hypothetical backtested performance from Nov 20, 1996 through Sep 17, 2023 and actual performance from Sep 18, 2023 through Apr 30, 2026. Ten-year metrics shown include a 10‑Year Volatility (annualized) 4.26% and a 10‑Year Return (annualized) 2.45%, with a reported Sharpe Ratio of 0.58. The document discloses that performance is calculated on an excess return basis and cautions that past and backtested performance are not indicative of future results.

The document is a monthly performance update for the MerQube US Tech+ Vol Advantage Index. The Index targets a volatility-based dynamic exposure to an Underlying Asset with a maximum exposure of 500% and minimum of 0%. Since February 9, 2024 the Underlying Asset has been an unfunded position in the Invesco QQQ Trust, Series 1 (QQQ Fund), replacing prior E-Mini Nasdaq-100 futures. The Index level reflects a 6.0% per annum daily deduction plus a notional financing cost deducted daily. The Index was established on June 22, 2021 and the document presents hypothetical backtested performance Apr 2016 through Apr 2026 alongside actual performance from June 22, 2021 to April 30, 2026. The update cautions that backtested and historical performance are not indicative of future results and lists selected risks, including leverage, volatility drag, sponsor discretion, and QQQ Fund substitution effects.

JPMorgan presents monthly and annual hypothetical backtested and actual returns for the MerQube US Tech+ Vol Advantage Index. The presentation shows backtested performance from January 7, 2005 through June 21, 2021 and actual performance from June 22, 2021 through April 30, 2026. The Index was established on June 22, 2021 and its level reflects a 6.0% per annum daily deduction plus a notional financing cost. The materials emphasize that backtested results are hypothetical, have limitations, and are not indicative of future performance; investors should refer to the prospectus supplements and selected risk disclosures for further detail.