JPMorgan Chase & Co. 424B Filings

The supplement updates performance information for the MerQube US Large-Cap Vol Advantage Index, a rules-based index that provides dynamic exposure to unfunded rolling E‑Mini S&P 500® futures while targeting 35% volatility. The Index permits exposures between 0% and 500%, is subject to a 6.0% per annum daily deduction, and was established on February 11, 2022. The document shows hypothetical backtested performance through February 10, 2022 and actual performance from February 11, 2022 through April 30, 2026, and lists historical exposure levels for February–April 2026. The supplement emphasizes risks including leverage, volatility drag, limited operating history, margin and liquidity risks, and notes that backtested results are not indicative of future performance.

JPMorgan Chase Financial Company LLC priced a supplemental offering of structured notes: Uncapped Buffered Return Enhanced Notes linked to the S&P 500® Futures Excess Return Index, with expected pricing on May 27, 2026 and settlement on June 1, 2026. The notes feature an Upside Leverage Factor of at least 1.155, a 15.00% buffer, and a maturity date of June 2, 2028. At maturity, if the Index appreciates, holders receive $1,000 plus the Index Return times the Upside Leverage Factor; if the Index declines by up to 15.00%, principal is returned; if it declines by more than 15.00%, holders absorb losses pro rata (up to an 85.00% principal loss). The pricing supplement discloses an estimated value of approximately $976.20 per $1,000 note (not less than $900.00) and states the notes are unsecured obligations of JPMorgan Financial, fully and unconditionally guaranteed by JPMorgan Chase & Co.

The J.P. Morgan Tactical Blend Index monthly update describes the Index's dynamic, rules-based allocation across an Equity Constituent (JPUSEQLV), a Bond Constituent (JPUSCORE) and a Currency Constituent (UUP). The Index is calculated on an excess return basis, net of the US Fed Funds Effective Rate, and subject to a 0.85% per annum daily deduction. The supplement shows hypothetical backtested performance Apr 2016–Apr 2026, actual performance from Mar 30, 2023–Apr 30, 2026, selected risk disclosures, and recent average monthly weights for Nov 2025–Apr 2026.

J.P. Morgan Tactical Blend Index supplemental prospectus presents hypothetical backtested returns and actual Index performance through April 30, 2026. The materials state backtested performance uses alternative proxy data for some Basket Constituents before specific launch/liquidity dates and that the Index is subject to a 0.85% per annum daily deduction.

The supplement emphasizes methodology details: hypothetical backtests through March 29, 2023, followed by actual Index performance from March 30, 2023 to April 30, 2026, and discloses average monthly weights for Currency, Bond and Equity constituents over multiple months and years. It repeatedly warns that past and backtested results are not indicative of future results and refers readers to the prospectus/product/underlying supplements for risk factors and descriptions of proxy/alternative performance use.

JPMorgan Chase Financial Company LLC is offering Yield-Linked Trigger GEARS due on or about May 18, 2033. The securities are unsecured notes fully and unconditionally guaranteed by JPMorgan Chase & Co. Each Security has a $10 principal amount (issue price $10.00) and links its return to an unequally weighted basket of five equity indices.

If the Basket Return is positive, repayment at maturity equals $10 plus the Basket Return times the Upside Gearing (to be finalized on the Trade Date, expected between 1.75 and 1.85). If the Final Basket Value is at or above the Downside Threshold (75.00% of the Initial Basket Value), principal is repaid. If the Final Basket Value is below that threshold, investors bear proportional downside and may lose a significant portion or all principal.

The J.P. Morgan Total Return SM Index presentation provides hypothetical backtested returns and the actual historical performance used to construct the Index. Backtesting covers May 3, 2004–June 25, 2014 (using proxy/alternative performance where noted), hypothetical with actual constituent performance from June 26, 2014–July 12, 2017, and actual performance from the Index live date of July 13, 2017 through April 30, 2026. The slides show monthly and annual returns, monthly reference portfolio weights across fixed‑income and related ETF constituents, and include disclosures that past and backtested performance are not indicative of future results. The materials note an Index historical volatility threshold of 5%, use of proxy indices for pre‑launch constituents, and Registration Statement Nos. 333-293684 and 333-293684-01.

JPMorgan Chase Financial Company LLC is offering auto‑callable dual directional accelerated barrier notes linked to the least performing share of Alphabet (GOOGL), Amazon (AMZN) and Apple (AAPL), due May 25, 2029, fully guaranteed by JPMorgan Chase & Co. The notes may be automatically called on a Review Date of June 4, 2027 if each Reference Stock closes at or above its Call Value, in which case investors receive principal plus a Call Premium (not less than $315.00 per $1,000). If not called, maturity payoffs depend on the Least Performing Reference Stock: an upside leverage factor of 2.00 applies to positive returns; a 60.00% Barrier Amount creates a capped absolute return feature (maximum payment $1,400 per $1,000) for certain negative outcomes; below the Barrier Amount investors suffer proportional principal loss, potentially to zero. Pricing is expected on or about May 22, 2026 with settlement on or about May 28, 2026. The estimated value at issuance is approximately $950 per $1,000 (will not be less than $930 per $1,000), and the notes do not pay interest or dividends and are unsecured obligations subject to issuer and guarantor credit risk.

J.P. Morgan published a performance update for the J.P. Morgan Total Return SM Index, presenting hypothetical backtested and actual returns for the period Apr 2016 through Apr 2026.

The supplement states the Index was established on July 13, 2017 and reports actual performance from July 13, 2017 through April 30, 2026. The document describes the Index methodology (monthly rebalancing into top 6‑month performers across 12 fixed‑income ETFs), recent monthly weights for Dec 2025–May 2026, and details on backtesting using proxies for pre‑launch periods. It highlights risks including momentum‑strategy limitations, concentration/correlation risks, and that the Index comprises notional assets only.

JPMorgan Chase Financial Company LLC is offering Auto Callable Yield Notes linked to the lesser performing of the iShares MSCI EAFE ETF and the Russell 2000 Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay an Interest Rate of at least 8.25% per annum (at least 4.125% semiannually) and are callable if both Underlyings are at or above their Strike Values on a Review Date. The Strike Values were set using closing values on May 7, 2026 (EFA = 102.89; RTY = 2,839.626). Review Dates occur on November 9, 2026, May 7, 2027 and the final Review Date November 8, 2027, and the Maturity Date is November 12, 2027. The notes include a Buffer Amount of 20.00% and a Downside Leverage Factor of 1.25, so losses at maturity (if not called) are tied to the Lesser Performing Underlying beyond the buffer. The notes are unsecured obligations of JPMorgan Financial; payments are subject to the credit risk of both the issuer and guarantor. The estimated indicative value at pricing is approximately $990 per $1,000 note and will not be less than $970 per $1,000 note; the notes are expected to price on or about May 8, 2026 and settle on or about May 13, 2026.

JPMorgan Chase & Co. provides a prospectus supplement and related product and underlying supplements for notes linked to the J.P. Morgan Large-Cap Dynamic Blend 3 Index, Registration Statement Nos. 333-293684 and 333-293684-1. The document presents hypothetical backtested monthly and annual returns for the Index using constituent performance from July 25, 1990 through March 22, 2021 and actual performance from March 23, 2021 through April 30, 2026. The Index level is calculated on an excess return basis and reflects a fee of 0.95% per annum. The Index targets a volatility of 3.0% and relies on daily notional exposure adjustments across equity and bond constituents. The document cautions that backtested and historical performance are not indicative of future results and lists selected risks, including index sponsor discretion, margin and futures risks, potential partial uninvestment, and credit exposure to JPMorgan entities.

The J.P. Morgan Dynamic Blend Index performance update summarizes hypothetical backtested results (Apr 2016–Mar 22, 2021) and actual results (Mar 23, 2021–Apr 30, 2026). The Index targets a 3.0% volatility and is subject to a daily deduction equal to 0.95% per annum. The Equity Constituent tracks S&P 500 futures exposure and the Bond Constituent tracks 2‑year U.S. Treasury futures. The document cautions that past and backtested performance are not indicative of future results, lists selected risks including margin, correlation, replacement and credit risks, and notes the Index was established on March 23, 2021.

JPMorgan Chase Financial Company LLC is offering Auto Callable Contingent Interest Notes linked to the Class A ordinary shares of Accenture plc, expected to price on or about May 15, 2026 and settle on or about May 20, 2026. The notes pay quarterly Contingent Interest Payments only if the Reference Stock’s closing price on a Review Date is at or above an Interest Barrier equal to 50.00% of the Initial Value; the Contingent Interest Rate will be at least 15.10% per annum (at least 3.775% per quarter) and a minimum quarterly payment per $1,000 note of $37.75 is illustrated. The notes are automatically callable if the closing price on an applicable Review Date (other than the first and final Review Dates) is greater than or equal to the Initial Value, with the earliest call possible on November 16, 2026. At maturity, if not called and the Final Value is below the Trigger Value (50.00% of Initial Value), payment will be $1,000 + ($1,000 × Stock Return), exposing holders to substantial principal loss (examples show losses up to -60.00%). The notes are unsecured obligations of JPMorgan Financial, fully and unconditionally guaranteed by JPMorgan Chase & Co.; payments are subject to the issuer’s and guarantor’s credit risk. The estimated value at pricing is approximately $960.00 per $1,000 note and will not be less than $940.00 per $1,000 note as provided in the pricing supplement.

JPMorgan Chase Financial Company LLC priced and is offering $1,296,000 aggregate principal of auto callable accelerated barrier notes linked to the lesser performing of the SPDR® Gold Trust (GLD) and the VanEck® Semiconductor ETF (SMH), with settlement on or about May 11, 2026. The notes pay no interest, may be automatically called beginning May 10, 2027 for cash equal to principal plus a Call Premium (27% on first Review Date; 54% on second), and otherwise pay at maturity based on the lesser performing Fund with a 1.50 Upside Leverage Factor, a 50.00% Barrier and final maturity May 9, 2031. The notes are unsecured obligations of JPMorgan Financial and are fully guaranteed by JPMorgan Chase & Co.; payments are subject to issuer and guarantor credit risk.

JPMorgan Chase Financial Company LLC priced $5,000,000 of Capped Accelerated Barrier Notes linked to the S&P 500® Index. The notes priced on May 6, 2026 and are expected to settle on or about May 11, 2026. They mature on October 17, 2031 and have a maximum return of 81.5992% (a maximum payment of $1,815.992 per $1,000 principal). The Initial Value and Final Value are each the arithmetic average of specified Initial Averaging Dates and Ending Averaging Dates. The structure uses an Upper Barrier of 86.00% and a Lower Barrier of 72.00% of the Initial Value and applies specified upside and downside leverage factors to determine payment at maturity. The notes are unsecured obligations of JPMorgan Chase Financial and are fully and unconditionally guaranteed by JPMorgan Chase & Co.; payments remain subject to issuer and guarantor credit risk.

JPMorgan Chase Financial Company LLC is offering $270,000 in principal amount of structured notes linked to the S&P 500® Futures Excess Return Index, with a Participation Rate of 137.00%. The notes priced on May 6, 2026, are expected to settle on or about May 11, 2026, and mature on May 9, 2031. At maturity each $1,000 note pays $1,000 plus an Additional Amount equal to $1,000 × Index Return × Participation Rate, but not less than zero. The notes are unsecured obligations of JPMorgan Financial and are fully and unconditionally guaranteed by JPMorgan Chase & Co.; purchasers bear the credit risk of both entities.

J.P. Morgan Securities filed a Rule 424(b)(3) prospectus supplement updating performance and risk disclosures for the MerQube US Gold Vol Advantage Index. The Index targets a 35% volatility target, permits futures exposure from 0% to 500%, and applies a 6.0% per annum daily deduction. The Index was established on February 11, 2025 and is published on Bloomberg as MQUSGVA. The supplement presents hypothetical backtested performance through February 10, 2025 and actual performance from February 11, 2025 through April 30, 2026, plus monthly exposure snapshots and selected risks tied to leverage, volatility drag, futures settlement and limited operating history.

J.P. Morgan published a performance update for the MerQube US Gold Vol Advantage Index, a rules-based index that targets 35% volatility for an unfunded rolling position in Gold futures and caps Futures exposure between 0% and 500%. The Index includes a 6.0% per annum daily deduction and was established on February 11, 2025. The document shows hypothetical backtested data through February 10, 2025 and actual performance from February 11, 2025 through April 30, 2026, and it reports recent end-of-day exposures in early 2026 (examples: 88.44%, 147.98%, 118.15%). The update highlights standard risk and disclaimer language about backtesting limitations and index sponsor discretion.

JPMorgan Chase Financial Company LLC is offering structured notes due May 16, 2031, fully guaranteed by JPMorgan Chase & Co., linked to the MerQube US Tech+ Vol Advantage Index. The notes can be automatically called starting May 17, 2027; call premiums range from $175 to $875 per $1,000. The Index is subject to a 6.0% per annum daily deduction and a notional financing cost; investors face up to 85.00% principal loss at maturity if the Index falls beyond a 15.00% buffer. Estimated note value shown is $907.80 per $1,000 and will not be less than $900.00 when terms are set. Minimum denomination is $1,000. Terms, final Call Premium Amounts and pricing will be provided in the pricing supplement.

JPMorgan Chase & Co. published a performance update supplement for the J.P. Morgan Kronos+ SM Index, linked to the S&P 500® Price Index, providing backtested and actual historical returns and risk metrics through April 30, 2026. The supplement shows a 10‑year annualized return, 10‑year volatility, and Sharpe ratio for both the Kronos+ Index and the S&P 500 Price Index, and discloses the Index fee of 0.95% per annum. The update reiterates that the Index was established on December 22, 2020, that it does not reinvest dividends, and that past or backtested performance is not indicative of future results.

The document lists recent historical exposure windows (fully invested, uninvested, 2x leveraged) for February–April 2026, highlights model limitations and selected risks (including fee deductions, notional financing cost, limited operating history, and strategy overlap), and refers readers to the product, underlying and pricing supplements for full risk disclosure.

JPMorgan Chase & Co. presents an index supplement and prospectus supplements for the J.P. Morgan Kronos+ SM Index, providing hypothetical backtested and actual historical monthly and annual returns and related selected risks.

The materials state the Index was established on December 22, 2020, that historical measures combine S&P 500 Price Return data from July 7, 1954 through December 21, 2020 and actual Index performance through April 30, 2026, and that the Index level reflects a fee deduction of 0.95% per annum plus, in some cases, a notional financing cost tied to the Effective Federal Funds Rate. The supplements emphasize that past and backtested performance are not indicative of future results and list multiple strategy and model risks including limited operating history and potential for being uninvested in the Constituent.

The prospectus supplement and index/product supplements present the MerQube US Small-Cap Vol Advantage Index performance data, showing hypothetical backtested returns from January 7, 2005 through June 17, 2022 and actual Index performance from June 21, 2022 through April 30, 2026. The presentation discloses a 6.0% per annum daily deduction applied to the Index level and emphasizes that historical and backtested results are illustrative and not predictive. The materials highlight selected risks including leverage, volatility drag, concentration and futures‑related risks and state that the Index has a limited operating history.

JPMorgan provides a performance update for the MerQube US Small‑Cap Vol Advantage Index, a rules‑based index referencing an unfunded rolling position in E‑Mini Russell 2000 futures. The Index targets 35% volatility, has a maximum futures exposure of 500% and a minimum of 0%, and is subject to a 6.0% per annum daily deduction. The Index was established on June 21, 2022 and the materials present hypothetical backtested performance through June 17, 2022 and actual performance from June 21, 2022 through April 30, 2026. The update includes historical monthly returns, end‑of‑day exposure snapshots for Feb–Apr 2026, and a risk summary describing leverage, volatility drag, concentration, and futures‑specific risks.

J.P. Morgan Multi‑Asset Index monthly supplement: the presentation provides hypothetical backtested monthly and annual returns for the Index using Constituent performance from February 22, 1994 through November 17, 2022, and actual Index performance from November 18, 2022 through April 30, 2026. The Index is an excess return index, was established on November 18, 2022, and is subject to a 1.00% per annum daily deduction. The materials show historical monthly return series, monthly reference portfolio weights (multiple periods with a recurring 40% equities allocation in many months), and prominent risk disclosures including notional composition, momentum strategy risks, potential for substitution of Constituents, currency and futures‑market risks, and limits of backtested/alternative performance. The supplement emphasizes that past performance and backtested results are not indicative of future results and directs readers to the prospectus and supplements for full risk disclosures.

The J.P. Morgan Multi‑Asset Index performance update presents hypothetical backtested performance from Apr 2016 through Apr 2026 and actual performance since the Index's launch on November 18, 2022. The Index is a momentum‑style, rolling futures‑based allocation that rebalances at least monthly and is subject to a 1.00% per annum daily deduction. Published levels use Bloomberg ticker MAX. Ten‑year risk/return metrics shown for the Index: Sharpe Ratio 0.56, 10‑year volatility 4.53%, and a 10‑year annualized return 2.52%. The document emphasizes backtesting limitations, that the Index is an excess return index (not total return), and lists related concentration, futures, currency, and margin‑related risks.

JPMorgan Chase Financial Company LLC is offering auto-callable contingent interest notes linked to the MerQube US Tech+ Vol Advantage Index, with a $1,000 original issue price per note. The notes carry a stated minimum estimated value of $900.00 and an example estimated value of $910.50 per $1,000 note. The notes pay contingent monthly interest only when the Index is at or above a 70.00% Interest Barrier on each Review Date, may be automatically called beginning May 13, 2027, and mature on May 16, 2031. Investors face credit risk of JPMorgan Financial and guarantor JPMorgan Chase & Co., a daily index deduction of 6.0% per annum plus a notional financing cost, and potential principal loss up to 80.00% at maturity if the Final Value is below the Buffer Threshold of 80.00%. The contingent interest rate will be at least 11.50% per annum as described in the pricing supplement.

JPMorgan Chase Financial priced $2,738,000 of Capped Buffered Return Enhanced Notes linked to the iShares^® MSCI EAFE ETF (EFA). The notes pay 1.50× any Fund appreciation up to a 28.00% cap and provide a 15.00% buffer before principal losses apply.

Notes priced on May 6, 2026 with expected settlement on or about May 11, 2026. The Initial Value was $104.81. The estimated value at pricing was $994.40 per $1,000 note and the original issue price was $1,000. Investors can lose up to 85.00% of principal at maturity and payments are subject to the credit risk of JPMorgan Financial and its guarantor, JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC priced $15,000 of Capped Buffered Equity Notes linked to the iShares® MSCI EAFE ETF on May 6, 2026. The notes (minimum $1,000 denomination) are due June 10, 2027, and are fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes provide 1.00× participation in Fund appreciation capped at a Maximum Return of 11.75%, a downside Buffer Amount of 15.00% (you keep principal if losses are ≤15%), and permit losses up to 85.00% of principal at worst. The Initial Value was $104.81 per Fund share. The notes priced at $1,000 per note (selling commission $7.25; estimated value $980.10 per $1,000 note).

JPMorgan Chase Financial Company LLC proposes Auto Callable Contingent Interest Notes due May 27, 2031, fully guaranteed by JPMorgan Chase & Co. The notes pay quarterly Contingent Interest Payments only if each Index is ≥ 80.00% of its Initial Value and may be automatically called beginning May 21, 2027.

The notes reference the Nasdaq-100®, the S&P 500® and the EURO STOXX 50®; payments depend on the least performing Index. Estimated value at pricing is approximately $944.50 per $1,000 note (minimum estimated value $920.00). The Contingent Interest Rate will be at least 9.50% per annum. Investors bear credit risk of the issuer and guarantor, possible loss of principal if the least performing Index falls below the Trigger Value, limited upside (no participation in index appreciation) and limited liquidity.

JPMorgan Chase Financial Company LLC is offering Market Linked Notes — Upside Participation with Averaging and Principal Return at Maturity linked to an approximately equally weighted basket of the EURO STOXX 50®, FTSE 100 and TOPIX, due June 21, 2029. The notes have a $1,000 principal amount per note, do not pay periodic interest, and provide a maturity payment equal to principal plus a positive return if the average ending level of the basket exceeds the starting level. The upside participation rate will be provided in the pricing supplement and will be at least 100.00%. Pricing, issue and calculation dates include a pricing date of May 15, 2026 and an issue date of May 20, 2026. The price to public is $1,000.00 per note with fees and commissions of $33.25 and proceeds to issuer of $966.75 per note. The notes are unsecured obligations of JPMorgan Financial, fully and unconditionally guaranteed by JPMorgan Chase & Co., and repayment is subject to issuer and guarantor credit risk.

JPMorgan Chase Financial Company LLC is offering $3,511,000 aggregate principal amount of Medium-Term Digital Notes, Series A due May 14, 2027 (stated maturity). The notes are linked to the iShares® 20+ Year Treasury Bond ETF (underlier) with an initial underlier level of $86.08 (trade date May 6, 2026).

Each $1,000 note pays no interest and at maturity will pay an amount determined by the underlier return. If the final underlier level is ≥ 90.00% of the initial level, the holder receives a threshold settlement amount of $1,056.00 per $1,000 note. If the final level declines by more than 10.00%, the return is negative and investors could lose some or all principal. The original issue price was 100.00% and the estimated value at pricing was $984.50 per $1,000 note.

JPMorgan Chase Financial Company LLC priced $290,000 of structured notes linked to the S&P 500® Futures Excess Return Index due May 9, 2031, guaranteed by JPMorgan Chase & Co. The notes priced on May 6, 2026 and are expected to settle on or about May 11, 2026.

They pay no periodic interest; at maturity investors receive $1,000 principal plus an Additional Amount equal to $1,000 × Index Return × a Participation Rate of 137.00% if the Index rises. If the Index is flat or down, holders receive only principal, subject to issuer and guarantor credit risk.

JPMorgan Chase Financial Company LLC is offering Medium‑Term Digital Equity Notes totaling $2,480,000 linked to the S&P 500® Index. Each note has a $1,000 principal amount and a stated maturity of May 10, 2028 (determination date May 8, 2028). The notes pay no interest and pay at maturity an amount tied to the index return measured from the trade date May 6, 2026 to the determination date.

If the final index level is ≥ 87.50% of the initial level (initial level: 7,365.12), holders receive the threshold settlement amount of $1,155.80 per $1,000 note (cap 115.58%). If the final index level declines by more than 12.50%, returns are negative and you could lose some or all of your investment. The estimated value at pricing was $973.10 per $1,000 note; original issue price was 100.00% with underwriting commission 2.00% (net proceeds to issuer 98.00%). Payments are subject to the credit risk of JPMorgan Chase Financial and the guarantee of JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC offers Auto Callable Contingent Interest Notes due June 1, 2029, fully guaranteed by JPMorgan Chase & Co. The notes pay monthly Contingent Interest Payments when each of the Nasdaq-100®, Russell 2000® and S&P 500® closes at or above 70.00% of its Initial Value and are automatically called if, on any quarterly Autocall Review Date, each Index closes at or above its Initial Value. The earliest automatic call date is November 27, 2026. Notes are issued in $1,000 denominations; the Price to Public per note is $1,000, the estimated value at pricing is approximately $949 (not less than $900), and the Contingent Interest Rate will be at least 8.25% per annum. Principal is exposed to the Least Performing Index at maturity; if that Index finishes below its Trigger Value, investors may lose a substantial portion of principal.

JPMorgan Chase Financial Company LLC offers Auto Callable Contingent Interest Notes linked to the least performing of the Nasdaq-100®, Russell 2000® and S&P 500® Indices, due June 1, 2028, fully guaranteed by JPMorgan Chase & Co. The notes pay monthly Contingent Interest Payments only if each Index is at or above an Interest Barrier of 70.00% of its Initial Value; they autocall early if on any quarterly Autocall Review Date each Index is at or above its Initial Value. Earliest Autocall date is November 27, 2026. Payments at maturity depend on the Least Performing Index and can result in partial or total loss of principal. Minimum denomination is $1,000. The pricing supplement sets the final Contingent Interest Rate, estimated value and selling commissions.

JPMorgan Chase Financial Company LLC is offering Structured Investments: Digital Barrier Notes due May 17, 2027, fully guaranteed by JPMorgan Chase & Co. The notes pay a contingent digital return of at least 6.00% at maturity if the least performing of the Dow Jones Industrial Average®, the Nasdaq-100® and the Russell 2000® is at or above a 60.00% barrier of its initial value. If the least performing Index falls below that barrier, the investor loses 1% of principal for each 1% decline in the Least Performing Index; principal can be wholly lost. Minimum denomination is $1,000. Pricing and settlement are expected in May 2026; the estimated value floor is $900 and an example estimated value is $973 per $1,000.

JPMorgan Chase Financial Company LLC priced structured Digital Barrier Notes due May 18, 2029, fully guaranteed by JPMorgan Chase & Co. The notes pay a Contingent Digital Return of 27.45% at maturity if the lesser performing of the iShares MSCI EAFE ETF and the Russell 2000 Index is at or above a Barrier Amount of 65.00% of its Initial Value. If the lesser performing underlying is below that Barrier on the Observation Date, investors lose 1% of principal for each 1% the Lesser Performing Underlying is below its Initial Value. The notes are unsecured, have minimum denominations of $1,000, are expected to price on or about May 15, 2026 and settle on or about May 20, 2026, and carry CUSIP 46660TX54. The estimated value per $1,000 note is approximately $982.90 and will not be less than $950.00 when terms are set.

JPMorgan Chase Financial Company LLC priced $400,000 of uncapped buffered return enhanced notes linked to the S&P 500® Futures Excess Return Index due May 9, 2031, fully guaranteed by JPMorgan Chase & Co.

Each $1,000 note offers 1.95× upside of positive Index performance, a 20.00% buffer on initial losses and a potential principal loss of up to 80.00%. The Initial Value of the Index on the pricing date was 593.06. The notes priced on May 6, 2026 with expected settlement on or about May 11, 2026.

JPMorgan Chase Financial Company LLC priced $400,000 of Auto Callable Contingent Interest Notes linked to the MerQube US Large-Cap Vol Advantage Index due May 9, 2031, fully guaranteed by JPMorgan Chase & Co. The notes pay monthly contingent coupons at a 11.75% per annum rate when the Index is at or above an Interest Barrier (70% of the Initial Value). The Index is subject to a 6.0% per annum daily deduction that reduces index performance. Notes may be automatically called starting May 6, 2027 if the Index on a Review Date equals or exceeds the Initial Value; maturity payoff exposes holders to Index downside below the Trigger Value. Price to public was $1,000 per note (minimum $1,000 denomination) with selling commissions of $42.75 and an estimated per-note value at pricing of $902.00.

JPMorgan Chase Financial Company LLC is offering auto-callable, contingent-interest notes due June 1, 2029, fully guaranteed by JPMorgan Chase & Co. The notes pay a Contingent Interest Payment on Review Dates when each index closes at or above an Interest Barrier equal to 70.00% of its Initial Value and may be automatically called beginning November 27, 2026. The notes reference the Dow Jones Industrial Average®, the Nasdaq-100® Technology Sector and the S&P 500® Index; the Contingent Interest Rate will be at least 7.65% per annum. Price to public is $1,000 per note; the estimated value is approximately $980 and will not be less than $950 per $1,000 note when terms are set. Investors face credit risk of JPMorgan Financial and JPMorgan Chase & Co., potential loss of up to 70.00% of principal at maturity, limited upside (no participation in index appreciation), and limited liquidity. CUSIP: 46660TXM7.

JPMorgan Chase Financial Company LLC is offering Capped Dual Directional Buffered Equity Notes linked to the Nasdaq-100 Index® with a Pricing Date on or about May 11, 2026, settlement on or about May 14, 2026, and Maturity on May 16, 2028. The notes provide a capped upside (Maximum Upside Return of at least 22.85%) and a 20.00% buffer on downside returns; losses beyond the buffer reduce principal dollar-for-dollar. Notes are unsecured obligations of JPMorgan Financial, fully and unconditionally guaranteed by JPMorgan Chase & Co., and carry issuer credit risk. Minimum denomination is $1,000. The estimated value at pricing floor is stated not less than $900.00 per $1,000 note, and an example estimated value shown is $987.60 per $1,000.

JPMorgan Chase Financial Company LLC priced and is offering $2,031,000 of Callable Accelerated Barrier Notes linked to the S&P 500® Futures Excess Return Index, due May 9, 2031, with settlement on or about May 11, 2026. The notes feature an Upside Leverage Factor of 3.00, a Barrier Amount equal to 70.00 of the Initial Value (Initial Value: 593.06), and an Observation Date of May 6, 2031.

The issuer may redeem the notes early on any Optional Call Payment Date beginning May 13, 2027, paying principal plus a scheduled Call Premium (first call = $180.00 per $1,000; final call = $885.00 per $1,000). If not called, payments at maturity depend on Index performance: leveraged upside at maturity if Final Value > Initial Value; full principal returned if Final Value ≥ Barrier Amount; pro rata losses (one-for-one) if Final Value < Barrier Amount. The notes are unsecured obligations of JPMorgan Financial and fully and unconditionally guaranteed by JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC is offering capped accelerated barrier notes linked to General Electric Company common stock. The notes seek to provide 1.50 times any appreciation of GE up to a 44.84% Maximum Return and carry a 70.00% Barrier (Barrier Amount = $211.841). The Strike Value was $302.63 (closing price on May 7, 2026). Pricing is expected on or about May 8, 2026 with settlement on or about May 13, 2026. The issuer estimates an indicative value of $989.10 per $1,000 note and sets a minimum estimated value of $960.00 per note. Payment at maturity depends on the Final Value on the Observation Date (November 8, 2027) and can result in full principal, a leveraged capped upside, or substantial principal loss if the Final Value is below the Barrier.

JPMorgan Chase Financial Company LLC is offering callable yield notes linked to the least performing of the Russell 2000®, Nasdaq-100® and EURO STOXX 50® indices due November 12, 2027. The notes pay an Interest Rate of at least 13.05% per annum (at least 1.0875% per month), may be called early on specified Interest Payment Dates beginning October 14, 2026, and are unsecured obligations of JPMorgan Financial fully guaranteed by JPMorgan Chase & Co.

The notes return principal at maturity unless a Trigger Event occurs during the Monitoring Period (closing level of any Index below 70.00% of its Strike Value). If a Trigger Event occurs and the Least Performing Index declines, principal is reduced pro rata; otherwise you receive principal plus the final Interest Payment. Estimated value at issuance is approximately $988.20 per $1,000 (will not be less than $950.00 per $1,000 when set).

JPMorgan Chase Financial Company LLC is offering auto-callable, principal-at-risk market-linked securities linked to the lowest performing of three ETFs: VanEck® Oil Services ETF, VanEck® Semiconductor ETF and State Street® Utilities Select Sector SPDR® ETF. The notes have a stated maturity of May 18, 2029, an initial principal amount of $1,000 per security, and a contingent coupon rate of at least 15.00% per annum. Quarterly observations determine coupon payments and automatic calls; a final payment at maturity depends on the lowest performing Fund relative to a 60% threshold of its starting price. The estimated value at pricing is shown as approximately $941.20 per security and will not be less than $910.00 per security when terms are set. These securities do not pay more than principal at maturity and expose investors to potentially >40% principal loss if the lowest performing Fund falls below its threshold.

JPMorgan Chase Financial Company LLC priced $712,000 of capped buffered equity notes linked to the lesser performing of the Russell 2000® Index and the S&P 500® Index. The notes priced on May 6, 2026 and are expected to settle on or about May 11, 2026. They pay 1.00× any appreciation of the lesser performing Index up to a Maximum Return of 22.85% (maximum payoff $1,228.50 per $1,000 note). The structure provides a 30.00% buffer against declines in the lesser performing Index; losses beyond the buffer reduce principal 1% per 1% decline, exposing investors to up to 70.00% potential principal loss. Notes are unsecured obligations of JPMorgan Chase Financial and fully guaranteed by JPMorgan Chase & Co.; payments are subject to issuer and guarantor credit risk. Original issue price was $1,000 per note (selling commission $26.50; proceeds to issuer $973.50 per note) and the estimated value at pricing was $966.80 per $1,000 note.

JPMorgan Chase Financial Company LLC priced $1,425,000 of uncapped Digital Barrier Notes due May 9, 2031, fully guaranteed by JPMorgan Chase & Co. The notes pay at maturity based on the least performing of the S&P 500, Russell 2000 and Nasdaq-100, with a contingent digital return of 50.00% if the least performing Index finishes at or above 81.00% of its May 6, 2026 initial level. If any Index falls below a Barrier Amount of 60.00% of its initial level, holders suffer losses proportional to that decline. Notes priced May 6, 2026 and are expected to settle on or about May 11, 2026; minimum denomination is $1,000.

JPMorgan Chase Financial Company LLC is offering $1,540,000 principal amount of Digital Barrier Notes linked to the iShares Expanded Tech-Software Sector ETF. The notes pay a fixed Contingent Digital Return of 13.00% at maturity if the Fund’s Final Value is at least 50.00% of the Initial Value. The Initial Value was $87.82 (Pricing Date May 6, 2026) and the notes are expected to settle on or about May 11, 2026. If the Final Value is below the Barrier Amount, investors receive a payout equal to principal plus the Fund Return, exposing them to full downside (losses up to 100%). The Observation Date is November 8, 2027 and the Maturity Date is November 12, 2027. The estimated value when priced was $971.90 per $1,000 and the price to public was $1,000 per note (selling commission $5.50 per $1,000).

JPMorgan Chase Financial Company LLC priced Market Linked Securities — Upside Participation to a Cap with Contingent Absolute Return and Contingent Downside Principal at Risk linked to the SPDR® Gold Trust (GLD). The offering aggregates $1,388,000 and each security has a $1,000 principal amount with no periodic interest.

At maturity on May 10, 2029, the payout depends on the Fund's performance from a starting price of $430.96: investors participate 100% in upside capped at 40.00% (maximum payment $1,400.00), receive an absolute-value positive return if the Fund declines but stays at or above the threshold price $301.672 (70% of starting price), or suffer full downside if the Fund closes below the threshold.

JPMorgan Chase Financial Company LLC is offering $2,000,000 aggregate principal of Digital Equity Notes, Series A, due May 7, 2036, fully and unconditionally guaranteed by JPMorgan Chase & Co.

Each $1,000 principal note pays no interest and returns at maturity an amount linked to the S&P 500® Index measured from the trade date (May 6, 2026) to the determination date (May 5, 2036). If the final index level is ≥ 90.00% of the initial level, holders receive a capped payment of $2,065.00 per $1,000 note (cap level 206.50%). If the final index level declines by more than 10.00%, the notes produce a proportionate negative return and holders could lose most or all principal. The issuer-paid original issue price was 100.00% and the estimated value at pricing was $928.80 per $1,000 note.