JPMorgan Chase & Co. 424B Filings

JPMorgan Chase Financial Company LLC is offering callable contingent interest notes due June 20, 2031, fully guaranteed by JPMorgan Chase & Co. The notes pay quarterly Contingent Interest Payments only when each of the Nasdaq-100, Russell 2000 and S&P 500 closing levels on a Review Date is at least 70.00% of its Initial Value (the Interest Barrier), and may be redeemed early beginning June 22, 2027. The notes have a $1,000 face amount, an expected pricing date around June 16, 2026, and an initial estimated value of approximately $925.20 per $1,000 (stated minimum estimated value $900.00 per $1,000). If not redeemed, final payment depends on the Least Performing Index: if its Final Value is below the Trigger Value (50.00% of Initial Value), principal is reduced pro rata by the Least Performing Index Return. The Contingent Interest Rate will be at least 7.35% per annum. The notes are unsecured obligations of the issuer and expose investors to issuer and guarantor credit risk, index-performance risk, limited upside (no participation in index appreciation), possible total principal loss, limited liquidity, and tax-treatment uncertainty.

JPMorgan Chase Financial Company LLC priced structured, auto-callable contingent interest notes due June 20, 2031. Each note has a $1,000 denomination and is fully guaranteed by JPMorgan Chase & Co. The notes pay periodic Contingent Interest Payments only when each of the Dow Jones Industrial Average®, Nasdaq-100® and Russell 2000® is at or above 70.00% of its Initial Value on a Review Date. The notes can be automatically called beginning June 16, 2027 if all three indices close at or above their Initial Values on a Review Date; otherwise maturity pay‑out is determined by the Least Performing Index Return. Investors bear principal loss risk if the Least Performing Index finishes below its Trigger Value.

JPMorgan Chase Financial Company LLC is offering Auto Callable Contingent Interest Notes due December 16, 2027, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a monthly Contingent Interest Payment when each of the Dow Jones Industrial Average®, the Nasdaq-100 Index® and the Russell 2000® Index is ≥ 70.00% of its Initial Value (the Interest Barrier). The notes are automatically callable if each Index is ≥ its Initial Value on a Review Date (earliest automatic call: September 14, 2026). The notes have a minimum denomination of $1,000, are expected to price on or about June 12, 2026 and settle on or about June 17, 2026. The estimated value at pricing is stated as approximately $975.60 per $1,000 (not less than $900.00), and the Contingent Interest Rate will be at least 11.65% per annum. At maturity, if not called and the Final Value of any Index is below its Trigger Value, payment equals $1,000 + ($1,000 × Least Performing Index Return), exposing holders to partial or total principal loss.

JPMorgan Chase Financial Company LLC is offering Auto Callable Contingent Interest Notes due July 1, 2031, fully guaranteed by JPMorgan Chase & Co. The notes pay Contingent Interest Payments only when each Reference Stock meets an Interest Barrier of 70.00% of its Initial Value and carry a Contingent Interest Rate of at least 17.50% per annum. The notes are linked to the least performing of Micron Technology, Strategy Inc and AST SpaceMobile and are automatically callable beginning on June 28, 2027 if each Reference Stock on a Review Date is at or above its Initial Value. Pricing is expected on or about June 26, 2026 with settlement on or about July 1, 2026. Minimum denomination is $1,000. The estimated value at issuance is approximately $910.00 per $1,000 note (not less than $900.00). Payments are subject to the issuer’s and guarantor’s credit risk; secondary market liquidity is limited.

JPMorgan Chase Financial Company LLC is offering structured, auto-callable Contingent Interest Notes linked to the MerQube US Large-Cap Vol Advantage Index, due June 20, 2031, fully guaranteed by JPMorgan Chase & Co. The notes pay monthly contingent interest only if the Index closes at or above an Interest Barrier (60% of the Initial Value), may be automatically called beginning June 16, 2027, and are subject to a 6.0% per annum daily deduction that materially reduces the Index level. The notes have $1,000 minimum denominations, an estimated value example of $932.00 per $1,000 note (minimum estimated value not less than $900.00), and a contingent interest rate that will be at least 11.75% per annum in the illustrative table. Investors bear credit risk of the issuer and guarantor, lack of exchange listing, potential for substantial principal loss at maturity if the Final Value is below the Trigger Value, and limitations on upside participation.

JPMorgan Chase Financial Company LLC offers Digital Contingent Buffered Notes linked to the S&P 500® Index. The notes provide a fixed Contingent Digital Return of at least 8.40% if the Ending Index Level is >= the Index Strike Level or is down ≤ the Contingent Buffer Amount of 25.00%. If the Ending Index Level is more than 25.00% below the Index Strike Level, investors lose 1% of principal for each 1% the Index is below the Strike Level. The notes mature on June 25, 2027 with a Valuation Date of June 22, 2027 and settlement on or about June 15, 2026. Payments are unsecured obligations of JPMorgan Financial and are fully and unconditionally guaranteed by JPMorgan Chase & Co., exposing investors to the credit risk of both entities. The pricing supplement states an estimated value of approximately $993.30 per $1,000 at pricing and a minimum estimated value of $980.00 per $1,000.

JPMorgan Chase Financial Company LLC is offering structured notes linked to the MerQube US Tech+ Vol Advantage Index, maturing June 26, 2031 and fully guaranteed by JPMorgan Chase & Co. The notes are sold in minimum denominations of $1,000 and are expected to price on or about June 22, 2026 with settlement on or about June 25, 2026.

The notes feature quarterly/periodic Review Dates at which an automatic call can occur starting as early as June 24, 2027; each call pays the principal plus a stated Call Premium Amount (illustrative minimums range from $125 on the first Review Date to $625 on the final Review Date). The Index is subject to a 6.0% per annum daily deduction and a daily notional financing cost tied to SOFR, features that will materially reduce Index performance. At maturity, if the notes are not called, investors either receive full principal (if the Final Value is down by no more than the 15.00% Buffer Amount) or suffer proportional principal loss (up to 85.00% loss) if the Final Value declines by more than the Buffer Amount.

JPMorgan Chase Financial Company LLC is offering Auto Callable Buffered Equity Notes linked to the MSCI Emerging Markets Index with final terms to be set at pricing. The notes pay at least a 17.45% call premium if automatically called and provide uncapped upside at maturity subject to a Contingent Minimum Return of at least 34.90%. If not called, the notes include a 15.00% buffer and a Downside Leverage Factor of 1.17647, meaning losses beyond the 15.00% buffer reduce principal on a leveraged basis. The Pricing Date is on or about June 30, 2026, Original Issue Date on or about July 6, 2026, Valuation Date June 30, 2028, and Maturity Date July 6, 2028. Payments are unsecured obligations of JPMorgan Financial, guaranteed by JPMorgan Chase & Co., and are subject to issuer and guarantor credit risk.

JPMorgan Chase Financial Company LLC is offering Auto Callable Buffered Equity Notes linked to the common stock of Broadcom Inc. The notes use a Stock Strike Price of $392.16 (Strike Date June 9, 2026), a Buffer Amount of 25.00% and a Downside Leverage Factor of 1.33333. If the Reference Stock equals or exceeds the Strike Price on the Review Date (June 22, 2027), the notes will be automatically called and pay at least a 36.00% call premium per $1,000 note on the Call Settlement Date. If not called, maturity mechanics (Valuation Date June 9, 2028; Maturity Date June 14, 2028) provide uncapped upside for positive stock returns but expose principal to leveraged downside beyond the 25.00% buffer. Payments are unsecured obligations of JPMorgan Financial, fully guaranteed by JPMorgan Chase & Co., and are subject to issuer and guarantor credit risk. The estimated initial value is approximately $978.10 per $1,000 note (not less than $960.00), and minimum denominations are $10,000.

JPMorgan Chase Financial Company LLC is offering structured notes due June 14, 2029, fully and unconditionally guaranteed by JPMorgan Chase & Co. Payments depend on the least performing of the Dow Jones Industrial Average®, the Russell 2000® and the S&P 500® at defined Review Dates. The notes can be automatically called starting June 14, 2027 for a cash payment equal to principal plus a specified Call Premium Amount. If not called, final maturity payment equals $1,000 plus $1,000 multiplied by the Least Performing Index Return; a Final Value below the Barrier Amount (70.00% of Strike) can cause losses up to the full principal. Estimated value at pricing is approximately $970 per $1,000 note and will not be less than $950 per $1,000 note when set.

JPMorgan Chase Financial Company LLC priced callable contingent interest notes due June 15, 2028, fully guaranteed by JPMorgan Chase & Co. The notes pay monthly Contingent Interest Payments only when each of the Dow Jones Industrial Average®, the Nasdaq-100® and the Russell 2000® is at or above an Interest Barrier equal to 70.00% of its Initial Value. The notes may be redeemed early at the issuer’s option beginning June 17, 2027. The estimated value at pricing example is $979.60 per $1,000 note, with an estimated floor not less than $900.00. The Contingent Interest Rate will be at least 10.90% per annum. If the Final Value of the Least Performing Index is below its Trigger Value at maturity, principal is reduced by the Least Performing Index Return.

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, due June 27, 2030, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay monthly Contingent Interest Payments only when each index closes at or above an Interest Barrier equal to 75.00% of its Initial Value. The notes may be called quarterly starting June 28, 2027. Each note has a $1,000 principal denomination; the estimated value at pricing is approximately $928.10 and will be at least $900.00 per $1,000 principal amount. If not redeemed early, principal at maturity depends on the Least Performing Index relative to a Trigger Value; a Final Value below the Trigger Value can cause significant principal loss, potentially total loss.

JPMorgan Chase Financial Company LLC priced and is offering $155,000 of Auto Callable Buffered Return Enhanced Notes due July 13, 2027, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes were priced on June 8, 2026 with expected settlement on or about June 11, 2026.

The notes pay no interest, carry an Upside Leverage Factor of 3.00, a Buffer Amount of 15.00% and a Call Premium of $130.00 per $1,000 note if automatically called on the Review Date (automatic call date may be initiated on June 14, 2027). At maturity the payment is determined by the least performing of the Nasdaq-100® Technology Sector, Russell 2000® and S&P 500® indices; investors can lose up to 85.00% of principal if the least performing index declines more than the buffer.

JPMorgan Chase Financial Company LLC priced $1,139,000 of Callable Contingent Interest Notes due June 12, 2031, fully guaranteed by JPMorgan Chase & Co. The notes pay quarterly Contingent Interest only when each of the Nasdaq-100, Russell 2000 and S&P 500 closes at or above 70.00% of its Initial Value on a Review Date. The notes are callable beginning June 11, 2027, issued in $1,000 minimum denominations, settle on or about June 11, 2026, and carry a stated Contingent Interest Rate of 9.60% per annum for hypothetical payment illustrations. At maturity the payment depends on the Least Performing Index: if its Final Value is below the Trigger Value you receive $1,000 plus $1,000×Least Performing Index Return and may lose principal. The estimated initial value was $949.30 per $1,000; the price to public was $1,000 per note (proceeds to issuer $988.75 per note) and selling commissions were $11.25 per note.

JPMorgan Chase Financial Company LLC priced $1,263,000 of Uncapped Accelerated Barrier Notes linked to the EURO STOXX 50® Index due June 13, 2033, fully guaranteed by JPMorgan Chase & Co. The notes pay at maturity an uncapped upside equal to 2.0425× the Index appreciation and return principal only if the Final Value is ≥70.00% of the Initial Value (Initial Value: 6,062.29 on the Pricing Date). The notes were priced on June 8, 2026 with an issue price of $1,000 per note, estimated value $954.90 per note, selling commissions of $30 and a structuring fee of $2 per $1,000. Payment depends on the Index level at the Observation Date and is subject to issuer and guarantor credit risk.

JPMorgan Chase Financial Company LLC is offering capped, dual directional buffered equity notes linked to the lesser performing of the Nasdaq-100® and the S&P 500®, due September 23, 2027, fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes provide unleveraged exposure with a Maximum Upside Return of 21.70% and a Buffer Amount of 15.00%. Investors forgo interest and dividends and may lose up to 85.00% of principal; minimum denomination is $1,000. Pricing is expected on or about June 18, 2026 with settlement on or about June 24, 2026. The estimated value at issuance is approximately $988.70 per $1,000, and will not be less than $900.00 per $1,000 when set.

JPMorgan Chase Financial Company LLC priced structured notes linked to the lesser performing of SPY and QQQ. The uncapped dual-direction buffered return enhanced notes (minimum denomination $1,000) offer at least a 1.1625 upside leverage factor, a 10.00% buffer and mature on June 23, 2028. Estimated value at pricing example: $983.90 per $1,000 note; original issue price is $1,000. The notes are unsecured obligations of JPMorgan Financial and fully guaranteed by JPMorgan Chase & Co., and investors bear credit risk, no dividends or interest, limited liquidity and potential loss of up to 90.00% of principal.

JPMorgan Chase Financial Company LLC is offering Auto Callable Contingent Interest Notes linked to the least performing of the Nasdaq-100 Index, the Russell 2000 Index and the State Street SPDR S&P Regional Banking ETF, fully guaranteed by JPMorgan Chase & Co.

The notes have a $1,000 original issue price per note, expected pricing on or about June 12, 2026 and settlement on or about June 17, 2026, and mature on June 15, 2029. They pay contingent monthly interest only if each underlying is >= 70.00% of its Initial Value on a Review Date, can be automatically called beginning December 14, 2026, and expose investors to loss of principal if the least performing underlying falls below the Trigger Value (illustrative Trigger Value = 60.00%).

JPMorgan Chase Financial Company LLC is offering Auto Callable Accelerated Barrier Notes due June 22, 2029, fully guaranteed by JPMorgan Chase & Co. The notes pay no interest, may be automatically called beginning June 22, 2027 for specified call premiums, and at maturity pay an uncapped 1.25× participation in appreciation of the least performing of the Dow Jones Industrial Average®, Russell 2000® and S&P 500® if not called. If any Index finishes below its 70% barrier on the final Review Date, holders absorb losses equal to the Least Performing Index Return and could lose all principal. Pricing is expected on or about June 18, 2026 with settlement on or about June 24, 2026. The estimated value at pricing would be at least $900.00 per $1,000 note and the cover example estimated value is $951.30.

The document is a performance update for the MerQube US Gold Vol Advantage Index, an index that targets 35% volatility for an unfunded rolling position in Gold futures with a maximum exposure of 500% and a minimum exposure of 0%. The Index is subject to a 6.0% per annum daily deduction, was established on February 11, 2025, and is published on Bloomberg as MQUSGVA. The update shows hypothetical backtested performance through February 10, 2025 and actual performance from February 11, 2025 through May 31, 2026, and lists recent end-of-day exposures (for example, 147.98% on certain May 2026 periods). The document highlights customary risk disclosures including leverage, volatility drag, limited operating history, concentration and futures-specific risks.

JPMorgan Chase Financial Company LLC prices capped buffered equity notes linked to the iShares4 Semiconductor ETF (SOXX). The notes are expected to price on or about June 30, 2026 and to settle on or about July 6, 2026, mature on July 6, 2029 with an Observation Date of July 2, 2029.

The notes provide unleveraged upside to any Fund appreciation up to a Maximum Return of at least 100.00% (at least $2,000.00 per $1,000 note) and a Buffer Amount of 25.00% against declines; if the Fund falls more than the buffer, investors lose 1% of principal for each 1% the Fund declines beyond 25.00%, up to a 75.00% principal loss. The estimated value at pricing is approximately $950.00 per $1,000 note (not less than $930.00).

JPMorgan Chase Financial Company LLC is offering Auto Callable Yield Notes linked to the least performing share of Apple Inc., Johnson & Johnson and NextEra Energy, with at least 10.00% per annum interest (at least 0.83333% per month). The notes are unsecured obligations of JPMorgan Chase Financial and are fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes may be automatically called beginning on June 14, 2027 if each Reference Stock’s closing price on a Review Date is greater than or equal to its Initial Value. If not called, maturity is June 15, 2028, with a Trigger Value equal to 70.00% of Initial Value; principal at maturity is linked to the Least Performing Stock Return and could result in a > 30.00% loss or total loss of principal. Pricing and settlement are expected around June 12, 2026 and June 17, 2026, respectively; the estimated value floor is $930.00 per $1,000 note.

JPMorgan Chase Financial Company LLC is offering Structured Investments — Digital Barrier Notes linked to the least performing of the iShares MSCI EAFE ETF, the iShares MSCI Emerging Markets ETF and the Russell 2000 Index. The notes pay a Contingent Digital Return of at least 13.55% at maturity if each Underlying’s Final Value is at least 70.00% of its Initial Value (the Barrier Amount). If any Underlying finishes below its Barrier Amount, payment at maturity is reduced pro rata to the Least Performing Underlying Return and could result in the loss of some or all principal. The notes are unsecured obligations of JPMorgan Chase Financial and are fully and unconditionally guaranteed by JPMorgan Chase & Co. Pricing is expected on or about June 15, 2026 with settlement on or about June 18, 2026; Observation Date is July 15, 2027 and Maturity Date is July 20, 2027. The pricing supplement states an estimated value of approximately $984.00 per $1,000 principal amount note and that the estimated value will not be less than $900.00 per $1,000 when terms are set. Purchasers must accept credit risk of JPMorgan Financial and JPMorgan Chase & Co., limited liquidity, and no dividend or interest payments.

JPMorgan Chase Financial Company LLC is offering $400,000 of callable Contingent Interest Notes due June 13, 2029, fully guaranteed by JPMorgan Chase & Co. The notes pay periodic Contingent Interest Payments only when each of the Nasdaq-100® Technology Sector, the Russell 2000® and the S&P 500® is at or above an Interest Barrier of 70.00% of its Initial Value on a Review Date. The notes may be redeemed early at the issuer’s option on certain Interest Payment Dates beginning December 11, 2026. At maturity investors receive either principal plus any final contingent interest (if Final Values meet the Trigger Value) or a principal amount reduced by the Least Performing Index Return, exposing investors to significant principal loss. The notes priced on June 8, 2026 and expected settlement is on or about June 11, 2026. Purchasers bear issuer and guarantor credit risk and should review the risk sections cited.

JPMorgan Chase Financial Company LLC is offering fully guaranteed uncapped accelerated barrier notes linked to the lesser performing of the iShares MSCI EAFE ETF (EFA) and the EURO STOXX 50 Index (SX5E). The notes contemplate an Upside Leverage Factor of at least 2.35, a Barrier Amount equal to 70.00% of each Underlying's Initial Value, expected pricing on or about June 12, 2026, settlement on or about June 17, 2026 and maturity on or about June 17, 2031. Payments at maturity depend on the lesser performing Underlying: if both finish above initial values, holders receive $1,000 plus the leveraged gain; if either falls below its Barrier Amount, holders suffer pro rata principal loss (1% loss per 1% decline below Initial Value). The notes pay no interest or dividends, carry issuer and guarantor credit risk, have minimum denominations of $1,000 and an estimated value at pricing of approximately $970 per $1,000 (not less than $950). Selling commissions will not exceed $6.00 per $1,000 principal amount.

JPMorgan Chase Financial Company LLC priced a preliminary pricing supplement for uncapped buffered return enhanced notes linked to the iShares® MSCI Emerging Markets ETF (Fund). The notes have a $1,000 principal amount per note, an estimated value of approximately $970.00 and a minimum estimated value of $950.00.

The notes reference a Strike Value of $65.82 (closing price on June 9, 2026), an Upside Leverage Factor of at least 1.05, a Buffer Amount of 5.00, an Observation Date of June 11, 2029 and a Maturity Date of June 14, 2029. Payments depend on Fund performance and are subject to the issuer’s and guarantor’s credit risk; investors may lose up to 95.00 of principal.

J.P. Morgan published a prospectus supplement and index supplements for the Kronos+ SM Index that present hypothetical backtested and actual historical monthly and annual returns through May 31, 2026. The materials state the Index was established on December 22, 2020 and that historical performance combines S&P 500® Price Return data from July 7, 1954 through December 21, 2020 with the Index’s actual performance from December 22, 2020 through May 31, 2026. The supplement discloses an Index deduction fee of 0.95% per annum and warns that backtested returns are hypothetical, not verified by an independent third party, and may differ materially from actual results. The document lists multiple strategy and implementation risks, notes the Index comprises notional assets and liabilities, and reminds readers the notes linked to the Index are unsecured and not bank deposits.

J.P. Morgan published a prospectus supplement (Rule 424(b)(3)) providing hypothetical backtested and actual historical monthly and annual returns for the J.P. Morgan Multi‑Asset Index. The backtest uses Constituent performance from February 22, 1994 through November 17, 2022; actual Index performance is shown from November 18, 2022 through May 31, 2026. The presentation discloses the Index is an excess return index with a 1.00% per annum daily deduction, that the Index was established on November 18, 2022, and that hypothetical backtested levels have inherent limitations. The document repeats standard warnings: past and backtested performance are not indicative of future results and the notes linked to the Index are not bank deposits or FDIC insured.

The J.P. Morgan Total Return SM Index (JPUSTRI) is a momentum-based index that allocates among 12 U.S. dollar fixed-income ETFs and rebalances monthly into the best 6-month performer, subject to a 5% historical volatility threshold and concentration limits. The supplement presents hypothetical backtested performance (May 2016–Jul 2017 proxies/backtests) and actual performance from July 13, 2017 through May 31, 2026, with published levels on Bloomberg and JPMorganIndices.com. The document shows the Index's 10-year annualized volatility of 5.21% and various annual and monthly return series, and warns that past and backtested performance are not indicative of future results.

J.P. Morgan provided a monthly performance update for the J.P. Morgan Kronos+ SM Index, a rules-based index that dynamically weights uninvested, fully invested or 2x leveraged exposure to the S&P 500® Price Index. The update shows hypothetical backtested performance from May 2016 through May 2026 and actual Index performance since its launch on December 22, 2020. The Index level is published on Bloomberg under ticker JPUSKRNS and is subject to a 0.95% per annum daily fee and, in some cases, a notional financing cost linked to the Effective Federal Funds Rate. The document emphasizes that past and backtested performance are not indicative of future results and lists specific strategy risks, operational limits (the strategies apply only during portions of each month) and that the Index comprises notional assets and liabilities rather than an actual portfolio.

J.P. Morgan provides a performance update for the J.P. Morgan Multi‑Asset Index, showing hypothetical backtested returns from May 2016 through May 2026 and actual performance from the Index launch on November 18, 2022 through May 31, 2026. The Index is an excess return momentum-based, futures‑linked construct subject to a 1.00% per annum daily deduction and monthly rebalancing into top-performing constituents.

Key metrics include a 10‑year Sharpe Ratio of 0.57, 10‑year volatility of 4.53, and a 10‑year annualized return of 2.59. The update discloses recent monthly allocations across equities, fixed income and alternatives and lists risks such as limited operating history, concentration and futures-related risks.

JPMorgan presents a supplement for the MerQube US Gold Vol Advantage Index showing hypothetical backtested performance from December 26, 2007 through February 10, 2025 and actual Index performance from February 11, 2025 through May 31, 2026. The Index was established on February 11, 2025 and the level shown includes a 6.0% per annum daily deduction. The supplement includes monthly and annual return series (including a 150.63% annual figure shown for 2024) and a detailed list of Selected Risks, including leverage, volatility drag, potential significant uninvested periods, and concentration and futures-related risks.

JPMorgan provides a monthly prospectus supplement update for the MerQube US Large‑Cap Vol Advantage Index showing hypothetical backtested monthly and annual returns from January 7, 2005 through February 10, 2022 and actual Index performance from February 11, 2022 through May 31, 2026. The materials emphasize that backtested results have inherent limitations and that past performance and backtested performance are not indicative of future results. The Index level reflects a 6.0% per annum daily deduction and is described as an excess return index using significant futures leverage; the document lists multiple risks tied to futures, leverage, concentration, volatility drag and limited operating history.

JPMorgan published a performance update for the MerQube US Large‑Cap Vol Advantage Index, a rules‑based index that targets a 35% volatility exposure to unfunded rolling E‑Mini S&P 500 futures with a maximum futures exposure of 500%, minimum 0%, and a 6.0% per annum daily deduction. The Index was established on February 11, 2022 and the document shows hypothetical backtested results through February 10, 2022 and actual performance from February 11, 2022 through May 31, 2026.

The update discloses historical metrics (including a published 10‑year volatility series and annualized returns) and end‑of‑day exposure levels for March–May 2026 (for example, end‑of‑day exposures in May 2026 ranged from 222.26% to 284.20%; a week in May shows 259.60%). The document emphasizes backtest limitations and lists multiple risks related to leverage, volatility drag, futures market disruptions, and the Index sponsor’s discretion.

The prospectus supplement provides monthly and annual hypothetical and actual historical performance and reference-portfolio weights for the J.P. Morgan Total Return SM Index. It states the Index was established on July 13, 2017 and that performance shown combines hypothetical backtested returns using proxies from May 3, 2004 through June 25, 2014, hypothetical performance using actual constituents from June 26, 2014 through July 12, 2017, and actual performance from July 13, 2017 through May 31, 2026.

The document emphasizes that backtested and alternative-proxy performance were used for some Basket Constituents, lists proxy indices and deduction assumptions, and repeats the caution that past and backtested performance are not indicative of future results. It also provides monthly allocation tables across fixed-income categories and a detailed "Selected Risks" and disclaimer section explaining methodology limits, proxy usage, and suitability considerations.

J.P. Morgan Tactical Blend Index performance update: This supplement provides hypothetical backtested and actual index performance from May 2016 through May 2026 and monthly weight snapshots for Dec 2025–May 2026. The Index allocates dynamically between an Equity Constituent (JPUSEQLV) and a defensive choice of a Bond Constituent (JPUSCORE) or a Currency Constituent (UUP), targets a level volatility, is calculated on an excess return basis net of US Fed Funds Effective Rate, and is subject to a 0.85% per annum daily deduction. Published levels use ticker JPUSTACB and the Index was established on March 30, 2023. The document emphasizes that past and backtested performance are illustrative and not indicative of future results and lists selected risks including limited operating history, potential heavy allocation to the Selected Defensive Constituent, and risks inherent in momentum-based rebalancing.

The document is a prospectus supplement (Rule 424(b)(3)) providing hypothetical backtested and actual historical returns and monthly weight allocations for the J.P. Morgan Tactical Blend Index. It discloses that backtested data use alternative/proxy performance for certain Basket Constituents, and actual index performance is shown from March 30, 2023 through May 31, 2026

The Index is calculated on an excess return basis net of the US Fed Funds Effective Rate and is subject to a 0.85% per annum daily deduction. The supplement reiterates that past and backtested performance are not indicative of future results and lists risks and methodological disclaimers including limited operating history, proxy use, rebalancing/momentum risks, and potential large allocations to the Selected Defensive Constituent.

J.P. Morgan publishes a June 2026 index supplement showing hypothetical backtested and actual monthly and annual returns for the J.P. Morgan Large‑Cap Dynamic Blend 3 Index. The document states backtested performance covers July 25, 1990 through March 22, 2021, with actual performance from March 23, 2021 through May 31, 2026. It discloses the Index is calculated on an excess return basis with a fee of 0.95% per annum, targets a volatility of 3.0%, and comprises notional assets and liabilities rather than an actual portfolio. The supplement emphasizes that past and backtested performance are not indicative of future results and lists multiple risks related to futures contracts, margin requirements, correlation, partial uninvested periods, and sponsor discretion.

JPMorgan published a monthly update for the S&P 500® Daily Risk Control 10% Index, summarizing methodology, hypothetical and historical performance through May 2026 and related notional portfolio comparisons. The Index targets a 10% volatility level with dynamic exposure adjustments and is calculated on an excess return basis.

The update notes the Index was established on May 13, 2009 and is published on Bloomberg under ticker SPXT10UE. It reiterates that performance shown is illustrative and that past or backtested returns do not guarantee future results.

JPMorgan provides a monthly prospectus supplement presenting the S&P 500® Daily Risk Control 10% Index historical and backtested monthly and annual returns through May 31, 2026. The document discloses that returns from December 31, 1998 through May 12, 2009 are hypothetical/backtested using proxies and actual performance applies from May 13, 2009 through May 31, 2026. The supplement highlights that the Index targets a 10% volatility but may not achieve that target, that a notional financing cost is deducted, and that the Index methodology for that cost was recently changed. Readers are directed to the listed Selected Risks, the product and underlying supplements, and the disclaimer sections for additional detail.

JPMorgan Chase Financial Company LLC is offering callable Contingent Interest Notes due June 16, 2033, fully and unconditionally guaranteed by JPMorgan Chase & Co. Payments depend on the least performing of the Dow Jones Industrial Average®, the Russell 2000® and the S&P 500®.

Notes pay a Contingent Interest Payment on a Review Date only if each Index is at or above an Interest Barrier equal to 70.00% of its Initial Value; a Trigger Value equal to 60.00% applies at maturity. The Contingent Interest Rate will be at least 9.00% per annum. Estimated value per $1,000 note: $958.10 (floor not less than $920.00). Earliest optional redemption: December 17, 2026. Pricing expected on or about June 12, 2026 and settlement on or about June 17, 2026. Investors assume equity-index downside risk, issuer/guarantor credit risk, limited liquidity and possible loss of principal.

JPMorgan Chase Financial Company LLC priced $4,205,000 of Auto Callable Contingent Interest Notes linked to the MerQube US Large‑Cap Vol Advantage Index, due June 13, 2029, guaranteed by JPMorgan Chase & Co. The notes pay monthly Contingent Interest Payments (Contingent Interest Rate 13.25% per annum) only when the Index on a Review Date is at or above an Interest Barrier (70% of Initial Value). The Index is reduced by a 6.0% per annum daily deduction, employs leveraged exposure to E‑mini S&P 500 futures and may be automatically called beginning December 8, 2026 if the Index equals or exceeds the Initial Value on a qualifying Review Date. Principal is at risk at maturity if the Final Value is below the Trigger Value (60% of Initial Value).

JPMorgan Chase Financial Company LLC priced a $1,378,000 offering of Auto Callable Contingent Interest Notes linked to the MerQube US Large‑Cap Vol Advantage Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes priced on June 8, 2026 with expected settlement on June 11, 2026 and a minimum denomination of $1,000. Investors receive monthly Contingent Interest Payments only when the Index closing level is at or above an Interest Barrier (70.00% of the Initial Value); the Index is subject to a 6.0% per annum daily deduction. The notes may be automatically called beginning June 8, 2027. The estimated value at issuance was $943.50 per $1,000 note; the original issue price includes selling commissions of $9 per note. The notes are unsecured obligations of JPMorgan Financial and are subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC offers $400,000 of Structured Investments linked to the MerQube US Large-Cap Vol Advantage Index due June 8, 2033. The notes priced on June 8, 2026, settle about June 11, 2026, carry $1,000 minimum denominations and are fully guaranteed by JPMorgan Chase & Co.

The notes permit automatic calls on specified Review Dates beginning as early as June 4, 2029, paying the principal plus a rising Call Premium Amount on each Review Date. The Index is subject to a 6.0% per annum daily deduction, the notes do not pay interest or dividends, and investors may lose some or all principal at maturity if the Final Value is below the Barrier Amount.

JPMorgan Chase Financial Company LLC offers structured notes due June 26, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are linked to the least performing of the Dow Jones Industrial Average®, the Nasdaq-100® and the Russell 2000® and are callable on specified Review Dates beginning June 24, 2027. The original issue price per note is $1,000 in minimum denominations of $1,000; the estimated value at pricing is approximately $930.70 (stated floor $900.00. If not called, repayment at maturity depends on the Least Performing Index relative to a 70.00% Barrier Amount, exposing holders to potential principal loss (down to zero) if the Least Performing Index declines sufficiently. Call Premium Amounts per $1,000 increase across Review Dates from $120 to $600. Pricing and final terms expected on or about June 22–25, 2026.

JPMorgan Chase Financial Company LLC is offering auto-callable Contingent Interest Notes linked to the MerQube US Tech+ Vol Advantage Index, due June 24, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a Contingent Interest Payment on each Review Date when the Index is ≥ 50.00% of the Initial Value (the Interest Barrier), may be automatically called beginning June 21, 2027, and expose investors to credit risk of JPMorgan Financial and JPMorgan Chase & Co.

The Index is subject to a 6.0% per annum daily deduction and a notional financing cost; these deductions will drag index performance. Investors can lose up to 85.00% of principal if the Final Value is sufficiently below the Initial Value and should expect limited upside (no direct participation in Index appreciation) and limited liquidity.

JPMorgan Chase Financial Company LLC is offering callable contingent interest notes due May 17, 2028, fully guaranteed by JPMorgan Chase & Co. The notes pay Contingent Interest Payments only when each of the Nasdaq-100® Technology Sector, the Russell 2000® Index and the S&P 500® Index is at or above an Interest Barrier (70.00% of Initial Value) on review dates. The notes may be redeemed early beginning December 17, 2026. The estimated value at pricing is about $950.50 per $1,000 note (not less than $900.00); the public price is $1,000. Investors bear credit risk of JPMorgan Financial and JPMorgan Chase & Co., may receive no interest, and face possible principal loss if the Least Performing Index falls below its Trigger Value (60.00% of Initial Value) at maturity.

JPMorgan Chase Financial Company LLC offers structured notes due June 14, 2029, fully guaranteed by JPMorgan Chase & Co. The notes pay no interest and may be automatically called beginning June 14, 2027 if each index closes at or above specified Call Values on a Review Date. Principal at maturity is linked to the least performing of the Dow Jones Industrial Average®, the Russell 2000® and the S&P 500®; a Final Value below the Barrier Amount (60.00% of Strike Value) exposes investors to substantial principal loss, potentially total loss. Strike Values are the closing levels on June 9, 2026 and the expected Pricing and Settlement Dates are on or about June 11, 2026 and June 16, 2026, respectively.

JPMorgan Chase Financial Company LLC is offering structured notes due June 24, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co., linked to the performance of the Dow Jones Industrial Average, Russell 2000 and S&P 500. Notes pay no interest; they may be automatically called on specified Review Dates beginning June 24, 2027 for a cash payment equal to principal plus a Call Premium. If not called, repayment at maturity depends on the Least Performing Index versus a 70.00% Barrier Amount; principal can be reduced proportionally, potentially to zero. Minimum denomination is $1,000 and pricing/settlement are expected on or about June 18, 2026 and June 24, 2026, respectively.