JPMORGAN CHASE & CO SEC Filings

JPMorgan Chase Financial Company LLC is offering Auto Callable Contingent Interest Notes linked to the MerQube US Large-Cap Vol Advantage Index, due July 6, 2032, fully guaranteed by JPMorgan Chase & Co. The notes pay monthly Contingent Interest Payments only when the Index is at or above an Interest Barrier equal to 70.00% of the Initial Value, and are subject to automatic quarterly calls if the Index is at or above the Initial Value. The Index is reduced by a 6.0% per annum daily deduction, uses leveraged exposure to E-mini S&P 500 futures (up to 500%), and targets a 35% implied volatility. The estimated value at pricing is approximately $923.40 per $1,000 note and will not be less than $900.00. Investors bear credit risk of the issuer and guarantor, potential loss of principal if the Final Value is below the Trigger Value, lack of dividends, limited liquidity, and other risks described in the pricing supplement.

The issuer, JPMorgan Chase Financial Company LLC, is offering callable Contingent Interest Notes due June 2, 2028, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a Contingent Interest Payment on each Review Date only if each Index (Nasdaq-100, Russell 2000, S&P 500) is ≥ 70.00% of its Initial Value (the Interest Barrier). The notes may be redeemed early beginning October 5, 2026. The estimated value at pricing is approximately $963.40 per $1,000 note (will not be less than $900.00 per $1,000). If any Index's Final Value is below its Trigger Value (70.00%), principal at maturity is reduced by the Least Performing Index Return.

JPMorgan Chase Financial Company LLC is offering Auto Callable Buffered Return Enhanced Notes linked to the common stock of NVIDIA Corporation (NVDA). The notes have a Buffer Amount of 20.00%, an Upside Leverage Factor of 1.50, an automatic call test on July 12, 2027, and a maturity on July 13, 2028

If the notes are called on the Review Date investors receive $1,000 plus a Call Premium (not less than $169.00 per $1,000). If not called, positive returns at maturity are 1.5× the stock appreciation; losses beyond the buffer expose investors to up to 80.00% principal loss. The estimated value at pricing is approximately $962.80 per $1,000 and will not be less than $940.00 per $1,000.

JPMorgan Chase Financial Company LLC is offering Capped Buffered Enhanced Participation Equity Notes due 2028, linked to the S&P 500® Index and fully guaranteed by JPMorgan Chase & Co. The notes have a $1,000 principal amount per note, no interest, a 10.00% buffer and an upside participation rate of 2.00 with a capped payout (maximum settlement amount expected between $1,196.20 and $1,230.20 per $1,000). Trade date is on or about July 6, 2026, settlement on or about July 9, 2026, determination date July 6, 2028 and stated maturity July 10, 2028. The estimated value at issuance is expected between $964.60 and $974.60 per $1,000 and the original issue underwriting commission will not exceed 2.00%.

The notes repay principal at maturity only if the final index level is above the buffer; losses occur if the final index level declines by more than 10.00%. Payments are subject to the credit risk of JP Morgan Chase Financial and its guarantor. Final terms (initial index level, cap level and maximum settlement amount) and aggregate offering size will be provided in the final pricing supplement.

JPMorgan Financial priced $152,000 of uncapped Accelerated Barrier Notes due June 30, 2031, fully guaranteed by JPMorgan Chase & Co. The notes pay 1.90 times any Index appreciation at maturity, have a Barrier Amount equal to 70.00 of the Initial Value, and do not pay interest. Priced on June 25, 2026 with expected settlement on or about June 30, 2026, the notes were offered in minimum denominations of $1,000 at a public price of $1,000 per note (selling commission $40, proceeds to issuer $960 per note). The pricing supplement states an estimated value of $931.90 per $1,000 note and warns investors they may lose a significant portion or all principal if the Final Value is below the Barrier.

JPMorgan Financial priced a $5,411,000 offering of Buffered Callable Range Accrual Notes linked to the S&P 500® Index due June 30, 2031. The notes pay monthly range-accrual interest (Interest Factor 6.70%) that depends on how often the Index stays at or above the Minimum Index Level of 85.00% of the Initial Value. The Initial Value is 7,357.49 (Closing Level on the Pricing Date) and the corresponding Minimum Index Level is 6,253.8665. At maturity, if the Final Value is at or above the Buffer Level (85.00% of the Initial Value) holders receive principal; if below, principal is reduced 1% for every 1% the Final Value is below the Buffer Level, subject to a maximum principal loss of 85.00%. The offering price was $1,000 per note (selling commission $35.00, proceeds to issuer $965.00 per note) and the disclosed estimated value was $939.90 per $1,000 note. The notes are callable monthly beginning June 30, 2027, are subject to market-disruption and withholding rules, and payments may be delayed or adjusted per the product supplement.

JPMorgan Chase Financial Company LLC is offering Callable Contingent Interest Notes due January 13, 2028, fully and unconditionally guaranteed by JPMorgan Chase & Co. Each $1,000 note may pay periodic contingent interest only if the Nasdaq-100, Russell 2000 and S&P 500 each close at or above an Interest Barrier equal to 70.00% of their Initial Values on a Review Date. The notes may be redeemed early beginning October 15, 2026. At maturity, if the Final Value of the least performing Index is below its Trigger Value (70.00%), principal is reduced by the Least Performing Index Return. The expected pricing and settlement dates are on or about July 10, 2026 and July 15, 2026, respectively.

JPMorgan Chase Financial Company LLC is offering Buffered Callable Range Accrual Notes linked to the Nasdaq 100Index due June 30, 2031. The notes have an initial value of 29,440.32 and a buffer equal to 15.00% (Buffer Level = 85.00% of the Initial Value). Interest is payable monthly and the illustrative Interest Factor is 7.50% per annum, subject to accrual rules based on the number of Trading Days the Accrual Provision is satisfied.

Per note terms: price to public of $1,000, selling commission $35.00, and proceeds to issuer per note $965.00; aggregate offering shows $3,115,000 price to public and proceeds to issuer of $3,005,975. The notes may be called monthly beginning June 30, 2027. Payment at maturity returns principal if the Final Value is >= Buffer Level; if Final Value < Buffer Level, the repayment is reduced by the Index shortfall beyond the buffer, and principal loss may be up to 85.00%. Tax and withholding rules, liquidity limitations, estimated value ($925.80 per $1,000 note), and hedging disclosures are included in the supplement.

JPMorgan Chase Financial Company LLC is offering Digital Buffered Notes linked to the S&P 500® Index that pay a fixed 7.80% return at maturity if the Ending Index Level is at or above the Index Strike Level or down by up to a 15.00% buffer. If the Index declines beyond the 15.00% buffer, investors incur leveraged losses of 1.17647% of principal for each 1.00% decline beyond the buffer. The Index Strike Level is 7,358.22 and key dates include a Pricing Date of June 25, 2026, an Original Issue Date of on or about June 30, 2026, Valuation Date of July 7, 2027, and Maturity Date of July 12, 2027. The notes are unsecured obligations of JPMorgan Financial, fully guaranteed by JPMorgan Chase & Co., sold in minimum denominations of $10,000 with proceeds to issuer of $2,376,000.00 on the stated issue.