JPMORGAN CHASE & CO (JPM) SEC Filings, Aug 4, 2026

JPMorgan Chase Financial Company LLC is issuing $725,000 of unsecured Auto Callable Contingent Interest Notes linked to the lesser-performing of Bank of America and Citigroup common stock, fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes pay a Contingent Interest Rate of 8.10% per annum (2.025% per quarter) only if on a Review Date each stock’s closing price is at or above its Interest Barrier (50% of Strike Value). Missed coupons can be paid later if conditions are met. The notes are automatically called, returning principal plus applicable interest, if on any non-final Review Date both stocks close at or above their Strike Values.

If not called, and on the final Review Date either stock finishes below its Trigger Value (50% of Strike Value), repayment of principal is reduced one-for-one with the decline of the lesser-performing stock, potentially to zero. Investors forgo dividends, have no equity rights, face limited liquidity, and are fully exposed to the credit risk of JPMorgan Financial and JPMorgan Chase & Co. The estimated value is $982.30 per $1,000 note, below the $1,000 issue price.

JPMorgan Chase Financial Company LLC is offering $3,557,000 of Uncapped Accelerated Barrier Notes linked to the lesser performance of the iShares MSCI EAFE ETF and the EURO STOXX 50 Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes price at $1,000 per note with minimum denominations of $1,000 and are scheduled to settle on or about August 5, 2026, maturing on August 5, 2031.

At maturity, if both underlyings finish above their initial values, investors receive principal plus 2.11x the appreciation of the lesser performing underlying. If either underlying finishes at or below its initial value but at or above 65.00% of its initial value (the Barrier Amount), investors receive only their principal back. If either underlying finishes below its Barrier Amount, investors lose 1% of principal for each 1% decline of the lesser performing underlying from its initial value, up to a total loss.

The notes pay no interest or dividends and are unsecured, unsubordinated obligations subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co. The price to public includes selling commissions and hedging-related costs; net proceeds to the issuer are $991.0511 per $1,000 note, and the estimated value at issuance is $952.20 per note. The notes will not be listed, and secondary market prices are expected to be below the original issue price.

JPMorgan Chase Financial Company LLC is issuing $24,000 of Review Notes, fully and unconditionally guaranteed by JPMorgan Chase & Co., linked to the MerQube US Tech+ Vol Advantage Index. The notes have a maturity date of August 5, 2031 and may be automatically called as early as August 4, 2027 if the Index closes at or above the Call Value (100% of the Initial Value) on any Review Date. If called, investors receive $1,000 plus a Call Premium Amount that steps up from 22.00% to 110.00% of principal depending on the call year.

The notes provide a 30.00% Buffer Amount; if held to maturity and not called, principal is repaid so long as the Index decline does not exceed this buffer. If the Final Value is more than 30% below the Initial Value, payment is reduced by 1% for each percentage point beyond the buffer, up to a maximum loss of 70.00% of principal. The Index embeds a 6.0% per annum daily deduction and a daily notional financing cost on the QQQ Fund, which drag on performance and cause the Index to trail an identical index without such charges. The price to public is $1,000 per note, including selling commissions of $6.50 and issuer proceeds of $993.50 per note; the estimated value at pricing is $935.80, reflecting internal funding and hedging costs. Payments depend on the credit of JPMorgan Financial and JPMorgan Chase & Co., and the notes pay no interest or dividends.

JPMorgan Chase Financial Company LLC is issuing $65,000 of auto callable contingent interest notes linked to the MerQube US Large-Cap Vol Advantage Index, maturing on August 5, 2031 and fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes pay a contingent interest rate of 11.50% per annum (2.875% quarterly) only if, on a Review Date, the Index is at or above 50% of the Initial Value (the Interest Barrier). Starting August 2, 2027, the notes are automatically called if the Index is at or above the Initial Value, returning principal plus the applicable interest coupon, with no further payments.

If not called, and at maturity the Index is at or above the Trigger Value (also 50% of Initial Value), investors receive principal plus the final contingent coupon. If the Final Value is below the Trigger Value, repayment is $1,000 + ($1,000 × Index Return), so investors can lose a substantial portion or all of principal.

The Index employs leverage up to 500% and is subject to a 6.0% per annum daily deduction, which drags performance and can cause declines even when the underlying futures strategy is flat or modestly positive. The notes are unsecured obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co. The estimated value at pricing was $920.70 per $1,000, below the $1,000 issue price due to selling, structuring and hedging costs.

JPMorgan Chase Financial Company LLC is offering $3,901,000 in Uncapped Dual Directional Buffered Return Enhanced Notes linked to the lesser performing of the Russell 2000® Index and the S&P 500® Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are unsecured, unsubordinated obligations with a maturity date of August 3, 2028 and minimum denominations of $1,000.

At maturity, investors receive 1.20 times any appreciation of the lesser performing index, or a capped, unleveraged positive return equal to the absolute value of index depreciation up to a 10.00% Buffer Amount. If either index falls more than 10%, principal is reduced 1% for each additional 1% decline in the lesser performing index, up to a 90.00% loss. The notes pay no interest or dividends and are not listed, so liquidity depends on J.P. Morgan Securities LLC. The estimated value at pricing was $978.00 per $1,000 note, below the $1,000 price to public, reflecting selling commissions, hedging costs and structuring profits, and any payment is subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC is offering structured notes with an aggregate principal amount of $338,000, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a 10.50% per annum Contingent Interest Rate, credited monthly at 0.875%, but only for months when the closing level of each of the Nasdaq-100 Index®, the Russell 2000® Index and the S&P 500® Index is at or above 70.00% of its Initial Value, the Interest Barrier.

The notes are automatically callable quarterly from February 1, 2027 onward if each index closes at or above its Initial Value on an Autocall Review Date, in which case investors receive $1,000 plus the applicable contingent interest and no further payments. If the notes are not called and on the final Review Date any index finishes below its 70.00% Trigger Value, repayment of principal is reduced by the negative return of the Least Performing Index, potentially to zero. The estimated value at pricing was $969.30 per $1,000 note, below the $1,000 issue price, reflecting embedded fees, hedging costs and dealer compensation, and the notes are unsecured obligations subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC is offering $1,343,000 of structured Review Notes linked to the MerQube US Tech+ Vol Advantage Index, maturing on August 5, 2031 and fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes may be automatically called quarterly starting August 4, 2027 if the Index is at or above a specified Call Value, paying back $1,000 plus a fixed Call Premium Amount that steps up from 12.60% on the first Review Date to 63.00% on the final Review Date.

Principal is protected only by a 15.00% Buffer Amount; if the notes are not called and the Index declines by more than that buffer, investors lose 1% of principal for each additional 1% decline, up to an 85.00% loss. The Index embeds a 6.0% per annum daily deduction and a daily notional financing cost on its QQQ Fund exposure, which will drag performance versus an otherwise identical index. The notes pay no interest or dividends, are unsecured obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., and priced at $1,000 per note with an estimated value of $910.80 at issuance.

JPMorgan Chase Financial Company LLC is issuing $425,000 of auto callable contingent interest notes linked separately to the Nasdaq-100® Technology Sector and the Russell 2000® Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes have minimum denominations of $1,000, priced at 100% of principal, with selling commissions of $4 per $1,000 and issuer proceeds of $996 per $1,000.

The notes pay a monthly Contingent Interest Payment at a 11.50% per annum rate (0.95833% per month) only if on a Review Date each index closes at or above its Interest Barrier of 75% of its Initial Value. Beginning with the February 1, 2027 Review Date, the notes are automatically called if each index is at or above its Initial Value, returning $1,000 plus that period’s contingent interest, with no further payments.

If not called, at maturity on February 3, 2028, investors receive $1,000 plus the final contingent interest if each index is at or above its Trigger Value (also 75% of Initial Value). If either index finishes below its Trigger Value, principal is reduced 1% for every 1% decline of the Lesser Performing Index from its Initial Value, potentially resulting in a full loss of principal. The notes are unsecured obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., are not FDIC insured, and may be illiquid. The estimated value on the pricing date is $966.80 per $1,000, below the issue price, reflecting embedded costs and issuer funding assumptions.

JPMorgan Chase Financial Company LLC is offering Uncapped Dual Directional Buffered Return Enhanced Notes due March 2, 2028, linked to the least performing of the Dow Jones Industrial Average®, Russell 2000® Index and S&P 500® Index. The notes provide at maturity at least 1.20x any positive return of the least performing index, and a dual-directional buffer: if the worst index is flat or down by up to 10.00%, investors receive an equal positive return, capped at 10.00% (maximum $1,100 per $1,000 when the return is negative). Below a 10.00% decline, capital is exposed 1-for-1 to the downside, with up to 90.00% loss of principal.

The notes pay no interest or dividends, are unsecured and unsubordinated obligations of JPMorgan Financial, and are fully and unconditionally guaranteed by JPMorgan Chase & Co., exposing holders to both entities’ credit risk. Minimum denomination is $1,000. If priced on the example date, the estimated value would be about $966 per $1,000, and will not be less than $900 per $1,000 when set, reflecting selling, structuring and hedging costs and an internal funding rate. The notes are not exchange-listed, and secondary prices are expected to be below the issue price.