JPMORGAN CHASE & CO (JPM) SEC Filings, Aug 3, 2026

JPMorgan Chase Financial Company LLC is offering Buffered Callable Range Accrual Notes linked to the Nasdaq 100® Index, fully and unconditionally guaranteed by JPMorgan Chase & Co., and scheduled to mature on August 29, 2031, subject to issuer call from August 31, 2027.

At maturity, if the Index’s Final Value is at or above the Buffer Level of 85.00% of the Initial Value, investors receive full principal repayment per $1,000 note plus any accrued interest. If the Final Value is below this Buffer Level, principal is reduced by 1% for each 1% decline beyond the 15.00% buffer, with examples showing paybacks as low as $150 per $1,000 for a full Index loss.

Monthly interest is calculated on a range‑accrual basis: an Interest Factor of 8.25% per annum is multiplied by the ratio of “Variable Days” (Trading Days when the Index is at or above 85.00% of Initial Value) to total Trading Days in the period, subject to a 0.00% minimum and a maximum equal to the Interest Factor. The issuer may redeem the notes monthly at par plus accrued interest. The indicative estimated value is $926.80 per $1,000 note, and will not be less than $900.00, reflecting selling commissions and hedging costs. The notes carry complex U.S. tax and withholding considerations, particularly for Non‑U.S. holders.

JPMorgan Chase Financial Company LLC is offering uncapped accelerated barrier notes linked to the lesser performing of the Russell 2000 Index and the S&P 500 Index, guaranteed by JPMorgan Chase & Co. The notes are expected to price on or about August 26, 2026 and mature on August 31, 2028, in minimum denominations of $1,000.

At maturity, if both indices finish at or above their initial levels, investors receive the principal plus at least 1.11× the appreciation of the lesser performing index, with no cap. If either index finishes at or below its initial level but both remain at or above 70% of their initial values, principal is returned. If either index finishes below this 70% barrier, repayment is reduced 1% for each 1% decline of the lesser performing index from its initial level, down to a total loss of principal.

The notes pay no interest, provide no dividends, will not be listed, and are subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co. An indicative estimated value is $961.80 per $1,000 note, and the final estimated value will not be less than $900.00, reflecting built-in selling, structuring and hedging costs.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering 5-year non-call 1-year auto callable contingent interest notes linked to the MerQube US Tech+ Vol Advantage Index, which references an unfunded total return position in the Invesco QQQ Trust, Series 1, reduced by a notional financing cost and a 6.0% per annum daily index deduction. The index dynamically adjusts exposure to the underlying QQQ Fund between 0% and 500% while targeting a volatility level.

The notes have a minimum denomination of $1,000 and offer a contingent interest rate of at least 8.50% per annum, payable monthly at a rate of at least 0.70833%, but interest is only paid if on a review date the index level is at or above an Interest Barrier equal to 80% of the initial value. The notes are automatically called if, on any applicable monthly review date (other than the first eleven and the final review date), the index closes at or above its initial value, in which case investors receive $1,000 plus the current and any previously unpaid contingent interest and no further payments.

If the notes are not called and at maturity the index final value is at or above a Buffer Threshold of 70% of the initial value, investors receive $1,000 per note plus the applicable contingent interest and any prior unpaid contingent interest. If the final value is below the buffer threshold, the maturity payment is reduced according to $1,000 + [$1,000 × (Index Return + 30% buffer amount)], so investors will lose some or most of their principal. The estimated value will not be less than $900 per $1,000 note when set, and all payments are subject to the credit risk of JPMorgan Chase Financial Company LLC and JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC is offering Uncapped Accelerated Barrier Notes at $1,000 per note, linked to the Invesco S&P 500 Equal Weight ETF and fully guaranteed by JPMorgan Chase & Co. The notes run to August 7, 2031 and pay no interest or dividends.

At maturity, investors receive leveraged upside of at least 1.11x any ETF appreciation. Principal is protected only if the ETF’s final level is at or above a 75.00% barrier of its initial value; below the barrier, losses are one-for-one with the ETF and can reach 100%. The estimated initial fair value is about $960 per $1,000 note, not less than $940, reflecting embedded fees and hedging costs.

JPMorgan Chase Financial Company LLC is offering $200,000 of Medium-Term Notes, Series A, Capped Buffered Enhanced Participation Basket-Linked Notes due August 2, 2028, fully and unconditionally guaranteed by JPMorgan Chase & Co. Each note has a $1,000 principal amount and pays no interest.

The notes are linked to an unequally weighted basket of five equity indices: EURO STOXX 50® (40%), TOPIX® (25%), FTSE® 100 (17%), Swiss Market Index (11%) and S&P/ASX 200 (7%), with an initial basket level of 100. At maturity, investors receive 1.5x any positive basket return, capped at a maximum settlement amount of $1,417 per $1,000 (basket cap at 127.80% of the initial level). A 10% downside buffer protects principal if the basket decline is within that range; beyond it, losses are leveraged at a buffer rate of about 1.1111, and investors can lose all principal.

The original issue price is 100% of principal, including a 2.00% selling commission, with net proceeds of 98%. The issuer’s estimated value is $975.90 per $1,000 note, reflecting internal funding and hedging costs. The notes are unsecured obligations subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co., will not be listed, and may have limited or no secondary market liquidity.

JPMorgan Chase Financial Company LLC is issuing $1,223,000 of Capped Dual Directional Buffered Equity Notes due September 2, 2027, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are linked to the least performing of three underlyings: the Dow Jones Industrial Average, the S&P 500 Equal Weight Index and the State Street Health Care Select Sector SPDR ETF.

Each note has a $1,000 denomination, a Maximum Upside Return of 15.50% (cap of $1,155 per $1,000 if the least performing underlying rises), and a Buffer Amount of 15.00%. If the least performing underlying falls by up to 15%, investors receive a positive return equal to the absolute decline, up to 15.00% (maximum $1,150 per $1,000 when the least performing return is negative). Below the 15% buffer, principal is reduced 1% for each additional 1% decline, with a minimum of $150 per $1,000 if that underlying falls 100%.

The notes pay no interest or dividends, are unsecured and unsubordinated, and expose holders to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co. The price to public is $1,000 per note, including $5 in selling commissions, for net proceeds of $1,216,885; the issuer’s estimated value is $985.80 per $1,000 note, reflecting structuring, distribution and hedging costs.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering structured Capped Notes due August 29, 2031 linked to the least performing of the Nasdaq‑100 Index, the Dow Jones Industrial Average and the Russell 2000 Index.

Investors receive no interest or dividends but are entitled to full principal repayment at maturity, subject to the credit risks of the issuer and guarantor. At maturity, holders receive $1,000 plus an Additional Amount equal to 150% (the Participation Rate) of the Least Performing Index Return, capped at a Maximum Amount of at least $602.50 per $1,000. If any index finishes at or below its initial level, only principal is repaid.

The notes are unsecured, not listed, and may trade below the issue price, with an estimated value of approximately $943.60 per $1,000 (not less than $900.00) reflecting selling commissions, hedging costs and internal funding assumptions. Tax treatment is complex; the issuer currently intends to treat the notes as contingent payment debt instruments, requiring accrual of original issue discount for U.S. holders.

JPMorgan Chase Financial Company LLC is offering Auto Callable Accelerated Barrier Notes linked to the iShares Bitcoin Trust ETF (IBIT), fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes target investors seeking potential early redemption at a premium or leveraged upside exposure to the fund.

The notes may be automatically called on August 30, 2027 if the ETF’s closing price is at or above 100% of its initial value, paying $1,000 plus a call premium of at least $157.50 per $1,000. If not called and the final ETF value on August 27, 2029 exceeds the initial value, maturity payment equals $1,000 plus 1.50 times the ETF’s positive return. Principal is returned at par if the final value is at or above a 70.00% barrier.

If the notes are not called and the final value falls below the barrier, repayment is reduced one-for-one with the ETF decline, and investors can lose more than 30% and up to all principal. The notes pay no interest, are unsecured obligations subject to the credit risk of JPMorgan entities, and embed significant bitcoin and volatility risk. Minimum denomination is $1,000, with estimated value indicated around $934.50 per $1,000, and at pricing not less than $900.00.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering $4,604,000 of Market Linked Securities tied to the Nasdaq-100 Index, maturing August 3, 2028, in $1,000 denominations with no interest payments or principal protection.

At maturity, holders receive: the principal plus 200% of any Index gain, capped at a 27.00% maximum return (up to $1,270 per $1,000); the principal back if the Index loss is within a 10% buffer; or reduced principal with 1‑to‑1 downside beyond the buffer, with up to 90% loss of principal possible.

The starting level is 28,106.35 and the threshold level is 25,295.715 (90% of the starting level). The price to public is $1,000 per security, including $25.75 in selling commissions, while the issuer’s estimated value is $963.60, reflecting embedded fees, hedging costs and internal funding assumptions. The securities are unsecured, not FDIC insured, not exchange-listed and are intended to be held to maturity.