Jpmorgan Chase SEC Filings

JPMorgan Chase Financial Company LLC priced and is offering $288,000 of Auto Callable Contingent Interest Notes linked to the MerQube US Large‑Cap Vol Advantage Index, due May 24, 2029, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes price is $1,000 per note, with selling commissions of $31.50 per note and proceeds to the issuer of $968.50 per note; the estimated value at pricing was $921.00 per note. The notes pay monthly contingent interest only if the Index is at or above an Interest Barrier equal to 70.00% of the Initial Value on each Review Date, are auto‑callable beginning with a Review Date on or after November 23, 2026, and are exposed to a 6.0% per annum daily deduction to the Index level. Investors may lose some or all principal if the Final Value is below the Trigger Value; the notes are unsecured obligations of JPMorgan Financial and depend on the issuer and guarantor creditworthiness.

JPMorgan Chase Financial Company LLC is offering structured Review Notes linked to the lesser performing of the iShares Silver Trust (SLV) and the VanEck Gold Miners ETF (GDX) with expected pricing on May 27, 2026 and settlement on May 29, 2026. The notes mature on May 30, 2031 and are fully guaranteed by JPMorgan Chase & Co.

The notes may be automatically called on scheduled Review Dates beginning May 27, 2027 if each Fund's closing price is at or above its Call Value. Call Premium Amounts increase by Review Date up to 112.50% of principal on the final Review Date. If not called, principal at maturity depends on the Lesser Performing Fund Return with a Barrier Amount at 50.00% of initial value, exposing investors to partial or total principal loss.

JPMorgan Chase Financial Company LLC is offering structured notes due May 30, 2031, fully guaranteed by JPMorgan Chase & Co. The notes pay no interest and are callable beginning March 1, 2027 on specified Review Dates. Redemption on a call pays $1,000 plus a stated Call Premium; if not called, maturity payment depends on the performance of the Russell 2000® and the EURO STOXX 50®, with a 70.00% Barrier Amount per Index. Estimated value at pricing is approximately $960.00 per $1,000 note (will not be less than $940.00), and the original issue price includes commissions and hedging costs. Investors face credit risk of JPMorgan Financial and the guarantor, potential loss of principal if the Lesser Performing Index finishes below the Barrier, limited upside (only the Call Premiums), and limited secondary market liquidity.

JPMorgan filed a Rule 424(b)(3) prospectus supplement dated May 20, 2026 describing notes linked to the MerQube US Large Cap Vol Advantage Index®. The Index targets an implied volatility of 35%, uses a weekly rebalance with leverage capped at 500% and is subject to a 6.0% p.a. daily deduction. The materials emphasize hypothetical backtested performance (Jan 2005–Apr 2026) and highlight risks including leverage, volatility drag, concentration in E‑mini S&P 500 futures and the Index sponsor/affiliate relationships.

J.P. Morgan presents the J.P. Morgan Kronos US Equity (JPUSKRSP) Index and underlying prospectus supplement describing an index that applies time-based trading signals to the S&P 500® Price Index. The Index uses turn-of-month, options-expiry momentum and month-end mean-reversion rules to vary exposure between 50%, 100% and 150% leveraged long S&P 500 positions and is subject to a daily index fee of 0.35% per annum.

The document emphasizes that performance figures are hypothetical/backtested (data from Jul 1954 through Mar 2026 with the Index established on Jun 11, 2021) and warns that backtests may differ materially from actual results. Selected risks include sponsor discretion over index adjustments, fee and financing deductions, limited operating history, strategy overlap, and potential replacement of the Constituent.

JPMorgan Chase Financial Company LLC is offering Buffer Autocallable Securities due on or about May 30, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co. The return is linked to an unequally weighted basket of five equity indices. If the Basket closes at or above the Autocall Barrier of 100.00% on the Observation Date (June 3, 2027), the securities will be automatically called and pay a Call Price equal to principal plus a Call Return finalized on the Trade Date (range disclosed as 13.25%–15.25%). If not called, at maturity the securities pay: full principal plus positive Basket Return × Participation (100%); if the Final Basket Value is between 80.00% (Downside Threshold) and 100% of Initial Basket Value, principal is returned; if below 80.00%, losses occur dollar-for-dollar beyond the 20.00% buffer (investors may lose up to 80% of principal). Issue price is $10.00 per security (minimum purchase $1,000), estimated value ~$9.546 and will not be less than $9.20 when set. Any payments depend on the issuer’s and guarantor’s creditworthiness.

JPMorgan presents an index-linked offering prospectus supplement for notes referencing the MerQube US Tech+ Vol Advantage Index®, describing the Index methodology, hypothetical backtested and actual historical performance (Jan 2005–Apr 2026), and risks tied to leverage, a 6.0% p.a. daily deduction and the replacement of futures with the Invesco QQQ Trust SM as the Underlying Asset.

The supplement explains index mechanics (35% implied-volatility target, weekly leverage rebalancing, maximum exposure 500%, notional financing costs deducted daily), details auto-callable contingent-interest note structures and backtested product metrics, and emphasizes that past and backtested results are not indicative of future performance.

JPMorgan Chase Financial Company LLC is offering Capped GEARS linked to the MSCI Emerging Markets Index. Each $10 Security pays at maturity either (i) $10 plus a leveraged return equal to the Underlying Return times an Upside Gearing of 3.00, capped at a Maximum Gain finalized on the Trade Date, or (ii) if the Underlying Return is negative, a principal reduction equal to the Underlying Return. The expected Trade Date is May 27, 2026, Issue Price is $10.00 per Security, and maturity is targeted for July 29, 2027. Payments depend on the creditworthiness of JPMorgan Chase Financial and JPMorgan Chase & Co., and investors receive no dividends or interest.

J.P. Morgan presents an index supplement for the J.P. Morgan Kronos US Equity (JPUSKRSP) Index tied to structured investments and described in a Rule 424(b)(3) prospectus supplement. The supplement documents index construction rules (50%, 100%, 150% exposures), a daily deduction of 0.35% per annum, hypothetical backtested returns from Jul 1954–Apr 2026, and that the Index was established on June 11, 2021. The materials emphasize that historical and backtested performance is hypothetical and not indicative of future results, and disclose selected risks including sponsor discretion, fee and financing-cost deductions, exposure overlap between strategies, and potential substitution of the Constituent.