JPMORGAN CHASE & CO (JPM) SEC Filings, Jul 31, 2026

JPMorgan Chase Financial Company LLC is offering structured notes due August 29, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co., linked to the MerQube US Tech+ Vol Advantage Index. The notes may be automatically called quarterly starting August 31, 2027 if the Index is at or above the Call Value, paying back $1,000 plus a call premium that starts at 18% of principal and can rise to 90% by the final review date.

The notes pay no interest and offer a 15% downside buffer at maturity; if the Index is down more than 15% and the notes were not called, principal is reduced 1% for each 1% drop beyond the buffer, for a possible loss of up to 85% of principal. The underlying Index uses a rules-based strategy on the Invesco QQQ Fund with 0–500% exposure, targets 35% volatility, and applies a 6.0% per annum daily deduction plus a SOFR + 0.50% notional financing cost, which materially drags performance. The minimum denomination is $1,000, and the indicative estimated value is about $907.60 per $1,000 note, not less than $900 when finalized.

JPMorgan Chase Financial Company LLC is offering auto callable contingent interest notes linked to the MerQube US Gold Vol Advantage Index, fully and unconditionally guaranteed by JPMorgan Chase & Co., and scheduled to mature on August 29, 2031. The notes may be automatically called on quarterly review dates starting February 26, 2027 if the Index closing level is at least its Initial Value, in which case investors receive $1,000 plus the applicable contingent interest and no further payments. On each review date, a Contingent Interest Payment is made only if the Index is at or above 60.00% of the Initial Value (the Interest Barrier), at a rate to be set but at least 12.25% per annum, paid quarterly. If the notes are not called and on the final review date the Index is below the 60.00% Trigger Value, the maturity payment is reduced 1% for every 1% Index decline from the Initial Value, exposing investors to a substantial or total loss of principal. The underlying Index employs leverage up to 500%, targets 35% implied volatility, and is subject to a 6.0% per annum daily deduction, which creates a drag on performance. The notes are unsecured obligations in minimum denominations of $1,000; an indicative estimated value is about $900.30 per $1,000 note, and will not be less than $880.00 per $1,000 when finalized, both below the price to public, and are subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC is offering unsecured, unsubordinated Structured Investments Review Notes linked to the MerQube US Tech+ Vol Advantage Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are scheduled to mature on August 29, 2031, in minimum denominations of $1,000 at a price to public of $1,000 per note.

The notes feature automatic call observations starting on August 30, 2027. If on any Review Date the Index is at or above the Call Value, investors receive $1,000 plus a fixed Call Premium Amount that starts at 15.00% of principal and steps up by 1.25 percentage points per Review Date to at least 75.00% on the final Review Date. If never called and the Final Index Value is down by no more than the 15.00% Buffer Amount, principal is returned at maturity; if the decline exceeds the buffer, principal is reduced 1% for each 1% drop beyond the buffer, for a maximum loss of 85.00%.

The underlying Index targets 35% volatility with exposure between 0% and 500% to the QQQ-based Underlying Asset and is subject to a 6.0% per annum daily index deduction plus a daily notional financing cost of SOFR + 0.50%. These deductions and leverage can materially drag performance, so the Index is expected to trail a comparable index without such charges. The notes pay no interest or dividends, carry issuer and guarantor credit risk, are not listed, and may trade below the issue price; the indicative estimated value is approximately $907.30 per $1,000 note and will not be less than $900.00 at pricing.

JPMorgan Chase Financial Company LLC is offering callable structured notes linked to the MerQube US Tech+ Vol Advantage Index, fully and unconditionally guaranteed by JPMorgan Chase & Co., maturing on August 29, 2031, in minimum denominations of $1,000.

The notes may be automatically called on annual Review Dates starting August 30, 2027 if the Index closing level is at least 100% of the Initial Value, paying $1,000 plus a Call Premium of at least 26.25%–131.25% of principal depending on the call year, after which no further payments are due.

If not called, and the Final Value is at least 50% of the Initial Value (the Barrier Amount), investors receive principal back at maturity. If the Final Value is below the Barrier, the payoff is $1,000 + ($1,000 × Index Return), exposing investors to more than 50% and up to 100% loss of principal.

The Index is an excess-return, volatility-target index with up to 500% exposure to an unfunded position in the QQQ Fund, reduced daily by a 6.0% per annum deduction and a notional financing cost, which will generally drag on performance. The indicative estimated value is about $906.80 per $1,000 note, and will not be less than $900.00, and payments are subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC is offering auto callable contingent interest notes linked to the MerQube US Gold Vol Advantage Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a Contingent Interest Payment on each Review Date only if the Index closes at or above 60.00% of its Initial Value (the Interest Barrier). The notes are automatically called, with repayment of principal plus the applicable contingent interest, if on any Review Date other than the first and final the Index closes at or above its Initial Value.

If the notes are not called and on the final Review Date the Index is below the Trigger Value (also 60.00% of the Initial Value), repayment of principal is reduced 1% for every 1% decline in the Index, down to zero, so investors may lose all principal and receive no interest. The Index itself is reduced by a 6.0% per annum daily deduction and can employ leverage up to 500% exposure to gold futures, which can amplify volatility and drag on performance.

The notes are unsecured, unsubordinated obligations of JPMorgan Financial, subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., are issued in minimum denominations of $1,000, and will not be listed on any securities exchange. If priced on the described date, the estimated value would be about $927 per $1,000, and will not be less than $900 per $1,000 when set, reflecting embedded costs and hedging economics.

JPMorgan Chase Financial Company LLC is offering Callable Contingent Interest Notes due August 8, 2029, linked to the least performing of the Dow Jones Industrial Average®, the Russell 2000® Index and the EURO STOXX 50® Index, fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes pay a monthly contingent coupon only if on a Review Date each index is at or above its Interest Barrier of 70% of its Initial Value. The contingent interest rate will be at least 10.80% per annumredeem the notes early on certain Interest Payment Dates, beginning February 8, 2027, paying $1,000 plus any due contingent interest.

If the notes are not redeemed and, on the final Review Date, the Final Value of any index is below its 70% Trigger Value, investors receive $1,000 plus $1,000 multiplied by the return of the least performing index, resulting in a loss of principal that could reach 100%. The indicative estimated value is about $972.30 per $1,000, and when priced will not be less than $940.00 per $1,000, reflecting structuring and hedging costs and internal funding rates. 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 liquidity.

JPMorgan Chase Financial Company LLC is offering $3,443,000 of Uncapped Accelerated Barrier Notes linked to the lesser performance of the iShares MSCI EAFE ETF and the EURO STOXX 50 Index, due August 1, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes provide an uncapped leveraged upside, paying 2.305 times any positive return of the lesser performing underlying at maturity, if both finish above their initial values. If either underlying finishes at or above its 70% Barrier Amount, principal is returned. If either finishes below its Barrier Amount, investors lose 1% of principal for each 1% decline in the lesser performing underlying, down to a total loss.

The notes pay no interest or dividends, are unsecured obligations subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co., and will not be listed, limiting liquidity. The price to public is $1,000 per note, while the estimated value at pricing was $969.40, reflecting selling commissions, hedging costs and issuer funding assumptions.

JPMorgan Chase Financial Company LLC is issuing $1,720,000 of Auto Callable Buffered Return Enhanced Notes linked to the Dow Jones Industrial Average®, Russell 2000® Index and S&P 500® Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes price at $1,000 per denomination and are expected to settle on or about August 3, 2026, maturing on August 2, 2029, unless automatically called on August 4, 2027.

The notes can be automatically called at a premium if each index is at or above its Call Value on the Review Date, paying $1,000 plus a $125 Call Premium. If not called and each index finishes above its Initial Value at maturity, holders receive an uncapped 2.00x leveraged return based on the least performing index. A 20.00% Buffer Amount protects principal against moderate declines, but if any index falls by more than 20.00%, repayment is reduced 1% for each additional 1% decline, with losses up to 80.00% of principal. The notes pay no interest, do not provide dividends, are unsecured obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., and may be illiquid. The estimated value is $984.40 per $1,000, below the issue price due to selling, structuring and hedging costs.

JPMorgan Chase Financial Company LLC is offering structured notes due August 9, 2029, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are linked to the Nasdaq-100® Technology Sector, the Russell 2000® Index and the S&P 500® Index, treated individually rather than as a basket.

The notes may be automatically called on scheduled Review Dates starting August 9, 2027 if each index closes at or above 100% of its Initial Value, paying $1,000 plus a Call Premium that starts at at least 17.20% of principal and rises to at least 51.60% on the final Review Date.

If not called and each index’s Final Value is at least its Barrier Amount of 70% of Initial Value, investors receive principal back at maturity. If any index finishes below its Barrier Amount, payoff is $1,000 × (1 + Least Performing Index Return), so losses exceed 30% and can reach a total loss of principal. The notes pay no interest or dividends, are unsecured obligations subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co., and have an estimated value of about $978.10 per $1,000 if priced on the reference date, with a minimum estimated value of $940 per $1,000 when set.