JPMORGAN CHASE & CO SEC Filings

JPMORGAN CHASE & CO (JPM), via JPMorgan Chase Financial Company LLC, is offering $352,000 of Auto Callable Contingent Interest Notes linked individually to the Nasdaq-100 Index®, Russell 2000® Index and S&P 500® Index, maturing February 17, 2028 and fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes pay a 7.15% per annum Contingent Interest (0.59583% monthly) only if on a Review Date each index is at or above 70% of its Initial Value (the Interest Barrier). From November 12, 2026, the notes are automatically called if each index is at or above its Initial Value.

If not called and, on the final Review Date, any index is below its Trigger Value (also 70% of Initial Value), principal is reduced 1% for each 1% decline of the Least Performing Index, down to zero. The price to public is $1,000 per note, including $22.25 in selling commissions, with issuer proceeds of $977.75 per note and an estimated value at pricing of $964.10, subject to JPMorgan credit and significant market and liquidity risks.

JPMorgan Chase & Co. (JPM), through JPMorgan Chase Financial Company LLC, is offering $4,586,000 of Auto Callable Accelerated Barrier Notes linked to the Nasdaq-100 Index®. The notes mature on August 16, 2029 and may be automatically called on August 18, 2027 if the Index is at or above a specified Call Value, in which case holders receive $1,000 plus a $160 Call Premium per note and the notes terminate early.

If not called and the Index ends above its Initial Value, investors receive $1,000 plus 1.50 times the Index’s gain. If the Final Value is at or above 80% of the Initial Value, principal is returned. If the Final Value is below this 80% Barrier Amount, repayment is reduced one-for-one with the Index decline, potentially to zero. The notes pay no interest or dividends, are unsecured obligations of JPMorgan Financial fully and unconditionally guaranteed by JPMorgan Chase & Co., and their value and payments are subject to the credit risk of both entities.

The notes are sold in $1,000 minimum denominations at par, but their initial estimated value is $988.60 per $1,000 due to embedded structuring and hedging costs. They will not be listed on any exchange, and secondary market prices are expected to be below the original issue price and sensitive to market, volatility and credit factors.

JPMorgan Chase & Co. (JPM), via JPMorgan Chase Financial Company LLC, is issuing $1,643,000 of Uncapped Dual Directional Accelerated Barrier Notes maturing August 16, 2029, linked to the lesser performer of the Dow Jones Industrial Average and the S&P 500 Index and fully guaranteed by JPMorgan Chase & Co.

At maturity, if both indices finish above their initial levels, holders receive principal plus 1.141x the gain of the lesser-performing index. If either index is at or below its initial level but both remain at or above 71.00% of initial (the Barrier Amount), investors receive principal plus the absolute percentage decline of the lesser-performing index, capped at a 29.00% gain (maximum payment $1,290 per $1,000 when the lesser index is down 29%). If either index ends below its Barrier Amount, principal is reduced 1% for each 1% decline of the lesser-performing index, down to a total loss.

The notes pay no interest, provide no dividends, are unsecured obligations of JPMorgan Financial and are subject to the credit risk of both the issuer and guarantor. The price to public is $1,000 per note, with no sales commissions; the issuer’s estimated value is $981.40 per $1,000, reflecting embedded structuring and hedging costs. The Dow closed at 53,770.27 and the S&P 500 at 7,748.50 on August 12, 2026.

JPMorgan Chase & Co. (JPM), as guarantor, is supporting a $500,000 offering of Capped Buffered Return Enhanced Notes issued by JPMorgan Chase Financial Company LLC, linked to the S&P 500 Index and maturing on August 15, 2030. The notes offer 1.50x any positive Index return at maturity, capped at a maximum total return of 42.75% (maximum payment $1,427.50 per $1,000).

The structure includes a 20% downside buffer; beyond that, investors lose 1% of principal for each additional 1% Index decline, up to an 80% maximum loss (minimum payment $200 per $1,000). The price to public is $1,000 per note, with an estimated value of $977.30 and underwriting fees of $8.50 per $1,000. The notes pay no interest or dividends, are unsecured and unsubordinated, not FDIC insured, and are subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co., with limited liquidity and potentially lower secondary-market prices.

JPMORGAN CHASE & CO (JPM), via JPMorgan Chase Financial Company LLC, is issuing $910,000 of auto callable contingent interest notes linked to the MerQube US Tech+ Vol Advantage Index, maturing August 15, 2031 and fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes pay a monthly 13.35% per annum Contingent Interest Payment (1.1125% per month) only if the Index on each Review Date is at or above 75% of its Initial Value (the Interest Barrier). From August 12, 2027, the notes are automatically called if the Index is at or above the Call Value; investors then receive $1,000 plus the applicable contingent interest and no further payments.

If not called, principal is protected only down to the 85% Buffer Threshold: if the Final Value is below this level, investors lose 1% of principal for each 1% Index decline beyond the 15% buffer, up to an 85% loss. The underlying Index embeds a 6.0% per annum daily deduction and a notional financing cost, so it will underperform an equivalent index without these charges and may decline even if the QQQ Fund performs positively. The notes are unsecured obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co. Issue price is $1,000 per note, with $44 in fees and commissions and an estimated value of $904.60.

JPMorgan Chase & Co. (JPM), via JPMorgan Chase Financial Company LLC, is offering $7,790,000 of unsecured Review Notes linked to the MerQube US Tech+ Vol Advantage Index, maturing August 15, 2031 and fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes may be automatically called on quarterly Review Dates starting August 17, 2027 if the Index is at or above 100% of its Initial Value, paying $1,000 plus a Call Premium that steps from 20% on the first Review Date up to 100% on the final one. If not called, principal is protected only by a 15% buffer; below that, losses match the Index decline in excess of 15%, up to an 85% loss. The Index embeds a 6.0% per annum daily deduction and a notional financing cost on the QQQ Fund, which drag on performance versus an undeducted index. The notes pay no interest or dividends, are not FDIC insured, and any payment is subject to the credit risk of both the issuer and the guarantor. The price to public is $1,000 per note, including fees and commissions, versus an estimated value of $907.80 at pricing.

JPMORGAN CHASE & CO (JPM), via JPMorgan Chase Financial Company LLC, is offering $380,000 principal amount of Uncapped Buffered Return Enhanced Notes linked to the S&P 500® Futures Excess Return Index, maturing on August 15, 2031 and fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes provide 2.04x leveraged upside on index appreciation at maturity, no cap, and a 20.00% downside buffer; beyond that, investors lose 1% of principal for each additional 1% index decline, up to a maximum principal loss of 80.00%, with a minimum payment of $200 per $1,000 note.

The notes pay no interest, are unsecured and unsubordinated, and will not be listed. Price to public is $1,000 per note, with selling commissions of $7.50 and issuer proceeds of $992.50 per note; the initial estimated value is $976.20 per $1,000 note.

JPMorgan Chase & Co. (JPM), via JPMorgan Chase Financial Company LLC, is issuing $202,000 of unsecured structured “Review Notes” linked to the MerQube US Tech+ Vol Advantage Index, maturing August 15, 2031 and fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes may be automatically called on any of nine semiannual Review Dates from August 13, 2027 onward if the Index is at or above the Call Value (100% of the Initial Value). In that case, investors receive $1,000 plus a fixed Call Premium that steps up from 28% to 140% of principal depending on the call date, and no further payments.

If never called, principal is repaid at maturity only if the Final Index Value is at or above the Barrier Amount, set at 60% of the Initial Value (8,499.546). Below the barrier, payoff is $1,000 plus $1,000 times the Index Return, exposing holders to losses greater than 40% and potentially a total loss of principal. The Index embeds a 6.0% per annum daily deduction and a daily notional financing cost on its QQQ-based underlying, which create a structural drag versus an equivalent index without such charges.

The notes are issued in $1,000 minimum denominations, pay no interest or dividends, and are subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co. The public issue price is $1,000 per note, including $22.50 in selling commissions; the issuer’s estimated value at pricing is $927.80 per $1,000 note.

JPMorgan Chase & Co. (JPM), through JPMorgan Chase Financial Company LLC, is offering $585,000 of unsecured, unsubordinated Structured Investments Review Notes linked to the MerQube US Large-Cap Vol Advantage Index, maturing on August 15, 2031 and fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes may be automatically called on nine semiannual Review Dates starting August 13, 2027 if the Index closing level is at or above the Call Value (100% of the Initial Value). On a call, investors receive $1,000 plus a fixed Call Premium Amount per $1,000 note, ranging from 28.00% on the first Review Date up to 140.00% on the final Review Date, and the notes terminate.

If not called, at maturity investors receive principal back if the Final Index Value is at or above the Barrier Amount, set at 60% of the Initial Value (2,689.926). If the Final Value is below the Barrier, repayment is $1,000 plus $1,000 × Index Return, so losses exceed 40% of principal and can reach 100%. The notes pay no interest or dividends.

The underlying MerQube US Large-Cap Vol Advantage Index is a rules-based strategy on E-mini S&P 500 futures with target volatility of 35% and exposure capped at 500%, and is subject to a 6.0% per annum daily deduction that drags performance. Minimum denomination is $1,000; price to public is $1,000 per note, including $22.50 in selling commissions and $977.50 in proceeds to the issuer. The estimated value at pricing was $910.60 per $1,000 note, below issue price, and any return depends on both Index performance and the credit quality of JPMorgan Financial and JPMorgan Chase & Co.