JPMORGAN CHASE & CO (JPM) SEC Filings, Jul 30, 2026

JPMorgan Chase Financial Company LLC is offering Capped Buffered Return Enhanced Notes linked to the Nasdaq-100 Index®, maturing on August 31, 2028, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes provide 1.50x participation in index appreciation at maturity, subject to a Maximum Return of at least 30.40%. If held to maturity and the index rises, investors receive principal plus leveraged upside, capped at this maximum.

A 15.00% buffer protects against moderate declines: if the index is flat or down by up to 15.00%, investors receive back the $1,000 principal per note. If the index falls by more than 15.00%, principal is reduced 1% for each additional 1% decline, up to a maximum loss of 85.00%, so the minimum payment is $150 per $1,000 note. The notes pay no interest or dividends and will not be listed; liquidity, if any, depends on J.P. Morgan Securities LLC. An indicative estimated value is $981.20 per $1,000 note, and the final estimated value on pricing will not be less than $950.00, reflecting embedded structuring, distribution and hedging costs.

Any payment is subject to the unsecured credit risk of both JPMorgan Financial as issuer and JPMorgan Chase & Co. as guarantor. The underlying Nasdaq-100 methodology was recently updated, including new market capitalization definitions, low-float caps and a “Fast Entry” process, which can affect index composition and performance. U.S. tax treatment is expected to follow an “open transaction” prepaid financial contract approach, but this is subject to opinion and potential future regulatory changes.

JPMorgan Chase Financial Company LLC is offering $18,000 of Uncapped Accelerated Barrier Notes linked to the Bloomberg Commodity Index, maturing on July 31, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes provide 1.85x any positive Index return at maturity with no cap.

The Initial Value of the Index is 130.4448, and the Barrier Amount is 70.00% of that level, or 91.31136. If the Final Value is at or above the Barrier Amount, investors receive at least their $1,000 principal per note; if it is below, repayment is reduced 1% for each 1% Index decline, down to $0. The price to the public is $1,000 per note, including $40 in selling commissions, for issuer proceeds of $960 per note, or $17,280 in total. The estimated value is $912.90 per $1,000 note, reflecting internal funding and hedging costs.

The notes pay no interest, are unsecured and unsubordinated obligations of JPMorgan Financial, subject to the credit risk of both the issuer and JPMorgan Chase & Co., and will not be listed on any exchange. The notes may be accelerated upon a commodity hedging disruption event, and secondary market prices are expected to be below the issue price and sensitive to commodity futures volatility and regulatory changes.

JPMorgan Chase Financial Company LLC is issuing three series of Capped Buffered Return Enhanced Notes due August 2, 2028, each linked to a single equity index: the Nasdaq‑100 (NDX Notes), Russell 2000 (RTY Notes) and S&P 500 (SPX Notes). The notes offer 1.50x leveraged upside on positive index performance, subject to a maximum return, and provide a 10% downside buffer; beyond that buffer, investors lose 1% of principal for each additional 1% index decline, up to a 90% loss at maturity.

The offerings total $818,000 (NDX), $433,000 (RTY) and $726,000 (SPX), in minimum denominations of $1,000. Maximum payments per $1,000 note are $1,255.00 (NDX), $1,237.50 (RTY) and $1,177.50 (SPX). Estimated values at pricing were below issue price, at $953.60, $953.50 and $956.50 per $1,000 of NDX, RTY and SPX Notes, reflecting selling commissions, hedging costs and issuer funding assumptions. The notes pay no interest or dividends, are unsecured obligations of JPMorgan Chase Financial Company LLC fully and unconditionally guaranteed by JPMorgan Chase & Co., and entail both market risk on the underlyings and credit risk of the issuer and guarantor.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering Buffered Callable Range Accrual Notes linked to the Nasdaq 100 Index due July 31, 2031. The notes have a principal amount of $1,000 per note and are issued at $1,000, with aggregate offering size of $6,636,000.

At maturity, if the Nasdaq 100 Final Value is at or above the Buffer Level of 85.00% of the Initial Value, investors receive full principal back. If the Final Value is below the Buffer Level, payment is reduced 1% for each 1% decline beyond the 15.00% buffer, with a maximum loss of up to 85.00% of principal. Interest is a variable rate up to a Maximum Interest Rate equal to the 8.25% Interest Factor, determined each period as 8.25% multiplied by the ratio of “Variable Days” (Trading Days when the Index level is at or above 85.00% of the Initial Value) to “Actual Days,” and can be as low as 0.00%.

The issuer may redeem the notes monthly, beginning July 30, 2027, at 100% of principal plus accrued interest. The Initial Value of the Index is 27,763.13, and the Minimum Index Level is 23,598.6605$35.00 per $1,000 note; net proceeds are $965.00 per note, and the issuer’s estimated value at pricing was $930.90 per $1,000 note.

JPMorgan Chase Financial Company LLC is offering six series of Capped Buffered Return Enhanced Notes due September 6, 2028, each linked to a single underlying: the EURO STOXX 50® Index, Nasdaq-100 Index®, Russell 2000® Index, S&P 500® Index, iShares® MSCI EAFE ETF or iShares® MSCI Emerging Markets ETF. The notes provide 2.00x leveraged upside on any positive underlying performance, subject to a specific to each series and no interim interest or dividends.

The structure includes a 10.00% downside buffer; beyond that, investors lose 1% of principal for each additional 1% decline in the underlying, up to a 90% loss of principal at maturity. The notes are unsecured and unsubordinated obligations of JPMorgan Chase Financial, fully and unconditionally guaranteed by JPMorgan Chase & Co., and expose holders to the credit risk of both entities. Minimum denomination is $1,000, with expected pricing on or about August 31, 2026 and settlement on or about September 3, 2026.

If priced on the reference date in the disclosure, the estimated values would range around $973.10–$976.40 per $1,000 for the different note types, and in all cases the estimated value at pricing will not be less than $900.00 per $1,000. The notes will not be listed, and any secondary liquidity would depend on J.P. Morgan Securities LLC. The document also details U.S. tax treatment assumptions, including potential application of constructive ownership rules for the ETF-linked notes and a current expectation that Section 871(m) withholding will not apply to non-U.S. holders.

JPMorgan Chase Financial Company LLC is issuing $16,000 of Auto Callable Accelerated Barrier Notes linked to the iShares Bitcoin Trust ETF, fully and unconditionally guaranteed by JPMorgan Chase & Co. Each note has a $1,000 denomination and priced on July 28, 2026, with expected settlement on or about July 31, 2026 and maturity on August 2, 2029.

The notes may be automatically called on July 30, 2027 if the ETF’s closing price is at or above the Call Value (100% of the Initial Value). In that case, investors receive $1,000 plus a Call Premium Amount of $177.50 per note and no further payments.

If not called, and the Final Value on July 30, 2029 exceeds the Initial Value of $36.14, investors receive $1,000 plus 1.50× the ETF’s positive return. If the Final Value is at or above the Barrier Amount of 70% of the Initial Value (i.e., $25.298), principal is returned. Below the Barrier, repayment is reduced one-for-one with the ETF’s loss, so 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 Financial and JPMorgan Chase & Co., and provide exposure to the volatility and regulatory uncertainty of bitcoin via the ETF. The estimated value at pricing was $943.80 per $1,000 note, below the public offering price due to selling, structuring and hedging costs.

JPMorgan Chase Financial Company LLC is offering $3,658,000 of Buffered Callable Range Accrual Notes linked to the S&P 500® Index, due July 31, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay variable monthly interest at up to a 6.85% per annum rate, depending on how often during each Interest Period the Index closes at or above a Minimum Index Level of 6,314.463 (85% of the Initial Value of 7,428.78). The issuer may redeem the notes in whole, but not in part, on the last business day of each month starting July 30, 2027 at par plus accrued interest.

At maturity, if not previously called, investors receive full principal back if the Index Final Value is at or above the Buffer Level of 85% of the Initial Value. If the Final Value is below this Buffer Level, repayment is reduced by 1% of principal for every 1% decline below the Buffer Level, for a maximum loss of 85% of principal, plus any accrued interest. The price to public is $1,000 per note, including $35 in selling commissions, while the estimated value at pricing is $941.10 per $1,000 note, reflecting dealer compensation, hedging costs and structuring margins.

JPMorgan Chase Financial Company LLC is offering $1,101,000 of unsecured Yield Notes linked to the lesser performing of ConocoPhillips common stock and the Energy Select Sector SPDR ETF, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a fixed 8.65% per annum in Interest Payments over the term, totaling $173 per $1,000 note if held to maturity on August 1, 2028.

Principal repayment depends on equity performance. If on the July 27, 2028 Observation Date the Final Value of each Underlying is at least its Trigger Value (60% of its Strike Value: $69.348 for ConocoPhillips and $35.016 for the ETF), investors receive $1,000 plus the final Interest Payment. If either Underlying is below its Trigger Value, maturity payment is $1,000 × (1 + Lesser Performing Underlying Return) plus the final Interest Payment, so losses can exceed 40% and reach 100% of principal.

The notes are not listed, expose holders to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., and have an estimated value of $991 per $1,000 at pricing, below the $1,000 price to public due to selling commissions, hedging costs and structuring margins.

JPMorgan Chase Financial Company LLC is offering $71,000 of Auto Callable Buffered Equity Notes linked to the MerQube US Tech+ Vol Advantage Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes have a $1,000 minimum denomination, price at 100% of principal, and are expected to settle on or about July 31, 2036, maturing on July 31, 2031, subject to prior automatic call.

The notes may be automatically called on August 3, 2027 if the Index is at or above the Call Value (100% of the Initial Value), in which case investors receive $1,500 per $1,000 note (principal plus a $500 Call Premium) and no further payments. If not called, at maturity investors participate one-for-one in Index appreciation; if the Final Value is at or above the Initial Value, payoff is $1,000 plus $1,000 times the Index Return.

The structure includes a 15% downside buffer: if the Final Value is down by up to 15%, principal is repaid; below that, losses are linear and can reach 85% of principal. The underlying Index includes a 6.0% per annum daily deduction and a daily notional financing cost on the QQQ Fund, which drags index performance versus an identical index without these deductions. The notes are unsecured obligations of JPMorgan Financial, subject to the credit risk of both the issuer and JPMorgan Chase & Co. The estimated value at pricing was $900.30 per $1,000 note, below the price to public due to fees, hedging costs and structuring margins.