JPMORGAN CHASE & CO (JPM) SEC Filings, Jul 27-28, 2026

JPMorgan Chase Financial Company LLC is offering unsecured, unsubordinated Digital Buffered Notes linked to the S&P 500® Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are priced at $1,000 per note, with a total offering of $9,694,000.00 and estimated value of $987.10 per $1,000 at pricing.

At maturity on August 11, 2027, investors receive a fixed 9.22% Contingent Digital Return (maximum payment $1,092.20 per $1,000) if the S&P 500 ending level is at or above the initial level, or down to 10.00% below it. If the index declines by more than 10.00%, principal is lost on a leveraged basis at 1.11111% of principal per additional 1% index loss, up to a total loss.

The initial index level is 7,411.98 (S&P 500 closing level on July 24, 2026). The notes pay no interest or dividends and are not listed; secondary market liquidity depends on J.P. Morgan Securities LLC. Payments are subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co. JPMorgan has separately committed $900,000 in aggregate donations to Blue Star Families, which are not contingent on this offering.

JPMorgan Chase Financial Company LLC, guaranteed by JPMorgan Chase & Co., is offering Auto Callable Dual Directional Buffered Return Enhanced Notes linked to the S&P 500® Index. The notes are unsecured, unsubordinated obligations with a minimum denomination of $10,000 and integral multiples of $1,000.

The notes may be automatically called on August 13, 2027 if the Index closing level is at or above the Initial Index Level, paying $1,000 plus a call premium of at least 10.45% per note on the call settlement date. If not called, at maturity on August 3, 2028 investors receive: a leveraged upside return of at least 1.50x positive Index performance; or, for Index declines up to the 20.00% Contingent Buffer Amount, a positive return equal to the Absolute Index Return, capped at $1,200 per $1,000 note for negative Index Returns; or, for declines beyond 20.00%, a 1:1 loss of principal.

The notes pay no interest or dividends and carry full downside risk beyond the buffer, as well as the credit risk of JPMorgan Financial and JPMorgan Chase & Co. The estimated value would be approximately $981.30 per $1,000 note if priced on the described date and will not be less than $970.00, reflecting selling commissions (up to $15 per $1,000) and hedging-related costs. The notes will not be listed, and any secondary market, if available, is expected to be limited and at prices below the issue price. JPMorgan has also committed fixed donations of $900,000 in aggregate to Blue Star Families, independent of this offering.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering Auto Callable Buffered Return Enhanced Notes linked to an equally weighted basket of four large U.S. financial stocks: Bank of America, Capital One Financial, Morgan Stanley and Wells Fargo, each at a 25% weight.

The notes have a principal amount of $1,000 per note (minimum investment $10,000) and may be automatically called on August 13, 2027 if the basket is at or above its starting level of 100, in which case investors receive $1,000 plus a call premium of at least 19.25%. If not called and the basket ends above the starting level on July 31, 2028, maturity payment equals $1,000 plus the basket return multiplied by an Upside Leverage Factor of at least 1.25.

If the ending basket level is down by up to the 10.00% Buffer Amount, principal is repaid. Below this buffer, losses are magnified: investors lose 1.11111% of principal for every 1% decline beyond 10%, up to a total loss. The estimated economic value is about $978.90 per $1,000 note at pricing and will not be less than $960. The notes pay no interest or dividends, are unsecured, unlisted, and subject to the credit risk of both the issuer and guarantor, as well as complex tax and liquidity considerations.

JPMorgan Chase Financial Company LLC is offering unsecured Digital Buffered Notes linked to the S&P 500® Equal Weight Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes target investors seeking a fixed return of at least 8.35% at maturity if the index finishes at or above its initial level, or down to a 10.00% decline from that level.

If the index falls by more than 10.00%, principal is reduced on a leveraged basis, with a Downside Leverage Factor of 1.11111, so losses can reach the full principal. The maximum payment at maturity is $1,083.50 per $1,000 of principal, and upside is capped regardless of how strongly the index performs. The notes pay no interest or dividends, have a minimum denomination of $10,000, are expected to price on or about July 31, 2026, and mature on August 18, 2027. They will not be listed, and any secondary market would be limited and likely at prices below issue. An initial example estimated value is $985.70 per $1,000, and the final estimated value will not be less than $970.00 per $1,000, reflecting selling costs and JPMorgan’s internal funding and hedging assumptions. Repayment depends on the credit of both JPMorgan Financial and JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC is offering Uncapped Buffered Return Enhanced Notes linked to the lesser performing of the Nasdaq-100 Index® and the S&P 500® Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes mature on July 29, 2031, are issued in minimum denominations of $1,000, pay no interest and provide no dividend rights.

At maturity, if both indices finish within a 10.00% Buffer Amount of their Strike Values or higher, investors receive at least principal back; if both are above their Strike Values, gains on the lesser performing index are multiplied by an Upside Leverage Factor of 1.324, so a 10.00% rise in the lesser index would pay $1,132.40 per $1,000 note. If either index falls by more than 10.00%, principal is reduced 1% for each 1% decline beyond the buffer, up to a 90.00% loss. The indicative estimated value is $979.40 per $1,000 note and will not be less than $900.00, reflecting selling commissions, hedging costs and the issuer’s internal funding rate. The notes are unsecured, subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., will not be listed, and secondary market prices are expected to be below the original issue price.

JPMorgan Chase Financial Company LLC is offering Auto Callable Accelerated Barrier Notes due August 15, 2029, linked to the lesser performance of the Nasdaq-100® Technology Sector and the Russell 2000® Index, fully guaranteed by JPMorgan Chase & Co. The notes have $1,000 minimum denominations, no interest or dividends, and expose investors to partial or total principal loss if the lesser performing index finishes below a 70.00% Barrier Amount at maturity.

The notes may be automatically called on Review Dates starting August 12, 2027 if both indices are at or above their Call Values, paying back principal plus a Call Premium Amount of at least 17.10% on the first Review Date or 34.20% on the second. If not called and both indices end above their Initial Values, investors receive an uncapped leveraged payoff of 1.50× the lesser index’s gain; if either ends below the Barrier Amount, losses match the lesser index’s decline. The issuer discloses an indicative estimated value of about $949.60 per $1,000 note, not less than $900.00 at pricing, reflecting embedded costs and internal funding assumptions, and highlights liquidity, credit, market and tax risks, including complex U.S. tax treatment and potential Section 871(m) considerations for non-U.S. holders.

JPMorgan Chase Financial Company LLC is offering auto callable contingent interest notes due August 3, 2029, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are linked individually to the Nasdaq-100 Index®, the Russell 2000® Index and the State Street® SPDR® S&P® Regional Banking ETF.

Investors receive a Contingent Interest Payment for each Review Date on which the closing value of each underlying is at least 70% of its Initial Value (the Interest Barrier). The Contingent Interest Rate will be at least 9.25% per annum, paid monthly if conditions are met, with unpaid coupons accruing if barriers are satisfied later.

The notes are automatically called on certain Review Dates if each underlying is at or above its Initial Value, returning $1,000 per note plus due interest, ending further payments. If not called, and on the final Review Date the least-performing underlying is at or above 60% of its Initial Value (Trigger Value), investors receive full principal plus any due interest; if it is below that Trigger Value, repayment is reduced by the underlying’s decline, and up to all principal can be lost. Minimum denomination is $1,000, and the indicative estimated value is about $957.20 per $1,000, reflecting embedded costs and hedging. The notes are unsecured, subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., and are not listed or FDIC insured.

JPMorgan Chase & Co. (JPM), through JPMorgan Chase Financial Company LLC, is offering unsecured, unsubordinated Auto Callable Contingent Interest Notes linked to the common stock of T‑Mobile US, Inc. (TMUS). Payments depend on TMUS stock performance and the credit of JPMorgan Financial and JPMorgan Chase & Co.

The notes pay a Contingent Interest Payment of at least $25.00 per $1,000 on each Review Date only if TMUS is at or above the Interest Barrier of $104.4522, equal to 58.00% of the $180.09 Stock Strike Price. Missed coupons can be paid later if the barrier is met on a subsequent Review Date, but may be lost entirely if it is not.

The notes are auto‑callable from November 6, 2026 if TMUS is at or above the Stock Strike Price, in which case investors receive $1,000 plus the applicable coupon and any accrued unpaid coupons. If the notes are not called and the final average TMUS price is below the Trigger Level (same as the Interest Barrier), principal is reduced 1% for each 1% decline in TMUS from the strike, potentially down to zero.

JPMorgan Chase Financial Company LLC is issuing $17,933,000 of Auto Callable Contingent Interest Notes due July 25, 2033, linked to the MerQube US Large-Cap Vol Advantage Index and fully guaranteed by JPMorgan Chase & Co. The notes pay a contingent interest rate of 18.25% per annum (1% per month) only for monthly Interest Review Dates when the Index closes at or above 70% of the Strike Value (the Interest Barrier). The notes are automatically called on quarterly Autocall Review Dates if the Index is at or above the Strike Value, with the earliest possible call on January 20, 2027, paying principal plus any due contingent interest.

If not called, and at maturity the Index is at or above the Trigger Value of 50% of Strike, investors receive principal plus any final contingent interest; if below the Trigger Value, repayment is $1,000 + ($1,000 × Index Return), exposing investors to significant principal loss, up to 100%. The underlying Index employs up to 500% leveraged exposure to E-mini S&P 500 futures, targets 35% implied volatility, and is reduced by a 6.0% per annum daily deduction, which drags on performance. Notes are offered in $1,000 denominations at $1,000 per note, with selling commissions of $8.50 and issuer proceeds of $991.50 per note; the estimated value is $910.70, reflecting structuring and hedging costs. Payments are unsecured and subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co., and the notes are not listed or insured.