JPMORGAN CHASE & CO SEC Filings

JPMORGAN CHASE & CO (JPM), through JPMorgan Chase Financial Company LLC, is offering unsecured, unsubordinated Auto Callable Accelerated Barrier Notes linked to the MerQube US Large-Cap Vol Advantage Index, fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes have a $1,000 minimum denomination and may be automatically called as early as August 31, 2027 if the Index is at or above 100% of its initial level, paying back principal plus a call premium (at least 21.40% on the first Review Date, rising to at least 42.80% on the fifth). If not called and held to the September 2, 2031 maturity, investors receive an uncapped 5x leveraged upside on any Index appreciation, principal back if the Index is flat or down but no lower than 50% of its initial level, and a 1-for-1 loss of principal if the Index finishes below that 50% barrier.

The underlying Index dynamically allocates leveraged exposure (up to 500%) to E-mini S&P 500 futures while targeting 35% implied volatility and is reduced by a 6.0% per annum daily deduction, which drags performance. Estimated value is about $886.60 per $1,000 note on the trade date and will not be less than $870.00, reflecting embedded fees and hedging costs. Investors face full credit risk of both the issuing finance subsidiary and JPMorgan Chase & Co., no interest or dividend payments, potential illiquidity, and complex tax and index-structure risks.

JPMorgan Chase & Co. (JPM), through JPMorgan Chase Financial Company LLC, is offering unsecured, unsubordinated Contingent Interest Notes due September 3, 2031 linked to the least performing of the Russell 2000 Index, Dow Jones Industrial Average and S&P 500 Index. Investors may receive a contingent interest rate of at least 7.50% per annum, paid semiannually at a rate of at least 3.75%, but only for review dates when the closing level of each index is at least 70% of its initial value (the Interest Barrier).

At maturity, if the final level of each index is at or above 70% of its initial value (the Trigger Value), holders receive full principal plus the final contingent interest payment. If any index finishes below its Trigger Value, principal is reduced 1% for each 1% decline of the least performing index from its initial level, leading to losses of more than 30% and up to a 100% loss of principal. The notes are expected to price on or about August 28, 2026, in minimum denominations of $1,000, with selling commissions up to $30 per $1,000 and a possible structuring fee of $7 per $1,000. The indicative estimated value is approximately $951.20 per $1,000, and will not be less than $900, reflecting internal funding and hedging costs.

JPMorgan Chase & Co. (JPM), via JPMorgan Chase Financial Company LLC, is offering unsecured "Airbag In-Digital Notes" linked to the S&P 500 Index, maturing around August 17, 2028. Each Note has a $10 principal amount (minimum investment $1,000), no coupons, and no dividend rights.

If the S&P 500 Final Value is at or above the Digital Barrier/Downside Threshold of 90% of the Initial Value, investors receive principal plus a fixed Digital Return between 19.00% and 19.65%, regardless of index gains. If the Final Value is below the Downside Threshold, repayment is reduced by 1.11111% of principal for every 1% the index falls beyond the 10% Threshold Percentage, exposing investors to substantial loss of principal up to 100%.

The indicative estimated value is $9.926 per $10 Note if priced on the described date and will not be less than $9.60 at pricing, reflecting structuring and hedging costs. Payments depend on the creditworthiness of both JPMorgan Chase Financial Company LLC as issuer and JPMorgan Chase & Co. as guarantor, and the Notes will not be listed on any exchange.

JPMorgan Chase Financial Company LLC plans to issue Contingent Interest Notes due September 3, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are linked individually to the Russell 2000 Index, Dow Jones Industrial Average and S&P 500 Index, with payments based on the least performing index.

Investors may receive a Contingent Interest Payment of at least $41.75 per $1,000 (at least 8.35% per annum, paid at least 4.175% semiannually) on each Review Date if the closing level of each index is at or above 70.00% of its Initial Value (the Interest Barrier). If any index is below its Interest Barrier on a Review Date, no interest is paid for that period.

At maturity, if the Final Value of each index is at or above its 70.00% Trigger Value, investors receive $1,000 plus the final Contingent Interest Payment. If any index finishes below its Trigger Value, repayment is reduced by the full decline of the least performing index, and investors can lose more than 30% and up to all principal. The notes are unsecured, not listed, have limited liquidity, and are subject to the credit risk of JPMorgan Chase Financial and JPMorgan Chase & Co. The indicative estimated value is about $982.50 per $1,000, and will not be less than $900.00 per $1,000 when set.

JPMorgan Chase Financial Company LLC is offering Uncapped Accelerated Barrier Notes linked to the lesser performing of GE Vernova Inc. and EMCOR Group, Inc., fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes mature on August 17, 2029 and are issued in minimum denominations of $1,000. Investors receive no interest or dividends and are exposed to the credit risk of both the issuer and guarantor.

At maturity, if both reference stocks finish above their initial values, the payoff equals principal plus at least 2.115× the lesser stock’s positive return. If either stock finishes at or below its initial value but both remain at or above 70% of initial value, investors receive only principal back. If either stock closes below 70% of its initial value, repayment is reduced one-for-one with the decline of the lesser performer, with the potential for a complete loss of principal. The indicative estimated value is about $970 per $1,000, and will not be less than $950 when finalized, reflecting embedded fees, hedging costs and dealer compensation. The notes are not listed and may have limited or no secondary market liquidity.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering auto-callable review notes linked to the MerQube US Large-Cap Vol Advantage Index. The notes have a 5-year term, with an initial 12‑month non-call period and then daily review dates for potential automatic call.

The underlying index uses leveraged E-Mini S&P 500 futures (0%–500% exposure) and deducts 6.0% per annum daily. The notes feature a Barrier Amount of 60.00% of the Initial Value. If on any review date the index is at or above the applicable Call Value (generally 100% of Initial Value, 60% on the final review), the notes are automatically called at $1,000 plus a Call Premium of at least 15.10% per $1,000 face amount.

If the notes are not called and the final index value is below the Barrier Amount, repayment is $1,000 + ($1,000 × Underlying Return), so investors can lose more than 40% and up to all principal. The estimated value at pricing will be no less than $870 per $1,000, below the price to public, and all payments are subject to the credit risk of JPMorgan Chase Financial Company LLC and JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering 5-year non-call 1-year Auto Callable Contingent Interest Notes linked to the MerQube US Large-Cap Vol Advantage Index. The Index targets volatility via leveraged E-mini S&P 500 futures exposure and reflects a 6.0% per annum daily deduction.

The notes pay a quarterly contingent interest rate of at least 11.35% per annum (at least 2.8375% per quarter) only if the Index on a Review Date is at or above the Interest Barrier of 60% of the Initial Value. On specified Review Dates after the first year, if the Index is at or above the Initial Value, the notes are automatically called at $1,000 plus the contingent interest.

If not called, and the Final Value is at or above the Trigger Value of 50% of the Initial Value, investors receive $1,000 plus any final contingent interest. If the Final Value is below the Trigger Value, repayment is $1,000 + ($1,000 × Underlying Return), so losses exceed 50% of principal and can reach 100%. The estimated value at pricing will not be less than $870 per $1,000 note, and all payments are subject to the credit risk of JPMorgan Chase Financial Company LLC and JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering 5-year, North America Structured Investments Auto Callable Contingent Interest Notes linked to the MerQube US Tech+ Vol Advantage Index. The Index reflects a 6.0% per annum daily deduction and the QQQ-based underlying asset is further reduced by a daily notional financing cost.

The notes have a minimum $1,000 denomination and pay a quarterly contingent coupon of at least 11.35% per annum (at least 2.8375% per quarter) only if, on a Review Date, the Index is at or above 60% of its Initial Value. Starting after the third Review Date, if the Index is at or above its Initial Value on a Review Date (other than the final one), the notes are automatically called at $1,000 plus that quarter’s coupon.

If not called, principal is protected at maturity only if the Final Value is at or above the 50% Trigger Value; otherwise, repayment is reduced 1-for-1 with the Index loss, down to a total loss of principal. The estimated value when set will be at least $880 per $1,000, and all payments are subject to the credit risk of the issuer and guarantor.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering 5-year non-call 1-year Auto Callable Contingent Interest Notes linked to the MerQube US Large-Cap Vol Advantage Index. The Index dynamically allocates between 0% and 500% exposure to E-Mini S&P 500 futures and is subject to a 6.0% per annum daily deduction.

The notes have a minimum denomination of $1,000, pricing on August 27, 2026, with quarterly review dates, a final review on August 27, 2031, and maturity on September 2, 2031. They pay a contingent interest rate of at least 10.75% per annum (at least 2.6875% per quarter) only if the Index is at or above a 60% Interest Barrier on a review date. If on any applicable review date (other than the first, second, third and final) the Index is at or above its initial level, the notes are automatically called at $1,000 plus due and unpaid contingent interest.

If not called, and the final Index level is at or above the 60% Trigger Value, investors receive $1,000 plus contingent interest and any unpaid amounts. If the final level is below the Trigger Value, principal is reduced based on Index performance; losses can exceed 40% and reach 100%. The estimated value will not be less than $870 per $1,000 note at pricing, and all payments depend on the credit of the issuer and guarantor.