JPMorgan Chase & Co. filings document a bank holding company with worldwide financial services operations and multiple classes of exchange-listed securities. Periodic reports describe investment banking, consumer and small-business financial services, commercial banking, transaction processing and asset management, along with capital, assets and stockholders’ equity disclosures.
The company’s 8-K filings record material events and identify registered securities including JPM common stock, depositary shares representing fractional interests in non-cumulative preferred stock, and guarantees of notes and exchange-traded notes issued by JPMorgan Chase Financial Company LLC. Proxy materials cover board matters, executive compensation, equity awards, shareholder voting items and other governance disclosures.
JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering unsecured Structured Investments Review Notes linked to the least performing of the Dow Jones Industrial Average®, the Nasdaq-100 Index® and the Russell 2000® Index, maturing on July 22, 2030.
The notes may be automatically called on annual Review Dates starting July 22, 2027 if each Index is at or above its Call Value of 100% of its Initial Value. In that case, investors receive $1,000 plus a Call Premium Amount of at least 13.20%, 26.40%, 39.60% or 52.80% of $1,000 for the first through final Review Dates, respectively, and no further payments.
If not called, and on the final Review Date each Index finishes at or above its Barrier Amount of 70% of its Initial Value, investors receive principal back at maturity. If any Index is below its Barrier Amount, the payoff is $1,000 plus $1,000 times the Least Performing Index Return, exposing investors to losses greater than 30% and potentially a total loss. The notes pay no interest or dividends, are not bank deposits, and carry the credit risk of both JPMorgan Financial and JPMorgan Chase & Co. The indicative estimated value is about $943.40 per $1,000 note and will not be less than $900.00 when set.
JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering unsecured auto callable contingent interest notes linked to the common stock of KLA Corporation. Each note has a $1,000 principal amount (minimum investment $10,000) and may pay a Contingent Interest Payment of at least $51.60 per $1,000 on each Interest Payment Date if KLA’s share price on the relevant Review Date is at or above the Interest Barrier of $114.76, equal to 50.00% of the Stock Strike Price of $229.52.
The notes are automatically called, returning $1,000 plus the applicable Contingent Interest Payment, if KLA’s share price on the first Review Date on October 9, 2026 is at or above the Stock Strike Price. If not called, and no Trigger Event has occurred (Final Stock Price below $114.76), investors receive $1,000 plus the final Contingent Interest Payment and any unpaid first coupon at maturity on January 14, 2027.
If a Trigger Event occurs and the notes are not called, principal is exposed to leveraged downside: investors lose 2.00% of principal for every 1% that the Final Stock Price is more than 50.00% below the Stock Strike Price, potentially losing all principal. The indicative estimated value is about $987.50 per $1,000 initially, with a minimum of $970.00 when finalized, reflecting structuring and distribution costs. All payments are subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co.
JPMorgan Chase Financial Company LLC, guaranteed by JPMorgan Chase & Co., is offering Capped Buffered Equity Notes linked to the PHLX Semiconductor Sector Index. Each $1,000 note provides unleveraged upside to the Index, subject to a Maximum Return of at least 38.00%, implying a maximum payment at maturity of at least $1,380.00 per $1,000 note.
The notes feature a 15.00% Buffer Amount, returning principal at maturity if the Index is flat or down by up to 15.00% from the Index Strike Level of 13,151.909 set on July 9, 2026. If the Index falls by more than 15.00%, principal losses increase at a Downside Leverage Factor of 1.17647, so investors may lose some or all of their investment at maturity on January 14, 2027, based on the January 11, 2027 valuation.
The notes pay no interest or dividends, are unsecured and unsubordinated obligations of JPMorgan Chase Financial, and all payments depend on the credit of both the issuer and guarantor. The estimated value would be approximately $994.80 per $1,000 note if priced on the described date and will not be less than $980.00 per $1,000 note, reflecting embedded costs and hedging assumptions.
JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering unsecured, unsubordinated callable contingent interest notes linked to the least performing of the Dow Jones Industrial Average®, the Nasdaq-100® Technology Sector and the Russell 2000® Index, maturing on July 19, 2029. The notes pay a monthly Contingent Interest Payment only if on a Review Date the closing level of each index is at or above its Interest Barrier, set at 75% of its Initial Value; otherwise no interest is paid for that period. If not called earlier, principal is protected only if on the final Review Date the level of each index is at or above its Trigger Value, 70% of its Initial Value; otherwise repayment is reduced in proportion to the decline of the least performing index, potentially to zero. The issuer may redeem the notes early on specified interest payment dates (earliest October 20, 2026), returning principal plus any due interest, ending further payments. The indicative Contingent Interest Rate is at least 13.65% per annum (1.1375% per month). The estimated value is about $965 per $1,000 note, and will not be less than $900, reflecting embedded fees, hedging costs and an internal funding rate. Investors face index, credit, liquidity, sector, small‑cap, non‑U.S. securities and tax risks.
JPMorgan Chase Financial Company LLC, guaranteed by JPMorgan Chase & Co., is offering Capped Dual Directional Contingent Buffered Equity Notes linked to the Nasdaq-100 Index. These notes provide equity-linked returns at maturity rather than periodic interest.
If the Index ends above the strike level, investors receive principal plus the index return, capped at a Maximum Upside Return of at least 12.56% per $1,000 note. If the Index ends below the strike but within a 25.00% Contingent Buffer Amount, investors earn the Absolute Index Return, up to a maximum payment of $1,250.00 per $1,000 note when the index decline does not exceed 25.00%. If the Index declines by more than 25.00%, repayment is fully exposed to losses, and investors may lose all principal.
The note is expected to price on or about July 10, 2026, with an original issue date on or about July 15, 2026, a valuation date of July 22, 2027, and maturity on July 27, 2027. An indicative estimated value is approximately $984.00 per $1,000 note and will not be less than $970.00 per $1,000 when finalized, reflecting embedded costs and dealer margins.
JPMorgan Chase & Co. provides an index supplement describing the J.P. Morgan Multi-Asset Index, which underlies certain structured notes. The document presents detailed hypothetical backtested monthly and annual returns from February 22, 1994 through November 17, 2022 and actual index performance from November 18, 2022 through June 30, 2026, along with the index’s historical asset-class weights.
The Index is an "excess return" benchmark composed of notional futures-based exposures across U.S. and non-U.S. equities, fixed income, commodities and FX, rebalanced under a rules-based momentum strategy and subject to a 1.00% per annum daily deduction. J.P. Morgan Securities LLC sponsors and calculates the Index and may adjust it under defined circumstances. The text emphasizes that all backtested results and past allocations—hypothetical or actual—are illustrative only and not indicative of future results, and it lists numerous risks, including strategy change risk, concentration in bond constituents, correlation and volatility regime risk, futures and roll risk, non-U.S. market and currency risk, and potential short-position and margin-impact risks. Notes linked to the Index are unsecured, not bank deposits, not FDIC insured and not guaranteed by any bank.
JPMorgan Chase & Co. provides an updated performance snapshot for the S&P® Global 100 PR 5% Daily Risk Control 0.5% Deduction Index (USD) ER, which aims to track the S&P® Global 100 Index while targeting 5% annualized volatility. The index deducts a notional financing cost based on the Effective Federal Funds Rate and a daily index fee equal to 0.50% per year, and is calculated on an excess return basis.
The update compares hypothetical and actual performance from June 2016 to June 2026 against two notional 30/70 stock-bond portfolios, showing a 10-year annualized return of 2.58% and 10-year annualized volatility of 4.21% for the index, with a Sharpe Ratio of 0.61. It highlights that much of the history is backtested before the index’s establishment on September 18, 2023, and stresses that past and backtested performance are not indicative of future results.
Key risks include the impact of the ongoing 0.50% annual index deduction and notional financing cost, potential failure to meet the 5% target volatility, dynamic rebalancing that may limit upside or magnify downside, and the possibility that the index may be significantly uninvested. The text also notes that JPMorgan Chase & Co. is one of the companies in the underlying S&P® Global 100 Index and directs investors to broader risk factor disclosures in related offering documents.
JPMorgan provides a July 2026 performance and risk update for the S&P 500® Daily Risk Control 5% Index, a volatility-target strategy that allocates between the S&P 500 and a cash component to target 5% volatility. Volatility is based on exponentially weighted historical returns, and the index is calculated on an excess return basis with a notional financing cost deduction.
From June 2016 through June 2026, the S&P 500 Daily Risk Control 5% Excess Return Index shows a Sharpe Ratio of 0.81, 10-year annualized volatility of 5.06%, and 10-year annualized return of 4.08%. Over one year, its return is 4.77%. This compares with the Domestic 30/70 Portfolio (ER), which has a Sharpe Ratio of 0.46, 10-year volatility of 6.41% and 10-year annualized return of 2.94%, and the Global 30/70 Portfolio (ER), with a Sharpe Ratio of 0.21, 10-year volatility of 6.22% and 10-year annualized return of 1.33%.
The update highlights that all portfolio performance data is partly hypothetical and that past and backtested performance are not indicative of future results. Key risks include the possibility that the index may not meet its 5% volatility target, may be significantly uninvested, and reflects a notional financing cost, with a recently changed methodology for that cost.
JPMorgan Chase & Co. provides an index supplement describing the S&P Global 100 PR 5% Daily Risk Control 0.5% Deduction Index (USD) ER, including hypothetical backtested and actual historical monthly and annual returns.
Backtested index performance uses constituent data from November 20, 1996 through September 17, 2023, while actual performance covers September 18, 2023 through June 30, 2026. The index level reflects a 0.50% per annum index deduction and a notional financing cost, both deducted daily.
Key risks highlighted include that the index may not outperform or underperform its underlying index, may not approximate its 5% target volatility, and may be significantly uninvested so that part of the index earns no return. JPMorgan Chase & Co. is one of the companies in the underlying index. All historical and backtested performance and allocations are emphasized as not indicative of future results.
JPMorgan Chase & Co. provides an index supplement describing the S&P 500® Daily Risk Control 10% Index, including hypothetical backtested returns from December 31, 1998 through May 12, 2009 and actual index performance from May 13, 2009 through June 30, 2026. The index targets 10% volatility by adjusting daily exposure to the S&P 500, and its level reflects a deduction for a notional financing cost.
The material emphasizes that historical and backtested returns are hypothetical, based on current index methodology and, at times, proxy constituents. It highlights risks such as the index potentially failing to approximate its 10% volatility target, being significantly uninvested so part of it earns no return, and daily exposure adjustments that can limit upside or magnify downside moves relative to the underlying S&P 500. It also notes JPMorgan is one of the companies in the underlying index and that the methodology for calculating notional financing cost was recently changed, urging investors to review broader risk factor disclosures and stressing that past and backtested performance are not indicative of future results.