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 & Co. provides a July 2026 performance update for the rules-based J.P. Morgan Total Return SM Index, which allocates dynamically among 12 U.S. dollar fixed income ETFs. The Index rebalances monthly into the basket with the highest prior 6‑month performance, generally subject to a 5% historical volatility threshold and concentration limits, and is calculated on a total return basis.
The Index was established on July 13, 2017. Reported annual returns include gains of 12.96% in 2019, 7.62% in 2020, and 6.92% in 2023, and a loss of 9.72% in 2022. The update emphasizes that results before launch are hypothetical backtests using proxies and that both past and backtested performance are not indicative of future results.
Key risks highlighted include reliance on a momentum-based strategy, the limited operating history, the use of notional (rather than actual) assets, and exposure to various fixed-income sectors such as high yield, emerging markets, mortgage-backed securities, preferred stock, and inflation-protected securities. Credit risk of JPMorgan Financial and JPMorgan Chase & Co. also applies to notes linked to the Index.
JPMorgan Chase Financial Company LLC is offering unsecured, unsubordinated callable contingent interest notes due June 23, 2028, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a Contingent Interest Payment on each Review Date only if the closing level of both the Nasdaq-100® Technology Sector and the Russell 2000® Index is at or above 70.00% of its Initial Value, which serves as both the Interest Barrier and Trigger Value in the examples. The indicative Contingent Interest Rate is at least 10.30% per annum, paid monthly if conditions are met.
The issuer can redeem the notes early, in whole but not in part, on any Interest Payment Date starting on October 22, 2026, paying $1,000 per note plus the applicable contingent interest, after which no further payments are made. If the notes are not redeemed and, on the final Review Date, the Final Value of either index is below its Trigger Value, investors receive $1,000 plus $1,000 times the Lesser Performing Index Return and may lose a significant portion or all of principal. The estimated value is approximately $957.40 per $1,000 note if priced today and will not be less than $900.00 per $1,000 at pricing, reflecting embedded costs and issuer funding assumptions. The notes do not pay fixed interest, do not provide upside participation in either index, and are subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co.
J.P. Morgan provides a July 2026 performance update for the J.P. Morgan Multi-Asset Index, a rules-based futures strategy that reallocates at least monthly among up to 10 futures-based indices across equities, fixed income, commodities and regions, subject to volatility and concentration limits and a daily deduction of 1.00% per annum. The index was established on November 18, 2022 and combines hypothetical backtested data from February 1994 through November 2022 with actual performance thereafter.
Over the most recent 10-year period shown, the index exhibits a Sharpe Ratio of 0.48, annualized volatility of 4.54% and an annualized return of 2.18%, compared with a Domestic 30/70 equity/bond portfolio at a Sharpe Ratio of 0.46, volatility of 6.39% and return of 2.94%. The update details recent monthly asset and regional weights, monthly and annual return history since 2017, and extensive risk disclosures emphasizing the limits of backtested data, the excess-return construction, potential concentration in bond constituents, use of notional assets and short positions, and broad market, futures, correlation and liquidity risks.
JPMorgan Chase & Co. provides updated hypothetical and actual historical performance data for the MerQube US Large-Cap Vol Advantage Index, which underlies certain structured notes. Performance is backtested from January 7, 2005 through February 10, 2022 and based on actual index levels from February 11, 2022 through June 30, 2026.
The Index was established on February 11, 2022 and is an excess return index using futures and significant leverage, with a 6.0% per annum daily deduction. Disclosures highlight risks including volatility drag, potential for the index to be significantly uninvested, concentration and futures-contract risks, and the possibility that the Index may not approximate its target volatility or outperform alternative strategies.
The material stresses that historical and hypothetical backtested results, calculated by MerQube, have inherent limitations and are not indicative of future performance, and that investments in notes linked to the Index may not be suitable for all investors.
JPMorgan Chase Financial Company LLC is offering unsecured, auto callable contingent interest notes due July 29, 2032, linked to the MerQube US Tech+ Vol Advantage Index and fully guaranteed by JPMorgan Chase & Co. Investors may receive a monthly Contingent Interest Payment only when the Index closes at or above 70.00% of its Initial Value, and the notes are automatically called quarterly if the Index is at or above the Initial Value, beginning July 26, 2027.
If the notes are not called and the Final Value is below the Trigger Value of 50.00% of the Initial Value, repayment at maturity is reduced dollar-for-dollar with Index losses, potentially to zero, so principal is not protected. The indicative Contingent Interest Rate is at least 17.60% per annum, but payments can be skipped for any period when the barrier is not met. The Index embeds a 6.0% per annum daily deduction and a notional financing cost tied to SOFR plus 0.50%, which systematically drags performance and can cause the Index to lag the QQQ Fund and similar benchmarks. An initial estimated value of approximately $935.40 per $1,000 note (not less than $900.00) reflects embedded costs, and liquidity will depend on JPMS making a market, with likely discounts to the issue price.
JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering structured notes linked individually to the Dow Jones Industrial Average®, the Russell 2000® Index and the S&P 500® Index, maturing on July 18, 2030, in minimum denominations of $1,000. The notes may be automatically called on any annual Review Date from July 20, 2027 if each Index closes at or above its Call Value, set at 100.00% of its Initial Value, paying back $1,000 plus a Call Premium Amount of at least 13.15%, 26.30%, 39.45% or 52.60% of principal, depending on the call year.
If not called, principal is protected only if the Final Value of every Index is at or above its Barrier Amount, set at 70.00% of its Initial Value. If any Index finishes below its Barrier, repayment is reduced one-for-one with the Least Performing Index’s loss, so investors can lose more than 30% and up to all principal. The issuer states that, if priced today, the estimated value would be about $971.30 per $1,000 note and will not be less than $900.00 per $1,000, reflecting embedded fees, hedging costs and the issuer’s internal funding rate. The notes pay no interest or dividends and are unsecured obligations subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co.
JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering unsecured, callable contingent interest notes due July 19, 2029 linked individually to the Nasdaq-100 Index®, the Russell 2000® Index and the S&P 500® Index. Investors receive a Contingent Interest Payment on a Review Date only if each index closes at or above 70.00% of its Initial Value (the Interest Barrier). The issuer may redeem the notes early on specified Interest Payment Dates, beginning January 21, 2027, paying $1,000 per note plus any due contingent interest.
If the notes are not redeemed early and on the final Review Date any index finishes below its 70.00% Trigger Value, principal is reduced 1% for each 1% decline in the Least Performing Index, potentially to zero. The illustration table assumes a Contingent Interest Rate of 9.40% per annum (0.78333% per month), with total contingent interest over the term ranging from $0 to $282.0000 per $1,000 note, depending on how many payments occur. If priced today, the estimated value would be approximately $949.50 per $1,000 note, and at pricing it will not be less than $900.00, reflecting selling commissions, structuring and hedging costs.
JPMorgan provides a performance update for notes linked to the MerQube US Large‑Cap Vol Advantage Index, an index established on February 11, 2022. The index offers rules‑based exposure to unfunded E‑Mini S&P 500 futures, targeting 35% volatility with dynamic exposure between 0% and 500% of futures notional. The index level reflects a 6.0% per annum daily deduction.
For the period from June 2016 through June 2026, the index shows a backtested and actual 10‑year annualized return of 15.54% with 10‑year annualized volatility of 29.75%, compared with the S&P 500 Index at 13.58% return and 18.10% volatility. Monthly and annual hypothetical and actual returns from January 2017 through June 2026 are presented, alongside recent daily exposure levels through June 2026.
The update highlights extensive risks, including leverage up to 500%, potential volatility drag, limited operating history, excess‑return structure, and reliance on hypothetical backtested results. Multiple disclaimers emphasize that historical and backtested performance are not indicative of future results and that the notes are unsecured, not bank deposits, and not insured by government agencies.
JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering auto callable contingent interest notes linked to the MerQube US Large-Cap Vol Advantage Index, maturing on July 20, 2028. Investors receive monthly Contingent Interest Payments only if, on each Review Date, the Index closes at or above 70.00% of its Initial Value (the Interest Barrier). The notes are automatically called, starting January 19, 2027, if on an applicable Review Date (after the first five) the Index is at or above the Initial Value, paying back $1,000 plus that period’s interest. If the notes are not called and the Final Value is below the Trigger Value (also 70.00% of Initial Value), repayment is reduced 1% for each 1% Index decline, down to zero, so investors risk losing all principal. The Index uses leveraged exposure (up to 500%) to E‑mini S&P 500 futures and is reduced by a 6.0% per annum daily deduction, which drags performance. The indicative estimated value is between $900.00 and about $925.10 per $1,000 note, below the issue price, reflecting selling costs and hedging.
JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering unsecured callable contingent interest notes linked individually to the Dow Jones Industrial Average®, the Russell 2000® Index and the S&P 500® Index, maturing on June 20, 2031. Investors may receive a monthly Contingent Interest Payment only when the closing level of each Index on a Review Date is at least 75.00% of its Initial Value, the Interest Barrier; otherwise no interest is paid for that period.
The issuer can redeem the notes early, in whole, on specified Interest Payment Dates, starting January 21, 2027, paying $1,000 per note plus any due contingent interest. If the notes are not called and, on the final Review Date, the Final Value of any Index is below its Trigger Value of 60.00% of its Initial Value, principal is reduced 1% for each 1% decline in the Least Performing Index, down to a total loss. The hypothetical Contingent Interest Rate will be at least 9.45% per annum, and the indicative estimated value is about $967.50 per $1,000 note, not less than $900. Payments and pricing are subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co.