JPMORGAN CHASE & CO SEC Filings

JPMorgan Chase Financial Company LLC is offering auto callable notes linked to the MerQube US Tech+ Vol Advantage Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes have $1,000 minimum denominations, are expected to settle on or about August 20, 2026 and mature on August 22, 2033.

Starting August 19, 2027, if on any Review Date the Index is at least its Initial Value (the 100% Call Value), the notes are automatically called, paying $1,000 plus a Call Premium of at least 9.10% to 54.60% over successive years. If never called, at maturity investors receive $1,000 plus any positive Index Return at a 100% participation rate; if the Index is flat or down, only principal is repaid, subject to issuer and guarantor credit risk.

The Index embeds a 6.0% per annum daily deduction and a daily notional financing cost on its QQQ Fund exposure, which structurally drags performance versus an undeducted index. The estimated economic value is about $907 per $1,000 note at launch (not less than $900), reflecting structuring and distribution costs. The notes pay no interest, provide no QQQ dividends, are unsecured, and are not exchange-listed, so liquidity and secondary market pricing may be limited.

JPMorgan Chase Financial Company LLC is issuing $168,062,000 of Callable Fixed Rate Notes due February 11, 2030, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay fixed interest at an annual rate of 5.05%, using a 30/360 day count convention, with interest payable in arrears on February 11 and August 11 of each year, beginning February 11, 2027.

On each February 11, May 11, August 11 and November 11 from August 11, 2027 through November 11, 2029, the issuer may redeem the notes in whole, but not in part, at par plus accrued and unpaid interest, subject to the specified Business Day and Interest Accrual Conventions. If not previously called, investors receive the principal amount plus accrued and unpaid interest at maturity on February 11, 2030. The price to the public is $1,000 per note, including selling commissions of $3.060 per $1,000, resulting in proceeds to the issuer of $996.940 per note. The notes are unsecured debt obligations, not bank deposits, not FDIC insured, and involve risks described in the referenced risk factor sections.

JPMorgan Chase Financial Company LLC is offering Uncapped Accelerated Barrier Notes due August 24, 2032, linked to the lesser performing of the EURO STOXX 50® Index and the STOXX® Europe 600 Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes target an unlimited upside at maturity equal to at least 2.275× any positive return of the lesser performing index, but pay no interest and no dividends.

If, on the observation date, the final level of each index is at or above 70% of its initial level, investors receive their $1,000 principal per note; if both are above their initial levels, the leveraged upside applies. If either index ends below 70% of its initial level, principal is reduced one-for-one with the decline of the lesser performing index, down to a total loss if it falls 100%. The notes are unsecured obligations subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co., have a minimum denomination of $1,000, and are expected to price around August 19, 2026 and settle around August 24, 2026. An indicative estimated value is about $935.90 per $1,000 note, and will not be less than $900.00, reflecting embedded selling, structuring and hedging costs.

JPMorgan Chase Financial Company LLC is issuing $500,000 of Uncapped Buffered Return Enhanced Notes linked to the least performing of Alphabet Class A, Microsoft, and Amazon common stock, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes have a Pricing Date of August 7, 2026, are expected to settle on or about August 12, 2026, and mature on August 10, 2029, with minimum denominations of $1,000.

At maturity, if the final price of each reference stock is above its initial price, investors receive $1,000 plus 2.535x the gain of the least performing stock. If any stock is down by up to the 30.00% Buffer Amount, principal is returned. If any stock is down more than 30%, repayment is reduced dollar-for-dollar beyond the buffer, with up to a 70.00% loss of principal possible. The notes pay no interest or dividends and are subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co.

The price to the public is $1,000 per note, including $8.50 in selling commissions, for issuer proceeds of $991.50 per note. The estimated value at pricing was $981.70 per $1,000 note, reflecting structuring, hedging and distribution costs, and secondary market prices are expected to be below the issue price.

JPMorgan Chase Financial Company LLC is offering Capped Dual Directional Buffered Equity Notes linked to the S&P 500® Index, fully and unconditionally guaranteed by JPMorgan Chase & Co., and scheduled to mature on August 30, 2028.

The notes provide unleveraged upside to index appreciation up to a Maximum Upside Return of at least 25.80%, and, if the index is flat or down by up to a 15.00% Buffer Amount, a positive return equal to the absolute decline. If the index falls by more than 15%, principal is reduced 1% for each additional 1% drop, for a maximum loss of 85.00% of principal.

The price to public is $1,000 per note in minimum denominations of $1,000, with an indicative estimated value of about $990 per $1,000 and not less than $970 at pricing. The notes pay no interest or dividends, are unsecured obligations subject to the credit risk of both issuers, and will not be listed, so secondary market liquidity and pricing are uncertain.

JPMorgan Chase Financial Company LLC is offering auto callable contingent interest notes linked to the MerQube US Large-Cap Vol Advantage Index, maturing on August 19, 2032 and fully guaranteed by JPMorgan Chase & Co. Investors may receive a monthly Contingent Interest Payment only when, on an Interest Review Date, the Index closes at or above 70.00% of the Initial Value (the Interest Barrier). The notes are automatically called on quarterly Autocall Review Dates if the Index closes at or above the Initial Value, with the earliest possible call on August 16, 2027, returning principal plus the applicable contingent interest.

If the notes are not called, principal repayment at maturity depends on the Index level at the final Review Date. If the Final Value is at or above the Trigger Value of 50.00% of the Initial Value, investors receive full principal back plus any final contingent coupon; otherwise, repayment is reduced 1% for every 1% the Index has fallen from the Initial Value, potentially down to $0. The Index employs a leveraged futures strategy with exposure up to 500% of E-mini S&P 500 futures and is subject to a 6.0% per annum daily deduction, which creates a persistent drag on performance. The hypothetical Contingent Interest Rate is shown as 17.70% per annum (1.475% per month), and the estimated value is approximately $922.70 per $1,000 note, not less than $900. The notes are unsecured, not FDIC insured, issued in $1,000 minimum denominations, and carry significant market, index, liquidity, credit and tax risks.

JPMorgan Chase Financial Company LLC is issuing $1,500,000 in unsecured Review Notes linked to the lesser performing of the iShares Silver Trust (SLV) and the SPDR Gold Trust (GLD), fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes, in $1,000 denominations, priced on August 7, 2026 and are expected to settle on or about August 12, 2026, and may be automatically called quarterly starting August 11, 2027 if each fund’s price is at or above its Call Value of 100% of Initial Value.

On a call, investors receive $1,000 plus a fixed Call Premium Amount (from 15.2% on the first Review Date up to 76.0% on the final Review Date) and the notes terminate. If not called, principal is protected only by a 20.00% buffer; if either fund falls more than 20% from its Initial Value at final valuation, repayment is reduced 1% for each 1% beyond the buffer, up to an 80.00% principal loss. The notes pay no interest and expose holders to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co. The price to public is $1,000 per note, including $5 in selling commissions, while the issuer’s own estimated value is $968.10 per $1,000 note.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is issuing $1,288,000 of Auto Callable Contingent Interest Notes linked to the Class A common stock of Meta Platforms, Inc. The notes pay a Contingent Interest Rate of 12.00% per annum (3.00% per quarter) if, on a Review Date, Meta’s closing price is at least the Interest Barrier of $355.26, which is 60.00% of the Initial Value of $592.10. The notes may be automatically called starting February 8, 2027 if Meta’s price on a Review Date (other than the first and final) is at least the Initial Value, returning principal plus due and unpaid contingent interest. At maturity on August 10, 2028, if not called and the Final Value is at least the Trigger Value (also $355.26), investors receive principal plus due contingent interest; otherwise the payoff is $1,000 plus $1,000 times the stock return, exposing holders to losses greater than 40% and potentially a full loss of principal. The notes are unsecured, unsubordinated obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., carry an original issue price of $1,000, estimated value of $964.90 per note, and will not be listed on any exchange.

JPMorgan Chase Financial Company LLC is offering structured callable notes linked to the MerQube US Tech+ Vol Advantage Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. Each note has a $1,000 minimum denomination and may be automatically called quarterly from August 16, 2027 onward if the Index closing level is at or above 100% of the Initial Value. In that case, holders receive $1,000 plus a call premium that starts at 25.65% of principal on the first Review Date and rises to 128.25% on the final Review Date.

If the notes are not called and the Final Value is at least 50% of the Initial Value (the Barrier Amount), investors receive full principal at maturity on August 15, 2031. If the Final Value is below the Barrier Amount, repayment is $1,000 + ($1,000 × Index Return), exposing investors to losses greater than 50% and potentially a total loss. The Index includes a 6.0% per annum daily deduction and a daily notional financing cost on its QQQ Fund exposure, which are described as a persistent drag on performance. The notes pay no interest or dividends and carry the credit risk of both JPMorgan Financial and JPMorgan Chase & Co. The indicative estimated value is about $940 per $1,000 at launch and will not be less than $900.