Jpmorgan Chase SEC Filings

JPMorgan Chase Financial Company LLC priced $3,861,000 of Auto Callable Buffered Return Enhanced Notes linked to the iShares® Semiconductor ETF (SOXX). The notes priced on May 7, 2026 and are expected to settle on or about May 12, 2026. They pay $1,000 per note at issuance, carry a Call Premium Amount of $204.00, an Upside Leverage Factor of 1.25 and a Buffer Amount of 15.00%. An automatic call may occur if the Fund’s closing price on the May 13, 2027 Review Date is at or above the Call Value, in which case holders would receive $1,204.00 per $1,000 note on the Call Settlement Date. If not called, maturity is May 11, 2028 with payoff formulas that provide 1.25× upside participation above the Initial Value but expose holders to up to 85.00% principal loss if the Fund declines below the buffer. Payments are unsecured obligations of JPMorgan Financial and fully and unconditionally guaranteed by JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC is offering auto-callable contingent interest notes linked to Coinbase Global, Inc. Class A common stock. The notes pay a Contingent Interest Payment on each Review Date only if the Reference Stock closes at or above 60.00% of the Initial Value (the Interest Barrier) and will be automatically called if the stock closes at or above the Initial Value on a Review Date. The notes have a hypothetical minimum Contingent Interest Rate of 31.50% per annum (at least 7.875% per quarter), an estimated value at pricing of approximately $943.30 per $1,000 (not less than $920.00 per $1,000), price and settlement expected on or about May 29, 2026 and June 3, 2026, respectively, and a scheduled maturity of May 31, 2029. Investors are exposed to credit risk of the issuer and guarantor, the risk of losing principal if the Final Value is below the Trigger Value, limited upside (no direct equity appreciation or dividends), lack of liquidity, potential acceleration or adjustment events, and specific U.S. and withholding tax uncertainties.

JPMorgan Chase Financial Company LLC is offering Auto Callable Contingent Interest Notes due May 18, 2029, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes have a $1,000 principal amount per note, are expected to price on or about May 15, 2026, and to settle on or about May 20, 2026.

The notes pay a Contingent Interest Payment on each Review Date only if the closing level of each Index (Dow Jones Industrial Average®, Nasdaq-100®, Russell 2000®) is greater than or equal to an Interest Barrier equal to 70.00% of its Initial Value. The Contingent Interest Rate will be at least 10.25% per annum. The notes will be automatically called if, on any applicable Review Date (other than the first five and the final Review Date), the closing level of each Index is greater than or equal to its Initial Value; the earliest possible automatic call date is November 16, 2026. At maturity, if the notes have not been called and the Final Value of any Index is less than its Trigger Value, the payment equals $1,000 + ($1,000 × Least Performing Index Return), exposing investors to principal loss.

JPMorgan Chase Financial Company LLC is offering Uncapped Digital Barrier Notes linked to the least performing of the Dow Jones Industrial Average®, the Nasdaq-100® and the S&P 500® Index. The notes have a Contingent Digital Return of at least 51.30%, a barrier set at 75.00% of each Index's initial value, a pricing date on or about June 1, 2026, expected settlement on or about June 4, 2026, and an observation date of June 3, 2030 with maturity on June 6, 2030. Minimum denomination is $1,000. Payment at maturity depends on the least performing Index: if all Final Values are >= Initial Values you receive $1,000 plus the greater of the Contingent Digital Return or the Least Performing Index Return; if any Index falls below its Barrier Amount you are exposed to downside and could lose up to all principal. The estimated value at issuance is approximately $966.40 per $1,000 note (not less than $900.00). Payments are unsecured obligations of JPMorgan Financial and fully guaranteed by JPMorgan Chase & Co.; credit and liquidity risks, secondary-market discounts, tax considerations and conflicts of interest are disclosed in the supplement.

JPMorgan Chase Financial Company LLC priced $380,000 of Auto Callable Contingent Interest Notes linked to the VanEck® Gold Miners ETF due May 11, 2028, guaranteed by JPMorgan Chase & Co. The notes pay contingent quarterly interest at a stated 13.75% per annum when the Fund’s closing price on a Review Date is ≥ the Interest Barrier (70.00% of the Strike Value) and are automatically called early if the Fund’s closing price on a Review Date (other than the final) is ≥ the Strike Value. At maturity, if the Final Value is below the Trigger Value, principal is reduced pro rata by the Fund Return. The notes priced on May 7, 2026 (settlement expected on or about May 12, 2026) and have an estimated value of $958.80 per $1,000 note when issued.

JPMorgan Chase Financial Company LLC priced $565,000 of Auto Callable Contingent Interest Notes linked to NVIDIA Corporation common stock, due May 11, 2028, with minimum denominations of $1,000. The notes pay contingent monthly interest at a 15.00% per annum rate when the Reference Stock closes at or above an Interest Barrier equal to 65.00% of the Strike Value on Review Dates. The notes may be automatically called beginning May 6, 2027 if the closing price on a Review Date (other than the first through eleventh and final Review Dates) is at or above the Strike Value; if called, holders receive principal plus accrued contingent interest. Pricing occurred on May 7, 2026 with expected settlement on or about May 12, 2026. The original issue price was $1,000 per note, the estimated value was $978.50 per $1,000 note, and selling commissions were $4.00 per $1,000 note. The notes are unsecured obligations of JPMorgan Financial and are fully and unconditionally guaranteed by JPMorgan Chase & Co.; payments are subject to the credit risk of both entities.

JPMorgan Chase Financial Company LLC is offering $6,256,000 of Auto Callable Contingent Interest Notes linked to the MerQube US Large-Cap Vol Advantage Index, due May 12, 2031, issued in $1,000 minimum denominations. The notes pay monthly contingent interest at an annualized 11.40% rate when the Index is at or above an Interest Barrier equal to 60.00% of the Initial Value, are subject to a 6.0% per annum daily deduction to the Index level, and are unsecured obligations of JPMorgan Financial guaranteed by JPMorgan Chase & Co. The notes may be automatically called beginning May 7, 2027 if the Index closing level on a Review Date equals or exceeds the Initial Value. Investors bear credit risk of the issuer and guarantor, may lose some or all principal if the Final Value is below the Trigger Value, and should expect limited liquidity and no dividend rights on underlying securities.

JPMorgan Chase Financial Company LLC is offering structured notes linked to the MerQube US Large‑Cap Vol Advantage Index, maturing on May 16, 2029, and fully guaranteed by JPMorgan Chase & Co. The notes may be automatically called beginning May 12, 2027 if the Index closes at or above a Call Value equal to 90.00% of the Initial Value; call premiums range from at least 17.25% (first Review Date) up to 51.75% (final Review Date). The Index reflects a 6.0% per annum daily deduction and uses a target implied volatility of 35% to set leveraged exposure to E‑mini S&P 500 futures. If not called, maturity payoff depends on the Final Value versus a Barrier Amount of 65.00% of the Initial Value; a Final Value below the Barrier exposes investors to full downside, potentially losing all principal.

JPMorgan Financial is offering market-linked, auto-callable securities with leveraged upside participation and contingent downside principal-at-risk, linked to the lowest performing of the Russell 2000®, the S&P 500® and the Nasdaq-100®, with a $1,000 principal amount per security. Pricing is expected May 13, 2026 and issuance May 18, 2026, with stated maturity May 18, 2028 and a single call date of May 18, 2027. The instruments pay at least a 12.65% call premium if automatically called and feature a 125% upside participation rate. If not called, maturity payoffs depend on the lowest performing index: gains may be amplified by the upside participation or, if the lowest performing index falls below its 70% threshold, investors have full downside exposure and may lose more than 30% or all principal.