Jpmorgan Chase SEC Filings

JPMorgan Chase Financial Company LLC is offering structured notes due May 16, 2031, fully guaranteed by JPMorgan Chase & Co., linked to the MerQube US Tech+ Vol Advantage Index. The notes can be automatically called starting May 17, 2027; call premiums range from $175 to $875 per $1,000. The Index is subject to a 6.0% per annum daily deduction and a notional financing cost; investors face up to 85.00% principal loss at maturity if the Index falls beyond a 15.00% buffer. Estimated note value shown is $907.80 per $1,000 and will not be less than $900.00 when terms are set. Minimum denomination is $1,000. Terms, final Call Premium Amounts and pricing will be provided in the pricing supplement.

JPMorgan Chase & Co. published a performance update supplement for the J.P. Morgan Kronos+ SM Index, linked to the S&P 500® Price Index, providing backtested and actual historical returns and risk metrics through April 30, 2026. The supplement shows a 10‑year annualized return, 10‑year volatility, and Sharpe ratio for both the Kronos+ Index and the S&P 500 Price Index, and discloses the Index fee of 0.95% per annum. The update reiterates that the Index was established on December 22, 2020, that it does not reinvest dividends, and that past or backtested performance is not indicative of future results.

The document lists recent historical exposure windows (fully invested, uninvested, 2x leveraged) for February–April 2026, highlights model limitations and selected risks (including fee deductions, notional financing cost, limited operating history, and strategy overlap), and refers readers to the product, underlying and pricing supplements for full risk disclosure.

JPMorgan Chase & Co. presents an index supplement and prospectus supplements for the J.P. Morgan Kronos+ SM Index, providing hypothetical backtested and actual historical monthly and annual returns and related selected risks.

The materials state the Index was established on December 22, 2020, that historical measures combine S&P 500 Price Return data from July 7, 1954 through December 21, 2020 and actual Index performance through April 30, 2026, and that the Index level reflects a fee deduction of 0.95% per annum plus, in some cases, a notional financing cost tied to the Effective Federal Funds Rate. The supplements emphasize that past and backtested performance are not indicative of future results and list multiple strategy and model risks including limited operating history and potential for being uninvested in the Constituent.

The prospectus supplement and index/product supplements present the MerQube US Small-Cap Vol Advantage Index performance data, showing hypothetical backtested returns from January 7, 2005 through June 17, 2022 and actual Index performance from June 21, 2022 through April 30, 2026. The presentation discloses a 6.0% per annum daily deduction applied to the Index level and emphasizes that historical and backtested results are illustrative and not predictive. The materials highlight selected risks including leverage, volatility drag, concentration and futures‑related risks and state that the Index has a limited operating history.

JPMorgan provides a performance update for the MerQube US Small‑Cap Vol Advantage Index, a rules‑based index referencing an unfunded rolling position in E‑Mini Russell 2000 futures. The Index targets 35% volatility, has a maximum futures exposure of 500% and a minimum of 0%, and is subject to a 6.0% per annum daily deduction. The Index was established on June 21, 2022 and the materials present hypothetical backtested performance through June 17, 2022 and actual performance from June 21, 2022 through April 30, 2026. The update includes historical monthly returns, end‑of‑day exposure snapshots for Feb–Apr 2026, and a risk summary describing leverage, volatility drag, concentration, and futures‑specific risks.

J.P. Morgan Multi‑Asset Index monthly supplement: the presentation provides hypothetical backtested monthly and annual returns for the Index using Constituent performance from February 22, 1994 through November 17, 2022, and actual Index performance from November 18, 2022 through April 30, 2026. The Index is an excess return index, was established on November 18, 2022, and is subject to a 1.00% per annum daily deduction. The materials show historical monthly return series, monthly reference portfolio weights (multiple periods with a recurring 40% equities allocation in many months), and prominent risk disclosures including notional composition, momentum strategy risks, potential for substitution of Constituents, currency and futures‑market risks, and limits of backtested/alternative performance. The supplement emphasizes that past performance and backtested results are not indicative of future results and directs readers to the prospectus and supplements for full risk disclosures.

The J.P. Morgan Multi‑Asset Index performance update presents hypothetical backtested performance from Apr 2016 through Apr 2026 and actual performance since the Index's launch on November 18, 2022. The Index is a momentum‑style, rolling futures‑based allocation that rebalances at least monthly and is subject to a 1.00% per annum daily deduction. Published levels use Bloomberg ticker MAX. Ten‑year risk/return metrics shown for the Index: Sharpe Ratio 0.56, 10‑year volatility 4.53%, and a 10‑year annualized return 2.52%. The document emphasizes backtesting limitations, that the Index is an excess return index (not total return), and lists related concentration, futures, currency, and margin‑related risks.

JPMorgan Chase Financial Company LLC is offering auto-callable contingent interest notes linked to the MerQube US Tech+ Vol Advantage Index, with a $1,000 original issue price per note. The notes carry a stated minimum estimated value of $900.00 and an example estimated value of $910.50 per $1,000 note. The notes pay contingent monthly interest only when the Index is at or above a 70.00% Interest Barrier on each Review Date, may be automatically called beginning May 13, 2027, and mature on May 16, 2031. Investors face credit risk of JPMorgan Financial and guarantor JPMorgan Chase & Co., a daily index deduction of 6.0% per annum plus a notional financing cost, and potential principal loss up to 80.00% at maturity if the Final Value is below the Buffer Threshold of 80.00%. The contingent interest rate will be at least 11.50% per annum as described in the pricing supplement.

JPMorgan Chase Financial priced $2,738,000 of Capped Buffered Return Enhanced Notes linked to the iShares^® MSCI EAFE ETF (EFA). The notes pay 1.50× any Fund appreciation up to a 28.00% cap and provide a 15.00% buffer before principal losses apply.

Notes priced on May 6, 2026 with expected settlement on or about May 11, 2026. The Initial Value was $104.81. The estimated value at pricing was $994.40 per $1,000 note and the original issue price was $1,000. Investors can lose up to 85.00% of principal at maturity and payments are subject to the credit risk of JPMorgan Financial and its guarantor, JPMorgan Chase & Co.