JPMORGAN CHASE & CO (JPM) SEC Filings, Jun 30, 2026

JPMorgan Chase Financial Company LLC priced $942,000 of structured notes linked to the MerQube US Large-Cap Vol Advantage Index, due July 1, 2031, with payments fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes carry a 6.0% per annum daily deduction to the Index level, an automatic-call feature beginning July 1, 2027 with staged Call Premiums, and a Barrier Amount of 60.00% of the Initial Value. If not called, maturity payment equals $1,000 plus $1,000×Index Return, exposing investors to >40% principal loss if the Final Value is below the Barrier Amount. The notes were priced on June 26, 2026 and expected to settle on or about June 30, 2026.

JPMorgan Chase Financial Company LLC priced $3,218,000 of uncapped Dual Directional Buffered Return Enhanced Notes due June 29, 2028, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes provide 1.14x participation in appreciation of the least performing of the Nasdaq-100, Russell 2000 and S&P 500, a 20.00% buffer on modest declines, and exposure to up to an 80.00% principal loss if the least performing Index falls more than the Buffer Amount. The notes were priced on June 26, 2026, expected to settle on or about July 1, 2026, offered at $1,000 per note with selling commissions of $2.50 and an estimated value at issuance of $981.20 per $1,000 principal amount.

JPMorgan Chase Financial Company LLC priced $731,000 of Capped Dual Directional Buffered Return Enhanced Notes due June 29, 2029, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay at maturity based on the least performing of the Dow Jones Industrial Average®, the Nasdaq-100® and the S&P 500®, with a Buffer Amount 20.00%, an Upside Leverage Factor 2.00 and a Maximum Upside Return 47.00%. Notes priced June 26, 2026, expected settlement on or about July 1, 2026. Minimum denomination is $1,000; original issue price per note was $1,000 with selling commissions of $3 per note and proceeds to issuer of $997 per note. The estimated value when set was $983.70 per note. These are unsecured obligations of JPMorgan Financial and subject to credit risk of JPMorgan Financial and JPMorgan Chase & Co.; investors may lose up to 80.00% of principal at maturity.

JPMorgan Chase Financial Company LLC priced $601,000 of structured notes linked to the MerQube US Large-Cap Vol Advantage Index, maturing on July 1, 2031. Each $1,000 note was sold at $1,000 with $50 in selling commissions; expected settlement is on or about June 30, 2026.

The notes pay no interest and expose holders to a 6.0% per annum daily deduction built into the Index. The notes may be automatically called starting on July 1, 2027 for cash equal to principal plus a scheduled Call Premium Amount. If not called, maturity payments depend on the Final Value versus a Barrier Amount equal to 50.00% of the Initial Value (Initial Value: 4,091.68; Barrier: 2,045.84), so holders face significant principal loss if the Index falls below the Barrier.

JPMorgan Chase Financial Company LLC is offering $5,038,000 of auto-callable contingent interest notes due July 1, 2031, fully guaranteed by JPMorgan Chase & Co. The notes pay quarterly Contingent Interest Payments at a 8.15% per annum contingent rate when each Index is at or above an Interest Barrier of 70.00% of its Initial Value. The notes are automatically callable beginning on June 28, 2027 if each Index closes at or above its Initial Value on a Review Date; maturity payments depend on the performance of the least performing of the Dow Jones Industrial Average®, Nasdaq-100® and Russell 2000® indices. The notes price is $1,000 per note (minimum denominations of $1,000), with a price to public totaling $5,038,000 and proceeds to issuer totaling $4,830,182.50. The estimated value at pricing was $930.50 per $1,000 note. Investors bear index downside risk, issuer and guarantor credit risk, limited appreciation (no upside participation), potential illiquidity, and uncertainty in tax treatment.

JPMorgan Chase Financial Company LLC priced $760,000 of structured notes due June 29, 2029, fully guaranteed by JPMorgan Chase & Co. The notes pay no interest and may be automatically called on specified Review Dates beginning July 1, 2027 for a cash payment equal to principal plus a scheduled Call Premium Amount. At maturity, if not called and the Final Value of every Index is at or above its 70.00% Barrier Amount, investors receive principal; otherwise payment is reduced by the Least Performing Index Return, exposing investors to loss of principal up to 100%. The notes reference the Dow Jones Industrial Average, the Nasdaq-100 and the Russell 2000 and were priced on June 26, 2026 with settlement expected on or about July 1, 2026. Investors should review the Risk Factors and tax discussion in the accompanying supplements.

JPMorgan Chase Financial Company LLC is offering uncapped Accelerated Barrier Notes linked to the S&P 500® Index due July 3, 2031, fully guaranteed by JPMorgan Chase & Co. Each note has a $1,000 principal amount and is designed to provide an uncapped return equal to 1.0825 times positive Index appreciation at maturity. If the Index falls below a 75% Barrier of the Initial Value on the Observation Date, investors lose principal proportionally. The pricing supplement shows an estimated value of $985.30 per $1,000 note and a stated minimum estimated value of $960.00. Investors forgo interest and dividends, face issuer and guarantor credit risk, and should expect limited secondary market liquidity.

JPMorgan Chase Financial Company LLC priced $269,000 of Auto Callable Contingent Interest Notes linked to the MerQube US Large-Cap Vol Advantage Index, due July 1, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a Contingent Interest Payment on a Review Date only if the Index closing level is at or above an Interest Barrier equal to 60.00% of the Initial Value. The notes may be automatically called on a Review Date (other than the first, second, third and final Review Dates) if the Index closing level is greater than or equal to the Initial Value; the earliest automatic-call date is June 28, 2027. Pricing date was June 26, 2026 with expected settlement on or about June 30, 2026. Original issue price per note was $1,000 (fees $50; proceeds to issuer $950); the estimated value at pricing was $888.10 per $1,000 note. The Index includes a 6.0% per annum daily deduction, is leveraged (up to 500% exposure) and targets a 35% implied volatility; these features and other risks may materially reduce returns, including loss of principal.

JPMorgan Chase Financial Company LLC priced $1,439,000 of structured notes linked to the MerQube US Tech+ Vol Advantage Index, expected to settle on or about June 30, 2026. The notes mature July 1, 2031, are unsecured obligations of JPMorgan Financial and fully guaranteed by JPMorgan Chase & Co. The notes may be automatically called beginning July 1, 2027 on scheduled Review Dates for a cash payment equal to $1,000 plus a variable Call Premium Amount. Investors face a 15.00% buffer against losses at maturity and may lose up to 85.00% of principal if the Final Value is more than 15.00% below the Initial Value. The Index applies a 6.0% per annum daily deduction and a notional financing cost to the QQQ Fund exposure, which materially reduces index performance and the notes' exposure. The notes do not pay interest or dividends and were sold at $1,000 each with selling commissions of $41.50 per note.