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 (symbol: JPM) is the issuer of record for a Form 424B2 filing submitted to the SEC.
JPMORGAN CHASE & CO (symbol: JPM) is the issuer of record for a Form 424B2 filing submitted to the SEC.
JPMorgan Chase & Co. (JPM) provides an index supplement describing the J.P. Morgan Kronos US Equity (JPUSKRSP) Index, a rules-based strategy that varies exposure to the S&P 500 Price Index based on calendar patterns. The index seeks to exploit historical effects around the start and end of months, monthly options expiries, and end‑of‑month mean reversion, using exposures of 50%, 100% or 150% leveraged long to the S&P 500.
The index does not include dividends and is subject to a 0.35% per annum fee deducted daily, and a notional financing cost when 150% exposure is applied. Long backtests from 1954 to 2026 show hypothetical annualized return of 7.99%, annualized volatility of 16.00%, and a maximum drawdown of -56.78%, compared with the S&P 500 Price Index’s return of 10.69%, volatility 18.96%, and drawdown -62.02%. JPM emphasizes that these results are hypothetical, not independently verified, and not indicative of future performance.
Key risks highlighted include the index’s limited live history (since June 11, 2021), potential conflicts as J.P. Morgan affiliates design and calculate the index, the drag from fees and financing costs, the possibility that historical calendar and options‑related patterns may not persist, periods when the index is only 50% invested while the S&P 500 rises, and sensitivity to the Effective Federal Funds Rate through notional cash and financing components.
JPMORGAN CHASE & CO (JPM), through JPMorgan Chase Financial Company LLC, is issuing $675,000 of Auto Callable Contingent Interest Notes linked to the MerQube US Tech+ Vol Advantage Index, due August 25, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co.
The notes pay a contingent interest rate of 15.50% per annum (3.875% quarterly) only if, on each quarterly Interest Review Date, the Index is at or above the Interest Barrier of 70.00% of the Initial Value. The notes are subject to semiannual automatic call starting August 20, 2027 if the Index is at or above 90.00% of the Initial Value, in which case investors receive $1,000 plus the applicable contingent interest and no further payments.
If not called and the Final Value is at or above the Trigger Value of 50.00% of the Initial Value, investors receive $1,000 per note at maturity plus any final contingent interest. If the Final Value is below the Trigger Value, repayment is reduced by the full negative Index return, and investors can lose more than 50% and up to all of principal. The Index embeds a 6.0% per annum daily deduction and a daily notional financing cost, which drag performance. The notes are unsecured obligations subject to the credit risk of both JPMorgan Chase Financial Company LLC and JPMorgan Chase & Co. The original issue price is $1,000 per note; the issuer’s estimated value at pricing was $931.50 per $1,000 note.
JPMorgan Chase & Co. (JPM) provides an index supplement describing the MerQube US Large Cap Vol Advantage Index, which underlies certain structured notes, including auto callable contingent interest notes. The Index dynamically allocates exposure to E‑Mini S&P 500 futures, targeting 35% implied volatility with exposure between 0% and 500%, using SPY ETF one‑week implied volatility as the driver.
The Index is an excess return index and is reduced by a 6.0% per annum daily deduction, even when uninvested, and does not include collateral interest. Hypothetical backtests from 2005–2026 show higher realized volatility and leverage than the S&P 500, with realized correlation of 84.9%. The supplement highlights risks from leverage (up to 5x), volatility drag, potential significant uninvested periods, concentration in S&P 500 futures, and that much of the performance history is hypothetical.
The document also presents hypothetical backtested performance metrics for 3‑year and 5‑year auto callable contingent interest notes linked to this and other underliers, including contingent interest rates, average backtested IRRs, call frequencies, and loss rates, while emphasizing that these simulations exclude fees and are not indicative of future results.
JPMORGAN CHASE & CO (JPM), through JPMorgan Chase Financial Company LLC, is offering $670,000 of unsecured Auto Callable Contingent Interest Notes linked to the MerQube US Tech+ Vol Advantage Index, maturing on August 25, 2031 and fully and unconditionally guaranteed by JPMorgan Chase & Co.
The notes pay a contingent coupon of 10.25% per annum (5.125% semiannually) for each Review Date on which the Index closes at or above 70.00% of the Initial Value; missed coupons can be paid later if a future Review Date meets the barrier. The notes are automatically called, starting August 20, 2027, if the Index is at or above 90.00% of the Initial Value, returning principal plus the current and any unpaid coupons.
If not called and the Final Value is at or above the 70% Buffer Threshold, investors receive principal plus the final and any unpaid coupons. If the Final Value is below the Buffer Threshold, repayment is reduced by losses beyond a 30.00% buffer, with up to 70.00% of principal at risk. The underlying Index includes a 6.0% per annum daily deduction and a notional financing cost on the QQQ Fund, which creates a drag on performance. The price to public is $1,000 per note, with an estimated value of $944.30 per $1,000 at pricing.
JPMORGAN CHASE & CO (JPM), through JPMorgan Chase Financial Company LLC, is offering capped contingent buffered return enhanced notes linked to the American Depositary Shares of Baidu, Inc. The notes provide 5.00x leveraged exposure to Baidu’s share price appreciation, but gains are capped at a Maximum Return of 57.75%, giving a maximum payment of $1,577.50 per $1,000 note at maturity.
The notes have a Contingent Buffer Amount of 40.00%: if Baidu’s Final Stock Price is at or above 60% of the Stock Strike Price, principal is repaid; below that level, investors lose 1% of principal for each 1% decline, up to a total loss. The Stock Strike Price is $92.87, the pricing amount is $1,000 per note, and the maturity date is August 24, 2028, based on averaging of prices over five Ending Averaging Dates.
The notes pay no interest or dividends and are unsecured, unsubordinated obligations of JPMorgan Chase Financial Company LLC, fully and unconditionally guaranteed by JPMorgan Chase & Co., exposing investors to the credit risk of both entities. The total offering is $500,000, with selling commissions of $15 per $1,000 note and issuer proceeds of $985 per $1,000 note. The estimated value at pricing is $976.10 per $1,000 note, below the issue price due to selling, structuring and hedging costs. The notes are not listed, may be accelerated upon certain events, and carry significant market, liquidity, credit, tax, and emerging-market risks tied to Baidu and China.
JPMORGAN CHASE & CO (JPM), via its finance subsidiary JPMorgan Chase Financial Company LLC, is offering $1,560,000 of Digital Buffered Notes linked to the Nasdaq‑100 Index®. The notes pay a fixed 10.00% Contingent Digital Return at maturity per $1,000 note if the ending index level is at or above the strike, or down to 15.00% below the strike.
If the index falls by more than 15.00% from the strike, principal is exposed on a leveraged basis: investors lose 1.17647% of principal for each additional 1% decline beyond the 15.00% buffer, potentially up to a full loss. The Index Strike Level is 29,426.02, set on August 19, 2026; valuation and maturity are scheduled for September 1, 2027 and September 7, 2027, respectively. The notes are unsecured, unsubordinated obligations of JPMorgan Chase Financial, fully and unconditionally guaranteed by JPMorgan Chase & Co., and are subject to their credit risk.
The price to the public is $1,000 per note, including a $10 selling commission; net proceeds to the issuer are $990 per note. The issuer’s estimated value is $987.70 per $1,000 note, reflecting internal funding and hedging costs. The notes pay no interest or dividends, will not be listed on an exchange, and secondary market liquidity, if any, would be through J.P. Morgan Securities LLC on a discretionary basis. The tax discussion analyzes treatment as prepaid financial contracts and addresses potential implications of Section 871(m) and FATCA.
JPMorgan Chase & Co. (JPM), via JPMorgan Chase Financial Company LLC, is offering $553,000 of Auto Callable Contingent Interest Notes linked to Merck & Co., Inc. common stock, maturing August 23, 2029, fully and unconditionally guaranteed by JPMorgan Chase & Co.
The notes pay a 9.75% per annum Contingent Interest Payment (2.4375% quarterly) only if Merck’s share price on a Review Date is at least 70.00% of the Initial Value (the Interest Barrier); missed coupons can be paid later if conditions are met. The notes are automatically called, with principal plus applicable interest, if on any Review Date other than the first and final the share price is at least the Initial Value, starting as early as February 22, 2027.
If not called and the Final Value is below the Trigger Value (also 70.00% of the Initial Value), repayment at maturity is $1,000 + ($1,000 × Stock Return), so investors can lose a significant portion or all of principal. The notes are unsecured, not FDIC insured, and subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co. The original issue price is $1,000 per note, including $25.50 in selling commissions, with issuer proceeds of $974.50 per note; the estimated value was $957.10.
JPMorgan Chase & Co. (JPM), via JPMorgan Chase Financial Company LLC, is offering $484,000 of auto callable contingent interest notes linked to the least performing of the Dow Jones Industrial Average®, Nasdaq-100 Index® and Russell 2000® Index, maturing on August 23, 2029 and fully and unconditionally guaranteed by JPMorgan Chase & Co.
The notes pay a Contingent Interest Rate of 8.50% per annum (0.70833% monthly) only for Review Dates when each index closes at or above 70.00% of its Initial Value (the Interest Barrier). Starting August 20, 2027, the notes are automatically called if, on a Review Date (other than the first through eleventh and final), each index is at or above its Initial Value, paying $1,000 plus the applicable contingent interest and then terminating.
If not called, and on the final Review Date each index is at or above its 70.00% Trigger Value, investors receive $1,000 plus the final contingent interest. If any index is below its Trigger Value, maturity payment becomes $1,000 plus $1,000 × Least Performing Index Return, exposing holders to significant principal loss, up to 100%. The price to public is $1,000 per note, including $28 in selling commissions; net proceeds to the issuer are $972 per note, and the initial estimated value is $952.50 per $1,000, reflecting embedded costs, credit risk of JPMorgan Financial and JPMorgan Chase & Co., and limited liquidity.