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 Financial Company LLC priced a preliminary pricing supplement for uncapped buffered return enhanced notes linked to the iShares® MSCI Emerging Markets ETF (Fund). The notes have a $1,000 principal amount per note, an estimated value of approximately $970.00 and a minimum estimated value of $950.00.
The notes reference a Strike Value of $65.82 (closing price on June 9, 2026), an Upside Leverage Factor of at least 1.05, a Buffer Amount of 5.00, an Observation Date of June 11, 2029 and a Maturity Date of June 14, 2029. Payments depend on Fund performance and are subject to the issuer’s and guarantor’s credit risk; investors may lose up to 95.00 of principal.
J.P. Morgan published a prospectus supplement and index supplements for the Kronos+ SM Index that present hypothetical backtested and actual historical monthly and annual returns through May 31, 2026. The materials state the Index was established on December 22, 2020 and that historical performance combines S&P 500® Price Return data from July 7, 1954 through December 21, 2020 with the Index’s actual performance from December 22, 2020 through May 31, 2026. The supplement discloses an Index deduction fee of 0.95% per annum and warns that backtested returns are hypothetical, not verified by an independent third party, and may differ materially from actual results. The document lists multiple strategy and implementation risks, notes the Index comprises notional assets and liabilities, and reminds readers the notes linked to the Index are unsecured and not bank deposits.
J.P. Morgan published a prospectus supplement (Rule 424(b)(3)) providing hypothetical backtested and actual historical monthly and annual returns for the J.P. Morgan Multi‑Asset Index. The backtest uses Constituent performance from February 22, 1994 through November 17, 2022; actual Index performance is shown from November 18, 2022 through May 31, 2026. The presentation discloses the Index is an excess return index with a 1.00% per annum daily deduction, that the Index was established on November 18, 2022, and that hypothetical backtested levels have inherent limitations. The document repeats standard warnings: past and backtested performance are not indicative of future results and the notes linked to the Index are not bank deposits or FDIC insured.
The J.P. Morgan Total Return SM Index (JPUSTRI) is a momentum-based index that allocates among 12 U.S. dollar fixed-income ETFs and rebalances monthly into the best 6-month performer, subject to a 5% historical volatility threshold and concentration limits. The supplement presents hypothetical backtested performance (May 2016–Jul 2017 proxies/backtests) and actual performance from July 13, 2017 through May 31, 2026, with published levels on Bloomberg and JPMorganIndices.com. The document shows the Index's 10-year annualized volatility of 5.21% and various annual and monthly return series, and warns that past and backtested performance are not indicative of future results.
J.P. Morgan provided a monthly performance update for the J.P. Morgan Kronos+ SM Index, a rules-based index that dynamically weights uninvested, fully invested or 2x leveraged exposure to the S&P 500® Price Index. The update shows hypothetical backtested performance from May 2016 through May 2026 and actual Index performance since its launch on December 22, 2020. The Index level is published on Bloomberg under ticker JPUSKRNS and is subject to a 0.95% per annum daily fee and, in some cases, a notional financing cost linked to the Effective Federal Funds Rate. The document emphasizes that past and backtested performance are not indicative of future results and lists specific strategy risks, operational limits (the strategies apply only during portions of each month) and that the Index comprises notional assets and liabilities rather than an actual portfolio.
J.P. Morgan provides a performance update for the J.P. Morgan Multi‑Asset Index, showing hypothetical backtested returns from May 2016 through May 2026 and actual performance from the Index launch on November 18, 2022 through May 31, 2026. The Index is an excess return momentum-based, futures‑linked construct subject to a 1.00% per annum daily deduction and monthly rebalancing into top-performing constituents.
Key metrics include a 10‑year Sharpe Ratio of 0.57, 10‑year volatility of 4.53, and a 10‑year annualized return of 2.59. The update discloses recent monthly allocations across equities, fixed income and alternatives and lists risks such as limited operating history, concentration and futures-related risks.
JPMorgan presents a supplement for the MerQube US Gold Vol Advantage Index showing hypothetical backtested performance from December 26, 2007 through February 10, 2025 and actual Index performance from February 11, 2025 through May 31, 2026. The Index was established on February 11, 2025 and the level shown includes a 6.0% per annum daily deduction. The supplement includes monthly and annual return series (including a 150.63% annual figure shown for 2024) and a detailed list of Selected Risks, including leverage, volatility drag, potential significant uninvested periods, and concentration and futures-related risks.
JPMorgan provides a monthly prospectus supplement update for the MerQube US Large‑Cap Vol Advantage Index showing hypothetical backtested monthly and annual returns from January 7, 2005 through February 10, 2022 and actual Index performance from February 11, 2022 through May 31, 2026. The materials emphasize that backtested results have inherent limitations and that past performance and backtested performance are not indicative of future results. The Index level reflects a 6.0% per annum daily deduction and is described as an excess return index using significant futures leverage; the document lists multiple risks tied to futures, leverage, concentration, volatility drag and limited operating history.
JPMorgan published a performance update for the MerQube US Large‑Cap Vol Advantage Index, a rules‑based index that targets a 35% volatility exposure to unfunded rolling E‑Mini S&P 500 futures with a maximum futures exposure of 500%, minimum 0%, and a 6.0% per annum daily deduction. The Index was established on February 11, 2022 and the document shows hypothetical backtested results through February 10, 2022 and actual performance from February 11, 2022 through May 31, 2026.
The update discloses historical metrics (including a published 10‑year volatility series and annualized returns) and end‑of‑day exposure levels for March–May 2026 (for example, end‑of‑day exposures in May 2026 ranged from 222.26% to 284.20%; a week in May shows 259.60%). The document emphasizes backtest limitations and lists multiple risks related to leverage, volatility drag, futures market disruptions, and the Index sponsor’s discretion.
The prospectus supplement provides monthly and annual hypothetical and actual historical performance and reference-portfolio weights for the J.P. Morgan Total Return SM Index. It states the Index was established on July 13, 2017 and that performance shown combines hypothetical backtested returns using proxies from May 3, 2004 through June 25, 2014, hypothetical performance using actual constituents from June 26, 2014 through July 12, 2017, and actual performance from July 13, 2017 through May 31, 2026.
The document emphasizes that backtested and alternative-proxy performance were used for some Basket Constituents, lists proxy indices and deduction assumptions, and repeats the caution that past and backtested performance are not indicative of future results. It also provides monthly allocation tables across fixed-income categories and a detailed "Selected Risks" and disclaimer section explaining methodology limits, proxy usage, and suitability considerations.