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.
J.P. Morgan Tactical Blend Index performance update: This supplement provides hypothetical backtested and actual index performance from May 2016 through May 2026 and monthly weight snapshots for Dec 2025–May 2026. The Index allocates dynamically between an Equity Constituent (JPUSEQLV) and a defensive choice of a Bond Constituent (JPUSCORE) or a Currency Constituent (UUP), targets a level volatility, is calculated on an excess return basis net of US Fed Funds Effective Rate, and is subject to a 0.85% per annum daily deduction. Published levels use ticker JPUSTACB and the Index was established on March 30, 2023. The document emphasizes that past and backtested performance are illustrative and not indicative of future results and lists selected risks including limited operating history, potential heavy allocation to the Selected Defensive Constituent, and risks inherent in momentum-based rebalancing.
The document is a prospectus supplement (Rule 424(b)(3)) providing hypothetical backtested and actual historical returns and monthly weight allocations for the J.P. Morgan Tactical Blend Index. It discloses that backtested data use alternative/proxy performance for certain Basket Constituents, and actual index performance is shown from March 30, 2023 through May 31, 2026
The Index is calculated on an excess return basis net of the US Fed Funds Effective Rate and is subject to a 0.85% per annum daily deduction. The supplement reiterates that past and backtested performance are not indicative of future results and lists risks and methodological disclaimers including limited operating history, proxy use, rebalancing/momentum risks, and potential large allocations to the Selected Defensive Constituent.
J.P. Morgan publishes a June 2026 index supplement showing hypothetical backtested and actual monthly and annual returns for the J.P. Morgan Large‑Cap Dynamic Blend 3 Index. The document states backtested performance covers July 25, 1990 through March 22, 2021, with actual performance from March 23, 2021 through May 31, 2026. It discloses the Index is calculated on an excess return basis with a fee of 0.95% per annum, targets a volatility of 3.0%, and comprises notional assets and liabilities rather than an actual portfolio. The supplement emphasizes that past and backtested performance are not indicative of future results and lists multiple risks related to futures contracts, margin requirements, correlation, partial uninvested periods, and sponsor discretion.
JPMorgan published a monthly update for the S&P 500® Daily Risk Control 10% Index, summarizing methodology, hypothetical and historical performance through May 2026 and related notional portfolio comparisons. The Index targets a 10% volatility level with dynamic exposure adjustments and is calculated on an excess return basis.
The update notes the Index was established on May 13, 2009 and is published on Bloomberg under ticker SPXT10UE. It reiterates that performance shown is illustrative and that past or backtested returns do not guarantee future results.
JPMorgan provides a monthly prospectus supplement presenting the S&P 500® Daily Risk Control 10% Index historical and backtested monthly and annual returns through May 31, 2026. The document discloses that returns from December 31, 1998 through May 12, 2009 are hypothetical/backtested using proxies and actual performance applies from May 13, 2009 through May 31, 2026. The supplement highlights that the Index targets a 10% volatility but may not achieve that target, that a notional financing cost is deducted, and that the Index methodology for that cost was recently changed. Readers are directed to the listed Selected Risks, the product and underlying supplements, and the disclaimer sections for additional detail.
JPMorgan Chase Financial Company LLC is offering callable Contingent Interest Notes due June 16, 2033, fully and unconditionally guaranteed by JPMorgan Chase & Co. Payments depend on the least performing of the Dow Jones Industrial Average®, the Russell 2000® and the S&P 500®.
Notes pay a Contingent Interest Payment on a Review Date only if each Index is at or above an Interest Barrier equal to 70.00% of its Initial Value; a Trigger Value equal to 60.00% applies at maturity. The Contingent Interest Rate will be at least 9.00% per annum. Estimated value per $1,000 note: $958.10 (floor not less than $920.00). Earliest optional redemption: December 17, 2026. Pricing expected on or about June 12, 2026 and settlement on or about June 17, 2026. Investors assume equity-index downside risk, issuer/guarantor credit risk, limited liquidity and possible loss of principal.
JPMorgan Chase Financial Company LLC priced $4,205,000 of Auto Callable Contingent Interest Notes linked to the MerQube US Large‑Cap Vol Advantage Index, due June 13, 2029, guaranteed by JPMorgan Chase & Co. The notes pay monthly Contingent Interest Payments (Contingent Interest Rate 13.25% per annum) only when the Index on a Review Date is at or above an Interest Barrier (70% of Initial Value). The Index is reduced by a 6.0% per annum daily deduction, employs leveraged exposure to E‑mini S&P 500 futures and may be automatically called beginning December 8, 2026 if the Index equals or exceeds the Initial Value on a qualifying Review Date. Principal is at risk at maturity if the Final Value is below the Trigger Value (60% of Initial Value).
JPMorgan Chase Financial Company LLC priced a $1,378,000 offering of Auto Callable Contingent Interest Notes linked to the MerQube US Large‑Cap Vol Advantage Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes priced on June 8, 2026 with expected settlement on June 11, 2026 and a minimum denomination of $1,000. Investors receive monthly Contingent Interest Payments only when the Index closing level is at or above an Interest Barrier (70.00% of the Initial Value); the Index is subject to a 6.0% per annum daily deduction. The notes may be automatically called beginning June 8, 2027. The estimated value at issuance was $943.50 per $1,000 note; the original issue price includes selling commissions of $9 per note. The notes are unsecured obligations of JPMorgan Financial and are subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co.
JPMorgan Chase Financial Company LLC offers $400,000 of Structured Investments linked to the MerQube US Large-Cap Vol Advantage Index due June 8, 2033. The notes priced on June 8, 2026, settle about June 11, 2026, carry $1,000 minimum denominations and are fully guaranteed by JPMorgan Chase & Co.
The notes permit automatic calls on specified Review Dates beginning as early as June 4, 2029, paying the principal plus a rising Call Premium Amount on each Review Date. The Index is subject to a 6.0% per annum daily deduction, the notes do not pay interest or dividends, and investors may lose some or all principal at maturity if the Final Value is below the Barrier Amount.
JPMorgan Chase Financial Company LLC offers structured notes due June 26, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are linked to the least performing of the Dow Jones Industrial Average®, the Nasdaq-100® and the Russell 2000® and are callable on specified Review Dates beginning June 24, 2027. The original issue price per note is $1,000 in minimum denominations of $1,000; the estimated value at pricing is approximately $930.70 (stated floor $900.00. If not called, repayment at maturity depends on the Least Performing Index relative to a 70.00% Barrier Amount, exposing holders to potential principal loss (down to zero) if the Least Performing Index declines sufficiently. Call Premium Amounts per $1,000 increase across Review Dates from $120 to $600. Pricing and final terms expected on or about June 22–25, 2026.