JPMORGAN CHASE & CO SEC Filings

JPMorgan Chase Financial Company LLC is offering capped dual directional contingent buffered equity notes linked to the S&P 500® Index. The notes pay at maturity either (a) an unleveraged positive return up to a Maximum Upside Return (not less than 10.25%) if the Index rises, (b) an unleveraged payment equal to the absolute Index decline up to a Contingent Buffer Amount of 20.00%, or (c) full downside exposure beyond the 20.00% buffer (losing 1% of principal for each 1% the Index falls below the buffer). The Index Strike Level is 7,259.22 (Strike Date: May 5, 2026). Valuation Date is May 18, 2027 and Maturity Date is May 21, 2027. Notes are unsecured obligations of JPMorgan Financial guaranteed by JPMorgan Chase & Co., sold in minimum denominations of $10,000 and multiples of $1,000. The estimated value at pricing is approximately $984.40 per $1,000 note (will not be less than $970.00). The final pricing supplement will state the definitive Maximum Upside Return, estimated value, and offering terms.

JPMorgan Chase Financial Company LLC priced $2,500,000 of Auto Callable Contingent Interest Notes linked to the MerQube US Large-Cap Vol Advantage Index due May 8, 2031, with minimum denominations of $1,000. The notes pay quarterly contingent interest when the Index on a Review Date is at or above an Interest Barrier (65.00%), may be automatically called beginning November 4, 2026, and are subject to a 6.0% per annum daily deduction. The notes are unsecured obligations of JPMorgan Chase Financial Company LLC, fully and unconditionally guaranteed by JPMorgan Chase & Co., and have an estimated value of $929.30 per $1,000 note versus a public price of $1,000. Investors assume credit risk of the issuer and guarantor, index performance drag from the daily deduction, potential loss of principal if the Final Value is below the Trigger Value, and limited liquidity.

JPMorgan Chase Financial Company LLC priced $600,000 of uncapped Lookback Accelerated Barrier Notes linked to the S&P 500® Futures Excess Return Index, with an Upside Leverage Factor of 1.70 and a Barrier Amount of 70.00%. The notes priced on May 4, 2026 and are expected to settle on or about May 7, 2026, mature on May 1, 2031, and are fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes pay at maturity an uncapped return of 1.70× any appreciation measured versus the lowest closing level of the Index during the Lookback Observation Period (April 28, 2026 through June 9, 2026). If the Final Value is below the Barrier Amount, investors absorb index declines point-for-point and may lose a substantial portion or all principal. The original issue price was $1,000 per note; estimated value when set was $954.50 per $1,000; selling commission was $11.25 per note.

JPMorgan Chase Financial Company LLC is offering auto-callable barrier notes due May 16, 2028, fully guaranteed by JPMorgan Chase & Co. The notes reference the S&P 500®, Russell 2000® and Nasdaq-100® and may be automatically called on May 17, 2027 if each index is at or above its Call Value (100% of Initial Value).

The notes pay no interest, have a minimum denomination of $1,000, a Barrier Amount equal to 70.00% of each Index's Initial Value and a Call Premium Amount that will be at least $195.00 per $1,000 note. If not called, maturity payment depends on the Least Performing Index Return and may result in loss of principal, potentially up to a total loss.

JPMorgan Chase Financial Company LLC is offering principal-at-risk market-linked securities due May 18, 2029, each with a $1,000 principal amount. The securities are linked to the lowest performing of the S&P 500, Dow Jones Industrial Average and Nasdaq-100 and return at maturity depends on that index's performance. If the lowest performing Index finishes above its starting level you receive principal plus participation at an upside participation rate of at least 143.25%. If the lowest performing Index finishes between its starting level and a threshold equal to 85% of its starting level, you receive the principal amount. If the lowest performing Index finishes below the threshold, a 15% buffer is applied and losses beyond the buffer are multiplied by approximately 1.1765, which can result in loss of some or all principal. Price to public is $1,000.00 per security; fees and commissions are $28.25 per security and proceeds to issuer per security are $971.75. The estimated value at pricing shown is $959.90 (will not be less than $920.00 when set). These securities are not bank deposits and are subject to many risks described in the supplement.

JPMorgan Chase Financial Company LLC is offering Capped Buffered Equity Notes linked to the S&P 500® Index with a Buffer Amount of 15.00% and a Maximum Return of at least 11.50%. The notes are unsecured obligations of JPMorgan Financial, fully and unconditionally guaranteed by JPMorgan Chase & Co. Pricing is expected on or about May 8, 2026 with settlement on or about May 13, 2026. The notes pay at maturity: principal plus 1.00× Index appreciation up to the Maximum Return; if the Index declines more than the Buffer Amount, investors lose 1% of principal for each 1% the Index is below the Buffer, exposing holders to up to 85.00% principal loss. The estimated value at pricing is approximately $987.80 per $1,000 note and will not be less than $900.00 per $1,000 note.

JPMorgan Chase Financial Company LLC priced $911,000 of structured notes linked to the MerQube US Tech+ Vol Advantage Index, due May 9, 2029. The notes (minimum $1,000) are unsecured obligations of JPMorgan Chase Financial and are fully and unconditionally guaranteed by JPMorgan Chase & Co. They may be automatically called beginning on May 7, 2027 for preset cash Call Premium Amounts; if not called, maturity pay‑out depends on the Final Value versus a Barrier Amount equal to 60.00% of the Initial Value (8,043.576). The Index level reflects a 6.0% per annum daily deduction and a notional financing cost, which are significant drags on Index performance. The notes priced on May 4, 2026, are expected to settle on or about May 7, 2026, and the original issue price is $1,000 per note (selling commission $9; proceeds to issuer $991 per note). The estimated value at pricing was $942.40 per $1,000 note.

JPMorgan Chase Financial Company LLC offers structured notes linked to the MerQube US Tech+ Vol Advantage Index, due May 28, 2030, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay no interest and may be automatically called on specified Review Dates beginning May 27, 2027 for a cash amount equal to $1,000 plus a Call Premium Amount. The Index used for returns includes a 6.0% per annum daily deduction and a notional financing cost tied to the QQQ Fund, which will materially reduce index performance versus an undeducted benchmark. If not called, holders receive full principal at maturity only if the Final Value is at or above a Barrier Amount equal to 50.00% of the Initial Value; if Final Value is below that barrier, payment at maturity equals $1,000 + ($1,000 × Index Return) and holders can lose more than 50% of principal (and potentially all principal). The notes are unsecured obligations of JPMorgan Financial, guaranteed by JPMorgan Chase & Co., have minimum denominations of $1,000, are expected to price on or about May 22, 2026 and settle on or about May 28, 2026, and carry limited liquidity.

JPMorgan Chase Financial Company LLC offers uncapped return enhanced notes linked to the S&P 500® Daily Risk Control 10% Excess Return Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are designed to provide at least a 2.9325 upside leverage factor on any positive Index return at maturity and pay no interest or dividends. The notes price at $1,000 per note, with an estimated value of approximately $968 per $1,000 note (not less than $900), are expected to price on or about May 13, 2026, settle on or about May 18, 2026, and mature on or about May 16, 2031. Payments at maturity depend on the Index Final Value versus Initial Value and are subject to the credit risk of the issuer and guarantor and to the Index’s volatility-targeting methodology.