JPMORGAN CHASE & CO SEC Filings

JPMorgan Chase Financial Company LLC is offering capped, dual‑direction contingent buffered equity notes linked to the S&P 500® Index. The notes have a Maximum Upside Return of 10.00% and a Contingent Buffer Amount of 20.60%. The Initial Index Level was 7,230.12 on the Pricing Date of May 1, 2026. If the Ending Index Level on the Valuation Date of May 14, 2027 is higher than the Initial Index Level, holders receive the Index Return up to the 10.00% cap (maximum payment of $1,100 per $1,000 principal amount). If the Ending Index Level is lower but within the 20.60% buffer, holders receive the absolute decline as a positive return (maximum payment of $1,206 per $1,000). If the Index declines by more than 20.60%, holders lose 1% of principal for each 1% decline beyond that buffer. The notes are unsecured obligations of JPMorgan Financial and are fully and unconditionally guaranteed by JPMorgan Chase & Co.; payments are subject to each entity's credit risk. Settlement is on or about the Original Issue Date of May 6, 2026 with maturity on May 19, 2027.

JPMorgan Chase Financial Company LLC offers Auto Callable Contingent Buffered Equity Notes linked to the S&P 500® Index. The notes have a $1,000 principal amount per note and were sold at a total price to public of $4,000,000 (4,000 notes), with proceeds to issuer of $3,940,000 after selling commissions of $60,000. Key economic terms include a 10.50% call premium on automatic call (Review Date May 13, 2027), a 21.00% Contingent Minimum Return, and a 20.00% Contingent Buffer Amount. The Index Strike Level was 7,209.01 (Strike Date April 30, 2026); pricing date was May 1, 2026 and maturity is May 4, 2028. Payments at maturity depend on the Ending Index Level relative to the Index Strike Level and are subject to issuer and guarantor credit risk.

JPMorgan Chase Financial Company LLC is offering Auto Callable Buffered Return Enhanced Notes linked to the MSCI Emerging Markets Index. The offering sold at $1,000 per note with total price to public of $10,808,000 and proceeds to issuer of $10,645,880. The notes pay a 15.50% call premium if automatically called on the Review Date.

If not called, at maturity the notes provide 1.25× upside participation in any positive Index Return, a 15.00% buffer protecting against losses up to that amount, and a downside multiplier of 1.17647 on losses beyond the buffer, which can result in partial or total principal loss. Payments are unsecured obligations of JPMorgan Financial guaranteed by JPMorgan Chase & Co.

JPMorgan Financial is offering market-linked, auto-callable securities linked to the Class A common stock of Lennar Corporation (LEN) with a principal amount of $1,000 per security and a stated maturity date of May 17, 2029. The securities pay contingent quarterly coupons at a rate determined on the pricing date (the coupon will be at least 12.00% per annum) only if the Underlying Stock meets or exceeds a threshold on specified quarterly calculation days. The threshold price equals 60% of the starting price. The securities may be automatically called on specified calculation days between August 2026 and February 2029 if the stock closing price is greater than or equal to the starting price, in which case investors receive principal plus contingent coupon payments on the call settlement date. If not called, the maturity payment is $1,000 if the ending price is at or above the threshold; if below the threshold, the maturity payment equals $1,000 plus $1,000 times the stock return, exposing holders to downside loss 40% or total loss). The pricing disclosure shows a Price to Public of $1,000.00, selling commissions of $23.25 per security, estimated value approximately $950.50 (and not less than $920.00), and the closing price of the Underlying Stock on May 4, 2026 was $84.36.

JPMorgan Chase Financial Company LLC is offering Digital Buffered Notes linked to the S&P 500® Index that pay a fixed Contingent Digital Return of 9.11% at maturity if the Ending Index Level is greater than or equal to the Initial Index Level or down by up to the Buffer Amount of 10.00%. If the Index falls by more than the buffer, investors lose 1.11111% of principal for each 1% decline beyond the buffer. The notes have minimum denominations of $10,000, an Initial Index Level of 7,230.12 (closing level on the Pricing Date May 1, 2026), a Valuation Date of May 14, 2027 and a Maturity Date of May 19, 2027. The price to public is $1,000.00 per note (proceeds to issuer $990.00 per note); the estimated value when set was $988.10 per note. Payments are unsecured obligations of JPMorgan Financial, guaranteed by JPMorgan Chase & Co., and subject to their credit risk.

JPMorgan Chase Financial Company LLC priced $1,000,000 of uncapped digital barrier notes due May 6, 2031, fully guaranteed by JPMorgan Chase & Co. The notes, issued in $1,000 minimum denominations, were priced on May 1, 2026 and are linked to the individual performance of the Dow Jones Industrial Average®, the Nasdaq-100 Index® and the Russell 2000® Index.

At maturity the payout depends on the least performing Index: investors receive $1,000 plus the greater of the Contingent Digital Return (74.80%) or the Least Performing Index Return if each Index finishes at or above its Initial Value; principal is protected only if all Indices finish at or above 70.00% of their Initial Values. The notes carry issuer and guarantor credit risk and limited liquidity.

JPMorgan Chase Financial Company LLC is offering $399,000 Auto Callable Contingent Interest Notes linked to the least performing of the Nasdaq-100 Index®, the Russell 2000® Index and the State Street® SPDR® S&P® Regional Banking ETF, fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes priced on April 30, 2026 and are expected to settle on or about May 5, 2026, mature on May 3, 2029, and may be automatically called beginning October 30, 2026. They pay a Contingent Interest Rate of 12.50% per annum (1.04167% per month) only when each underlying is >= 70.00% of its Initial Value on a Review Date; the Trigger Value is 60.00% of Initial Value. Payment at maturity depends on the Least Performing Underlying Return; investors can lose more than 40% or all principal if the Least Performing Underlying falls below its Trigger Value.

Price to public is $1,000 per note with selling commissions of $9.50 per note; the estimated value when set was $970 per $1,000. The notes are unsecured obligations of JPMorgan Financial and subject to issuer and guarantor credit risk.

JPMorgan Chase Financial Company LLC priced $250,000 of Capped Dual Directional Buffered Equity Notes linked to the S&P 500® Index. The notes, fully and unconditionally guaranteed by JPMorgan Chase & Co., priced on May 1, 2026 with expected settlement on or about May 6, 2026. The notes provide a capped upside (Maximum Upside Return 18.30%) for positive Index returns, a Buffer Amount of 20.00% that limits losses up to that threshold and an absolute‑value payoff for declines within the buffer (capped at a $1,200 payment per $1,000 note). If the Index falls more than the Buffer Amount, investors incur losses equal to the Index shortfall beyond 20.00%, exposing holders to up to 80.00% principal loss at maturity on a $1,000 note. The notes do not pay interest or dividends, are unsecured obligations of JPMorgan Financial and are subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC is offering Callable Contingent Interest Notes due May 17, 2029, fully guaranteed by JPMorgan Chase & Co. The notes pay periodic Contingent Interest Payments only if each of the Dow Jones Industrial Average®, the Nasdaq-100® Technology Sector and the Russell 2000® Index is >= 75.00% of its Initial Value on a Review Date. The notes may be called early at issuer option beginning August 18, 2026. The notes have a minimum denomination of $1,000. The estimated value at pricing is approximately $970.70 per $1,000 (not less than $900.00), and the Contingent Interest Rate will be at least 12.90% per annum. At maturity investors receive $1,000 plus any final Contingent Interest Payment if index triggers are met; if the Final Value of the Least Performing Index is below its Trigger Value, payment equals $1,000×(1+Least Performing Index Return), which can result in partial or total principal loss. Payments and secondary-market prices depend on issuer and guarantor creditworthiness, model inputs, and limited liquidity.