JPMORGAN CHASE & CO SEC Filings

JPMorgan Chase Financial Company LLC offers Auto Callable Accelerated Barrier Notes linked to the lesser performing of the Nasdaq-100® Technology Sector and the Russell 2000® Index. The notes price on or about May 29, 2026 with expected settlement on or about June 3, 2026. They may be automatically called beginning June 1, 2027 on specified Review Dates for a cash payment equal to $1,000 plus a Call Premium Amount (minimum illustrative amounts: $157.50 for first Review Date; $315.00 for second Review Date). At maturity (June 1, 2029), if not called, payments depend on the Lesser Performing Index return and an Upside Leverage Factor of 2.00, subject to a Barrier Amount of 70.00% of each Index’s Initial Value. The notes are unsecured obligations of JPMorgan Financial and are fully and unconditionally guaranteed by JPMorgan Chase & Co. Investors bear credit risk of issuer/guarantor, no interest or dividends are paid, and principal can be substantially or wholly lost if the Lesser Performing Index falls below the Barrier Amount.

JPMorgan Financial is offering Buffered Callable Range Accrual Notes linked to the Nasdaq 100® Index with a Pricing Date of May 26, 2026 and an Observation Date of May 27, 2031

The notes pay monthly interest that depends on the number of Trading Days the Index meets a floor (Minimum Index Level = 85.00% of the Initial Value). At maturity, investors receive full principal if the Final Value is at or above the Buffer Level (85.00%); otherwise losses are reduced by the Buffer Amount (15.00%), meaning up to 85.00% principal loss is possible. The notes are callable monthly beginning May 30, 2027.

JPMorgan Chase Financial Company LLC is offering Structured Investments Step-Up Auto Callable Notes linked to the S&P Global 100 PR 5% Daily Risk Control 0.5% Deduction Index (USD) ER, expected to price on or about May 28, 2026 and settle on or about June 2, 2026. The notes can be automatically called beginning June 2, 2027 on specified Review Dates for a cash payment equal to principal plus a step-up Call Premium Amount. If not called, holders receive principal at maturity (June 3, 2033) plus an Additional Amount equal to Index Return × Participation Rate (100%), not less than zero. The estimated value at issuance is approximately $903 per $1,000 note (will be at least $900). Payments are unsecured obligations of the issuer and fully guaranteed by JPMorgan Chase & Co., and any payment is subject to the issuer’s and guarantor’s credit risk.

JPMorgan Chase Financial Company LLC is offering 7‑year auto‑callable notes linked to the S&P Global 100 PR 5% Daily Risk Control 0.5% Deduction Index (USD) ER (ticker: SPGLR5TE). The notes have a Participation Rate of 100%, a Minimum Denomination of $1,000 and an estimated value at issuance of at least $900.00 per $1,000 principal.

The notes may be automatically called on annual Review Dates if the Index closes at or above the applicable Call Value; automatic call pays principal plus a Call Premium (the Call Premium will be at least 9.75% per annum). If not called, final payoff at maturity on June 3, 2033 provides the Index Return times the Participation Rate, with full principal repayment at maturity subject to the issuer's and guarantor's credit risk. The Index reflects a 0.50% per annum deduction and notional financing costs and targets 5% annualized volatility on a daily basis.

JPMorgan Chase Financial Company LLC is offering Auto Callable Contingent Interest Notes linked to the MerQube Bitcoin Vol Advantage Index (Bloomberg: MQUSBVA). The Index targets dynamic exposure to an unfunded iShares Bitcoin Trust ETF position, includes a 6.0% per annum daily deduction and a notional financing cost. The notes have a $1,000 minimum denomination, an estimated value floor of $900.00 per $1,000 note at pricing, quarterly Review Dates, a Final Review Date of May 29, 2031 and a Maturity Date of June 3, 2031. The notes may pay contingent quarterly interest of at least 14.00% per annum (at least 3.50% per quarter) if the Index level on a Review Date meets the Interest Barrier (60.00% of the Initial Value). If not called and the Final Value is below the Trigger Value, principal is exposed to the full Index loss, potentially losing more than 40.00% of principal and possibly all principal.

The issuer is JPMorgan Chase Financial Company LLC, offering 5‑year buffered equity notes linked to the MerQube US Tech+ Vol Advantage Index (MQUSTVA). The notes have a 30.00% buffer, an index-level deduction of 6.0% per annum, a minimum denomination of $1,000 and maturity on June 3, 2031. The notes feature annual Review Dates with an automatic call if the Underlying meets the Call Value; minimum Call Premiums are stated and will be set on the Pricing Date. Estimated value at issuance will not be less than $900.00 per $1,000 note. Payments depend on the Underlying’s Final Value and the issuer’s creditworthiness.

JPMorgan Chase Financial Company LLC offers 3‑year callable notes linked to the MerQube US Tech+ Vol Advantage Index (MQUSTVA). The notes have a minimum denomination of $1,000, a Pricing Date of May 29, 2026 and mature on June 1, 2029. The Index level reflects a 6.0% per annum daily deduction and a notional financing cost tied to the QQQ Fund.

If the closing Underlying level on an annual Review Date is at or above 100% of the Initial Value the notes will be automatically called and pay the principal plus a Call Premium (minimums: 29.50%, 59.00%, 88.50% on successive review dates). If not called and the Final Value is below the Barrier Amount (60.00% of Initial Value), holders suffer downside proportional to the Underlying Return; estimated note value will be not less than $900 per $1,000 principal.

JPMorgan Chase Financial Company LLC is offering Auto Callable Contingent Interest Notes linked to the MerQube Bitcoin Vol Advantage Index, fully guaranteed by JPMorgan Chase & Co. The notes pay Contingent Interest Payments when the Index closes at or above an Interest Barrier of 60.00% of the Initial Value and may be automatically called if the Index equals or exceeds the Initial Value on any applicable Review Date. The Contingent Interest Rate will be at least 14.00% per annum (at least 3.50% per quarter). The Index is reduced by a 6.0% per annum daily deduction and a notional financing cost, which will materially drag index performance. Pricing is expected on or about May 29, 2026 with settlement on or about June 3, 2026; maturity is June 3, 2031. The estimated value if priced today is approximately $929.00 per $1,000 (will not be less than $900.00 per $1,000). CUSIP: 46660TNH9.

JPMorgan Chase Financial Company LLC is offering 5-year Buffered Equity Notes linked to the MerQube US Tech+ Vol Advantage Index (MQUSTVA). The notes have a 30.00% buffer, a daily index deduction of 6.0% per annum, a minimum denomination of $1,000, a Pricing Date of May 26, 2026 and a Maturity Date of May 30, 2031. The estimated value at issuance will be at least $900.00 per $1,000 note. The notes may be automatically called on annual Review Dates if the Underlying meets the Call Value; Call Premiums will be determined on the Pricing Date but will be not less than 18.00% per annum. Payments depend on the Final Value relative to the Initial Value and are subject to the credit risk of the issuer and guarantor.