JPMORGAN CHASE & CO SEC Filings

JPMorgan Chase Financial Company LLC is offering unsecured Digital Buffered Notes linked to the S&P 500 Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. If the S&P 500 ending level is at or above its initial level, or down by up to 10.00%, each $1,000 note pays a fixed Contingent Digital Return of at least 8.80%, for a minimum of $1,088 at maturity. Above this threshold, upside is capped at this fixed return.

If the Index is below the initial level by more than 10.00% on the valuation date, principal is reduced on a leveraged basis, with a Downside Leverage Factor of 1.11111, potentially resulting in a loss of some or all of principal. Minimum denominations are $10,000. The notes are expected to price on or about August 14, 2026, with maturity on September 1, 2027. The indicative estimated value is about $987.80 per $1,000 note and will not be less than $970.00. JPMorgan and affiliates have separately committed $900,000 in donations to Blue Star Families, independent of these notes.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is issuing $1,973,000 of Auto Callable Contingent Interest Notes linked to Generac Holdings Inc. common stock, due August 10, 2028, in minimum denominations of $1,000.

Holders may receive a quarterly Contingent Interest Payment of $37.50 per $1,000 (a 15.00% per annum rate) for any Review Date on which Generac’s share price is at or above the Interest Barrier of $88.0713 (41.50% of the $212.22 Initial Value). Missed interest can be paid later if the barrier is met, but interest is not guaranteed.

The notes are automatically called, starting February 8, 2027, if Generac’s closing price on a non-first, non-final Review Date is at least the Initial Value, returning $1,000 plus applicable interest and any unpaid interest. If not called and the Final Value is below the Trigger Value (also 41.50% of the Initial Value), repayment is reduced by the full negative Stock Return, and investors can lose more than 58.50% and up to all principal. The notes are unsecured obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC is offering $894,000 of Auto Callable Contingent Interest Notes linked to the common stock of Tesla, Inc., fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes have a maturity date of August 10, 2028 and are issued in $1,000 denominations. Investors may receive a Contingent Interest Payment of $37.50 per $1,000 per quarter, equivalent to a 15.00% per annum Contingent Interest Rate, for any Review Date on which Tesla’s closing price is at least 57.00% of the Initial Value, defined as the Interest Barrier. The Initial Value is $328.58 and the corresponding Interest Barrier and Trigger Value are $187.2906. The notes are automatically called if, on any Review Date other than the first and final, Tesla’s closing price is at least the Initial Value, with the earliest possible call on February 8, 2027. If the notes are not called and the Final Value is below the Trigger Value, repayment of principal is reduced one-for-one with Tesla’s decline, and investors can lose more than 43.00% or all of principal. The price to public is $1,000 per note, with an estimated value of $965.70 and proceeds to the issuer of $981.50 per note, subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC is offering $2,075,000 of Uncapped Digital Barrier Notes linked to the least performing of the Nasdaq-100 Index®, Russell 2000® Index and S&P 500® Index, due August 12, 2031, in minimum denominations of $1,000. The notes are unsecured, unsubordinated obligations of JPMorgan Financial, fully and unconditionally guaranteed by JPMorgan Chase & Co.

At maturity, if the final level of each index is at or above its initial level, investors receive the greater of the 72.50% Contingent Digital Return or the actual return of the least performing index. If any index is below its initial level but each is at or above 70.00% of its initial level (the Barrier Amount), investors receive principal only. If any index finishes below its Barrier Amount, repayment is reduced 1% for every 1% decline of the least performing index, down to a total loss of principal.

The notes pay no interest, provide no dividends and will not be listed, and secondary prices are expected to be below the $1,000 issue price. The estimated value is $973.10 per $1,000 note, reflecting selling, structuring and hedging costs. Tax counsel views the notes as “open transactions” treated as prepaid financial contracts, and counsel believes Section 871(m) should not apply to Non-U.S. Holders, though the IRS could disagree.

JPMorgan Chase Financial Company LLC is offering $12,675,000 of unsecured Review Notes linked separately to the Dow Jones Industrial Average, Russell 2000 Index and S&P 500 Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes may be automatically called quarterly from August 11, 2027 if each index is at or above its Call Value, starting at 91% of its Initial Value and stepping down to 80% on the final Review Date.

On an automatic call, investors receive $1,000 plus a Call Premium per note, from 10% on the first Review Date up to 50% on the final Review Date. If never called and any index finishes below its Barrier Amount of 80% of its Initial Value, principal is reduced one-for-one with the Least Performing Index Return, potentially to zero. The notes pay no interest or dividends, are not principal protected, and carry the credit risk of both JPMorgan Financial and JPMorgan Chase & Co. The estimated value at pricing was $982.50 per $1,000 note.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is issuing Auto Callable Contingent Interest Notes linked to the common stock of Chipotle Mexican Grill, Inc. The notes have a $1,000 denomination (minimum $10,000) and are offered at 100% of principal, with total offering size of $660,000. Underwriting fees are $10 per note, and net proceeds to the issuer are $990 per note; the initial estimated value is $985.10 per note.

The notes pay a quarterly Contingent Interest Payment of $30.325 per $1,000 note (if conditions are met) and may be automatically called if Chipotle’s stock closes at or above the Stock Strike Price of $33.71 on any Review Date before maturity. Interest and principal protection depend on the stock staying at or above the Interest Barrier/Buffer Threshold of $23.597 (70% of the strike). If at final valuation a Buffer Event occurs (final price below the 30% buffer), principal is reduced by 1.42857% for every 1% decline beyond the buffer, potentially resulting in a substantial or total loss of principal. The notes mature on August 24, 2027 and are unsecured, unsubordinated obligations subject to the credit risk of both the issuer and guarantor.

JPMorgan Chase Financial Company LLC is offering $660,000 of unsecured notes linked to the S&P 500® Futures Excess Return Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are designed for investors seeking leveraged upside to index appreciation over a five-year term, with a 155.00% participation rate in any positive Index Return.

At maturity on August 12, 2031, investors receive full principal repayment plus an Additional Amount equal to $1,000 × Index Return × 155%, floored at zero, based on an Initial Index Value of 619.15. The notes pay no interest, are not listed, and any payments are subject to the credit risk of both issuer and guarantor. The price to public is $1,000 per note, including $7.50 in selling commissions, versus an estimated value of $981.10. For tax purposes, the notes are treated as contingent payment debt instruments with a comparable yield of 4.55% and a projected single payment of $1,252.36 at maturity.

Key risks include lack of liquidity, potential secondary market prices below issue price, sensitivity to futures-market factors and negative roll returns, and dependence on JPMorgan’s credit.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering $800,000 of unsecured Structured Investments Review Notes linked individually to the Dow Jones Industrial Average®, the Russell 2000® Index and the S&P 500® Index, maturing on August 12, 2032.

The notes may be automatically called on any of ten Review Dates starting February 7, 2028 if each Index is at or above its specified Call Value, paying $1,000 plus a Call Premium per note that steps up from 14.325% on the first Review Date to 57.300% on the final Review Date. If not called, and on the final Review Date each Index is at or above its Barrier Amount (75% of its Initial Value), investors receive principal back at maturity.

If the Final Value of any Index is below its Barrier Amount, the payoff is $1,000 + ($1,000 × Least Performing Index Return), exposing investors to 1:1 downside below the Initial Value and potential total loss of principal$974.10 per $1,000, reflecting structuring and hedging costs.