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JPMorgan Chase Financial Company LLC is offering Capped Buffered Equity Notes linked to the lesser performing of the Russell 2000® Index and the S&P 500® Index, with a Maximum Return of at least 22.85%, an Upside Leverage Factor of 1.00 and a Buffer Amount of 30.00%. The notes are expected to price on or about May 6, 2026 and settle on or about May 11, 2026. If the lesser performing Index falls by more than 30.00% at the Observation Date, investors lose 1% of principal for each 1% the Index is below that buffer, exposing holders to up to a 70.00% principal loss at maturity. The estimated value at pricing is approximately $968.40 per $1,000 (minimum disclosed estimated value $900.00 per $1,000). Payments are subject to issuer and guarantor credit risk and the final terms and tax treatment will be provided in the pricing supplement.
JPMorgan Chase Financial Company LLC is offering three series of Capped Buffered Return Enhanced Notes due June 1, 2028, each linked to a single underlying index (Nasdaq-100, Russell 2000 or S&P 500). The notes provide 1.50× upside participation up to a capped maximum payment per $1,000 principal and a 10.00% downside buffer; investors may lose up to 90% of principal if the underlying falls sufficiently. The notes are unsecured obligations of JPMorgan Financial and are fully and unconditionally guaranteed by JPMorgan Chase & Co. Pricing is expected on or about May 26, 2026 with settlement on or about May 29, 2026.
JPMorgan Chase Financial Company LLC is offering structured notes—Uncapped Buffered Return Enhanced Notes linked to the S&P 500® Futures Excess Return Index, fully guaranteed by JPMorgan Chase & Co. The notes price on or about May 6, 2026 and settle on or about May 11, 2026 with maturity on May 9, 2031. Key terms include an Upside Leverage Factor of at least 1.95, a 20.00% buffer against index declines, minimum denomination of $1,000, an estimated value of approximately $970 per $1,000 note (not less than $950), and selling commissions up to $8.00 per $1,000. If the index rises, payment = $1,000 + ($1,000 × Index Return × Upside Leverage Factor). If the index falls by more than 20.00%, investors lose 1% of principal for each 1% past the buffer, up to an 80.00% loss. The notes are unsecured obligations subject to the issuer and guarantor credit risk and have limited secondary market liquidity.
JPMorgan Chase Financial Company LLC priced callable Contingent Interest Notes linked to the lesser performing of the Nasdaq-100 Index and the S&P 500 Index due May 16, 2030, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay Contingent Interest Payments only when both indices are at or above an Interest Barrier of 80.00% on a Review Date and feature a Buffer Amount of 20.00% that limits losses at maturity to a maximum principal loss of 80.00%. The notes are callable at issuer option beginning November 18, 2026, in minimum denominations of $1,000. The estimated value at pricing is approximately $979.90 per $1,000 note and will not be less than $900.00 per $1,000 note; the Contingent Interest Rate will be at least 7.95% per annum. Pricing and final terms are subject to the pricing supplement and completion dated April 30, 2026.
JPMorgan Chase Financial Company LLC is offering Auto Callable Contingent Interest Notes due May 16, 2029, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay Contingent Interest Payments only when each underlying closes at or above an Interest Barrier (70.00% of Initial Value) on Review Dates and may be automatically called beginning November 11, 2026. Payments at maturity depend on the Least Performing Underlying relative to a Trigger Value; if that Final Value is below the Trigger Value, investors can lose a substantial portion of principal. The estimated value at pricing is approximately $955.00 per $1,000 note (not less than $900.00), and the Contingent Interest Rate will be at least 9.60% per annum. Pricing and settlement are expected on or about May 11, 2026 and May 14, 2026, respectively.
JPMorgan Chase Financial Company LLC is offering Digital Contingent Buffered Notes linked to the 2‑Year U.S. Dollar SOFR ICE Swap Rate. The offering totals $650,000 at $1,000 per note with selling commissions of $10 per note. The notes pay a Contingent Digital Return of 8.60% if the Final Reference Rate is at or above the Reference Strike Rate or does not fall below it by more than the Contingent Buffer Percentage of 27.50%. If the Final Reference Rate is more than 27.50% below the Reference Strike Rate, principal is reduced on a 1% for 1% basis subject to a floor that can reduce the payment to $0. Key parameters include a Reference Strike Rate of 3.664%, a Strike Date of April 28, 2026, an Observation Date of May 11, 2027, and a Maturity Date of May 14, 2027. The estimated value at pricing was $971.50 per $1,000 note; proceeds to issuer after fees total $643,500.
JPMorgan Financial is offering $Callable Fixed to Floating Range Accrual Notes due May 15, 2046, fully guaranteed by JPMorgan Chase & Co. The notes pay a fixed Initial Interest Rate for the first two years (at least 10.00% per annum) and thereafter pay a variable rate based on the 10-Year Constant Maturity Treasury Rate subject to a Reference Rate Barrier of 5.25%. The notes may be redeemed on specified Redemption Dates beginning May 15, 2028. Original Issue Date is May 15, 2026, Pricing Date is May 13, 2026, and Maturity Date is May 15, 2046. The estimated value at pricing would be approximately $931.30 per $1,000 note and will not be less than $900.00 per $1,000 note. Interest for post‑initial periods equals Interest Factor × (N/ACT), where N is accrual days with Reference Rate ≤ Barrier; days above the Barrier accrue at 0.00%.
JPMorgan Chase Financial Company LLC priced $11,532,000 of Auto Callable Contingent Interest Notes linked to IBM common stock, due May 4, 2028, guaranteed by JPMorgan Chase & Co. The notes pay a Contingent Interest Rate of 12.00% per annum ($30.00 per $1,000 note) on a quarterly basis only if the Reference Stock closes at or above 60.00% of the Initial Value on each Review Date. The Initial Value was $230.98 (pricing date April 30, 2026). The notes are automatically callable beginning October 30, 2026 if the Reference Stock closes at or above the Initial Value on a Review Date; if not called, maturity payments depend on the Final Value relative to the Trigger Value and can result in more than 40.00% loss of principal or total loss.
Price to public was $1,000 per note (proceeds to issuer $981.50 per note); estimated value at pricing was $964.60 per $1,000 note. Settlement expected on or about May 5, 2026. Payments are subject to the credit risk of JPMorgan Financial and the guarantor.
JPMorgan Chase Financial Company LLC priced $419,000 of Capped Digital Notes linked to the J.P. Morgan Dynamic Index on April 29, 2026, expected to settle on or about May 4, 2026. Each $1,000 note pays $1,200 at maturity if the Index Final Value is greater than or equal to the Initial Value (a 20.00% contingent digital return); otherwise holders receive the $1,000 principal at maturity. The notes mature on May 3, 2029 (Observation Date: April 30, 2029), are unsecured obligations of JPMorgan Financial and are unconditionally guaranteed by JPMorgan Chase & Co. The pricing supplement discloses an estimated value of $929.50 per $1,000 note and selling commissions of $25 per note; payments are subject to issuer and guarantor credit risk and other index-specific risks.
JPMorgan Chase & Co. offers callable fixed rate notes with a 5.25% per annum coupon, scheduled to be issued on May 15, 2026 and maturing on May 14, 2038. The notes pay annual interest on May 15 each year beginning May 15, 2027 and are callable semiannually on May 15 and November 15 from May 15, 2031 through November 15, 2037.
The offering is structured in $1,000 principal amount notes, with per-note public pricing between $972.60 and $1,000 for certain eligible accounts and estimated selling commissions of approximately $16.00 per note (not to exceed $40.00). The notes are unsecured obligations of JPMorgan Chase & Co. and are not bank deposits or FDIC insured. The pricing supplement highlights resolution-risk language tied to the issuer's single-point-of-entry resolution strategy.