JPMORGAN CHASE & CO SEC Filings

JPMorgan Chase & Co. (JPM), via JPMorgan Chase Financial Company LLC, is offering autocallable contingent coupon (with memory) barrier notes linked to an equally weighted basket of CrowdStrike, Palo Alto Networks and Fortinet. Each note unit has a $10 principal amount and is fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes pay a quarterly Contingent Coupon Payment (with Memory) of between $0.375 and $0.425 per unit (a contingent rate of 15.00%–17.00% per annum) only if the basket’s Observation Value on the relevant date is at least 70% of the Starting Value. Missed coupons can be “made up” later if conditions are met, via the memory formula. The notes are automatically called if, on any designated Call Observation Date (starting about 12 months after pricing), the Observation Value is at or above 100% of the Starting Value; investors then receive $10 principal plus the due contingent coupon, with no further payments.

If not called, the notes mature in about three years. At maturity, if the basket’s Ending Value is at least 70% of the Starting Value, investors receive $10 plus any final contingent coupon. If the basket has fallen more than 30%, investors are exposed 1‑for‑1 to the decline, with up to 100% of principal at risk and no upside participation above par. The initial estimated value is expected between $9.10 and $9.481 per unit, below the $10 public offering price, reflecting selling commissions, structuring fees, hedging costs and the issuer’s internal funding rate.

JPMorgan Chase & Co. (JPM), through subsidiary JPMorgan Chase Financial Company LLC, is offering autocallable contingent coupon (with memory) barrier notes linked to an equally weighted basket of Micron, Sandisk and Western Digital common stocks. The notes have a $10 principal amount per unit and a roughly three-year term, subject to early automatic call.

Investors may receive quarterly contingent coupons of $0.50–$0.55 per unit (20.00%–22.00% per annum) only if the basket is at or above 50% of the starting value on the observation date; missed coupons can be “made up” later via the memory feature. The notes are automatically called if, on specified dates starting about 12 months after pricing, the basket is at or above 100% of its starting value, returning principal plus the due coupon.

If not called, at maturity principal is protected only down to a 50% threshold; below that level investors are exposed 1-to-1 to basket declines, with up to 100% loss of principal. The initial estimated value is $9.10–$9.424 per unit, below the $10 offering price, reflecting embedded fees and hedging costs. Payments depend on the credit of JPMorgan Chase Financial Company LLC and the guarantee of JPMorgan Chase & Co., and there is no exchange listing or assured secondary market.

JPMORGAN CHASE & CO (JPM), as guarantor, supports a new primary offering of Trigger Callable Contingent Yield Notes issued by JPMorgan Chase Financial Company LLC. The Notes are linked to the least performing of the Russell 2000, S&P 500 and EURO STOXX 50 indices and mature on or about August 21, 2031.

Investors receive a contingent quarterly coupon only if each index closes at or above its Coupon Barrier (70% of its Initial Value) on the Observation Date; otherwise no coupon is paid. JPMorgan Financial may call the Notes on any quarterly Observation Date (except the Final Valuation Date), paying principal plus any due coupon, after which no further payments are made.

If the Notes are not called and, at maturity, each index is at or above both its Downside Threshold (65% of Initial Value) and its Coupon Barrier, investors receive full principal plus the final coupon. If any index finishes below its Downside Threshold, repayment is reduced in proportion to the decline of the Least Performing Underlying, and investors can lose a significant portion or all of principal. All payments depend on the credit of JPMorgan Chase Financial Company LLC and JPMorgan Chase & Co.

JPMORGAN CHASE & CO (JPM), through its wholly owned finance subsidiary JPMorgan Chase Financial Company LLC, is offering $7,839,000 of Medium-Term Notes, Series A, Digital Buffered Equity Notes due August 10, 2029, fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes are linked to an unequally weighted basket of five non-U.S. equity indices (EURO STOXX 50® 40%, TOPIX® 25%, FTSE® 100 17%, Swiss Market Index 11%, S&P/ASX 200 7%) from an initial basket level of 100 on the August 13, 2026 trade date to the August 8, 2029 determination date. The notes pay no interest and are not listed. At maturity, for each $1,000 principal amount, investors receive: if the basket return is positive but not high enough to exceed the threshold, a fixed threshold settlement amount of $1,315.50; if the basket rises enough that $1,000 plus the basket return exceeds $1,315.50, they receive $1,000 plus the basket return; if the basket falls by up to 15%, full principal is returned; if the decline exceeds 15%, losses are leveraged at approximately 1.1765× beyond that buffer, down to zero. The notes are unsecured, subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., have an estimated value of $988.90 per $1,000 at pricing, and involve complex tax and liquidity considerations.

JPMorgan Chase & Co. (JPM), via JPMorgan Chase Financial Company LLC, is issuing $30,185,000 of Autocallable Buffered Equity Notes linked to the iShares MSCI South Korea ETF (EWY), due January 18, 2029 and fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes have a $1,000 denomination, pay no interest, are not listed, and are subject to JPMorgan credit risk. They may be automatically called on January 13, 2028 if EWY’s closing level is at least 70% of the initial level, paying $1,233.50 per $1,000 (principal plus a 23.35% call premium). If not called and the final level on January 16, 2029 is at least 70% of the initial level, investors receive $1,467.00 per $1,000 (a 46.70% maturity premium). If EWY falls more than 30%, principal is lost on a leveraged basis (about 1.4286% loss for each 1% drop beyond 30%), up to a total loss. The estimated value at pricing is $951.10 per $1,000, reflecting selling commissions of 2.41% and issuer hedging and structuring costs.

JPMORGAN CHASE & CO (JPM), via JPMorgan Chase Financial Company LLC, is offering $2,000,000 of Series A Digital Equity Notes due August 8, 2035, linked to the S&P 500 Index. The notes pay no interest and are fully and unconditionally guaranteed by JPMorgan Chase & Co.

At maturity, for each $1,000 note, if the S&P 500 final level is at least 90.00% of the initial level of 7,798.99, investors receive a fixed $1,936.40 (a capped digital return). If the final level is below 90.00% of the initial level, repayment is fully exposed to the index: the payout equals the index performance, so losses can reach 100% of principal.

The original issue price is 100% of principal, including a 5.00% selling commission and other structuring and hedging costs; net proceeds to the issuer are 95%. The bank’s estimated value is $931.40 per $1,000 note, reflecting internal funding and hedging assumptions. The notes are not listed, rely on JPMorgan credit, and involve complex and uncertain U.S. tax treatment, including potential future changes affecting prepaid contract taxation and Section 871(m) for non‑U.S. holders.

JPMORGAN CHASE & CO (symbol: JPM) is the issuer of record for a Form 424B2 filing submitted to the SEC.

JPMORGAN CHASE & CO (JPM), through JPMorgan Chase Financial Company LLC, is offering structured Review Notes linked to the MerQube US Large-Cap Vol Advantage Index with an aggregate principal amount of $59,000, priced at $1,000 per note and expected to mature on August 18, 2031. The notes may be automatically called on scheduled Review Dates starting August 17, 2027 if the Index closes at or above 100% of its Initial Value, paying back principal plus a fixed Call Premium (from 20.95% on the first Review Date up to 104.75% on the final one). If not called, principal is repaid at maturity only if the Final Index Value is at least the Barrier Amount, set at 50% of the Initial Value of 4,571.69; otherwise repayment is reduced one-for-one with the Index loss, exposing investors to losses greater than 50% and potentially a total loss. The Index embeds a 6.0% per annum daily deduction and uses a leveraged, target-volatility futures strategy, so its performance will lag a similar index without that fee. The notes pay no interest or dividends, are unsecured obligations of the finance subsidiary fully and unconditionally guaranteed by JPMorgan Chase & Co., and any payment depends on the credit of both entities. Net proceeds to the issuer are $56,050 after $2,950 of fees and commissions, and the initial estimated value is $885.50 per $1,000 note, below the price to the public.

JPMorgan Chase & Co. (JPM), via JPMorgan Chase Financial Company LLC, is offering $340,000 of Capped Buffered Return Enhanced Notes linked to the Russell 2000® Index, maturing January 19, 2028, at $1,000 per note with no underwriting commissions.

The notes provide 1.50x any positive Index return, capped at a 25.15% maximum gain, and a 10% downside buffer; beyond that, principal loss mirrors Index declines, up to a 90% loss. They pay no interest or dividends, are unsecured obligations subject to JPMorgan Financial and JPMorgan Chase & Co. credit risk, and are not FDIC insured.

The estimated value at pricing is $996 per $1,000 note, reflecting issuer funding and hedging costs. Secondary market prices are expected to be below issue price and may differ from values shown on statements. Tax counsel views the notes as open transactions/prepaid financial contracts, though future IRS guidance could adversely change this treatment.