Welcome to our dedicated page for JPMORGAN CHASE & CO SEC filings (Ticker: JPM), a comprehensive resource for investors and traders seeking official regulatory documents including 10-K annual reports, 10-Q quarterly earnings, 8-K material events, and insider trading forms.
JPMorgan Chase & Co. filings document a bank holding company with worldwide financial services operations and multiple classes of exchange-listed securities. Periodic reports describe investment banking, consumer and small-business financial services, commercial banking, transaction processing and asset management, along with capital, assets and stockholders’ equity disclosures.
The company’s 8-K filings record material events and identify registered securities including JPM common stock, depositary shares representing fractional interests in non-cumulative preferred stock, and guarantees of notes and exchange-traded notes issued by JPMorgan Chase Financial Company LLC. Proxy materials cover board matters, executive compensation, equity awards, shareholder voting items and other governance disclosures.
JPMorgan Chase & Co. provides performance information and risk disclosures for the S&P 500® Daily Risk Control 10% Index, which targets 10% volatility by dynamically adjusting exposure to the S&P 500®.
The index history combines hypothetical backtested monthly and annual returns from December 31, 1998 through May 12, 2009 with actual index performance from May 13, 2009 through July 31, 2026. Annual returns over this period range from double‑digit losses to gains above 20%, illustrating substantial variability.
Key risks noted include that JPMorgan Chase & Co. is a constituent of the underlying S&P 500® index; the index may not outperform or underperform the underlying index; it may not achieve its 10% target volatility; daily exposure adjustments can limit gains or magnify losses; the index may at times be significantly uninvested; and its level reflects a deducted notional financing cost, whose calculation methodology was recently changed. The materials emphasize that historical and backtested performance and allocations are not indicative of future results and that all backtested data are hypothetical and subject to modeling limitations.
JPMorgan Chase & Co. provides an index supplement for the S&P 500® Daily Risk Control 5% Index, linked to its registered offerings. The material presents hypothetical backtested monthly and annual returns from January 4, 1999 through September 9, 2009 and actual index performance from September 10, 2009 through July 31, 2026.
The index targets a 5% volatility level by adjusting its daily exposure to the S&P 500® and incorporates a notional financing cost, whose calculation methodology was recently changed. Selected risks highlight that the index may not meet its target volatility, may be significantly uninvested, may underperform or outperform the underlying index, and that JPMorgan Chase & Co. is itself a constituent of the underlying index. Extensive disclaimers emphasize that historical and hypothetical backtested results, including those using proxy constituents, are illustrative only and are not indicative of future results.
JPMorgan Chase Financial Company LLC is offering Uncapped Digital Barrier Notes linked to the EURO STOXX 50® Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes provide exposure to Index performance over a term to August 25, 2031, with an Observation Date on August 20, 2031.
At maturity, if the Final Index Value is at least the Barrier Amount of 75.00% of the Initial Value, investors receive $1,000 plus the greater of (a) a Contingent Digital Return of at least 39.60% or (b) the actual Index Return, giving uncapped upside. If the Final Value is below the Barrier Amount, repayment is $1,000 plus $1,000 times the Index Return, so investors lose 1% of principal for each 1% Index decline and can lose their entire investment.
The minimum denomination is $1,000. If priced on the date shown, the estimated value would be about $960 per $1,000 note and will not be less than $950 when set, reflecting selling commissions, hedging costs and issuer funding assumptions. Payments depend on the credit of both JPMorgan Financial and JPMorgan Chase & Co., the notes pay no interest or dividends, are not listed, and may be subject to early acceleration if certain legal or regulatory changes occur.
JPMorgan provides an August 2026 performance update for the S&P 500 Daily Risk Control 10% Excess Return Index, which allocates dynamically between the S&P 500 and a cash component to target 10% annualized volatility. Volatility is based on exponentially weighted historical returns, and the index is calculated on an excess return basis after deducting a notional financing cost linked to the J.P. Morgan Cash Index USD 3 Month.
The update compares hypothetical and actual performance of the index since 2016 to two notional 30/70 equity–bond portfolios. Over the 10 years to July 2026, the index shows a Sharpe Ratio of 0.63, 10 Year Volatility (Annualized) of 12.72% and 10 Year Return (Annualized) of 8.02%. JPMorgan highlights that all portfolio performance for comparison is hypothetical, that past or backtested results are not indicative of future outcomes, and outlines selected risks, including that JPMorgan Chase & Co. is a component of the underlying index and that changes to the notional financing cost methodology affect index levels.
JPMorgan provides an August 2026 performance and risk update for the S&P 500 Daily Risk Control 5% Index, which dynamically allocates between the S&P 500 and a cash component to target 5% volatility. Volatility is measured using exponentially weighted historical returns and the index is calculated on an excess return basis after deducting a notional financing cost linked to the J.P. Morgan Cash Index USD 3 Month.
The update compares hypothetical and actual performance of the Index to two notional, monthly rebalanced 30/70 equity–bond portfolios on an excess-return basis. Over the period from July 2016 to July 2026, the Index shows a Sharpe Ratio of 0.78, with 10-year annualized volatility of 5.07% and a 10-year annualized return of 3.96%. The Domestic 30/70 Portfolio (ER) records a Sharpe Ratio of 0.41 and the Global 30/70 Portfolio (ER) 0.17. The document lists detailed monthly and annual historical and hypothetical returns from 2017 through July 2026, while emphasizing that past and backtested results are not indicative of future performance.
Key risks highlighted include that JPMorgan Chase & Co. is one of the companies in the underlying index, the Index may not approximate its 5% target volatility, may be significantly uninvested, and its dynamic exposure can limit upside or magnify downside relative to the underlying index. The level of the Index also reflects the deduction of a notional financing cost, and its methodology for calculating that cost was recently changed.
JPMorgan Chase Financial Company LLC is issuing $622,000 of Uncapped Digital Barrier Notes linked to the least performing of PulteGroup, Microsoft and S&P Global shares, maturing August 9, 2029, and fully and unconditionally guaranteed by JPMorgan Chase & Co.
Each $1,000 note offers uncapped, unleveraged exposure to the appreciation of the worst-performing stock, with a 45.00% Contingent Digital Return if all three final prices are at or above their respective Barrier Amounts, set at 50.00% of Initial Value. If any stock closes below its Barrier Amount on the observation date, repayment is $1,000 + $1,000 × the Least Performing Stock Return, creating a 1-for-1 downside and potential loss of more than half, up to all, of principal.
The notes pay no interest or dividends, are unsecured and unsubordinated obligations of JPMorgan Financial, and are subject to the credit risk of both the issuer and JPMorgan Chase & Co. The price to public is $1,000 per note, including a $10 selling commission, while the estimated value at pricing was $960 per note.
JPMorgan Chase & Co. provides a performance update for the rules-based J.P. Morgan Tactical Blend Index, which allocates dynamically between a U.S. low-volatility equity index, a core bond index and a U.S. dollar currency ETF, while targeting a volatility level and applying a 0.85% per annum daily deduction on an excess-return basis.
From July 2016 through July 2026, the Index shows a Sharpe Ratio of 0.48, 10-year annualized volatility of 3.55% and 10-year annualized return of 1.72%, compared with Sharpe Ratios of 0.41 and 0.17 for domestic and global 30/70 notional portfolios. Shorter-horizon annualized returns for the Index are negative over 5, 3 and 1 years.
The update details recent average monthly weights between equity, bond and currency constituents from February to July 2026 and provides a monthly return history from January 2017 through July 2026, combining hypothetical backtested data before March 30, 2023 and actual performance thereafter. Extensive risk disclosures emphasize limitations of backtesting, potential divergences from target volatility, rebalancing and momentum-strategy risks, and the notional nature of the Index.
JPMorgan Chase Financial Company LLC is offering Buffered Digital Notes linked to the common stock of Qualcomm (QCOM), fully and unconditionally guaranteed by JPMorgan Chase & Co. Each note has a $1,000 denomination and matures on September 10, 2027, with an observation date on September 7, 2027.
If the final Qualcomm share price is at or above the strike of $160.39, or down by up to the 40.00% Buffer Amount, investors receive principal plus a fixed Contingent Digital Return of at least 15.40%. If the final price is below the buffer, repayment is reduced by a Downside Leverage Factor of 1.66667, so losses accelerate and investors can lose some or all principal. The notes pay no interest or dividends, are unsecured obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., and will not be listed on an exchange. The indicative estimated value is $984.30 per $1,000 note, and will not be less than $960.00 at pricing.
JPMorgan provides a performance update for the J.P. Morgan Kronos+ SM Index, a rules-based strategy that dynamically shifts between uninvested, fully invested and 2x leveraged exposure to the S&P 500 Price Index. The approach is based on turn-of-month patterns, options-expiry momentum and month-end mean reversion. The index deducts a 0.95% per annum fee and may incur a notional financing cost tied to the Effective Federal Funds Rate.
The update includes hypothetical backtested data from July 2016 and actual index performance from December 22, 2020 through July 31, 2026. Over the last ten years, the Kronos+ Index shows a Sharpe Ratio of 0.74, annualized volatility of 25.65% and a 10-year annualized return of 18.87%, compared with the S&P 500 Price Index’s Sharpe Ratio of 0.73, volatility of 18.11% and 10-year annualized return of 13.17%. The material emphasizes that past and backtested performance are not indicative of future results and lists numerous strategy, fee, leverage and rate-related risks for investors in notes linked to the index.
JPMorgan is offering notes linked to the J.P. Morgan Tactical Blend Index, an index that allocates notional exposure among a currency ETF (Invesco DB US Dollar Index Bullish Fund), the J.P. Morgan Core Bond SM Index and the J.P. Morgan U.S. Low Volatility Index. The index is calculated on an excess return basis over the US Fed Funds Effective Rate and is subject to a 0.85% per annum daily deduction.
Historical information includes hypothetical backtested returns and weights through March 29, 2023 and actual index performance and allocations from March 30, 2023 to July 31, 2026. Backtests use alternative “proxy” performance for some Basket Constituents, including before 6/10/08. The material emphasizes that historical and backtested performance and allocations are not indicative of future results, outlines numerous strategy and methodology risks, and notes the securities are not bank deposits, not FDIC insured, and have not been approved or disapproved by the SEC or state regulators.