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 Financial Company LLC is offering $507,000 of Auto Callable Contingent Interest Notes linked to the MerQube US Tech+ Vol Advantage Index, fully and unconditionally guaranteed by JPMorgan Chase & Co., due May 12, 2032. The notes pay a Contingent Interest Payment on monthly Interest Review Dates only if the Index is at or above an Interest Barrier of 60.00% of its Initial Value and may be automatically called on quarterly Autocall Review Dates starting as early as May 7, 2027.
The Index is reduced by a 6.0% per annum daily deduction and a notional financing cost tied to the QQQ Fund; these deductions are described in the pricing supplement and materially drag index performance. The notes priced on May 7, 2026 with expected settlement on or about May 12, 2026. The estimated value at pricing was $931.90 per $1,000 principal amount; original issue price was $1,000 per note.
JPMorgan Chase Financial Company LLC priced $627,000 of structured notes linked to the MerQube US Tech+ Vol Advantage Index due May 12, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes priced on May 7, 2026 and are expected to settle on or about May 12, 2026.
The notes have automatic call opportunities beginning on May 12, 2027; if the Index closes at or above the Call Value on a Review Date the notes will be called and pay the principal plus the stated Call Premium Amount for that date. The notes return principal at maturity only if the Final Value is at or above the Barrier Amount (50.00% of the Initial Value, equal to 7,087.25); otherwise the maturity payment equals $1,000 plus $1,000×IndexReturn and investors may lose more than 50% of principal.
The Index level used for these notes reflects a 6.0% per annum daily deduction and a notional financing cost tied to the QQQ Fund; the estimated value per $1,000 note when set was $935.40, the price to public was $1,000 and selling commissions were $9 per note (proceeds to issuer: $991 per note).
JPMorgan published a May 2026 supplement updating hypothetical backtested and actual historical monthly and annual returns for the S&P 500 Daily Risk Control 5% Index. The supplement states backtested data run from January 4, 1999 through September 9, 2009 and actual Index performance from September 10, 2009 through April 30, 2026.
The presentation discloses the Index’s 5% target risk parameter, notes that performance reflects a deduction for a notional financing cost, and warns that the Index’s methodology and notional financing cost were recently changed. It emphasizes that past and backtested performance are not indicative of future results.
JPMorgan provides a monthly update and prospectus supplements for the S&P 500® Daily Risk Control 10% Index, a volatility-targeting index that dynamically shifts between the S&P 500 and cash to seek a 10% annualized volatility target. The Index is calculated on an excess return basis and was established on May 13, 2009. The supplement discloses hypothetical and historical performance through April 2026, including a 10‑year annualized return of 7.74% and a 10‑year annualized volatility of 10.15% for the Index. It also describes two notional 70/30 portfolios (Domestic and Global) calculated net of a notional financing cost and warns that past and backtested performance are not indicative of future results.
The supplement presents historical monthly and annual returns for the S&P Global 100 PR 5% Daily Risk Control 0.5% Deduction Index (USD) ER, showing hypothetical backtested performance from November 20, 1996 through September 17, 2023 and actual performance from September 18, 2023 through April 30, 2026. The Index reflects a 0.50% per annum deduction and a notional financing cost deducted daily. The document emphasizes that backtested results are hypothetical, not indicative of future results, and directs readers to the product and underlying supplements for full risk disclosures.
JPMorgan Chase & Co. presents an index supplement and prospectus supplements for the S&P 500® Daily Risk Control 10% Index showing hypothetical backtested monthly and annual returns from December 31, 1998 through May 12, 2009 and actual Index performance from May 13, 2009 through April 30, 2026. The materials note that the Index targets a 10% volatility, include monthly and annual return series, and emphasize that backtested performance and historical returns are not indicative of future results.
JPMorgan Chase & Co. publishes a monthly update for the S&P 500® Daily Risk Control 5% Index and accompanying prospectus supplements, providing hypothetical and historical performance through Apr 2026 and methodological notes.
The Index targets 5% volatility, is calculated on an excess return basis, was established on September 10, 2009, and is published under ticker SPXT5UE.
JPMorgan published a monthly prospectus supplement updating performance and methodology for the S&P Global 100 PR 5% Daily Risk Control 0.5% Deduction Index. The Index targets an annualized volatility of 5% and applies a 0.50% per annum daily deduction plus a notional financing cost tied to the Effective Federal Funds Rate. The supplement shows hypothetical backtested performance from Nov 20, 1996 through Sep 17, 2023 and actual performance from Sep 18, 2023 through Apr 30, 2026. Ten-year metrics shown include a 10‑Year Volatility (annualized) 4.26% and a 10‑Year Return (annualized) 2.45%, with a reported Sharpe Ratio of 0.58. The document discloses that performance is calculated on an excess return basis and cautions that past and backtested performance are not indicative of future results.
The document is a monthly performance update for the MerQube US Tech+ Vol Advantage Index. The Index targets a volatility-based dynamic exposure to an Underlying Asset with a maximum exposure of 500% and minimum of 0%. Since February 9, 2024 the Underlying Asset has been an unfunded position in the Invesco QQQ Trust, Series 1 (QQQ Fund), replacing prior E-Mini Nasdaq-100 futures. The Index level reflects a 6.0% per annum daily deduction plus a notional financing cost deducted daily. The Index was established on June 22, 2021 and the document presents hypothetical backtested performance Apr 2016 through Apr 2026 alongside actual performance from June 22, 2021 to April 30, 2026. The update cautions that backtested and historical performance are not indicative of future results and lists selected risks, including leverage, volatility drag, sponsor discretion, and QQQ Fund substitution effects.
JPMorgan presents monthly and annual hypothetical backtested and actual returns for the MerQube US Tech+ Vol Advantage Index. The presentation shows backtested performance from January 7, 2005 through June 21, 2021 and actual performance from June 22, 2021 through April 30, 2026. The Index was established on June 22, 2021 and its level reflects a 6.0% per annum daily deduction plus a notional financing cost. The materials emphasize that backtested results are hypothetical, have limitations, and are not indicative of future performance; investors should refer to the prospectus supplements and selected risk disclosures for further detail.