JPMORGAN CHASE & CO (JPM) SEC Filings, May 4, 2026

JPMorgan Chase Financial Company LLC is offering Structured Investments (notes) linked to the MerQube US Large-Cap Vol Advantage Index with total principal of $740,000. The notes priced April 30, 2026 and are expected to settle on or about May 5, 2026 with maturity on May 5, 2031. The notes may be automatically called beginning May 3, 2027 if the Index is at or above the Call Value (90% of the Initial Value). The Index incorporates a 6.0% per annum daily deduction and the notes are unsecured obligations of JPMorgan Chase Financial, fully and unconditionally guaranteed by JPMorgan Chase & Co. The Initial Value was 4,077.50, making the Barrier Amount 2,038.75 (50% of Initial Value). The estimated value when priced was $900.00 per $1,000 note; the price to public is $1,000 per note, including selling commissions of $40 per note.

JPMorgan Chase Financial Company LLC is offering $3,715,000 of auto-callable contingent interest notes due May 3, 2029, fully guaranteed by JPMorgan Chase & Co. The notes pay a Contingent Interest Payment for a Review Date only if the closing level of each Index is at least 70.00% of its Initial Value; they will be automatically called if on a qualifying Review Date each Index closes at or above its Initial Value, with the earliest possible automatic call on October 30, 2026. Notes priced on April 30, 2026 and are expected to settle on or about May 5, 2026. These unsecured notes expose investors to credit risk of JPMorgan Financial and its guarantor, potential loss of principal if the Lesser Performing Index declines below its Trigger Value, limited upside (only contingent interest payments), and limited liquidity.

JPMorgan Chase Financial Company LLC priced $3,990,000 of Auto Callable Contingent Interest Notes due April 4, 2028, fully guaranteed by JPMorgan Chase & Co. The notes pay monthly contingent interest at an 8.30% per annum rate when both the Nasdaq-100 Technology Sector and the Russell 2000 close at or above 70.00% of their Initial Values. The notes may be automatically called beginning July 30, 2026 if both indices close on a Review Date at or above their Initial Values. At maturity, if not called, repayment depends on the Lesser Performing Index: investors may receive full principal plus a contingent interest payment or incur principal loss equal to the percentage decline of that Lesser Performing Index below its Initial Value.

JPMorgan Chase Financial Company LLC is offering $395,000 of Auto Callable Contingent Interest Notes due May 5, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a Contingent Interest Rate of 13.40% per annum monthly when the MerQube US Tech+ Vol Advantage Index is >= 75.00% of the Initial Value, are subject to an automatic call (earliest possible call: April 30, 2027), and expose investors to up to 70.00% principal loss at maturity if the Final Value is below the Buffer Threshold of 70.00%. The Index includes a 6.0% per annum daily deduction and a notional financing cost, and the notes are unsecured obligations of JPMorgan Financial; estimated value at pricing was $938.00 per $1,000 note.

JPMorgan Chase Financial Company LLC is offering structured notes linked to the MerQube US Tech+ Vol Advantage Index, due June 3, 2031, fully guaranteed by JPMorgan Chase & Co. The notes may be automatically called on specified Review Dates beginning June 3, 2027, paying the principal plus a stated Call Premium Amount if the Index on a Review Date is at or above the Call Value.

The notes include a 30.00% buffer: if at maturity the Index decline exceeds the buffer, investors absorb losses equal to the Index shortfall beyond 30.00% (up to a 70.00% principal loss). The Index level reflects a 6.0% per annum daily deduction and a notional financing cost, which materially reduces index performance and is a primary driver of the notes’ economics. Estimated value at issuance is approximately $939.70 per $1,000, with a floor estimated value not less than $900.00 per $1,000.

JPMorgan Chase Financial Company LLC priced $10,433,000 of structured notes linked to the MerQube US Large-Cap Vol Advantage Index, expected to settle on or about May 5, 2026 and maturing on May 3, 2029.

The notes pay no interest, include an automatic call beginning May 3, 2027 (Call Value = 90.00% of the Initial Value) with tiered Call Premium Amounts up to $555.00 per $1,000 on the final Review Date. The notes provide principal protection only if the Final Value is at or above the Barrier Amount (Barrier = 75.00% of the Initial Value) at maturity; otherwise payment equals $1,000 plus the Index Return. The Index used for returns reflects a 6.0% per annum daily deduction and the estimated value at pricing was $911.60 per $1,000 note (original issue price per note = $1,000; selling commission = $37.50).

JPMorgan Chase Financial Company LLC issued $1,163,000 of Auto Callable Contingent Interest Notes due November 4, 2027, fully guaranteed by JPMorgan Chase & Co. The notes pay contingent coupons at a 7.90% per annum rate when each Index closes at or above an Interest Barrier of 70.00% of its Initial Value. The notes are callable early beginning on July 30, 2026 if each Index closes at or above its Initial Value on a Review Date. The notes were priced on April 30, 2026 with a price to public of $1,000 per note (selling commission $22.25), an estimated value of $963.90 per $1,000 note, and expected settlement on or about May 5, 2026. Payments at maturity depend on the Least Performing Index; if that Index finishes below its Trigger Value the investor can lose part or all principal.

JPMorgan Chase Financial Company LLC priced $80,000 of $1,000 minimum denomination Auto Callable Contingent Interest Notes linked to the MerQube US Tech+ Vol Advantage Index, due May 5, 2031, fully guaranteed by JPMorgan Chase & Co. The notes pay quarterly Contingent Interest Payments when the Index closing level on a Review Date is at or above an Interest Barrier equal to 60.00% of the Initial Value, and will be automatically called if the Index on a Review Date (other than the first and final) is at or above the Initial Value. The earliest automatic-call date is October 30, 2026. The Index incorporates a 6.0% per annum daily deduction and a notional financing cost tied to the QQQ Fund; these deductions are explicit drags on Index performance. The notes priced on April 30, 2026, are expected to settle on or about May 5, 2026, and have an estimated value at pricing of $931.50 per $1,000 note; the price to public was $1,000 per note (selling commissions $6.50).

JPMorgan Chase Financial Company LLC priced a structured note offering: $5,000 of $1,000-denomination Auto Callable Contingent Interest Notes linked to the MerQube US Small-Cap Vol Advantage Index, due May 5, 2031, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a Contingent Interest Payment for a Review Date only if the Index closing level is at or above an Interest Barrier of 60.00% of the Initial Value, and are automatically callable if the Index on a Review Date (other than the first and final) is greater than or equal to the Initial Value. Pricing occurred on April 30, 2026 with expected settlement on or about May 5, 2026. The Index is subject to a 6.0% per annum daily deduction and the notes are unsecured obligations of JPMorgan Financial (credit risk of issuer and guarantor applies). The earliest automatic call date is October 30, 2026. Investors may lose substantial principal if the Final Value is below the Trigger Value; estimated note value at pricing was $925.90 per $1,000 note.