JPMORGAN CHASE & CO SEC Filings

The document is a monthly update for the MerQube US Tech+ Vol Advantage Index used in notes offered under Registration Statement Nos. 333-270004 and 333-270004-01. It presents hypothetical backtested returns from January 7, 2005 through June 21, 2021 and actual Index performance from June 22, 2021 through March 31, 2026, with detailed monthly and annual return tables.

The update discloses key Index mechanics and risks, including a 6.0% per annum daily deduction, a notional financing cost, significant leverage and potential large uninvested periods, and that the QQQ Fund replaced E‑Mini Nasdaq‑100 futures as the Underlying Asset on February 9, 2024. It repeats backtesting limits and warns that past and backtested performance do not predict future results.

JPMorgan Chase Financial Company LLC is offering Auto Callable Contingent Interest Notes linked to ServiceNow, Inc. stock, due October 21, 2027, fully guaranteed by JPMorgan Chase & Co. The notes pay contingent monthly interest only if the Reference Stock closes at or above an Interest Barrier equal to 50.00% of the Initial Value. The earliest automatic-call date is October 16, 2026. Estimated value at pricing is approximately $963.00 per $1,000 note and will not be less than $900.00 per $1,000 note. Holders face credit risk of the issuer and guarantor, limited upside (interest only), potential loss of principal if Final Value is below the Trigger Value, and limited liquidity.

J.P. Morgan provided a performance update for the J.P. Morgan Kronos+ SM Index used by notes linked to the April 2023 prospectus materials. The Index seeks dynamic exposure to the S&P 500® Price Index and may be uninvested, fully invested or 2x leveraged based on turn-of-month, option-expiry momentum and month-end mean-reversion rules. The Index level is published on Bloomberg under JPUSKRNS, was established on December 22, 2020, and is subject to a daily deduction of 0.95% per annum index fee. The update shows hypothetical and actual performance covering March 2016 through March 2026 and includes backtesting disclosures and selected risk points, including overlap between strategy windows, possible substitution of the Constituent, and sensitivity to the Effective Federal Funds Rate.

J.P. Morgan Tactical Blend Index performance update. The Index, established on March 30, 2023, provides a rules-based allocation among an Equity Constituent (JPUSEQLV), a Bond Constituent (JPUSCORE) and a Currency Constituent (UUP), targets level volatility and is calculated on an excess return basis net of the US Fed Funds Effective Rate with a 0.85% per annum daily deduction. The document shows hypothetical backtested performance through March 29, 2023 and actual levels from March 30, 2023 through March 31, 2026, with a 10 Year Return (Annualized) of 2.76% and 10 Year Volatility (Annualized) of 6.35% for the Index. Recent monthly average weights for Mar 2026 are listed as Currency 18.91%, Bond 35.71%, and Equity 23.26%. The update emphasizes limitations of backtesting, limited operating history, and selected risks including momentum strategy risk and potential significant allocation to the defensive constituent.

J.P. Morgan published a monthly prospectus supplement presenting hypothetical backtested and actual historical performance for the MerQube US Large‑Cap Vol Advantage Index. The presentation covers backtested results from January 7, 2005 through February 10, 2022 and actual Index performance from February 11, 2022 through March 31, 2026. The materials state the Index level incorporates a 6.0% per annum daily deduction and include prominent disclaimers that backtested results have limitations and past performance is not indicative of future results.

The document lists selected risks related to leverage, futures contracts, concentration, limited operating history (Index established February 11, 2022), and non‑U.S. securities exposure, and it notes JPMS coordinated with the Index Sponsor in developing the Index methodology.

J.P. Morgan Securities posted a Rule 424(b)(3) performance update for the MerQube US Small‑Cap Vol Advantage Index used in linked notes. The Index targets 35% volatility, permits a maximum futures exposure of 500% and minimum of 0%, and applies a 6.0% per annum daily deduction. The Index ticker is MQUSSVA and it was established on June 21, 2022. The document presents hypothetical backtested performance through June 17, 2022 and actual performance from June 21, 2022 through March 31, 2026, and reiterates standard risk disclosures about leverage, limited operating history, and backtest limitations.

JPMorgan Chase Financial Company LLC is offering Contingent Income Auto-Callable Securities linked to the common stock of Broadcom Inc. The notes have a $1,000 stated principal amount and may pay contingent quarterly payments if the underlying stock on each determination date is >= 50% of the initial stock price. The securities can auto-redeem early if the stock closes at or above the initial stock price on a determination date; otherwise, at maturity investors either receive principal plus any payable contingent payment or a reduced cash payment equal to the stated principal amount times the stock performance factor (final stock price / initial stock price), which could be less than 50% of principal and possibly zero. The estimated value at the assumed contingent payment is approximately $969 per $1,000, with an asserted floor estimated value of $940. Pricing is expected on or about April 17, 2026, with maturity April 22, 2027. These securities are unsecured obligations of JPMorgan Financial and fully guaranteed by JPMorgan Chase & Co.; payments depend on issuer/guarantor credit.

JPMorgan presents a monthly index supplement for the MerQube US Large-Cap Vol Advantage Index with hypothetical backtested returns from January 7, 2005 through February 10, 2022 and actual performance from February 11, 2022 through March 31, 2026. The materials state the Index level reflects a 6.0% per annum daily deduction and note the Index was established on February 11, 2022. The supplement emphasizes that backtested figures were produced by MerQube, have inherent limitations, and that past performance and backtested results are not indicative of future results. Investors are directed to the listed "Selected Risks," related prospectus and product supplements for full risk disclosures.

JPMorgan Chase Financial Company LLC priced $950,000 of Callable Contingent Interest Notes due April 11, 2030, fully guaranteed by JPMorgan Chase & Co. The notes pay Contingent Interest Payments when both the Nasdaq-100 and S&P 500 closing levels are each at least 80.00% of their Initial Values on a Review Date. The notes carry a Contingent Interest Rate of 8.70% per annum, an illustrative Buffer Amount of 20.00%, and can be called by the issuer as early as October 14, 2026. The notes priced April 8, 2026, settle on or about April 13, 2026, mature April 11, 2030, and have CUSIP 46660RNZ3. The offering lists a price to public of $1,000 per note, selling commission of $5, proceeds to issuer of $995 per note, and an estimated value at pricing of $980.70 per $1,000 note. These are unsecured obligations subject to the credit risk of the issuer and guarantor and may result in up to an 80.00% principal loss if the Lesser Performing Index declines beyond the buffer.