JPMORGAN CHASE & CO SEC Filings

JPMorgan Chase Financial Company LLC is offering Auto Callable Contingent Interest Notes due August 10, 2028, linked to the common stock of United Rentals, Inc. (URI), and fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a Contingent Interest Rate of at least 12.25% per annum (at least 3.0625% per quarter) for each Review Date on which URI’s closing price is at or above 60.00% of the Initial Value (the Interest Barrier). Missed interest can be paid later if the barrier is met on a subsequent Review Date.

The notes are auto-callable if URI’s closing price on any Review Date (other than the first and final) is at least the Initial Value, with the earliest possible call on February 8, 2027. If not called and the final price is at or above the Trigger Value of 60.00% of the Initial Value, investors receive principal plus the final and any unpaid contingent interest. If the final price is below the Trigger Value, repayment is reduced one-for-one with the stock decline, so investors can lose more than 40% and up to all of principal. The minimum denomination is $1,000. The estimated value is about $960.00 per $1,000 note on the trade date and will not be less than $930.00 when set, reflecting embedded fees and hedging costs, and the notes are unsecured obligations subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC is issuing $1,005,000 of Uncapped Lookback Accelerated Barrier Notes linked to the S&P 500® Futures Excess Return Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes price at $1,000 per note, mature on August 7, 2031 and pay no interest.

At maturity, if the Index’s Final Value exceeds the lowest closing level during the Lookback Observation Period (the Lookback Value), investors receive principal plus 1.8075× the Index Return. If the Final Value is between the Lookback Value and 70.00% of it (the Barrier Amount), principal is returned. If the Final Value is below the Barrier Amount, repayment is reduced one-for-one with the Index decline from the Lookback Value, and investors can lose up to 100% of principal.

The notes are unsecured and unsubordinated obligations of JPMorgan Financial, subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co. The estimated value at pricing is $970.80 per $1,000 note, below the issue price due to selling commissions of $11.25 per note and hedging and structuring costs, and the notes will not be listed, limiting liquidity.

JPMorgan Chase Financial Company LLC is offering auto callable contingent interest notes linked to the common stock of Freeport-McMoRan Inc., fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a Contingent Interest Payment on each monthly Review Date only if Freeport-McMoRan’s share price is at or above an Interest Barrier set at 53.25% of the Initial Value. The Contingent Interest Rate will be at least 15.00% per annum, paid at a rate of at least 1.25% per month, with any unpaid coupons potentially paid later if the barrier is subsequently met.

The notes may be automatically called on specified Review Dates starting February 8, 2027 if the share price is at or above the Initial Value, in which case investors receive $1,000 per note plus the applicable current and any unpaid Contingent Interest Payments, and no further payments. If not called and the Final Value on August 7, 2028 is at or above the Trigger Value (also 53.25% of the Initial Value), investors receive principal plus the final and any unpaid Contingent Interest Payments. If the Final Value is below the Trigger Value, repayment is reduced by the full percentage decline in the stock, and investors can lose more than 46.75% and up to all principal.

The notes are unsecured, unsubordinated obligations of JPMorgan Chase Financial Company LLC, subject to the credit risk of both the issuer and guarantor. They do not pay fixed interest or dividends and provide no participation in stock upside beyond coupons. Selling commissions are up to $17.50 and a structuring fee up to $1.00 per $1,000 note. The estimated value, if priced on the described terms, would be about $960.00 per $1,000, and will not be less than $940.00, reflecting embedded costs and hedging. The notes are not listed, may be illiquid, and early secondary sales could be at substantial discounts.

JPMorgan Chase Financial Company LLC is offering unsecured, unsubordinated Capped Buffered Equity Notes linked to the Invesco QQQ, Series 1, due September 6, 2029, fully and unconditionally guaranteed by JPMorgan Chase & Co. Investors receive 1.00x any positive QQQ return at maturity, capped at a Maximum Return of at least 51.55%.

The notes provide a 10.00% downside buffer; if the Invesco QQQ, Series 1 falls by more than 10%, principal is reduced 1% for each additional 1% decline, up to a 90.00% loss of principal. The notes pay no interest or dividends, are not bank deposits or FDIC-insured, will not be listed, and are subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co. The indicative estimated value is approximately $950.00 per $1,000 principal amount, and will not be less than $920.00 per $1,000 when finalized. The issuer expects to treat the notes as prepaid financial contracts for U.S. tax purposes, with complex and potentially adverse alternative tax outcomes discussed in the tax section.

JPMorgan Chase Financial Company LLC is offering Digital Buffered Notes linked to the Nasdaq-100 Index®, fully and unconditionally guaranteed by JPMorgan Chase & Co. Each note has a $1,000 principal amount and a minimum investment of $10,000.

At maturity on August 20, 2027, investors receive a fixed return via a Contingent Digital Return of at least 10.22% (maximum payment $1,102.20 per $1,000) if the Nasdaq-100 ending level is at or above the strike, or down by up to the 15.00% Buffer Amount from the Index Strike Level of 29,733.16. If the index falls more than 15%, principal is lost on a leveraged basis at 1.17647% per additional 1% decline, potentially up to total loss. The notes are unsecured, pay no interest or dividends, will not be listed, and secondary market prices and estimated value (about $986.30, not less than $970.00 per $1,000) are expected to be below the issue price.

JPMorgan Chase Financial Company LLC is offering auto callable structured notes linked to the J.P. Morgan Multi-Asset Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. Each note has a $1,000 denomination and is expected to price on or about August 6, 2026, settle on or about August 11, 2026 and mature on August 11, 2033.

The notes may be automatically called on any annual Review Date from August 10, 2027 through August 6, 2032 if the Index is at or above its Initial Value, paying $1,000 plus a Call Premium of at least 8.15% on the first Review Date, rising to at least 48.90% by the sixth. If never called, investors receive full principal at maturity plus uncapped upside equal to the Index Return × 100% participation, with no downside below par, all subject to issuer and guarantor credit risk.

The Index is a JPMS-designed, futures-based, excess return multi-asset index with a 1.00% per annum daily deduction and a 4% target volatility framework, using a momentum strategy and allowing both long and short notional positions. The notes pay no interest, are unsecured and not FDIC-insured. The indicative estimated value is about $929.20 per $1,000, and will not be less than $900.00, reflecting embedded costs. For U.S. tax purposes, they are expected to be treated as contingent payment debt instruments requiring accrual of original issue discount.

JPMorgan Chase Financial Company LLC is offering Trigger Autocallable GEARS, unsecured structured notes linked to the EURO STOXX 50® Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. Each Security has a $10 principal amount and is offered in minimum investments of $1,000.

If on the July 28, 2027 Observation Date the index closes at or above the Autocall Barrier (100% of the Initial Value), the notes are automatically called and pay a Call Price of $11.80 per $10, reflecting an 18.00% Call Return, with no further payments or participation in additional index gains. If not called and, at the August 5, 2031 Final Valuation Date, the index is above the Initial Value, investors receive principal plus Upside Gearing of between 1.28 and 1.3825 times the positive index return.

If the notes are not called and the index return is zero or negative but the Final Value is at or above the Downside Threshold (75% of the Initial Value), principal is repaid at maturity. If the Final Value is below the Downside Threshold, repayment is reduced dollar-for-dollar with the index loss, down to zero. The notes pay no interest or dividends, involve a risk of losing some or all principal, and all payments depend on the creditworthiness of JPMorgan Financial and JPMorgan Chase & Co. The initial issue price is $10, including $0.25 per note in selling commissions; the estimated value is approximately $9.615 per $10, and will not be less than $9.30 per $10 at pricing.

JPMorgan Chase Financial Company LLC is offering $360,000 of Uncapped Accelerated Barrier Notes linked to the EURO STOXX 50® Index, unconditionally guaranteed by JPMorgan Chase & Co. The notes mature on August 3, 2029 and are unsecured, unsubordinated obligations subject to the credit risk of both issuer and guarantor.

The notes provide 1.50x any Index appreciation at maturity, with no upside cap. If the Final Value is at or above the 70% Barrier Amount of the Strike Value, principal is returned; if it is below, investors lose 1% of principal for each 1% Index decline from the Strike Value, potentially losing all principal. The notes pay no interest or dividends, are not exchange-listed, and have minimum denominations of $1,000.

The price to public is $1,000 per note, including $6 in selling commissions, for issuer proceeds of $994 per note. The estimated value at pricing was $973.40 per $1,000, reflecting internal funding assumptions, structuring and hedging costs. Historical Index data through July 31, 2026 are provided, including a closing level of 6,426.50 on August 3, 2026. The tax discussion describes treatment as an “open transaction” prepaid financial contract and addresses potential future guidance and Section 871(m) for non‑U.S. holders.

JPMorgan Chase Financial Company LLC is issuing $1,605,000 of Auto Callable Accelerated Barrier Notes linked to the least performing of the Russell 2000, S&P 500 and EURO STOXX 50, due August 8, 2029, fully guaranteed by JPMorgan Chase & Co. The notes have a denomination of $1,000 and priced at $1,000 with proceeds of $998 to the issuer after fees.

The notes may be automatically called on August 6, 2027 if each index is at or above its Call Value, paying principal plus a Call Premium Amount of $193.50 per $1,000 note. If not called, at maturity investors receive 1.50 times any positive return of the least performing index; par is repaid if each index stays at or above 70% of its Initial Value. If any index closes below this barrier on the Observation Date, repayment is reduced one-for-one with the loss in the least performing index, down to a total loss of principal.

The notes pay no interest or dividends, are unsecured obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., and are not listed, so liquidity may be limited. The estimated value was $986 per $1,000 at pricing, below the issue price due to selling, structuring and hedging costs.