JPMORGAN CHASE & CO SEC Filings

JPMorgan Chase Financial Company LLC is issuing $1,865,000 of Auto Callable Contingent Interest Notes linked to ServiceNow, Inc. common stock, due August 3, 2029, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a Contingent Interest Rate of 18.65% per annum, credited quarterly (4.6625% per quarter), but only for Review Dates when the stock’s closing price is at or above a 50.00% Interest Barrier of the Initial Value. The notes are automatically called if, on any non-final Review Date, the stock closes at or above the Initial Value, in which case investors receive $1,000 per note plus the applicable contingent interest and no further payments.

If the notes are not called, and on the final Review Date the stock is at or above the Trigger Value (also 50.00% of the Initial Value), investors receive $1,000 plus the final contingent interest. If the Final Value is below the Trigger Value, repayment is reduced 1% for every 1% decline from the Initial Value, exposing investors to losses up to their entire principal. The notes are unsecured obligations of JPMorgan Financial, guaranteed by JPMorgan Chase & Co., with an original issue price of $1,000, estimated value of $944.30, and minimum denominations of $1,000.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering Digital Contingent Buffered Notes linked to the S&P 500 Index. The notes have a Contingent Digital Return of 9.37%, so if at maturity the S&P 500® closing level is at or above the Index Strike Level, or down by up to the 20.00% Contingent Buffer Amount, investors receive $1,093.70 per $1,000 note.

If the Index declines by more than 20.00% from the Index Strike Level of 7,316.15, the maturity payment is reduced 1% for each 1% Index loss, potentially down to zero. The notes are priced at $1,000 each, with total offering proceeds of $5,250,000 and net proceeds to the issuer of $5,195,295; the estimated value is $987.90 per $1,000 note. The Pricing Date is July 30, 2026, Valuation Date August 30, 2027, and Maturity Date September 2, 2027.

The product carries tax complexity, including treatment as prepaid financial contracts and discussion of Section 871(m) for Non-U.S. Holders, and it involves risks such as loss of principal beyond the buffer, limited liquidity, conflicts of interest in pricing and hedging, and secondary market values that may differ from the estimated value.

JPMorgan Chase Financial Company LLC is offering $1,065,000 of Digital Barrier Notes linked to the least performing of the Dow Jones Industrial Average, the S&P 500 Equal Weight Index and the State Street Energy Select Sector SPDR ETF, fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes pay a fixed 9.75% return at maturity per $1,000 only if, on the August 30, 2027 observation date, the final value of each underlying is at least 70% of its initial value; in that case, investors receive $1,097.50 at maturity. If any underlying finishes below its barrier, repayment is $1,000 plus the return of the least performing underlying, exposing investors to losses greater than 30% and down to a complete loss of principal.

The notes mature on September 2, 2027, are issued in $1,000 minimum denominations, pay no interest or dividends, are unsecured and unsubordinated obligations of JPMorgan Financial, and are subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co. The price to the public is $1,000 per note, including selling commissions, while the issuer’s estimated value is $984.70 per $1,000 note. The notes will not be listed, and secondary market prices are expected to be below the issue price.

JPMorgan Chase Financial Company LLC is offering Uncapped Dual Directional Buffered Return Enhanced Notes linked to the lesser performing of the Russell 2000® Index and the S&P 500® Index, due September 6, 2029, in minimum denominations of $1,000, fully and unconditionally guaranteed by JPMorgan Chase & Co.

At maturity, investors receive 1.20x any positive return of the lesser performing index, or a positive, uncapped return equal to the absolute value of any decline up to a 15.00% Buffer Amount. If either index falls by more than 15%, principal is reduced 1% for each additional 1% decline, down to a minimum payment of $150.00 per $1,000 note (an 85% loss of principal).

The notes pay no interest or dividends, are unsecured obligations subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co., and are not bank deposits or FDIC insured. If priced on the date shown, the estimated value would be $977.20 per $1,000 note, and at issuance will not be less than $900.00 per $1,000, reflecting selling commissions, hedging costs and issuer funding assumptions. Liquidity is expected to be limited, with no exchange listing and secondary prices typically below the original issue price.

JPMorgan Chase Financial Company LLC is offering structured Capped Dual Directional Buffered Equity Notes linked to the lesser performing of the Russell 2000 Index and the S&P 500 Index, fully and unconditionally guaranteed by JPMorgan Chase & Co., and maturing on September 30, 2027.

The notes provide unleveraged upside to index appreciation and, if the lesser performing index ends down by up to the 10.00% Buffer Amount, a positive return equal to that decline, in each case capped by a Maximum Upside Return of at least 15.00%. If either index falls by more than 10.00%, principal is exposed 1:1 to the decline beyond the buffer, with up to 90.00% loss of principal at maturity. The minimum denomination is $1,000, and an indicative estimated value is $963.90 per $1,000, not less than $900. Payments depend on the credit of JPMorgan Financial and JPMorgan Chase & Co. and the performance of each index individually.

JPMorgan Chase Financial Company LLC is offering structured notes linked to the MerQube US Tech+ Vol Advantage Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes can be automatically called on scheduled Review Dates starting August 13, 2027 if the Index closes at or above the Call Value, paying back $1,000 plus a Call Premium of at least 28%–140% of principal depending on the call date.

If not called, and the Final Index Level is at or above the 60% Barrier Amount at maturity on August 15, 2031, investors receive principal only; if it is below the Barrier, repayment is $1,000 plus $1,000 × Index Return, exposing investors to losses greater than 40% and up to total loss of principal. The underlying Index employs a 6.0% per annum daily deduction and a daily notional financing cost on exposure to the Invesco QQQ Trust, with dynamic leverage between 0% and 500% targeting 35% implied volatility, which can significantly drag performance. The notes pay no interest or dividends, are unsecured obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., have a minimum denomination of $1,000, and are expected to price around August 12, 2026. The estimated value is about $940 per $1,000 note on the trade date and will not be less than $920, reflecting embedded costs and internal funding and pricing assumptions.

JPMorgan Chase Financial Company LLC is offering $515,000 of Auto Callable Digital Barrier Notes linked to the least performing of the S&P 500® Index, Russell 2000® Index and Nasdaq-100 Index®, fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes may be automatically called on August 5, 2027 if each index is at or above its Call Value (100% of its Initial Value), paying $1,120 per $1,000 note (principal plus a $120 Call Premium Amount). If not called and on the Observation Date each index is at or above its Initial Value, the maturity payment per $1,000 note equals principal plus the greater of a 65.00% Contingent Digital Return or the Least Performing Index Return.

If the notes are not called and any index finishes below its Initial Value but at or above its Barrier Amount of 70.00% of Initial Value, investors receive only principal back. If any index finishes below its Barrier Amount, maturity payment is $1,000 plus $1,000 times the Least Performing Index Return, so investors can lose more than 30.00% and up to 100% of principal. The notes pay no interest or dividends, are unsecured, subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., and will not be listed. The price to public is $1,000 per note, including $7.50 in selling commissions; the estimated value at pricing is $963.50 per $1,000 note.

JPMorgan Chase Financial Company LLC is offering Capped Accelerated Barrier Notes linked to the iShares Bitcoin Trust ETF (IBIT), fully and unconditionally guaranteed by JPMorgan Chase & Co. Each note has a $1,000 denomination, provides 1.50x leveraged upside to any increase in the ETF, and caps total return at a Maximum Return of at least 125.00%, corresponding to a maximum payment of at least $2,250 per $1,000 at maturity.

The notes use a 70.00% Barrier Amount of the Initial Value. If the Final Value is at or above this barrier, investors receive at least full principal; if the Final Value falls below the barrier, repayment is fully exposed to the ETF’s decline, with losses matching the Fund’s negative return and up to a 100% loss of principal. The notes pay no interest and are unsecured obligations subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co.

The notes are expected to price on or about August 26, 2026, with maturity on August 30, 2029 and a single observation on August 27, 2029. If priced on the date shown, the estimated value would be approximately $935.20 per $1,000 note and will not be less than $900.00, reflecting embedded costs, hedging, and dealer compensation. The product entails significant risks tied to bitcoin volatility, potential Fund discontinuation and acceleration, lack of liquidity, and complex U.S. tax and withholding rules.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., plans to issue 5-year auto-callable notes linked to the J.P. Morgan Multi-Asset Index (ticker MAX). The notes have a $1,000 minimum denomination and a 100% participation rate in the Index return. The Index tracks a dynamic notional portfolio of up to 10 excess return futures-based indices across equities, fixed income and commodities, less a 1.00% per annum daily deduction, with an initial 4.0% volatility threshold.

The pricing date is August 31, 2026, with annual review dates through a final review date on September 2, 2031 and a maturity date on September 5, 2031. If on any review date (other than the final) the Index level is at or above the applicable Call Value, the notes are automatically called and pay $1,000 plus a call premium (at least 8.75% per annum) and then terminate. If not called and held to maturity, investors receive full principal repayment even if the Index has declined, and if the Final Value exceeds the Initial Value they also receive the Index Return multiplied by the 100% participation rate, all subject to the credit risks of JPMorgan Chase Financial Company LLC and JPMorgan Chase & Co. The estimated value when set will be not less than $900 per $1,000 note. The notes pay no interest, have limited liquidity, and embed numerous market, credit, strategy and tax risks.