JPMORGAN CHASE & CO SEC Filings

JPMorgan Chase Financial Company LLC is issuing $584,000 of Digital Barrier Notes linked to the least performing of the Nasdaq-100® Technology Sector, the Russell 2000® Index and the S&P 500® Equal Weight Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are scheduled to price on July 30, 2026, settle on or about August 4, 2026, and mature on September 2, 2027, with a single observation date on August 30, 2027.

For each $1,000 note, investors receive a fixed 10.00% Contingent Digital Return (total payment $1,100) at maturity if the final level of each index is at least 60.00% of its Initial Value (the Barrier Amount). If any index finishes below its barrier, repayment is $1,000 plus the return of the least performing index on a one-for-one basis, so losses can exceed 40% of principal and reach 100%. The notes pay no interest, provide no principal protection, and are subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co. The price to public is $1,000 per note, including a $5 selling commission; the bank’s estimated value is $992.60 per $1,000, and secondary market liquidity and pricing may be significantly less favorable to investors.

JPMorgan Chase Financial Company LLC is offering Uncapped Accelerated Barrier Notes due September 5, 2031, linked to the lesser performing of the Russell 2000 Index and the S&P 500 Index. The notes target an uncapped payoff of at least 1.49x any positive return of the lesser performing index at maturity, with a barrier set at 70% of its Initial Value.

If both indices finish at or above their respective barrier amounts, investors receive at least their $1,000 principal; if either finishes below its barrier, principal loss matches the decline of the lesser-performing index and can reach 100%. The notes pay no interest, provide no dividends, are unsecured obligations of JPMorgan Financial fully guaranteed by JPMorgan Chase & Co., and are subject to their credit risk. Minimum denomination is $1,000. If priced today, the estimated value would be $970.80 per $1,000, and at pricing it will not be less than $900.00 per $1,000. The notes will not be listed, so liquidity depends on dealer pricing. Tax treatment is expected to follow "open transaction" prepaid financial contract treatment, and the issuer currently expects Section 871(m) withholding not to apply.

JPMorgan Chase Financial Company LLC is issuing $2,144,000 of Auto Callable Contingent Interest Notes linked to the capital stock of International Business Machines Corporation (IBM), due August 3, 2028, fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes pay a Contingent Interest Rate of 14.00% per annum (3.50% per quarter), or $35.00 per $1,000 per quarter, only if on a Review Date the IBM share price is at or above the Interest Barrier of 51.65% of the Initial Value (based on an Initial Value of $221.74, the barrier equals $114.52871). Missed interest can be paid later if the barrier is met, but may be lost entirely.

The notes are auto callable on any Review Date other than the first and final, starting February 1, 2027, if IBM’s closing price is at least the Initial Value; investors then receive $1,000 plus due and unpaid contingent interest, with no further payments. At maturity, if not called, investors receive principal plus contingent interest only if the Final Value is at or above the Trigger Value (same level as the Interest Barrier). If the Final Value is below the Trigger Value, the payoff is $1,000 plus $1,000 × Stock Return, so investors lose 1% of principal for each 1% IBM has fallen and can lose all principal.

The price to the public is $1,000 per note, including total fees of $18.50 (selling commission and structuring fee), with estimated value of $962.90 per $1,000 at pricing. The notes are unsecured, unsubordinated obligations subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co., will not be listed, may have limited or no liquidity, and expose holders to issuer credit, market, reinvestment, tax and structural risks highlighted in extensive risk disclosures.

JPMorgan Chase Financial Company LLC is offering Uncapped Accelerated Barrier Notes due September 6, 2029, linked to the least performing of the Nasdaq-100 Index®, the Russell 2000® Index and the S&P 500® Index, in minimum denominations of $1,000, fully and unconditionally guaranteed by JPMorgan Chase & Co.

At maturity, if the Final Value of each Index is at or above its Barrier Amount (70% of its Initial Value), investors receive at least their principal, and if all three Indices finish above their Initial Values, the notes pay an uncapped leveraged upside of 1.68 times the appreciation of the least performing Index. If any Index ends below its Barrier Amount, principal is reduced 1% for each 1% decline of the least performing Index from its Initial Value, down to a total loss of principal if that Index falls to zero.

The notes pay no interest or dividends, are unsecured and unsubordinated obligations subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co., and will not be listed on any exchange. If priced on the date illustrated, the estimated value would be about $967.20 per $1,000 note, and will not be less than $900.00 per $1,000 when finalized, reflecting structuring, hedging and distribution costs.

JPMorgan Chase Financial Company LLC is offering Buffered Callable Range Accrual Notes linked to the Nasdaq 100® Index, fully and unconditionally guaranteed by JPMorgan Chase & Co., and scheduled to mature on August 29, 2031, subject to issuer call from August 31, 2027.

At maturity, if the Index’s Final Value is at or above the Buffer Level of 85.00% of the Initial Value, investors receive full principal repayment per $1,000 note plus any accrued interest. If the Final Value is below this Buffer Level, principal is reduced by 1% for each 1% decline beyond the 15.00% buffer, with examples showing paybacks as low as $150 per $1,000 for a full Index loss.

Monthly interest is calculated on a range‑accrual basis: an Interest Factor of 8.25% per annum is multiplied by the ratio of “Variable Days” (Trading Days when the Index is at or above 85.00% of Initial Value) to total Trading Days in the period, subject to a 0.00% minimum and a maximum equal to the Interest Factor. The issuer may redeem the notes monthly at par plus accrued interest. The indicative estimated value is $926.80 per $1,000 note, and will not be less than $900.00, reflecting selling commissions and hedging costs. The notes carry complex U.S. tax and withholding considerations, particularly for Non‑U.S. holders.

JPMorgan Chase Financial Company LLC is offering uncapped accelerated barrier notes linked to the lesser performing of the Russell 2000 Index and the S&P 500 Index, guaranteed by JPMorgan Chase & Co. The notes are expected to price on or about August 26, 2026 and mature on August 31, 2028, in minimum denominations of $1,000.

At maturity, if both indices finish at or above their initial levels, investors receive the principal plus at least 1.11× the appreciation of the lesser performing index, with no cap. If either index finishes at or below its initial level but both remain at or above 70% of their initial values, principal is returned. If either index finishes below this 70% barrier, repayment is reduced 1% for each 1% decline of the lesser performing index from its initial level, down to a total loss of principal.

The notes pay no interest, provide no dividends, will not be listed, and are subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co. An indicative estimated value is $961.80 per $1,000 note, and the final estimated value will not be less than $900.00, reflecting built-in selling, structuring and hedging costs.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering 5-year non-call 1-year auto callable contingent interest notes linked to the MerQube US Tech+ Vol Advantage Index, which references an unfunded total return position in the Invesco QQQ Trust, Series 1, reduced by a notional financing cost and a 6.0% per annum daily index deduction. The index dynamically adjusts exposure to the underlying QQQ Fund between 0% and 500% while targeting a volatility level.

The notes have a minimum denomination of $1,000 and offer a contingent interest rate of at least 8.50% per annum, payable monthly at a rate of at least 0.70833%, but interest is only paid if on a review date the index level is at or above an Interest Barrier equal to 80% of the initial value. The notes are automatically called if, on any applicable monthly review date (other than the first eleven and the final review date), the index closes at or above its initial value, in which case investors receive $1,000 plus the current and any previously unpaid contingent interest and no further payments.

If the notes are not called and at maturity the index final value is at or above a Buffer Threshold of 70% of the initial value, investors receive $1,000 per note plus the applicable contingent interest and any prior unpaid contingent interest. If the final value is below the buffer threshold, the maturity payment is reduced according to $1,000 + [$1,000 × (Index Return + 30% buffer amount)], so investors will lose some or most of their principal. The estimated value will not be less than $900 per $1,000 note when set, and all payments are subject to the credit risk of JPMorgan Chase Financial Company LLC and JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC is offering Uncapped Accelerated Barrier Notes at $1,000 per note, linked to the Invesco S&P 500 Equal Weight ETF and fully guaranteed by JPMorgan Chase & Co. The notes run to August 7, 2031 and pay no interest or dividends.

At maturity, investors receive leveraged upside of at least 1.11x any ETF appreciation. Principal is protected only if the ETF’s final level is at or above a 75.00% barrier of its initial value; below the barrier, losses are one-for-one with the ETF and can reach 100%. The estimated initial fair value is about $960 per $1,000 note, not less than $940, reflecting embedded fees and hedging costs.

JPMorgan Chase Financial Company LLC is offering $200,000 of Medium-Term Notes, Series A, Capped Buffered Enhanced Participation Basket-Linked Notes due August 2, 2028, fully and unconditionally guaranteed by JPMorgan Chase & Co. Each note has a $1,000 principal amount and pays no interest.

The notes are linked to an unequally weighted basket of five equity indices: EURO STOXX 50® (40%), TOPIX® (25%), FTSE® 100 (17%), Swiss Market Index (11%) and S&P/ASX 200 (7%), with an initial basket level of 100. At maturity, investors receive 1.5x any positive basket return, capped at a maximum settlement amount of $1,417 per $1,000 (basket cap at 127.80% of the initial level). A 10% downside buffer protects principal if the basket decline is within that range; beyond it, losses are leveraged at a buffer rate of about 1.1111, and investors can lose all principal.

The original issue price is 100% of principal, including a 2.00% selling commission, with net proceeds of 98%. The issuer’s estimated value is $975.90 per $1,000 note, reflecting internal funding and hedging costs. The notes are unsecured obligations subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co., will not be listed, and may have limited or no secondary market liquidity.