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Inverse VIX S/T Futs ETNs due Mar22,2045 SEC Filings

VYLD NYSE

Welcome to our dedicated page for Inverse VIX S/T Futs ETNs due Mar22,2045 SEC filings (Ticker: VYLD), a comprehensive resource for investors and traders seeking official regulatory documents including 10-K annual reports, 10-Q quarterly earnings, 8-K material events, and insider trading forms.

Our SEC filing database is enhanced with expert analysis from Rhea-AI, providing insights into the potential impact of each filing on Inverse VIX S/T Futs ETNs due Mar22,2045's stock performance. Each filing includes a concise AI-generated summary, sentiment and impact scores, and end-of-day stock performance data showing the actual market reaction. Navigate easily through different filing types including 10-K annual reports, 10-Q quarterly reports, 8-K current reports, proxy statements (DEF 14A), and Form 4 insider trading disclosures.

Designed for fundamental investors and regulatory compliance professionals, our page simplifies access to critical SEC filings. By combining real-time EDGAR feed updates, Rhea-AI's analytical insights, and historical stock performance data, we provide comprehensive visibility into Inverse VIX S/T Futs ETNs due Mar22,2045's regulatory disclosures and financial reporting.

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JPMorgan Chase Financial Company LLC is issuing $6.904 million of Capped Airbag GEARS (Growth Enhanced Asset Return Securities) linked to the S&P 500 Index. The notes trade on 23 Jun 2025, settle on 26 Jun 2025, and mature on 28 Jun 2027.

Payoff profile: at maturity investors receive (i) 100% principal plus 1.5× any positive index return, capped at a 26.5 % maximum gain; (ii) full principal if the index is flat or down but remains above the 90 % downside threshold; or (iii) a loss of 1.11111 % for each 1 % index decline beyond the 10 % buffer if the threshold is breached. No periodic coupons or dividends are paid.

Key terms: Initial Index Value 6,025.17; Downside Threshold 5,422.65 (-10 %); Downside Gearing 1.11111; CUSIP 480921329; ISIN US4809213295. Minimum investment is $1,000 (denominations of $10). Sales are limited to UBS fee-based advisory accounts with no up-front commissions. The issuer’s internal estimated value is $9.961 per $10, implying an initial value discount of ~0.39 %.

Risk considerations: investors face (1) equity exposure risk once the 10 % buffer is exceeded, (2) credit risk of JPMorgan Chase Financial and its guarantor JPMorgan Chase & Co., (3) liquidity risk as the securities are not exchange-listed, and (4) cap-on-upside risk limiting returns to 26.5 % despite 1.5× leverage. The notes are not FDIC-insured.

Overall, the filing describes a short-dated structured note offering leveraged upside participation with a modest cap and contingent downside protection, suited to investors with a moderately bullish two-year view on the S&P 500 who can tolerate potential principal loss and limited secondary market liquidity.

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JPMorgan Chase Financial Company LLC, guaranteed by JPMorgan Chase & Co., intends to issue Dual Directional Trigger Jump Securities linked to the iShares MSCI Emerging Markets ETF (EEM). Each $1,000 note offers three possible outcomes at maturity (5 Jan 2027):

  • If EEM is ≥ the initial price: investor receives $1,000 plus an upside payment of at least $141 (≥ 14.1%), capping total redemption at ≥ $1,141.
  • If EEM is below the initial price but ≥ the 90 % trigger: every 1 % decline in EEM creates a 1 % positive return on the note, up to the same $1,100 cap, effectively providing a 10 % downside buffer.
  • If EEM closes below the trigger: payoff equals $1,000 × (EEM final⁄EEM initial), exposing principal one-for-one to losses beyond 10 % and potentially to total loss.

Key terms: pricing date 30 Jun 2025; settlement three business days later; valuation date 30 Dec 2026. Estimated value on the pricing date will be ≥ $940 per note and disclosed in the final pricing supplement. The securities pay no periodic coupon, have limited secondary liquidity, and all payments depend on the credit of both the issuer and guarantor.

Principal risks highlighted in the filing include: fixed and limited upside, possibility of losing more than 10 % (up to 100 %) of principal, exposure to emerging-market equity, currency and geopolitical risks embedded in EEM, uncertain tax treatment, potential conflicts of interest from JPMorgan’s hedging/trading, and market value likely below issue price in secondary trading.

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JPMorgan Chase Financial Company LLC is issuing $520,000 of Capped Accelerated Barrier Notes linked to the EURO STOXX 50® Index, maturing 28 June 2028. The notes deliver 2.0× leveraged exposure to index gains up to a 50.75% maximum return; if the index declines, principal is protected only as long as the final level is at least 70% of the initial 5,221.90. Below that 70% barrier, losses mirror the index decline and can reach 100% of principal.

The unsecured notes are fully and unconditionally guaranteed by JPMorgan Chase & Co. Investors forego interest and dividends and rely solely on repayment at maturity. Key dates: pricing 23 Jun 2025, settlement 26 Jun 2025, observation 23 Jun 2028, maturity 28 Jun 2028. Minimum denomination is $1,000; CUSIP 48136ET54.

Pricing details show a 100% price to public, 2.95% selling commission and 97.05% net proceeds. JPMorgan’s valuation model assigns an estimated value of $958.70 per $1,000 note, so investors pay a 4.3% premium for distribution, structuring and hedging costs.

Major risks flagged include: potential total loss of principal, capped upside, issuer and guarantor credit exposure, early acceleration for regulatory changes, lack of listing or secondary-market liquidity, conflicts of interest in hedging, and complex tax treatment with possible future IRS changes. Secondary market prices are expected to trade below issue price, notably during the initial six-month amortisation of distribution costs.

Filed under Rule 424(b)(2) as part of JPMorgan’s Series A MTN programme, the product targets investors with a moderately bullish three-year view on large-cap Eurozone equities who understand structured-product mechanics and are willing to assume credit and liquidity risk in exchange for leveraged but capped upside and contingent downside protection.

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Barclays Bank PLC is offering unsecured, unsubordinated Global Medium-Term Notes, Series A, due 3 August 2028, linked to the least-performing of the S&P 500® Index (SPX) and the Dow Jones Industrial Average® (INDU).

Principal protection: at maturity investors will receive no less than 100 % of face value; downside exposure to the indices is limited to foregone return, not loss of principal, subject to Barclays’ credit and U.K. bail-in risk.

Upside mechanics: if the Final Value of the worst-performing index is ≥ its Initial Value, payment equals $1,000 plus the lesser of (a) that index’s return and (b) the Maximum Return of 25 %. Consequently, the best possible redemption is $1,250 per $1,000 note.

Key commercial terms include: denomination $1,000; Initial Valuation Date 31 July 2025; Issue Date 5 August 2025; Final Valuation Date 31 July 2028; Calculation Agent Barclays; CUSIP 06746CFL8. The notes will not list on any exchange.

Pricing economics: public offer price is 100 %. Barclays’ estimated value on the pricing date is expected between $913.10 and $973.10, implying an upfront value differential of roughly 2.7-8.7 % that covers distribution fees (agent commission up to 0.80 %) and hedging/structuring costs.

Risks highlighted include: capped upside, no interim interest, exposure to each reference asset individually (no basket averaging), limited liquidity, possible early acceleration on change-in-law, taxation as contingent payment debt instruments requiring current income accrual, and potential write-down or conversion under U.K. Bail-in Power.

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JPMorgan Chase Financial Company LLC, guaranteed by JPMorgan Chase & Co., is offering 18-month EURO STOXX 50® Dual Directional Trigger Jump Securities. Each $1,000 note provides:

  • Fixed upside payment ≥ $176.50 (17.65%) if the final index value is at or above the initial index value.
  • Positive return on small declines: if the index falls up to 10%, investors receive a 1% gain for every 1% decline (maximum payment $1,100).
  • Trigger level at 90% of the initial index. If the index closes below this level on the valuation date, repayment equals $1,000 × (final index / initial index), exposing investors to full downside beyond –10%.

Key terms include a pricing date of July 2 2025, maturity on January 7 2027, and CUSIP 48136E4P7. The estimated value on pricing will be disclosed in the final supplement and will not be less than $940 per note, implying an initial issue premium and typical structured-note bid/offer spread.

Risk highlights:

  • No periodic interest and principal is not guaranteed.
  • Capped appreciation; maximum gain is the fixed upside payment.
  • Credit exposure to both JPMorgan Financial and JPMorgan Chase & Co.
  • Limited secondary liquidity; prices expected below issue price.
  • Issuer may accelerate, and tax treatment is uncertain.

The securities appeal to investors seeking a short-dated, index-linked note with a modest buffer and predetermined upside, but they carry significant credit, liquidity, and market risks that must be weighed against a direct investment in the EURO STOXX 50® or other alternatives.

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J.P. Morgan is marketing 5-year “Uncapped Buffered Return Enhanced Notes” linked to the MSCI EAFE® Index (MXEA). The notes will be issued by JPMorgan Chase Financial Company LLC and fully guaranteed by JPMorgan Chase & Co. Key dates are a Pricing Date of 30 Jun 2025, a single Observation Date of 1 Jul 2030, and a Maturity Date of 5 Jul 2030. Minimum investment is $1,000 (CUSIP 48136E6Q3).

Return profile

  • Upside is uncapped and multiplied by an Upside Leverage Factor ≥ 1.195 (final factor set on the pricing date).
  • A 20 % downside buffer means investors receive full principal if the index is flat or falls by ≤ 20 %.
  • If the index declines by > 20 %, principal is reduced 1-for-1 beyond the buffer: Payment = $1,000 + [$1,000 × (Index Return + 20 %)]

Valuation metrics

  • Estimated value at issuance ≥ $920 per $1,000 note, reflecting internal funding costs; secondary-market prices may differ.
  • No periodic coupons, dividends, or voting rights.

Principal risks highlighted

  • Credit risk of both the issuer and guarantor.
  • Market risk tied to non-U.S. equities and FX movements embedded in the MSCI EAFE index.
  • Liquidity risk: JP Morgan Securities LLC may make a market but is not obliged to repurchase notes.
  • Potential conflicts of interest from JP Morgan’s roles as issuer, hedger, and calculation agent.
  • Possible early acceleration upon a change-in-law event.

The Free Writing Prospectus (FWP) is filed under Rule 433 (Registration Nos. 333-270004 & -01); investors should review the full preliminary pricing supplement for complete terms, risk factors, and tax disclosure.

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JPMorgan Chase Financial Company LLC is offering unsecured, unsubordinated Capped Buffer GEARS (Growth Enhanced Asset Return Securities) linked to the Nikkei 225 Index. The notes mature on or about 30 December 2027 (≈2.5 years) and are fully and unconditionally guaranteed by JPMorgan Chase & Co.

Key economic terms

  • Issue price: $10 per note; minimum investment $1,000.
  • Upside gearing: 3.0 × any positive index return.
  • Maximum gain (cap): finalised on the trade date, in the range 32.00%–35.05%.
  • Downside threshold: 85 % of Initial Value (15 % buffer).
  • Principal at maturity:
    • If index return ≥ 0 % → principal + (index return × 3), capped at Maximum Gain.
    • If index return < 0 % but final level ≥ Downside Threshold → full principal.
    • If final level < Downside Threshold → principal reduced 1 % for every 1 % decline beyond the 15 % buffer (max loss ≈ 85 %).
  • No interim coupons, dividends or secondary index distributions.

Risk highlights

  • Capital risk: investors may lose up to 85 % of principal if the Nikkei 225 falls more than 15 %.
  • Credit risk: repayment depends on JPMorgan Financial and JPMorgan Chase & Co.; the notes are not deposit-insured.
  • Market risk: investors are exposed to Nikkei 225 volatility, currency moves (indirectly), and early acceleration if a change-in-law event occurs.
  • Liquidity: the notes will not be listed. Secondary market, if any, will be provided only by JPMS, typically at prices below issue price.
  • Valuation: the estimated value at pricing is expected to be $9.30–$9.665 per $10, lower than the public price because of selling commissions (~$0.225) and hedging costs.
  • Tax: treated as “open transactions”, but IRS guidance could change; investors should consult advisers.

Cost structure

  • Price to public: $10.00
  • Selling commissions to UBS: up to $0.225.
  • Proceeds to issuer: ~$9.775.

Investor profile: Suitable only for investors who (1) can tolerate substantial loss, (2) believe Nikkei 225 will rise moderately (< ≈11 % p.a.) or stay flat, (3) do not need current income, (4) are willing to hold to maturity and accept limited liquidity.

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Eldorado Gold Corporation (EGO) filed Amendment No. 1 to its Form F-10 registration statement. The only substantive change is an increase of $6,532 in the registered amount to allow inclusion of the required iXBRL filing-fee-table exhibit that was mistakenly omitted in the original June 17, 2025 submission. No other disclosure—including financial statements, business description, risk factors, or use of proceeds—has been updated or restated. The amendment reiterates standard CBCA indemnification language for directors and officers, lists previously filed exhibits, and provides routine consents, signatures, and undertaking/agent information. As such, the filing is primarily administrative and does not alter Eldorado Gold’s capital-raising plans, operating outlook, or financial condition.

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Omega Flex, Inc. (NASDAQ: OFLX) reported the results of its 18 June 2025 Annual Meeting in an 8-K filing under Item 5.07. Shareholders:

  • Elected three Class 2 directors—J. Nicholas Filler (90.8% for), Edwin B. Moran (92.7% for) and Stephen M. Shea (98.0% for)—for terms expiring in 2028.
  • Ratified RSM US LLP as independent auditor for FY 2025 with 9,834,236 votes for (≈99.97%).
  • Approved the Flex-Trac, Inc. 2025 Equity Incentive Plan with 9,421,635 votes for (≈99.0%).
  • Gave 98.5% advisory support to named-executive compensation (“Say-on-Pay”).
  • Selected a three-year interval for future Say-on-Pay votes (≈72% support).

No other matters were brought before the meeting, and there were no broker non-votes on items requiring shareholder action other than those reported above.

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JPMorgan Chase Financial Company LLC is marketing $1,000-denominated Market-Linked Securities linked to NVIDIA Corporation (NVDA) common stock, fully and unconditionally guaranteed by JPMorgan Chase & Co.

The 1-year notes pay a contingent monthly coupon of at least 16.40% per annum only when NVDA’s closing price on the relevant calculation day is at or above 70% of the starting price. Beginning in December 2025, the securities auto-call at par plus the final coupon if NVDA is at or above the starting price on any monthly observation through May 2026. If not called, holders receive par at maturity on 6 Jul 2026 provided NVDA finishes ≥70% of the starting price; otherwise, principal is reduced one-for-one with the stock’s loss below that threshold, exposing investors to losses greater than 30% and up to 100%.

The securities carry issuer and guarantor credit risk, pay distribution fees up to 1.575%, and have an estimated initial value of approximately $969.20, below the $1,000 issue price. No dividend participation, voting rights, or secondary-market liquidity is assured.

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FAQ

What is the current stock price of Inverse VIX S/T Futs ETNs due Mar22,2045 (VYLD)?

The current stock price of Inverse VIX S/T Futs ETNs due Mar22,2045 (VYLD) is $25.3096 as of July 18, 2025.
Inverse VIX S/T Futs ETNs due Mar22,2045

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