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.
Offering overview: On June 20, 2025 JPMorgan Chase Financial Company LLC priced $5.154 million of Auto-Callable Contingent Interest Notes due December 24, 2026, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are unsecured, unsubordinated obligations that expose investors to the credit risk of both the issuer and guarantor.
Underlying assets: Payments depend on the individual performance of the Nasdaq-100 (NDX), Russell 2000 (RTY) and S&P 500 (SPX) indices. The structure is not a basket; each index is tested separately.
Contingent interest: Investors receive $8.7917 per $1,000 note (10.55% p.a., paid monthly) for any Review Date on which all three indices close at or above 70 % of their respective Initial Values (Interest Barriers: 15,138.473 for NDX, 1,476.4869 for RTY, 4,177.488 for SPX). If any index falls below its barrier, that period’s coupon is skipped.
Automatic call feature: Beginning September 22, 2025 (the third Review Date) the notes are automatically redeemed at par plus accrued contingent interest if each index closes at or above its Initial Value (21,626.39 NDX / 2,109.267 RTY / 5,967.84 SPX) on any non-final Review Date.
Principal repayment: • If automatically called, investors receive par plus the last coupon.
• If not called and each index closes ≥70 % of its Initial Value on the final Review Date (December 21, 2026), investors receive par plus the final coupon.
• If any index closes <70 % on the final Review Date, repayment is capital-at-risk: $1,000 + ($1,000 × Least Performing Index Return). Investors may lose more than 30 % and up to 100 % of principal.
Pricing economics: Price to public: $1,000; selling concession: $7.25 (0.725%); net proceeds: $992.75. JPMorgan’s internal estimated value is $978.70, indicating approximately 2.1 % of initial cost attributable to hedging and distribution.
Key dates: Settlement June 25 2025; 18 scheduled monthly Review/Interest dates; maturity December 24 2026.
Risk highlights: Market downside exposure below 70 % trigger, skipped coupons during adverse periods, reinvestment risk due to auto-call, and issuer/guarantor credit risk. The notes pay no fixed coupon and do not provide any dividend participation from the referenced indices.
FAQ
What is the current stock price of Inverse VIX S/T Futs ETNs due Mar22,2045 (VYLD)?
