JPMORGAN CHASE & CO SEC Filings

JPMorgan Chase Financial Company LLC is offering Medium-Term Notes, Series A, Digital Equity Notes due February 15, 2028, linked to the S&P 500 Index and fully and unconditionally guaranteed by JPMorgan Chase & Co. Each note has a $1,000 principal amount and pays no interest.

At maturity, if the S&P 500 final level is at least 90% of the initial level, investors receive a fixed threshold settlement amount expected between $1,115.80 and $1,135.90 per $1,000 note, capping upside. If the index falls more than 10%, losses are leveraged: for each additional 1% decline beyond the 10% buffer, the payoff falls by about 1.1111% of principal, down to zero, so investors can lose their entire investment.

The estimated value at pricing is expected between $968.70 and $978.70 per $1,000, below the issue price, reflecting selling commissions of up to 1.51% and hedging and structuring 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. U.S. tax treatment is uncertain and discussed under an "open transaction" prepaid contract approach, with additional considerations for Section 871(m) for non-U.S. holders.

JPMorgan Chase Financial Company LLC is offering uncapped buffered return enhanced notes linked to the least performing of Alphabet Class A, Microsoft and Amazon common stock, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes target an upside leverage factor of at least 2.53x any positive return of the worst-performing stock at maturity on August 10, 2029, following an observation date of August 7, 2029.

A 30.00% buffer protects principal against moderate declines, but if any reference stock falls by more than 30%, investors lose 1% of principal for each additional 1% drop, up to a maximum loss of 70.00% of principal. The notes pay no interest, provide no dividends or stockholder rights, and are subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co. They are issued in minimum denominations of $1,000, are not exchange-listed, and may be difficult to sell before maturity.

If priced on the terms illustrated, the estimated value would be about $980.00 per $1,000 note and will not be less than $950.00 per $1,000 at pricing, reflecting embedded selling commissions, hedging costs and dealer margins.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering unsecured Yield Notes linked to the lesser performing of the State Street SPDR S&P 500 ETF Trust (SPY) and the Invesco QQQ, Series 1 (QQQ), maturing on February 19, 2027. The notes pay a fixed interest rate of at least 7.46% per annum (at least 3.73% over the term), with monthly payments of at least 0.62167% of principal, regardless of fund performance.

Principal repayment depends on each fund’s final price versus its Trigger Value, set at 75.00% of its Initial Value. If the Final Value of each fund is at or above its Trigger Value, investors receive full principal plus the final interest payment. If either fund finishes below its Trigger Value, the maturity payment is reduced dollar-for-dollar with the decline of the lesser performing fund, using the formula $1,000 + ($1,000 × Lesser Performing Fund Return) plus the final interest payment, so investors can lose more than 25% and up to all principal.

The notes are expected to price on or about August 13, 2026 and settle on or about August 18, 2026. The indicative estimated value is approximately $988.80 per $1,000 note if priced on August 4, 2026, and will not be less than $960.00, reflecting embedded selling, structuring and hedging costs. The notes are not listed, may be difficult to sell, and are subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC is offering auto callable contingent interest notes due August 16, 2029, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are linked, on a worst-of basis, to the State Street SPDR S&P Regional Banking ETF, the State Street Utilities Select Sector SPDR ETF and the Nasdaq-100 Index.

Investors may receive a monthly contingent coupon of at least 11.35% per annum (0.94583% per month) when, on an Interest Review Date, the closing value of each underlying is at or above 70% of its initial value. The notes are automatically called on specified semiannual dates if each underlying is at or above its initial value, returning principal plus the applicable coupon.

If the notes are not called and, on the final review date, any underlying is below 60% of its initial value, repayment of principal is reduced one-for-one with the decline of the worst performer, potentially to zero. The estimated value is indicated at $975.60 per $1,000 note, with a minimum final estimated value of $900. Any payment is subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering Uncapped Digital Barrier Notes linked to the lesser performing of the STOXX® Europe 600 Index and the EURO STOXX 50® Index, maturing on August 19, 2032.

The notes provide uncapped, unleveraged exposure to index appreciation with a Contingent Digital Return of at least 85.50%. If both indices finish at or above their initial levels, investors receive the greater of this digital return or the lesser-performing index return. If either index is below its initial level but both remain at or above 70.00% of initial value (the Barrier Amount), only principal is returned.

If either index finishes below its Barrier Amount, repayment is $1,000 plus $1,000 times the lesser-performing index return, so losses exceed 30% and can reach 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., will not be listed, and may be subject to early acceleration upon certain legal or regulatory changes.

JPMorgan Chase Financial Company LLC is offering Review Notes due August 23, 2028 linked to the lesser performance of the iShares Semiconductor ETF (SOXX) and the Nasdaq-100 Index (NDX), fully and unconditionally guaranteed by JPMorgan Chase & Co.

The notes have a $1,000 minimum denomination, no coupons and no dividends. They can be automatically called as early as February 18, 2027 if on a Review Date the closing value of each underlying is at or above 100% of its Initial Value. In that case, holders receive $1,000 plus a call premium that starts at at least 11.075% of principal and rises by Review Date up to at least 44.30% on the final Review Date.

If never called, principal is protected only by a 20% Buffer Amount. If the final value of either underlying is more than 20% below its Initial Value, the maturity payment is reduced 1-for-1 with the loss beyond 20%, for a potential loss of up to 80% of principal. The notes are unsecured, unsubordinated obligations subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co. An indicative estimated value is $965.10 per $1,000 note, and the final estimated value will not be less than $900.00 per $1,000.

JPMorgan Chase Financial Company LLC is offering capped structured notes linked to the EURO STOXX 50® Index, fully and unconditionally guaranteed by JPMorgan Chase & Co., under a shelf registration. The notes run from an expected August 17, 2026 settlement to a August 17, 2028 maturity, with minimum denominations of $1,000.

At maturity, investors receive $1,000 plus index-linked upside at a 100% participation rate, but the additional amount is capped at a Maximum Amount of at least $300 per $1,000 note, implying a minimum maximum return of about 30%. If the index is flat, principal is repaid. If the index falls, the payoff is $1,000 plus $1,000 × Index Return, but not less than $950 per $1,000, so investors can lose up to 5% of principal while bearing full interim volatility.

The notes pay no interest, provide no dividends from index constituents, are unsecured and unsubordinated, and are subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co. They will not be listed, and secondary market liquidity depends on J.P. Morgan Securities LLC. The issuer estimates that, if priced on the example date, the value would be about $960 per $1,000, and in any case not less than $950, reflecting embedded fees and hedging costs. U.S. tax counsel expects treatment as contingent payment debt instruments, requiring accrual of original issue discount, and the issuer currently expects Section 871(m) withholding not to apply to Non-U.S. holders.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering unsecured, unsubordinated structured notes linked to the least performing of the Nasdaq‑100 Index, Russell 2000 Index and S&P 500 Index, maturing on February 14, 2030.

Each note has a $1,000 denomination, 100% participation in any positive return of the Least Performing Index and a maximum additional amount of at least $706.50 per $1,000, capping the total maturity payment at no more than about 170.65% of principal. If all three indices finish above their initial levels, investors receive principal plus this capped upside.

If any index finishes below its initial level, the maturity payment equals $1,000 plus the Least Performing Index return, but not less than $950 per $1,000, so investors bear up to a 5% loss of principal. The notes pay no interest, provide no dividends, are not listed, and any sale before maturity may occur at prices below the original issue price. An example estimated value is $957.90 per $1,000, and will not be less than $900, reflecting structuring and distribution costs. Payments are subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co., and the product is expected to be treated as a contingent payment debt instrument for U.S. federal income tax purposes.

JPMorgan Chase Financial Company LLC is offering auto callable buffered return enhanced notes linked to the MSCI Emerging Markets Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. Each note has a $1,000 denomination and is scheduled to mature on August 15, 2030, unless called earlier.

The notes may be automatically called on August 12, 2027 if the Index is at or above 100% of its initial level, paying $1,000 plus a call premium of at least $212.50 per note. If not called and the Index is higher at maturity, investors receive 1.40 times the Index’s gain. A 20% downside buffer applies, after which losses accelerate at a 1.25x rate, so a large Index decline can result in substantial or total principal loss.

The notes pay no interest or dividends, are unsecured obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., and will not be listed on an exchange. The estimated value, if priced on the indicated date, is $985.40 per $1,000 note and will not be less than $960.00 per $1,000 at issuance.