Alerian MLP Index ETN SEC Filings

JPMorgan Chase Financial Company LLC is issuing $620,000 of callable Review Notes linked to the MerQube US Large-Cap Vol Advantage Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes can be automatically called as early as November 25, 2026 if the Index is at or above the Call Value, paying $1,000 plus a call premium that steps up from 19.20% to 96.00% over 17 Review Dates.

If the notes are not called and the Final Value is at or above a 50.00% barrier, investors receive only their principal at maturity on November 26, 2030. If the Final Value is below the barrier, repayment is reduced 1-for-1 with the Index loss, with the potential for a total loss of principal. The Index includes a 6.0% per annum daily deduction that drags on performance, the notes pay no interest or dividends, and they involve the credit risk of both the issuer and guarantor. The price to public is $1,000 per note, while the estimated value at pricing was $884.50.

JPMorgan Chase Financial Company LLC is issuing $730,000 of auto callable contingent interest notes linked to the Nasdaq-100, Russell 2000 and S&P 500, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a monthly contingent coupon of 7.05% per annum (0.5875% per month) only if on each Interest Review Date all three indices are at or above 70% of their Initial Value. The notes are automatically called on certain quarterly dates if each index is at or above its Initial Value, returning principal plus that period’s interest.

If the notes are not called and any index finishes below its 70% Trigger Value at maturity on November 26, 2027, investors lose 1% of principal for each 1% decline of the worst-performing index and can lose their entire investment. The notes are unsecured obligations subject to the credit risk of both the issuer and guarantor. The price to public is $1,000 per note, including $27 in selling commissions, while the initial estimated value is $942.40 per $1,000 note.

JPMorgan Chase Financial Company LLC is issuing $41,510,000 of unsecured Market Linked Notes, fully and unconditionally guaranteed by JPMorgan Chase & Co., linked to an unequally weighted basket of five equity indices: EURO STOXX 50® (40%), Nikkei 225 (25%), FTSE® 100 (17.5%), Swiss Market Index (10%) and S&P/ASX 200 (7.5%).

The Notes have a 5‑year term, a $1,000 denomination and a 107.00% participation rate. At maturity, if the Basket Return is positive, holders receive $1,000 plus $1,000 × Basket Return × Participation Rate; if the Basket Return is zero or negative, holders receive only their $1,000 principal, with no upside. The Notes pay no interest, do not provide dividends from the indices, and will not be listed on an exchange.

Underwriters charge $35 per $1,000 in selling commissions, so net proceeds to the issuer are $965 per Note. The estimated value at pricing is $956.70 per $1,000, reflecting structuring and hedging costs. For U.S. tax purposes, the Notes are expected to be treated as contingent payment debt instruments, with a comparable yield of 4.59% and a projected single payment of $1,254.82 at maturity used solely for tax accrual calculations.

JPMorgan Chase Financial Company LLC is issuing $18,636,000 of Contingent Income Auto-Callable Securities due November 27, 2028, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are linked to the Class A common stock of Palantir Technologies Inc. and are principal at risk.

Investors may receive a contingent quarterly payment of $47.00 per $1,000 (4.70%) for each determination date on which Palantir’s closing price is at least the downside threshold of $77.425, equal to 50% of the $154.85 initial stock price. If on any non-final determination date the stock closes at or above the initial stock price, the notes are automatically redeemed for $1,000 plus the applicable contingent payment and any previously unpaid contingent payments.

If the notes are not called and the final stock price is at or above the downside threshold, investors receive $1,000 plus the final contingent payment and any unpaid prior contingent payments. If the final stock price is below the downside threshold, repayment of principal is reduced 1-to-1 with the stock decline, and the maturity payment will be less than 50% of principal and could be zero. The estimated value on the pricing date is $949.60 per $1,000 note, and the securities will not be listed on any exchange.

JPMorgan Chase Financial Company LLC is offering $1,079,000 of Uncapped Buffered Return Enhanced Notes linked to the least performing of the Russell 2000, S&P 500 and EURO STOXX 50, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes run to November 27, 2028 and are designed to pay 2.0825 times any positive performance of the worst-performing index at maturity, with no cap on upside.

If all indices finish at or above their initial levels, or down by no more than the 20% buffer, investors receive full principal back. If any index falls by more than 20%, principal is reduced 1% for each percentage point beyond the buffer, up to an 80% loss of principal, meaning repayment could be as low as $200 per $1,000 note.

The notes pay no interest, provide no dividends, are unsecured and unsubordinated, and are subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co. They are not listed on an exchange, and secondary market prices are expected to be below the $1,000 issue price; the initial estimated value was $971.20 per $1,000 note, reflecting selling, structuring and hedging costs.

JPMorgan Chase Financial Company LLC is offering auto-callable Dual Directional Buffered PLUS linked to the iShares China Large-Cap ETF (FXI), with an aggregate principal amount of $9,019,000 and maturity on November 26, 2027. Each Buffered PLUS has a stated principal amount and issue price of $1,000, pays no interest and is fully and unconditionally guaranteed by JPMorgan Chase & Co., with principal at risk.

If, on the redemption observation date, FXI’s closing price is at or above the initial share price of $38.72, the notes are automatically redeemed for $1,133.00 per Buffered PLUS (113.30% of principal). If not called and FXI finishes above the initial price at maturity, investors receive principal plus 125% of FXI’s positive return. If FXI is flat or down by up to the 10.00% buffer, investors receive principal plus an equal positive return, capped at a 10% gain.

If FXI declines by more than 10.00% and the notes are not called, the payoff is reduced 1% for each 1% drop beyond the buffer, with a minimum payment of $100.00 per Buffered PLUS, meaning up to 90.00% of principal can be lost. The estimated value on the pricing date was $962.60 per $1,000 note, reflecting structuring, distribution and hedging costs, and the notes will not be listed on any exchange.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering $486,000 of auto-callable structured notes linked individually to the Dow Jones Industrial Average®, Nasdaq-100 Index® and Russell 2000® Index, maturing on November 27, 2028. The notes may be automatically called as early as November 30, 2026 if each index is at or above its Call Value, paying $1,000 plus a fixed call premium (for example, $110 on the first Review Date).

The notes do not pay interest or dividends and are unsecured, exposing holders to the credit risk of both issuers. If the notes are not called and the least performing index finishes below its Barrier Amount, investors lose 1% of principal for each 1% decline and could lose their entire investment. The price to public is $1,000 per note, including selling commissions, while the estimated value at pricing was $944.50 per $1,000 note, reflecting embedded costs and hedging assumptions.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is issuing $838,000 of Review Notes linked to the MerQube US Large-Cap Vol Advantage Index, maturing on November 26, 2030.

The notes can be automatically called on scheduled Review Dates starting November 23, 2026 if the Index closes at or above 90% of its initial level, paying $1,000 plus a call premium that starts at 17.75% and can reach 88.75% per $1,000 by the final Review Date. If the notes are never called and the Index is at or above 50% of the initial level at maturity, investors receive their principal back.

If at maturity the Index is below the 50% barrier, repayment is reduced one-for-one with the Index loss, so investors can lose more than half, up to all, of their principal. The Index includes a 6.0% per annum daily deduction that drags on performance, the notes pay no interest or dividends, and they are unsecured obligations. The price to public is $1,000 per note, while the estimated value at pricing was $926.80.

JPMorgan Chase Financial Company LLC is offering $6,258,000 of callable contingent interest notes linked to the Dow Jones Industrial Average, Russell 2000 Index and S&P 500 Index, fully guaranteed by JPMorgan Chase & Co.

The notes pay a quarterly contingent interest of $23.50 per $1,000 (a 9.40% annual rate) only if on each review date all three indices are at or above 75% of their initial levels. JPMorgan may redeem the notes early, in whole, on most interest payment dates starting November 27, 2026, at $1,000 plus any due contingent interest.

If held to November 26, 2031 and the final level of any index is below its 75% trigger, repayment is reduced in line with the worst-performing index, so investors can lose more than 25% and up to all principal. The notes are unsecured obligations, with an estimated value at pricing of $958.70 per $1,000, lower than the issue price due to structuring and hedging costs.