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JPMorgan Chase Financial Company LLC is offering auto callable contingent interest notes linked to the common stock of Blackstone Inc., fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay quarterly contingent interest only if Blackstone’s share price on a Review Date is at or above an Interest Barrier set at 65.00% of the Strike Value.
The notes may be automatically called on designated Review Dates starting February 10, 2027 if Blackstone’s share price is at or above the Strike Value, returning $1,000 per note plus due contingent interest and any previously unpaid contingent interest. If the notes are not called and the Final Value is at or above the Trigger Value (also 65.00% of the Strike Value), investors receive $1,000 plus all due and previously unpaid contingent interest.
If the notes are not called and the Final Value is below the Trigger Value, repayment is $1,000 plus $1,000 times the stock return, so investors lose 1% of principal for each 1% decline from the Strike Value and can lose their entire investment. A hypothetical contingent interest rate of 11.25% per annum (2.8125% per quarter) is used in payout examples, and the actual rate will be at least 11.25% per annum. The indicative estimated value is approximately $950.00 per $1,000 principal amount note and will not be less than $920.00 per $1,000 when set, reflecting selling costs and hedging-related factors.
JPMorgan Chase & Co. provides a February 2026 index supplement describing the S&P 500® Daily Risk Control 5% Index, including hypothetical backtested and actual historical monthly and annual returns from January 4, 1999 through January 31, 2026.
The index seeks to maintain a target volatility of 5% by adjusting its exposure to the underlying S&P 500® index and a cash component, and may at times be significantly uninvested. The level of the index reflects the deduction of a notional financing cost, and the methodology for calculating that cost was recently changed.
The document highlights risks that the index may not approximate its 5% target volatility, may not outperform or underperform the underlying index, and that daily exposure adjustments can dampen gains or magnify losses relative to the underlying index. It stresses that historical and backtested performance are hypothetical and not indicative of future results and emphasizes that investments linked to the index may not be suitable for all investors.
JPMorgan provides a February 2026 index supplement detailing hypothetical and actual performance for the MerQube US Tech+ Vol Advantage Index, which combines backtested data from January 7, 2005 to June 21, 2021 and live index performance from June 22, 2021 to January 31, 2026. The material shows monthly and annual returns over this period and stresses that both historical and backtested results are illustrative only.
The document highlights multiple risks, including a 6.0% per annum daily deduction, an additional notional financing cost, the potential for significant leverage and periods when the index may be largely uninvested, and the possibility that realized volatility may not match the target. It also notes the index’s limited operating history, its exposure to non-U.S. securities, and specific risks tied to the Invesco QQQ Trust, Series 1.
The supplement explains that on February 9, 2024 the underlying asset changed from E‑Mini Nasdaq‑100 futures to the QQQ Fund, which may perform worse than the prior futures-based exposure and could adversely affect index and note performance. It emphasizes that hypothetical backtested results are constructed with hindsight, may differ materially from future outcomes, and are not indicative of future returns.
J.P. Morgan provides a February 2026 update on the S&P® Global 100 PR 5% Daily Risk Control 0.5% Deduction Index (USD) ER. The Index gives exposure to the S&P® Global 100 Index while targeting 5% annualized volatility and applying a daily 0.50% per year deduction plus a notional financing cost linked to the Effective Federal Funds Rate.
The Index dynamically adjusts its exposure based on observed volatility and is calculated on an excess-return basis. Performance figures combine hypothetical backtested data before September 18, 2023 and actual performance afterward, and are compared with hypothetical Domestic and Global 30/70 excess-return portfolios. The material highlights that past and backtested performance are not indicative of future results and outlines key risks, including potential underperformance versus the underlying index and periods when the Index may be significantly uninvested.
JPMorgan provides a February 2026 performance update for the S&P 500® Daily Risk Control 5% Index, which targets 5% volatility by dynamically shifting between the S&P 500 and a cash component that accrues interest. The index is calculated on an excess return basis and was established on September 10, 2009.
The update compares hypothetical and actual performance from January 2016 through January 2026 against two notional excess return benchmarks, a Domestic 30/70 Portfolio and a Global 30/70 Portfolio, and shows monthly and annual returns. It highlights that all portfolio data is hypothetical, emphasizes that past and backtested performance are not indicative of future results, and outlines selected risks, including tracking, methodology and notional financing cost risks.
JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering uncapped accelerated barrier notes linked to the lesser performer of the Dow Jones Industrial Average and the S&P 500 Index, maturing on March 4, 2030.
The notes provide at least 1.413x leveraged upside if both indices finish above their initial levels, principal return if each stays at or above 75% of its initial level, and 1:1 downside exposure below that barrier, with the potential for total loss. The notes pay no interest or dividends, are unsecured, and carry issuer and guarantor credit risk. An illustrative estimated value is $980.70 per $1,000 note, with a minimum estimated value at pricing of $900.00.
JPMorgan provides a performance update for the MerQube US Tech+ Vol Advantage Index, a rules-based benchmark that dynamically adjusts exposure to an underlying asset while targeting a level of implied volatility. The index can vary its exposure to the underlying between 0% and 500%.
Since February 9, 2024, the underlying has been an unfunded position in the Invesco QQQ Trust, Series 1, measured as its total return minus a notional financing cost; previously it referenced E‑Mini Nasdaq‑100 futures. The index, launched on June 22, 2021, is reduced by a 6.0% per annum daily deduction and additional financing costs, and the document stresses that both historical and hypothetical backtested performance from 2016 to 2026 are not indicative of future results. It also highlights multiple risks, including leverage, potential divergence from target volatility, QQQ Fund-specific risks and the limited operating history.
JPMorgan provides an index supplement for the S&P® Global 100 PR 5% Daily Risk Control 0.5% Deduction Index (USD) ER, including hypothetical backtested monthly and annual returns from November 20, 1996 through September 17, 2023 and actual index performance from September 18, 2023 through January 31, 2026.
The index applies a daily 5% volatility control and reflects both a 0.50% per annum index deduction and a notional financing cost that reduce index levels over time. The document stresses that historical and backtested performance are illustrative only and are not indicative of future results.
Key risks highlighted include the possibility that the index may not approximate its target volatility, may be significantly uninvested, and may fail to outperform or underperform its underlying index. It also notes that JPMorgan Chase & Co. is one of the companies in the underlying index and directs readers to broader risk factor discussions in related offering materials.
J.P. Morgan provides a February 2026 performance update for the MerQube US Large-Cap Vol Advantage Index, which dynamically allocates between 0% and 500% notional exposure to E-Mini S&P 500 futures while targeting 35% volatility and applying a 6.0% per annum daily deduction.
From January 2016 to January 2026, the Index shows a 10-year annualized return of 16.01% with 29.74% annualized volatility, versus 13.59% return and 18.08% volatility for the S&P 500 Index. Over the latest year, the Index returned 4.14% compared with 14.87% for the S&P 500.
The update details high and variable leverage, with recent exposures generally between about 150% and 340%. It emphasizes that much of the history is hypothetical backtested data, highlights extensive risk factors including futures, leverage, and index-adjustment risks, and stresses that past and backtested performance are not indicative of future results.
J.P. Morgan provides an index supplement summarizing hypothetical and actual historical returns for the MerQube US Large-Cap Vol Advantage Index. The materials show backtested performance from January 7, 2005 through February 10, 2022 and actual index performance from February 11, 2022 through January 31, 2026.
The document highlights that the index includes a 6.0% per annum daily deduction, may use significant leverage, can be significantly uninvested, and is based on futures contracts with associated volatility and trading risks. It stresses that historical and backtested performance are not indicative of future results and that investments linked to the index may not be suitable for all investors.