Alerian MLP Index ETN SEC Filings

JPMorgan Chase Financial Company LLC is issuing $3,190,000 of Uncapped Buffered Return Enhanced Notes linked to the S&P 500® Futures Excess Return Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes provide 1.23x leveraged upside on any positive index performance at maturity, a 20.00% downside buffer, and expose investors to losses of up to 80.00% of principal if the index falls by more than the buffer. The notes pay no interest, are unsecured and unsubordinated obligations, and are subject to the credit risk of both the issuer and guarantor.

The notes are issued in $1,000 denominations, priced at $1,000 per note with $9.50 in selling commissions and $990.50 in proceeds to the issuer, for total proceeds of $3,159,695. They priced on January 14, 2026, are expected to settle on or about January 20, 2026, and mature on July 19, 2028, with the index level observed on July 14, 2028. The Initial Value of the index on the pricing date was 563.29, and the estimated value of the notes at pricing was $983.30 per $1,000 principal amount, reflecting embedded costs and hedging assumptions.

JPMorgan Financial is offering auto callable contingent interest notes linked separately to the Nasdaq-100 Index®, the Russell 2000® Index and the S&P 500® Index, maturing on February 3, 2028 and fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a monthly Contingent Interest Payment only if, on each Interest Review Date, the closing level of every index is at least 70.00% of its Initial Value, with a Contingent Interest Rate of at least 9.50% per annum.

The notes are automatically called on quarterly Autocall Review Dates if the closing level of each index is at or above its Initial Value, returning $1,000 per note plus the applicable interest, with no further payments. If not called, and on the final Review Date any index closes below its 70.00% Trigger Value, investors receive $1,000 plus $1,000 times the return of the Least Performing Index and can lose a significant portion or all of their principal. The estimated value, if priced today, would be about $974.00 per $1,000 note and will not be less than $900.00, the notes are unsecured, not FDIC insured, may be illiquid, and offer no dividend rights on the underlying indices.

JPMorgan Chase Financial Company LLC is offering auto callable contingent interest notes linked to the Class A common stock of Meta Platforms, Inc., maturing on January 28, 2027 and fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a monthly Contingent Interest Payment only when Meta’s share price on a Review Date is at or above 70.00% of the Initial Value, which is both the Interest Barrier and the Trigger Value in the hypotheticals.

If Meta’s share price on certain Review Dates is at or above the Initial Value, the notes are automatically called and pay $1,000 per note plus the applicable Contingent Interest Payment and any previously unpaid contingent interest. If the notes are not called and the Final Value is below the Trigger Value, repayment of principal is reduced 1% for every 1% decline from the Initial Value, potentially resulting in a total loss. A hypothetical Contingent Interest Rate of 11.25% per annum (0.9375% per month) is illustrated, and the estimated value is shown as approximately $970.00 per $1,000 note, with a final estimated value not less than $950.00 per $1,000 note.

JPMorgan Chase Financial Company LLC is offering auto callable contingent interest notes linked separately to the Nasdaq‑100, Russell 2000 and S&P 500 indices, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes run to February 1, 2029 and pay a monthly Contingent Interest Payment only when the closing level of each index on an Interest Review Date is at least 70% of its Initial Value.

The notes are automatically called on quarterly Autocall Review Dates if each index is at or above its Initial Value, returning principal plus that period’s contingent interest, with no further payments. If the notes are not called and, on the final Review Date, any index is below its Trigger Value (70% of Initial Value), repayment is reduced 1% for each 1% decline in the Least Performing Index, potentially to zero. The notes are unsecured, not FDIC‑insured, not listed on an exchange, have an estimated value below the $1,000 issue price, and involve complex tax and withholding considerations, especially for non‑U.S. holders.

JPMorgan Chase Financial Company LLC is offering callable contingent interest notes linked to the Nasdaq-100® Technology Sector IndexSM, the Russell 2000® Index and the S&P 500® Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes pay a monthly Contingent Interest Payment only if on a Review Date each index closes at or above 70% of its Initial Value, and may be redeemed early at the issuer’s option on certain Interest Payment Dates starting May 5, 2026.

If the notes are not redeemed early and on the final Review Date any index finishes below its 70% Trigger Value, investors receive $1,000 plus $1,000 times the Least Performing Index Return, which can mean a significant principal loss. A hypothetical Contingent Interest Rate of 10.50% per annum (0.875% per month) illustrates potential payments, with the actual rate expected between 10.50% and 12.50% per annum. The estimated value, if priced today, would be about $972.40 per $1,000 note, and will not be less than $900.00, reflecting embedded selling, structuring and hedging costs, as well as the credit risk of JPMorgan Financial and JPMorgan Chase & Co.

JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co., is offering capped buffered return enhanced notes linked to the S&P MidCap 400 Index, maturing on July 26, 2027. The notes provide 1.50x upside on any Index gain, but returns are capped at a maximum return of at least 20.10%, corresponding to a maximum payment of at least $1,201 per $1,000 note.

If the Index is flat or down by up to the 10% buffer at maturity, investors receive their $1,000 principal. If the Index falls by more than 10%, principal is reduced 1% for each additional 1% decline, with losses of up to 90% of principal possible. The notes pay no interest, provide no dividends, are unsecured obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co., and will not be listed on an exchange. If priced on the reference date in the document, the estimated value would be about $994.90 per $1,000 note and will not be less than $970.00 per $1,000 at pricing.

JPMorgan Chase Financial Company LLC is offering auto callable contingent interest notes linked to the Nasdaq-100 Index®, the Russell 2000® Index and the S&P 500® Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes can be automatically called quarterly starting July 30, 2026 if each index closes at or above its Initial Value, returning principal plus the applicable contingent interest.

Monthly contingent interest is paid only when each index closes at or above 70.00% of its Initial Value, with a Contingent Interest Rate of at least 9.10% per annum. If the notes are not called and any index finishes below its 70.00% Trigger Value at maturity, repayment is reduced one-for-one with the decline of the least performing index and investors can lose all principal. The notes are unsecured, not FDIC insured, have limited upside to interest payments only, and an estimated value that will not be less than $900.00 per $1,000 principal amount note.

JPMorgan Chase Financial Company LLC is offering auto callable contingent interest notes linked separately to the Nasdaq-100 Index®, the Russell 2000® Index and the S&P 500® Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes can pay monthly contingent interest only if the closing level of each index on an Interest Review Date is at or above 70% of its Initial Value, and they may be automatically called quarterly starting on the July 30, 2026 Autocall Review Date if each index is at or above its Initial Value.

If the notes are not called and, on the final Review Date, the least performing index is at or above 70% of its Initial Value, investors receive principal plus the final contingent interest. If the least performing index finishes below this Trigger Value, repayment of principal is reduced one-for-one with the index loss, potentially to zero. A sample table uses a hypothetical contingent interest rate of 9.25% per annum (0.77083% per month).

The notes are unsecured, unsubordinated obligations subject to the credit risk of JPMorgan Financial and JPMorgan Chase & Co. The issuer estimates the value would be about $976.60 per $1,000 note if priced on the indicated date and states the final estimated value will not be less than $900.00 per $1,000. The disclosure highlights significant risks, including loss of principal, the possibility of receiving no interest, limited liquidity, complex tax treatment and potential adverse U.S. withholding for non-U.S. holders.

JPMorgan Chase Financial Company LLC is issuing $12,000,000 of Callable Contingent Interest Notes linked to the least performing of the Russell 2000® Index, Nasdaq-100 Index® and EURO STOXX 50® Index, maturing on July 16, 2027 and fully guaranteed by JPMorgan Chase & Co.

The notes pay a contingent interest rate of 13.05% per year, or $10.875 per $1,000 monthly, but only if on each Review Date every index is at or above 65% of its Strike Value; otherwise no interest is paid for that period. Principal is at risk: if any index ever closes below 70% of its Strike Value during the Monitoring Period and finishes below its Strike Value at maturity, repayment is reduced in line with the worst-performing index, potentially to zero.

JPMorgan may redeem the notes early on specified Interest Payment Dates starting July 16, 2026 at $1,000 plus the applicable contingent interest. The price to the public is $1,000 per note, including $2 in fees, while the initial estimated value is $988.50 per $1,000 note, reflecting selling, structuring and hedging costs.