JPMorgan Chase Files Free Writing Prospectus

TL;DR

JPM filed an FWP on 4/2/26. Prospectus details incoming.

AI Summary

JPMorgan Chase & Co. filed a Free Writing Prospectus (FWP) on April 2, 2026, under the Securities Act Rules 163/433. The filing includes a fact sheet and graphic materials, with the company's mailing and business address listed as 270 Park Avenue, New York, NY 10017.

Why It Matters

This filing indicates JPMorgan Chase is potentially offering new securities or providing updated information to investors, which could impact its stock and related financial instruments.

Risk Assessment

Risk Level: low — This is a standard regulatory filing for a large financial institution and does not indicate immediate company-specific risk.

Key Players & Entities

• JPMORGAN CHASE & CO (company) — Issuer
• 0000019617 (company) — CIK Number
• 270 PARK AVENUE NEW YORK NY 10017 (company) — Mailing and Business Address
• 2026-04-02 (date) — Filing Date

FAQ

Key Financial Figures

• $1,000 — organ Chase & Co. Minimum Denomination: $1,000 Index: Bloomberg Commodity Index SM Pri
• $0 — ll the payment at maturity be less than $0. If the Final Value is less than the Ba
• $900.00 — he notes are set, will not be less than $900.00 per $1,000 principal amount note. For i

Filing Documents

• ea0284725-01_fwp.htm (FWP) — 11KB
• image_001.jpg (GRAPHIC) — 415KB
• image_002.jpg (GRAPHIC) — 508KB
• 0001213900-26-038816.txt ( ) — 1284KB

From the Filing

SHEET The following is a summary of the terms of the notes offered by the preliminary pricing supplement hyperlinked below. Summary of Terms Issuer: JPMorgan Chase Financial Company LLC Guarantor: JPMorgan Chase & Co. Minimum Denomination: $1,000 Index: Bloomberg Commodity Index SM Pricing Date: April 27, 2026 Observation Date: April 28, 2031 Maturity Date: May 1, 2031 Upside Leverage Factor: At least 1.61* Barrier Amount: 70.00% of the Initial Value Payment At Maturity: If the Final Value is greater than the Initial Value, your payment at maturity per $1,000 principal amount note will be calculated as follows: $1,000 + ($1,000 Index Return Upside Leverage Factor) If the Final Value is equal to the Initial Value or is less than the Initial Value but greater than or equal to the Barrier Amount, you will receive the principal amount of your notes at maturity. If the Final Value is less than the Barrier Amount, your payment at maturity per $1,000 principal amount note will be calculated as follows: $1,000 + ($1,000 Index Return) In no event, however, will the payment at maturity be less than $0. If the Final Value is less than the Barrier Amount, you will lose more than 30.00% of your principal amount at maturity and could lose all of your principal amount at maturity. CUSIP: 46660RQ80 Preliminary Pricing Supplement: http://sp.jpmorgan.com/document/cusip /46660RQ80/doctype /Product_Termsheet/document .pdf Estimated Value: The estimated value of the notes, when the terms of the notes are set, will not be less than $900.00 per $1,000 principal amount note. For information about the estimated value of the notes, which likely will be lower than the price you paid for the notes, please see the hyperlink above. Any payment on the notes is subject to the credit risk of JPMorgan Chase Financial Company LLC, as issuer of the notes, and t he credit risk of JPMorgan Chase & Co., as guarantor of the notes. * The actual Upside Leverage Factor will be provided in the pricing supplement and will not be less than 1.61. ** Reflects an Upside Leverage Factor equal to the minimum Upside Leverage Factor set forth herein for illustrative purposes. Capitalized terms used but not defined herein shall have the meanings set forth in the preliminary pricing supplement. The "total return" as used above is the number, expressed as a percentage, that results from comparing the payment at maturit y p er $1,000 principal amount note to $1,000. The hypothetical returns shown above apply only at maturity. These hypotheticals do not reflect fees or expenses that would b e a ssociated with any sale in the secondary market. If these fees and expenses were included, the hypothetical returns shown above would l ike ly be lower. J.P. Morgan Structured Investments | 1 800 576 3529 | jpm_structured_investments@jpmorgan.com 5y BCOM Uncapped Accelerated Barrier Notes H North America Structured Investments Hypothetical Total Returns** Total Return on the Notes Index Return Final Value 104.65% 65.00% 165.00 64.40% 40.00% 140.00 32.20% 20.00% 120.00 16.10% 10.00% 110.00 8.05% 5.00% 105.00 1.61% 1.00% 101.00 0.00% 0.00% 100.00 0.00% - 5.00% 95.00 0.00% - 10.00% 90.00 0.00% - 20.00% 80.00 0.00% - 30.00% 70.00 - 30.01% - 30.01% 69.99 - 40.00% - 40.00% 60.00 - 50.00% - 50.00% 50.00 - 60.00% - 60.00% 40.00 - 80.00% - 80.00% 20.00 - 100.00% - 100.00% 0.00 J.P. Morgan Structured Investments | 1 800 576 3529 | jpm_structured_investments@jpmorgan.com Selected Risks Your investment in the notes may result in a loss. The notes do not guarantee any return of principal. Any payment on the notes is subject to the credit risks of JPMorgan Chase Financial Company LLC and JPMorgan Chase & Co. Therefore the value of the notes prior to maturity will be subject to changes in the market's view of the creditworthiness of JPMorgan Chase Financial Company LLC or JPMorgan Chase & Co. The benefit provided by the Barrier Amount may terminate on the Observation Date. No interest payments. You will not have any rights with respect to the commodity futures contracts underlying the Index. We may accelerate your notes if a commodity hedging disruption event occurs. Commodity futures contracts are subject to uncertain legal and regulatory regimes. Prices of commodity futures contracts are characterized by high and unpredictable volatility, which could lead to high and unpredictable volatility in the Index. A decision by an exchange on which the commodity futures contracts underlying the Index are traded to increase margin requirements for those futures contracts may affect the level of the Index. The notes do not offer direct exposure to commodity spot prices. Higher future prices of the commodity futures contracts underlying the Index relative to the current prices of those contracts may affect the level of the Index and the value of the notes. Suspension or disruptions of market trading in the commodity markets and related futures markets may adversely affect the level of the Index a

View Full Filing

View this FWP filing on SEC EDGAR