JPMorgan Chase Launches Auto Callable Accelerated Barrier Notes Linked to MerQube US Large-Cap Vol Advantage Index

JPMorgan Chase & Co. has announced the launch of Auto Callable Accelerated Barrier Notes Linked to the MerQube US Large-Cap Vol Advantage Index, which is expected to price on or about September 28, 2026.

The notes are designed for investors seeking early exit prior to maturity at a premium if, on any Review Date (other than the final Review Date), the closing level of the MerQube US Large-Cap Vol Advantage Index is at or above the Call Value.

The notes will be automatically called for a cash payment, for each $1,000 principal amount note, equal to (a) $1,000 plus (b) the Call Premium Amount applicable to that Review Date, payable on the applicable Call Settlement Date.

If the notes have not been automatically called and 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).