JPMorgan Introduces Index-Linked Financial Product with 15% Buffer

JPMorgan Chase Financial Company LLC, a subsidiary of JPMorgan Chase & Co., has introduced a new financial product linked to the MerQube US Tech+ Vol Advantage Index (Bloomberg ticker: MQUSTVA). This index includes a 6.0% annual deduction that accrues daily, and the performance of the QQQ Fund is subject to a notional financing cost that also accrues daily.

The product features a Call Value set at 95.00% of the Initial Value and a Buffer Amount of 15.00%. The Pricing Date is scheduled for October 16, 2026, with the Original Issue Date set for October 21, 2026. The Maturity Date is October 21, 2031.

The notes will be automatically called if the closing level of the index on any Review Date is greater than or equal to the Call Value. The Call Premium Amount, specified in the pricing supplement, will be paid on the applicable Call Settlement Date. If the notes are not called and the Final Value is less than the Initial Value by up to the Buffer Amount, investors will receive the principal amount at maturity. However, if the Final Value is less than the Initial Value by more than the Buffer Amount, investors may lose some or most of their principal.

The Index Return is calculated as (Final Value, Initial Value) divided by the Initial Value. The Initial Value is the closing level of the index on the Pricing Date, and the Final Value is the closing level on the final Review Date. All dates are subject to postponement in the event of a market disruption event.