JPMorgan Issues Notes Linked to MerQube US Tech+ Vol Advantage Index

JPMorgan Chase & Co., through its direct subsidiary JPMorgan Chase Financial Company LLC, is issuing a series of notes linked to the MerQube US Tech+ Vol Advantage Index (MQUSTVA). The index reflects a daily deduction of 6.0% per annum and incorporates a notional financing cost for the QQQ Fund.

The Contingent Interest Payments on these notes will be at least $7.0833, equivalent to an annual rate of at least 8.50%, payable at a monthly rate of at least 0.70833%. However, if the closing level of the Index falls below the Buffer Threshold of 70.00% of its Initial Value, investors will lose some or most of their principal amount.

The notes have an Original Issue Date (Settlement Date) on or about September 30, 2026, and a Pricing Date on or about September 25, 2026. The final Review Date is September 25, 2031, with the Maturity Date being September 30, 2031.