JPMorgan Launches Structured Investment Tied to Volatility Index

JPMorgan Chase Financial Company LLC has introduced a new structured investment product tied to the MerQube US Large-Cap Vol Advantage Index. The offering, priced on October 2, 2026, and expected to settle on October 7, 2026, involves notes with a total value of $769,000. The notes are designed for investors seeking early exit prior to maturity at a premium if the index meets or exceeds the Call Value on any review date, with the earliest possible automatic call date being October 6, 2027.

The notes carry significant risks, including the potential loss of principal and the absence of interest or dividend payments. The MerQube US Large-Cap Vol Advantage Index is subject to a 6.0% annual daily deduction, which can negatively impact its performance. The notes are unsecured and unsubordinated obligations of JPMorgan Chase Financial Company LLC, fully guaranteed by JPMorgan Chase & Co.

Investors must be willing to accept these risks and the notes are not bank deposits, nor are they insured by the Federal Deposit Insurance Corporation. The estimated value of the notes at the time of pricing was $937.90 per $1,000 principal amount. The Call Premium Amount increases with each review date, starting at 27.00% and reaching up to 56.25% by the fourteenth review date.