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JPMorgan Chase Financial Company LLC Fully and Unconditionally Guaranteed by JPMorgan Chase & Co. Market Linked Notes |
Filed Pursuant to Rule 433 Registration Statement Nos. 333-293684 and 333-293684-01 |
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Market Linked Notes — Leveraged Upside Participation and Principal Return at Maturity Notes Linked to a Basket due September 8, 2031 Fact Sheet dated September 2, 2026 to Preliminary Pricing Supplement dated September 1, 2026 |
Summary of Terms
| Issuer: | JPMorgan Chase Financial Company LLC |
| Guarantor: | JPMorgan Chase & C0. |
| Basket / Basket Components: |
An equally weighted basket (the “basket”) composed of the following basket components, with the weighting percentages noted parenthetically: the EURO STOXX 50® Index (Bloomberg ticker: SX5E) (25%), the TOPIX® Index (Bloomberg ticker: TPX) (25%), the FTSE® 100 Index (Bloomberg ticker: UKX) (25%) and the Swiss Market Index (Bloomberg ticker: SMI) (25%) (each referred to as a “basket component” and collectively as the “basket components”) |
| Pricing Date1: | September 3, 2026 |
| Issue Date1: | September 9, 2026 |
| Calculation Day1, 2: | September 3, 2031 |
| Stated Maturity Date1, 2: | September 8, 2031 |
| Principal Amount: | $1,000 per note (100% of par) |
| Maturity Payment Amount (per Note): | · if the ending level is greater than the starting level: $1,000 + ($1,000 × basket return × upside participation rate); or · if the ending level is less than or equal to the starting level: $1,000 |
| Upside Participation Rate: | At least 127.35% (the actual upside participation rate will be provided in the pricing supplement) |
| Basket Return: | (ending level - starting level) / starting level |
| Starting Level: | 100.00 |
| Ending Level: | The weighted returns of the basket components, equal to the product of (i) 100 and (ii) an amount equal to 1 plus the sum of (A) 25% of the basket component return of the EURO STOXX 50® Index; (B) 25% of the basket component return of the TOPIX® Index; (C) 25% of the basket component return of the FTSE® 100 Index; and (C) 25% of the basket component return of the Swiss Market Index |
| Basket Component Return: | For each basket component: (final basket component level – initial basket component level) / initial basket component level |
| Initial Basket Component Level: | For each basket component, its closing level on the pricing date |
| Final Basket Component Level: | For each basket component, its closing level on the calculation day |
| Calculation Agent: | J.P. Morgan Securities LLC (“JPMS”) |
| Denominations: | $1,000 and any integral multiple of $1,000 |
| CUSIP: | 46661M6R0 |
| Fees and Commissions: | Up to 4.17% for Wells Fargo Securities, LLC (“WFS”); WFS has advised us that dealers, including Wells Fargo Advisors (“WFA”), may receive 3.00% of WFS’s fee, and WFA may also receive a distribution expense fee of 0.12%. |
| Tax Considerations: | See the preliminary pricing supplement. |
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1 Subject to change 2 Subject to postponement |
If the ending level of the basket is less than or equal to the starting level, you will not receive any positive return on the notes.
The notes are unsecured and unsubordinated obligations of JPMorgan Chase Financial Company LLC, which we refer to as JPMorgan Financial, the payment on which is fully and unconditionally guaranteed by JPMorgan Chase & Co. Any payment on the notes is subject to the credit risk of JPMorgan Financial, as issuer of the notes, and the credit risk of JPMorgan Chase & Co., as guarantor of the notes.
If the notes priced on the date of the accompanying preliminary pricing supplement, the estimated value of the notes would be approximately $942.40 per note. The estimated value of the notes, when the terms of the notes are set, will be provided in the pricing supplement and will not be less than $910.00 per note. See “The Estimated Value of the Notes” in the preliminary pricing supplement for additional information.
Preliminary Pricing Supplement: http://www.sec.gov/Archives/edgar/data/19617/000121390026096360/
ea0304324-01_424b2.htm
The notes have complex features and investing in the notes involves risks not associated with an investment in conventional debt securities. See “Risk Factors” in the accompanying prospectus supplement and the accompanying product supplement and “Selected Risk Considerations” in the accompanying preliminary pricing supplement.
The notes are not bank deposits, are not insured by the Federal Deposit Insurance Corporation or any other governmental agency and are not obligations of, or guaranteed by, a bank.
THIS FACT SHEET DOES NOT PROVIDE ALL OF THE INFORMATION THAT AN INVESTOR SHOULD CONSIDER PRIOR TO MAKING AN INVESTMENT DECISION. This fact sheet should be read in conjunction with the accompanying preliminary pricing supplement, prospectus, prospectus supplement, product supplement and underlying supplement.
Selected Risk Considerations
The risks set forth below are discussed in detail in the “Selected Risk Considerations” section in the accompanying preliminary pricing supplement and the “Risk Factors” sections in the accompanying prospectus supplement and product supplement. Please review the risk disclosure carefully.
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· You May Not Receive Any Positive Return on the Notes. · The Notes Are Subject to the Credit Risks of JPMorgan Financial and JPMorgan Chase & Co. · As a Finance Subsidiary, JPMorgan Financial Has No Independent Activities and Has Limited Assets. · Changes in the Levels of the Basket Components May Offset Each Other. · Correlation of Performances Among the Basket Components May Reduce the Performance of the Securities. · No Interest or Dividend Payments or Voting Rights · Lack of Liquidity · The Final Terms and Estimated Valuation of the Notes Will Be Provided in the Pricing Supplement. · You Will Be Required to Recognize Taxable Income on the Notes Prior to Maturity. · Potential Conflicts · The Estimated Value of the Notes Will Be Lower Than the Original Issue Price (Price to Public) of the Notes.
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· The Estimated Value of the Notes Does Not Represent Future Values of the Notes and May Differ from Others’ Estimates. · The Estimated Value of the Notes Is Derived by Reference to an Internal Funding Rate. · The Value of the Notes as Published by JPMS (and Which May Be Reflected on Customer Account Statements) May Be Higher Than the Then-Current Estimated Value of the Notes for a Limited Time Period. · Secondary Market Prices of the Notes Will Likely Be Lower Than the Original Issue Price of the Notes. · Many Economic and Market Factors Will Impact the Value of the Notes. · The Notes Are Subject to Non-U.S. Securities Risk. · No Direct Exposure to Fluctuations in Foreign Exchange Rates. · The Maturity Payment Amount Will Depend upon the Performance of the Basket and Therefore the Notes Are Subject to the Risks Associated with Each Basket Component, Each as Discussed in the Accompanying Preliminary Pricing Supplement and Product Supplement.
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SEC Legend: JPMorgan Chase Financial Company LLC and JPMorgan Chase & Co. have filed a registration statement (including a prospectus) with the SEC for any offerings to which these materials relate. Before you invest, you should read the prospectus in that registration statement and the other documents relating to this offering that JPMorgan Chase Financial Company LLC and JPMorgan Chase & Co. has filed with the SEC for more complete information about JPMorgan Chase Financial Company LLC and JPMorgan Chase & Co. and this offering. You may get these documents without cost by visiting EDGAR on the SEC web site at www.sec.gov. Alternatively, JPMorgan Chase Financial Company LLC and JPMorgan Chase & Co., any agent or any dealer participating in this offering will arrange to send you the prospectus and each prospectus supplement as well as any product supplement, underlying supplement and preliminary pricing supplement if you so request by calling toll-free 1-866-535-9248.
As used in this fact sheet, “we,” “us” and “our” refer to JPMorgan Financial Company LLC. Wells Fargo Advisors is a trade name used by Wells Fargo Clearing Services, LLC and Wells Fargo Advisors Financial Network, LLC, members SIPC, separate registered broker-dealers and non-bank affiliates of Wells Fargo & Company.