Issuer: JPMorgan Chase Financial Company LLC, a direct, wholly
owned finance subsidiary of JPMorgan Chase & Co.
Guarantor: JPMorgan Chase & Co.
Reference Stocks: As specified under "Key Terms Relating to the
Reference Stocks" in this pricing supplement
Contingent Interest Payments: If the notes have not been
automatically called and the closing price of one share of each
Reference Stock on any Review Date is greater than or equal to its
Interest Barrier, you will receive on the applicable Interest Payment Date
for each $1,000 principal amount note a Contingent Interest Payment
equal to $25.125 (equivalent to a Contingent Interest Rate of 30.15%
per annum, payable at a rate of 2.5125% per month), plus any
previously unpaid Contingent Interest Payments for any prior Review
Dates.
If the Contingent Interest Payment is not paid on any Interest Payment
Date, that unpaid Contingent Interest Payment will be paid on a later
Interest Payment Date if the closing price of one share of each
Reference Stock on the Review Date related to that later Interest
Payment Date is greater than or equal to its Interest Barrier. You will
not receive any unpaid Contingent Interest Payments if the closing price
of one share of any Reference Stock on each subsequent Review Date
is less than its Interest Barrier.
Contingent Interest Rate: 30.15% per annum, payable at a rate of
2.5125% per month
Interest Barrier / Trigger Value: With respect to each Reference Stock,
45.00% of its Strike Value, as specified under "Key Terms Relating to
the Reference Stocks" in this pricing supplement
Strike Date: October 5, 2026
Pricing Date: October 6, 2026
Original Issue Date (Settlement Date): On or about October 9, 2026
Review Dates*: November 5, 2026, December 7, 2026, January 5,
2027, February 5, 2027, March 5, 2027, April 5, 2027, May 5, 2027,
June 7, 2027, July 6, 2027, August 5, 2027, September 7, 2027,
October 5, 2027, November 5, 2027, December 6, 2027, January 5,
2028, February 7, 2028, March 6, 2028, April 5, 2028, May 5, 2028,
June 5, 2028, July 5, 2028, August 7, 2028, September 5, 2028,
October 5, 2028, November 6, 2028, December 5, 2028, January 5,
2029, February 5, 2029, March 5, 2029, April 5, 2029, May 7, 2029,
June 5, 2029, July 5, 2029, August 6, 2029, September 5, 2029 and
October 5, 2029 (final Review Date)
Interest Payment Dates*: November 10, 2026, December 10, 2026,
January 8, 2027, February 10, 2027, March 10, 2027, April 8, 2027, May
10, 2027, June 10, 2027, July 9, 2027, August 10, 2027, September 10,
2027, October 8, 2027, November 10, 2027, December 9, 2027,
January 10, 2028, February 10, 2028, March 9, 2028, April 10, 2028,
May 10, 2028, June 8, 2028, July 10, 2028, August 10, 2028,
September 8, 2028, October 11, 2028, November 9, 2028, December 8,
2028, January 10, 2029, February 8, 2029, March 8, 2029, April 10,
2029, May 10, 2029, June 8, 2029, July 10, 2029, August 9, 2029,
September 10, 2029 and the Maturity Date
Maturity Date*: October 11, 2029
Call Settlement Date*: If the notes are automatically called on any
Review Date (other than the first through fifth and final Review Dates),
the first Interest Payment Date immediately following that Review Date
Automatic Call:
If the closing price of one share of each Reference Stock on any
Review Date (other than the first through fifth and final Review Dates)
is greater than or equal to its Strike 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 Contingent Interest
Payment applicable to that Review Date plus (c) any previously
unpaid Contingent Interest Payments for any prior Review Dates,
payable on the applicable Call Settlement Date. No further payments
will be made on the notes.
Payment at Maturity:
If the notes have not been automatically called and the Final Value of
each Reference Stock is greater than or equal to its Trigger Value,
you will receive a cash payment at maturity, for each $1,000 principal
amount note, equal to (a) $1,000 plus (b) the Contingent Interest
Payment applicable to the final Review Date plus (c) any previously
unpaid Contingent Interest Payments for any prior Review Dates.
If the notes have not been automatically called and the Final Value of
any Reference Stock is less than its Trigger Value, your payment at
maturity per $1,000 principal amount note will be calculated as
follows:
$1,000 + ($1,000 × Least Performing Stock Return)
If the notes have not been automatically called and the Final Value of
any Reference Stock is less than its Trigger Value, you will lose more
than 55.00% of your principal amount at maturity and could lose all of
your principal amount at maturity.
Least Performing Reference Stock: The Reference Stock with the
Least Performing Stock Return
Least Performing Stock Return: The lowest of the Stock Returns of
the Reference Stocks
Stock Return:
With respect to each Reference Stock,
(Final Value - Strike Value)
Strike Value
Strike Value: With respect to each Reference Stock, the closing price
of one share of that Reference Stock on the Strike Date, as specified
under "Key Terms Relating to the Reference Stocks" in this pricing
supplement. The Strike Value of each Reference Stock is not the
closing price of one share of that Reference Stock on the Pricing
Date.
Final Value: With respect to each Reference Stock, the closing price
of one share of that Reference Stock on the final Review Date
Stock Adjustment Factor: With respect to each Reference Stock, the
Stock Adjustment Factor is referenced in determining the closing price
of one share of that Reference Stock and is set equal to 1.0 on the
Strike Date. The Stock Adjustment Factor of each Reference Stock is
subject to adjustment upon the occurrence of certain corporate events
affecting that Reference Stock. See "The Underlyings - Reference
Stocks - Anti-Dilution Adjustments" and "The Underlyings -
Reference Stocks - Reorganization Events" in the accompanying
product supplement for further information.
* Subject to postponement in the event of a market disruption event
and as described under "General Terms of Notes - Postponement of
a Determination Date - Notes Linked to Multiple Underlyings" and
"General Terms of Notes - Postponement of a Payment Date" in the
accompanying product supplement or early acceleration in the event
of an acceleration event as described under "General Terms of Notes
- Consequences of an Acceleration Event" in the accompanying
product supplement and "Selected Risk Considerations - Risks
Relating to the Notes Generally - We May Accelerate Your Notes If
an Acceleration Event Occurs" in this pricing supplement