<SEC-DOCUMENT>0001213900-26-064286.txt : 20260602
<SEC-HEADER>0001213900-26-064286.hdr.sgml : 20260602
<ACCEPTANCE-DATETIME>20260602171600
ACCESSION NUMBER:		0001213900-26-064286
CONFORMED SUBMISSION TYPE:	424B2
PUBLIC DOCUMENT COUNT:		13
FILED AS OF DATE:		20260602
DATE AS OF CHANGE:		20260602

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			JPMORGAN CHASE & CO
		CENTRAL INDEX KEY:			0000019617
		STANDARD INDUSTRIAL CLASSIFICATION:	NATIONAL COMMERCIAL BANKS [6021]
		ORGANIZATION NAME:           	02 Finance
		EIN:				132624428
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		424B2
		SEC ACT:		1933 Act
		SEC FILE NUMBER:	333-293684
		FILM NUMBER:		261057699

	BUSINESS ADDRESS:	
		STREET 1:		270 PARK AVENUE
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10017
		BUSINESS PHONE:		2122706000

	MAIL ADDRESS:	
		STREET 1:		270 PARK AVENUE
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10017

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	J P MORGAN CHASE & CO
		DATE OF NAME CHANGE:	20010102

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	CHASE MANHATTAN CORP /DE/
		DATE OF NAME CHANGE:	19960402

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	CHEMICAL BANKING CORP
		DATE OF NAME CHANGE:	19920703

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			JPMorgan Chase Financial Co. LLC
		CENTRAL INDEX KEY:			0001665650
		STANDARD INDUSTRIAL CLASSIFICATION:	NATIONAL COMMERCIAL BANKS [6021]
		ORGANIZATION NAME:           	02 Finance
		EIN:				475462128
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		424B2
		SEC ACT:		1933 Act
		SEC FILE NUMBER:	333-293684-01
		FILM NUMBER:		261057700

	BUSINESS ADDRESS:	
		STREET 1:		383 MADISON AVENUE
		STREET 2:		FLOOR 21
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10179
		BUSINESS PHONE:		(212) 270-6000

	MAIL ADDRESS:	
		STREET 1:		383 MADISON AVENUE
		STREET 2:		FLOOR 21
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10179
</SEC-HEADER>
<DOCUMENT>
<TYPE>424B2
<SEQUENCE>1
<FILENAME>ea0293269-01_424b2.htm
<DESCRIPTION>PRICING SUPPLEMENT
<TEXT>
<HTML>
<HEAD>
     <TITLE></TITLE>
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<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0; color: gray"><FONT STYLE="font-size: 14pt"><B></B></FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 50%; font-size: 12pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt; color: gray"><B>JPMorgan Chase Financial Company LLC</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; width: 50%; font-size: 12pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7.5pt; color: gray"><B>May 2026</B></FONT></TD></TR>
  </TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 2pt 0 0; text-align: right; color: gray">Pricing Supplement</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right; color: gray">Registration Statement Nos. 333-293684 and
333-293684-01</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right; color: gray">Dated May 29, 2026</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right; color: gray">Filed pursuant to Rule 424(b)(2)</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; color: #296DC1; margin: 6pt 0pt 0pt; text-transform: uppercase">Structured
Investments</P>

<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; color: #296DC1; margin: 0pt 0pt 6pt">Opportunities in U.S. Assets</P>

<P STYLE="color: #296DC1; font: 14pt Arial, Helvetica, Sans-Serif; margin: 0">Auto-Callable Dual Directional Trigger PLUS Based on the
Value of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF due June 5, 2028</P>

<P STYLE="color: gray; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Auto-Callable Dual Directional Trigger Performance Leveraged
Upside Securities<SUP>SM</SUP></B></P>

<P STYLE="color: gray; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Principal at Risk Securities</B></P>

<P STYLE="color: gray; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Fully and Unconditionally Guaranteed by JPMorgan Chase&nbsp;&amp;&nbsp;Co.</B></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">The Auto-Callable Dual Directional Trigger PLUS, or &ldquo;Trigger PLUS,&rdquo;
will pay no interest and do not guarantee any return of your principal at maturity. If the closing price of one ETF Share on the redemption
observation date is greater than or equal to the initial share price, the Trigger PLUS will be automatically redeemed for a cash payment
of $1,264.50 per Trigger PLUS, or 126.45% of the stated principal amount. If the Trigger PLUS have not been automatically redeemed prior
to maturity and the ETF Shares have <B>appreciated</B> in price, investors will receive the stated principal amount of their investment
<I>plus</I> leveraged upside performance of the ETF Shares. If the ETF Shares have <B>depreciated</B> in price but by no more than 25%,
investors will receive at maturity the stated principal amount of the Trigger PLUS <I>plus</I> an unleveraged positive return equal to
the absolute value of the percentage decline. However, if the Trigger PLUS have not been automatically redeemed prior to maturity and
the ETF Shares have <B>depreciated </B>in price below the trigger level, at maturity investors will lose the benefit of the absolute
return feature and will lose 1% of the stated principal amount for every 1% of decline in the price of the ETF Shares over the term of
the Trigger PLUS. The Trigger PLUS are for investors who are willing to risk their principal and forgo current income in exchange for
the possibility of receiving the early redemption payment and, if the Trigger PLUS have not been redeemed early, the leverage and absolute
return features that in each case apply to a limited range of the performance of the ETF Shares. <B>Investors should be knowledgeable
about the risks associated with cryptocurrencies and digital assets because the Fund seeks to reflect generally the performance of the
price of bitcoin and therefore the Trigger PLUS involve significant risks in investments tracking cryptocurrencies. Bitcoin has historically
exhibited high price volatility relative to more traditional asset classes and has experienced extreme volatility in recent periods and
may continue to do so, which may increase the volatility of the ETF Shares.</B> The Trigger PLUS 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&nbsp;&amp;&nbsp;Co., issued as part of JPMorgan Financial&rsquo;s Medium-Term Notes, Series A, program. <B>Any payment
on the Trigger PLUS is subject to the credit risk of JPMorgan Financial, as issuer of the Trigger PLUS, and the credit risk of JPMorgan
Chase&nbsp;&amp;&nbsp;Co., as guarantor of the Trigger PLUS. The investor may lose a significant portion or all of the stated principal
amount of the Trigger PLUS.</B></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><B></B></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="background-color: #296DC1">
    <TD COLSPAN="2" STYLE="padding-bottom: 0pt; padding-left: 5.4pt; padding-top: 0pt; font-size: 10pt; color: white; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">FINAL
    TERMS</FONT></TD></TR>
  <TR>
    <TD STYLE="padding-bottom: 0pt; padding-left: 5.4pt; vertical-align: top; width: 25%; padding-top: 0pt; layout-grid-mode: char; font-size: 8.5pt; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Issuer:</FONT></TD>
    <TD STYLE="padding-bottom: 0pt; width: 75%; padding-top: 0pt; layout-grid-mode: char; font-size: 8.5pt"><FONT STYLE="font-size: 8pt">JPMorgan Chase Financial Company LLC, a direct, wholly owned finance subsidiary of JPMorgan Chase&nbsp;&amp;&nbsp;Co.</FONT></TD></TR>
  <TR STYLE="background-color: #DCEBF4">
    <TD STYLE="padding-bottom: 0pt; padding-left: 5.4pt; vertical-align: top; padding-top: 0pt; layout-grid-mode: char; font-size: 8.5pt; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Guarantor:</FONT></TD>
    <TD STYLE="padding-bottom: 0pt; padding-top: 0pt; layout-grid-mode: char; font-size: 8.5pt"><FONT STYLE="font-size: 8pt">JPMorgan Chase&nbsp;&amp;&nbsp;Co.</FONT></TD></TR>
  <TR>
    <TD STYLE="padding-bottom: 0pt; padding-left: 5.4pt; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; color: #296DC1"><B>ETF Shares: </B></FONT></TD>
    <TD STYLE="padding-bottom: 0pt; vertical-align: top; padding-top: 0pt"><FONT STYLE="font-size: 8pt">Shares of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF (Bloomberg ticker: IBIT UQ Equity).&nbsp;&nbsp;We refer to the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF as the &ldquo;Fund.&rdquo;</FONT></TD></TR>
  <TR STYLE="background-color: #DCEBF4">
    <TD STYLE="padding-bottom: 0pt; padding-left: 5.4pt; padding-top: 0pt"><FONT STYLE="font-size: 8pt; color: #296DC1"><B>Aggregate principal amount:</B></FONT></TD>
    <TD STYLE="padding-bottom: 0pt; padding-top: 0pt"><FONT STYLE="font-size: 8pt">$1,319,000</FONT></TD></TR>
  <TR>
    <TD STYLE="padding-left: 5.4pt; vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; color: #296DC1"><B>Early redemption:</B></FONT></TD>
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-size: 8pt">If, on the redemption observation date, the closing price of one ETF Share is <B>greater than or equal to</B> the initial share price, the Trigger PLUS will be automatically redeemed for the early redemption payment on the redemption date.&nbsp;&nbsp;No further payments will be made on the Trigger PLUS once they have been redeemed.&nbsp;&nbsp;In addition, if the Trigger PLUS are automatically redeemed prior to maturity, you will not benefit from the leverage feature that applies to the payment at maturity if the final share price is greater than the initial share price or the absolute return feature that applies to the payment at maturity if the final share price is less than or equal to the initial share price but is greater than or equal to the trigger level.&nbsp;&nbsp;Moreover, if the Trigger PLUS are automatically redeemed, your investment may underperform the ETF Shares, and the early redemption payment may be significantly less than the payment at maturity you would receive for the same level of appreciation of the ETF Shares had the Trigger PLUS not been automatically redeemed and instead remained outstanding until maturity.</FONT></TD></TR>
  <TR STYLE="background-color: #DCEBF4">
    <TD STYLE="padding-left: 5.4pt; vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; color: #296DC1"><B>Early redemption payment:</B></FONT></TD>
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-size: 8pt">$1,264.50 per Trigger PLUS</FONT></TD></TR>
  <TR>
    <TD STYLE="padding-bottom: 0pt; padding-left: 5.4pt; vertical-align: top; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; color: #296DC1"><B>Payment at maturity: </B></FONT></TD>
    <TD STYLE="padding-top: 0pt; padding-right: 5.4pt; padding-bottom: 0pt"><P STYLE="font-size: 8pt; margin-top: 0; margin-bottom: 0">If
the Trigger PLUS have not been automatically redeemed prior to maturity and:</P>
                                                                            <P STYLE="margin-left: 0.25in; text-indent: -0.25in; font-size: 8pt; margin-top: 0; margin-bottom: 0"><FONT STYLE="font-family: Symbol">&middot;</FONT>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;the
final share price is <I>greater than</I> the initial share price, for each $1,000 stated principal amount Trigger PLUS: $1,000 + leveraged
upside payment</P></TD></TR>
  <TR>
    <TD STYLE="padding-bottom: 0pt; padding-left: 5.4pt; padding-top: 0pt">&nbsp;</TD>
    <TD STYLE="padding-bottom: 0pt; padding-left: 0.25in; vertical-align: top; padding-top: 0pt; text-indent: -0.25in"><FONT STYLE="font-family: Symbol; font-size: 8pt">&middot;</FONT><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;the
final share price is <I>less than or equal to </I>the initial share price but is <I>greater than or equal to</I> the trigger level, for
each $1,000 stated principal amount Trigger PLUS: $1,000 + ($1,000 &times; absolute share return)</FONT></TD></TR>
  <TR>
    <TD STYLE="padding-bottom: 0pt; padding-left: 5.4pt; padding-top: 0pt">&nbsp;</TD>
    <TD STYLE="padding-bottom: 0pt; vertical-align: top; padding-top: 0pt"><FONT STYLE="font-size: 8pt"><I>In this scenario, you will receive a 1% positive return on the Trigger PLUS for each 1% negative return on the ETF Shares.&nbsp;&nbsp;In no event will this amount exceed the stated principal amount plus $250.&nbsp;&nbsp;Accordingly, the maximum downside payment at maturity is $1,250.00 per Trigger PLUS.</I></FONT></TD></TR>
  <TR>
    <TD STYLE="padding-bottom: 0pt; padding-left: 5.4pt; padding-top: 0pt">&nbsp;</TD>
    <TD STYLE="padding-bottom: 0pt; padding-left: 0.25in; vertical-align: top; padding-top: 0pt; text-indent: -0.25in"><FONT STYLE="font-family: Symbol; font-size: 8pt">&middot;</FONT><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;the final share price is <I>less than </I>the trigger level, for each $1,000 stated principal amount Trigger PLUS: $1,000 &times; share performance factor</FONT></TD></TR>
  <TR>
    <TD STYLE="padding-bottom: 0pt; padding-left: 5.4pt; padding-top: 0pt">&nbsp;</TD>
    <TD STYLE="padding-bottom: 0pt; padding-top: 0pt"><FONT STYLE="font-size: 8pt"><I>This amount will be less than the stated principal amount of $1,000 per Trigger PLUS and will represent a loss of more than 25%, and possibly all, of your investment.</I></FONT></TD></TR>
  <TR STYLE="background-color: #DCEBF4">
    <TD STYLE="padding-bottom: 0pt; padding-left: 5.4pt; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; color: #296DC1"><B>Share performance factor:</B></FONT></TD>
    <TD STYLE="padding-bottom: 0pt; padding-top: 0pt"><FONT STYLE="font-size: 8pt">final share price / initial share price</FONT></TD></TR>
  <TR>
    <TD STYLE="padding-bottom: 0pt; padding-left: 5.4pt; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; color: #296DC1"><B>Stated principal amount:</B></FONT></TD>
    <TD STYLE="padding-bottom: 0pt; padding-top: 0pt"><FONT STYLE="font-size: 8pt">$1,000 per Trigger PLUS</FONT></TD></TR>
  <TR STYLE="background-color: #DCEBF4">
    <TD STYLE="padding-bottom: 0pt; padding-left: 5.4pt; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; color: #296DC1"><B>Issue price:</B></FONT></TD>
    <TD STYLE="padding-bottom: 0pt; padding-top: 0pt"><FONT STYLE="font-size: 8pt">$1,000 per Trigger PLUS (see &ldquo;Commissions and issue price&rdquo; below)</FONT></TD></TR>
  <TR>
    <TD STYLE="padding-bottom: 0pt; padding-left: 5.4pt; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; color: #296DC1"><B>Pricing date:</B></FONT></TD>
    <TD STYLE="padding-bottom: 0pt; padding-top: 0pt"><FONT STYLE="font-size: 8pt">May 29, 2026&nbsp;&nbsp;</FONT></TD></TR>
  <TR STYLE="background-color: #DCEBF4">
    <TD STYLE="padding-bottom: 0pt; padding-left: 5.4pt; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; color: #296DC1"><B>Original issue date (settlement date): </B></FONT></TD>
    <TD STYLE="padding-bottom: 0pt; padding-top: 0pt"><FONT STYLE="font-size: 8pt">June 3, 2026</FONT></TD></TR>
  <TR>
    <TD STYLE="padding-bottom: 0pt; padding-left: 5.4pt; vertical-align: top; padding-top: 0pt"><FONT STYLE="font-size: 8pt; color: #296DC1"><B>Maturity date*:</B></FONT></TD>
    <TD STYLE="padding-bottom: 0pt; padding-top: 0pt"><FONT STYLE="font-size: 8pt">June 5, 2028</FONT></TD></TR>
  <TR STYLE="background-color: #DCEBF4">
    <TD STYLE="padding-top: 0pt; padding-left: 5.4pt; vertical-align: top; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-top: 0pt; text-align: right; padding-bottom: 0pt"><FONT STYLE="font-size: 8pt"><B><I>Terms continued on the following page</I></B></FONT></TD></TR>
  <TR>
    <TD STYLE="padding-bottom: 0pt; padding-left: 5.4pt; padding-top: 0pt"><FONT STYLE="font-size: 8pt; color: #296DC1"><B>Agent:</B></FONT></TD>
    <TD STYLE="padding-bottom: 0pt; padding-top: 0pt"><FONT STYLE="font-size: 8pt">J.P. Morgan Securities LLC (&ldquo;JPMS&rdquo;)</FONT></TD></TR>
  </TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="background-color: #DCEBF4">
    <TD STYLE="padding-left: 5.4pt; width: 25%; padding-top: 2pt"><FONT STYLE="font-size: 8pt; color: #296DC1"><B>Commissions and issue price:</B></FONT></TD>
    <TD STYLE="width: 25%; padding-top: 2pt; padding-right: -3.75pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; color: #296DC1"><B>Price to public<SUP>(1)</SUP></B></FONT></TD>
    <TD STYLE="width: 21%; padding-top: 2pt; text-align: center"><FONT STYLE="font-size: 8pt; color: #296DC1"><B>Fees and commissions</B></FONT></TD>
    <TD STYLE="width: 29%; padding-top: 2pt; text-align: center"><FONT STYLE="font-size: 8pt; color: #296DC1"><B>Proceeds to issuer</B></FONT></TD></TR>
  <TR>
    <TD STYLE="padding-top: 2pt; padding-left: 66.6pt"><FONT STYLE="font-size: 8pt; color: #296DC1"><B>Per Trigger PLUS</B></FONT></TD>
    <TD STYLE="padding-top: 2pt; padding-right: -3.75pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$1,000.00</FONT></TD>
    <TD STYLE="padding-top: 2pt; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$20.00<SUP>(2)</SUP></FONT></TD>
    <TD STYLE="padding-top: 2pt; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$975.00</FONT></TD></TR>
  <TR>
    <TD STYLE="padding-top: 2pt; padding-left: 66.6pt">&nbsp;</TD>
    <TD STYLE="padding-top: 2pt; padding-right: -3.75pt; text-align: center">&nbsp;</TD>
    <TD STYLE="padding-top: 2pt; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$5.00<SUP>(3)</SUP></FONT></TD>
    <TD STYLE="padding-top: 2pt; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center">&nbsp;</TD></TR>
  <TR STYLE="background-color: #DCEBF4">
    <TD STYLE="padding-top: 2pt; padding-left: 66.6pt"><FONT STYLE="font-size: 8pt; color: #296DC1"><B>Total</B></FONT></TD>
    <TD STYLE="padding-top: 2pt; padding-right: -3.75pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$1,319,000.00</FONT></TD>
    <TD STYLE="padding-top: 2pt; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$32,975.00</FONT></TD>
    <TD STYLE="padding-top: 2pt; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$1,286,025.00</FONT></TD></TR>
  </TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 7.5pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-bottom: 1pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><I>(1)</I></TD><TD><I>See &ldquo;Additional Information about the Trigger PLUS &mdash; Supplemental use of proceeds and hedging&rdquo; in this document
for information about the components of the price to public of the Trigger PLUS. </I></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 7.5pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><I>(2)</I></TD><TD><I>JPMS, acting as agent for JPMorgan Financial, will pay all of the selling commissions of $20.00 per $1,000 stated principal amount
Trigger PLUS it receives from us to Morgan Stanley Smith Barney LLC (&ldquo;Morgan Stanley Wealth Management&rdquo;). See &ldquo;Plan
of Distribution (Conflicts of Interest)&rdquo; in the accompanying product supplement.</I></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 7.5pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 1pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><I>(3)</I></TD><TD><I>Reflects a structuring fee payable to Morgan Stanley Wealth Management by the agent or its affiliates of $5.00 for each $1,000
stated principal amount Trigger PLUS</I></TD></TR></TABLE>

<P STYLE="font: 7.5pt Arial, Helvetica, Sans-Serif; margin: 0">* Subject to postponement in the event of a market disruption event and
as described under &ldquo;General Terms of Notes &mdash; Postponement of a Payment Date&rdquo; in the accompanying product supplement
or early acceleration in the event of an acceleration event as described under &ldquo;General Terms of Notes &mdash; Consequences of an
Acceleration Event&rdquo; in the accompanying product supplement and &ldquo;Risk Factors &mdash; Risks Relating to the Trigger PLUS Generally
&mdash; We may accelerate your Trigger PLUS in our sole discretion and the calculation agent may adjust their final payment in good faith
and in a commercially reasonable manner if an acceleration event occurs&rdquo; in this pricing supplement</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><B>The estimated value of the Trigger PLUS on the pricing date was $967.80
per $1,000 stated principal amount Trigger PLUS. </B>See &ldquo;Additional Information about the Trigger PLUS &mdash; The estimated value
of the Trigger PLUS&rdquo; in this document for additional information.</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Investing in the Trigger PLUS involves a number of risks. See &ldquo;Risk
Factors&rdquo; beginning on page S-2 of the accompanying prospectus supplement, &ldquo;Risk Factors&rdquo; beginning on page PS-12 of
the accompanying product supplement and &ldquo;Risk Factors&rdquo; beginning on page 9 of this document.</B></P>

<P STYLE="font: 7.5pt Arial, Helvetica, Sans-Serif; margin: 0">Neither the Securities and Exchange Commission (the &ldquo;SEC&rdquo;)
nor any state securities commission has approved or disapproved of the Trigger PLUS or passed upon the accuracy or the adequacy of this
document or the accompanying underlying supplement, product supplement, prospectus supplement and prospectus. Any representation to the
contrary is a criminal offense.</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><I>The Trigger PLUS 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.</I></P>

<P STYLE="font: 7.5pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>You should read this document together with the
related underlying supplement, product supplement, prospectus supplement and prospectus, each of which can be accessed via the hyperlinks
below. Please also see &ldquo;Additional Information about the Trigger PLUS&rdquo; at the end of this document.</B></P>

<P STYLE="font: 7.5pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Product supplement no. 3-I dated April 17, 2026: <A HREF="http://www.sec.gov/Archives/edgar/data/19617/000121390026045198/ea0285802-20_424b2.pdf">http://www.sec.gov/Archives/edgar/data/19617/000121390026045198/ea0285802-20_424b2.pdf</A></P>

<P STYLE="font: 7.5pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Underlying supplement no. 1-I dated April 17, 2026:
<A HREF="http://www.sec.gov/Archives/edgar/data/19617/000121390026045209/ea0285802-11_424b2.pdf">http://www.sec.gov/Archives/edgar/data/19617/000121390026045209/ea0285802-11_424b2.pdf</A></P>

<P STYLE="font: 7.5pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Prospectus supplement and prospectus, each dated April
17, 2026: <A HREF="http://www.sec.gov/Archives/edgar/data/19617/000095010326005889/crt_dp245141-424b2.pdf">http://www.sec.gov/Archives/edgar/data/19617/000095010326005889/crt_dp245141-424b2.pdf</A></P>


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    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 12pt"><P STYLE="color: gray; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">JPMorgan Chase Financial Company LLC</P><P STYLE="color: #296DC1; font: 11pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; border-top: #296DC1 0.5pt solid">Auto-Callable Dual Directional Trigger PLUS Based on the Value of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF due June 5, 2028</P><DIV STYLE="padding: 0in 0in 4pt; border-bottom: #296DC1 0.5pt solid"> <P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Auto-Callable Dual Directional Trigger Performance Leveraged Upside Securities<SUP>SM</SUP></P><P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Principal at Risk Securities</P></DIV></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 7.5pt Arial, Helvetica, Sans-Serif; margin: 2pt 0 0"><B><I>Terms continued from previous page:</I></B></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="background-color: #DAE9F7">
    <TD STYLE="padding-right: 5.4pt; width: 25%; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; color: #296DC1"><B>Leveraged upside payment:</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; width: 75%; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-size: 8pt">$1,000 &times; leverage factor &times; share percent change</FONT></TD></TR>
  <TR>
    <TD STYLE="padding-right: 5.4pt; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; color: #296DC1"><B>Share percent change:</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-size: 8pt">(final share price &ndash; initial share price) / initial share price</FONT></TD></TR>
  <TR STYLE="background-color: #DAE9F7">
    <TD STYLE="padding-right: 5.4pt; vertical-align: top; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; color: #296DC1"><B>Absolute share return:</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-size: 8pt">The absolute value of the share percent change.&nbsp;&nbsp;For example, a -5% share percent change will result in a +5% absolute share return.</FONT></TD></TR>
  <TR>
    <TD STYLE="padding-right: 5.4pt; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; color: #296DC1"><B>Leverage factor: </B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-size: 8pt">150%</FONT></TD></TR>
  <TR STYLE="background-color: #DAE9F7">
    <TD STYLE="padding-right: 5.4pt; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; color: #296DC1"><B>Initial share price: </B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-size: 8pt">The closing price of one ETF Share on the pricing date, which was $41.63</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="padding-right: 5.4pt; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; color: #296DC1"><B>Final share price: </B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-size: 8pt">The closing price of one ETF Share on the valuation date</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #DCEBF4">
    <TD STYLE="padding-right: 5.4pt; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; color: #296DC1"><B>Share adjustment factor:</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-size: 8pt">The share adjustment factor is referenced in determining the closing price of one ETF Share and is set initially at 1.0 on the pricing date.&nbsp;&nbsp;The share adjustment factor is subject to adjustment in the event of certain events affecting the ETF Shares. See &ldquo;The Underlyings &mdash; Funds &mdash; Anti-Dilution Adjustments&rdquo; in the accompanying product supplement.</FONT></TD></TR>
  <TR>
    <TD STYLE="padding-right: 5.4pt; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; color: #296DC1"><B>Trigger level:</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-size: 8pt">$31.2225, which is 75% of the initial share price&nbsp;&nbsp;</FONT></TD></TR>
  <TR STYLE="background-color: #DCEBF4">
    <TD STYLE="padding-right: 5.4pt; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; color: #296DC1"><B>Redemption observation date*:</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; vertical-align: top; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-size: 8pt">June 7, 2027</FONT></TD></TR>
  <TR>
    <TD STYLE="padding-right: 5.4pt; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; color: #296DC1"><B>Redemption date*:</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; vertical-align: top; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-size: 8pt">June 10, 2027</FONT></TD></TR>
  <TR STYLE="background-color: #DCEBF4">
    <TD STYLE="padding-right: 5.4pt; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-size: 8pt; color: #296DC1"><B>Valuation date*:</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; vertical-align: top; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-size: 8pt">May 31, 2028</FONT></TD></TR>
  <TR>
    <TD STYLE="padding-right: 5.4pt; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-size: 8pt; color: #296DC1"><B>CUSIP / ISIN:</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-size: 8pt">46661A3J7 / US46661A3J77</FONT></TD></TR>
  <TR STYLE="background-color: #DCEBF4">
    <TD STYLE="padding-right: 5.4pt; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-size: 8pt; color: #296DC1"><B>Listing:</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-top: 1pt; padding-left: 5.4pt"><FONT STYLE="font-size: 8pt">The Trigger PLUS will not be listed on any securities exchange.</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 7pt Arial, Helvetica, Sans-Serif; margin: 10pt 0 0"><FONT STYLE="font-size: 8pt">* </FONT><FONT STYLE="font-size: 7.5pt">Subject
to postponement in the event of a market disruption event and as described under &ldquo;General Terms of Notes &mdash; Postponement of
a Determination Date &mdash; Notes Linked to a Single Underlying &mdash; Notes Linked to a Single Underlying (Other Than a Commodity
Index)&rdquo; and &ldquo;General Terms of Notes &mdash; Postponement of a Payment Date&rdquo; in the accompanying product supplement
or early acceleration in the event of an acceleration event as described under &ldquo;General Terms of Notes &mdash; Consequences of
an Acceleration Event&rdquo; in the accompanying product supplement and &ldquo;Risk Factors &mdash; Risks Relating to the Trigger PLUS
Generally &mdash; We may accelerate your Trigger PLUS in our sole discretion and the calculation agent may adjust their final payment
in good faith and in a commercially reasonable manner if an acceleration event occurs&rdquo; in this pricing supplement</FONT></P>


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    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="vertical-align: top"><TD STYLE="width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">May 2026</FONT></TD><TD STYLE="text-align: right; width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">Page <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->2<!-- Field: /Sequence --></FONT></FONT></TD></TR></TABLE><P STYLE="margin: 0pt"></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 12pt"><P STYLE="color: gray; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">JPMorgan Chase Financial Company LLC</P><P STYLE="color: #296DC1; font: 11pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; border-top: #296DC1 0.5pt solid">Auto-Callable Dual Directional Trigger PLUS Based on the Value of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF due June 5, 2028</P><DIV STYLE="padding: 0in 0in 4pt; border-bottom: #296DC1 0.5pt solid"> <P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Auto-Callable Dual Directional Trigger Performance Leveraged Upside Securities<SUP>SM</SUP></P><P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Principal at Risk Securities</P></DIV></DIV>
    <!-- Field: /Page -->

<P STYLE="color: #296DC1; font: 16pt Arial, Helvetica, Sans-Serif; margin: 2pt 0 0">Investment Summary</P>

<P STYLE="color: #296DC1; font: bold 10.5pt Arial, Helvetica, Sans-Serif; margin: 4pt 0 0">Auto-Callable Dual Directional Trigger Performance
Leveraged Upside Securities</P>

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 0; color: #296DC1"><B>Principal at Risk Securities</B></P>

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 4pt">The Auto-Callable Dual Directional Trigger PLUS Based on the Value
of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF due June 5, 2028 (the &ldquo;Trigger PLUS&rdquo;) can be used:</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD>To provide an opportunity to earn the early redemption payment, which is an amount equal to $1,264.50 per Trigger PLUS, or 126.45%
of the stated principal amount, if the closing price of one ETF Share on the redemption observation date is greater than or equal to the
initial share price.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD>As an alternative to direct exposure to the ETF Shares that, if the Trigger PLUS have not been automatically redeemed prior to maturity,
enhances returns for any positive performance of the ETF Shares.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD>If the Trigger PLUS have not been automatically redeemed prior to maturity, to potentially achieve similar levels of upside exposure
to the ETF Shares as a direct investment, while using fewer dollars by taking advantage of the leverage factor.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD>If the Trigger PLUS have not been automatically redeemed prior to maturity, to provide an unleveraged positive return in the event
of a decline of the ETF Shares but only if the final share price is <I>greater than or equal to </I>the trigger level.</TD></TR></TABLE>

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0; text-indent: 0in">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="width: 80%; font: 9pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 37%; padding: 3pt 5.4pt; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Maturity:</FONT></TD>
    <TD STYLE="width: 63%; padding: 1.5pt 5.4pt; layout-grid-mode: char"><FONT STYLE="font-size: 8.5pt">Approximately 2 years</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding: 3pt 5.4pt; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Early redemption payment:</FONT></TD>
    <TD STYLE="padding: 1.5pt 5.4pt; layout-grid-mode: char"><FONT STYLE="font-size: 8.5pt">$1,264.50 per Trigger PLUS (126.45% of the stated principal amount)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding: 3pt 5.4pt; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Leverage factor:</FONT></TD>
    <TD STYLE="padding: 1.5pt 5.4pt; layout-grid-mode: char"><FONT STYLE="font-size: 8.5pt">150% (applicable only if the Trigger PLUS have not been automatically redeemed prior to maturity and the final share price is greater than the initial share price)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding: 3pt 5.4pt; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Trigger level:</FONT></TD>
    <TD STYLE="padding: 1.5pt 5.4pt; layout-grid-mode: char"><FONT STYLE="font-size: 8.5pt">75% of the initial share price </FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding: 3pt 5.4pt; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Minimum payment at maturity:</FONT></TD>
    <TD STYLE="padding: 1.5pt 5.4pt; layout-grid-mode: char"><FONT STYLE="font-size: 8.5pt">None.&nbsp;&nbsp;Investors may lose their entire initial investment in the Trigger PLUS.</FONT></TD></TR>
  </TABLE>
<P STYLE="color: #296DC1; font: 16pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0">Supplemental Terms of the Trigger PLUS</P>

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0">For purposes of the accompanying product supplement, the iShares<SUP>&reg;</SUP>
Bitcoin Trust ETF is a &ldquo;Fund.&rdquo;</P>

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0"><B>The Trigger PLUS are not commodity futures contracts or swaps
and are not regulated under the Commodity Exchange Act, as amended (the &ldquo;Commodity Exchange Act&rdquo;).</B> The Trigger PLUS are
offered pursuant to an exemption from regulation under the Commodity Exchange Act, commonly known as the hybrid instrument exemption,
that is available to Trigger PLUS that have one or more payments indexed to the value, level or rate of one or more commodities, as set
out in section 2(f) of that statute. Accordingly, you are not afforded any protection provided by the Commodity Exchange Act or any regulation
promulgated by the Commodity Futures Trading Commission.</P>


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    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="vertical-align: top"><TD STYLE="width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">May 2026</FONT></TD><TD STYLE="text-align: right; width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">Page <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->3<!-- Field: /Sequence --></FONT></FONT></TD></TR></TABLE><P STYLE="margin: 0pt"></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 12pt"><P STYLE="color: gray; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">JPMorgan Chase Financial Company LLC</P><P STYLE="color: #296DC1; font: 11pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; border-top: #296DC1 0.5pt solid">Auto-Callable Dual Directional Trigger PLUS Based on the Value of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF due June 5, 2028</P><DIV STYLE="padding: 0in 0in 4pt; border-bottom: #296DC1 0.5pt solid"> <P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Auto-Callable Dual Directional Trigger Performance Leveraged Upside Securities<SUP>SM</SUP></P><P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Principal at Risk Securities</P></DIV></DIV>
    <!-- Field: /Page -->

<P STYLE="color: #296DC1; font: 14pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt">Key Investment Rationale</P>

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">If the closing price of one ETF Share on the redemption observation
date is greater than or equal to the initial share price, the Trigger PLUS will be automatically redeemed for a cash payment per Trigger
PLUS equal to $1,264.50, or 126.45% of the stated principal amount. If the Trigger PLUS have not been automatically redeemed prior to
maturity, the Trigger PLUS offer leveraged upside exposure to an underlying asset and the opportunity, through the absolute return feature,
to earn a positive return at maturity for a limited range of negative performance of the underlying asset. If the Trigger PLUS have not
been automatically redeemed prior to maturity and the underlying asset has <B>appreciated</B>, at maturity investors will receive the
stated principal amount of their investment <I>plus</I> leveraged upside performance of the underlying asset. If the Trigger PLUS have
not been automatically redeemed prior to maturity and the underlying asset has <B>depreciated</B> in value but by no more than 25%, at
maturity investors will receive the stated principal amount of their investment <I>plus</I> an unleveraged positive return equal to the
absolute value of the percentage decline in the underlying asset, which will effectively be limited to a positive 25% return. However,
if the Trigger PLUS have not been automatically redeemed prior to maturity and the underlying asset has <B>depreciated</B> in value below
the trigger level, at maturity investors will lose the benefit of the absolute return feature and will lose 1% of the stated principal
amount for every 1% of decline, without any buffer. <B>Investors may lose a significant portion or all of the stated principal amount
of the Trigger PLUS. </B></P>

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 0 0 10pt">In addition, if the Trigger PLUS are automatically redeemed prior
to maturity, you will not benefit from the leverage feature that applies to the payment at maturity if the final share price is greater
than the initial share price or the absolute return feature that applies to the payment at maturity if the final share price is less than
or equal to the initial share price but is greater than or equal to the trigger level. Moreover, if the Trigger PLUS are automatically
redeemed, your investment may underperform the ETF Shares, and the early redemption payment may be significantly less than the payment
at maturity you would receive for the same level of appreciation of the ETF Shares had the Trigger PLUS not been automatically redeemed
and instead remained outstanding until maturity.</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="width: 19%; border: white 1.5pt solid; padding: 3pt 2.9pt; background-color: #DCEBF4; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Early
    Redemption Feature</FONT></TD>
    <TD STYLE="width: 81%; padding: 1.45pt 2.9pt; font-size: 9.5pt">On the redemption observation date, if the closing price of one ETF Share is greater than or equal to the initial share price, the Trigger PLUS will be automatically redeemed for a cash payment per Trigger PLUS equal to the early redemption payment on the redemption date.&nbsp;&nbsp;No further payments will be made on the Trigger PLUS after they have been redeemed.</TD></TR>
  <TR>
    <TD STYLE="border-right: white 1.5pt solid; border-bottom: white 1.5pt solid; border-left: white 1.5pt solid; padding: 3pt 2.9pt; background-color: #DCEBF4; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Leveraged
    Upside Performance</FONT></TD>
    <TD STYLE="padding: 1.45pt 2.9pt; font-size: 9.5pt">If the Trigger PLUS have not been automatically redeemed prior to maturity, the Trigger PLUS offer investors an opportunity to capture enhanced returns for any positive performance relative to a direct investment in the ETF Shares.</TD></TR>
  <TR>
    <TD STYLE="border-right: white 1.5pt solid; border-bottom: white 1.5pt solid; border-left: white 1.5pt solid; padding: 3pt 2.9pt; background-color: #DCEBF4; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Absolute
    Return Feature</FONT></TD>
    <TD STYLE="padding: 1.45pt 2.9pt; font-size: 9.5pt">If the Trigger PLUS have not been automatically redeemed prior to maturity, the Trigger PLUS offer investors an opportunity to earn an unleveraged positive return if the final share price is less than or equal to the initial share price <B>but </B>is greater than or equal to the trigger level.</TD></TR>
  <TR>
    <TD STYLE="border-right: white 1.5pt solid; border-bottom: white 1.5pt solid; border-left: white 1.5pt solid; padding: 3pt 2.9pt; background-color: #DCEBF4; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Upside
    Scenario if the ETF Shares Appreciate</FONT></TD>
    <TD STYLE="padding: 1.45pt 2.9pt; font-size: 9.5pt">The Trigger PLUS have not been automatically redeemed prior to maturity and the final share price is greater than the initial share price and, at maturity, the Trigger PLUS pay the stated principal amount of $1,000 <I>plus </I>a return equal to 150% of the share percent change.&nbsp;&nbsp;</TD></TR>
  <TR>
    <TD STYLE="border-right: white 1.5pt solid; border-bottom: white 1.5pt solid; border-left: white 1.5pt solid; padding: 3pt 2.9pt; background-color: #DCEBF4; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Absolute
    Return Scenario</FONT></TD>
    <TD STYLE="padding: 1.45pt 2.9pt; font-size: 9.5pt">The Trigger PLUS have not been automatically redeemed prior to maturity and the final share price is less than or equal to the initial share price but is greater than or equal to the trigger level, which is 75% of the initial share price.&nbsp;&nbsp;In this case, the Trigger PLUS pay a 1% positive return for each 1% negative return of the ETF Shares.&nbsp;&nbsp;For example, if the final share price is 5% less than the initial share price, the Trigger PLUS will provide a total positive return of 5% at maturity.&nbsp;&nbsp;The maximum return you may receive in this scenario is a positive 25% return at maturity.</TD></TR>
  </TABLE>

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    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="vertical-align: top"><TD STYLE="width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">May 2026</FONT></TD><TD STYLE="text-align: right; width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">Page <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->4<!-- Field: /Sequence --></FONT></FONT></TD></TR></TABLE><P STYLE="margin: 0pt"></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 12pt"><P STYLE="color: gray; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">JPMorgan Chase Financial Company LLC</P><P STYLE="color: #296DC1; font: 11pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; border-top: #296DC1 0.5pt solid">Auto-Callable Dual Directional Trigger PLUS Based on the Value of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF due June 5, 2028</P><DIV STYLE="padding: 0in 0in 4pt; border-bottom: #296DC1 0.5pt solid"> <P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Auto-Callable Dual Directional Trigger Performance Leveraged Upside Securities<SUP>SM</SUP></P><P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Principal at Risk Securities</P></DIV></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="width: 19%; border: white 1.5pt solid; padding: 3pt 2.9pt; background-color: #DCEBF4; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Downside
    Scenario</FONT></TD>
    <TD STYLE="width: 81%; padding: 1.45pt 2.9pt; font-size: 9.5pt">The Trigger PLUS have not been automatically redeemed prior to maturity and the final share price is less than the trigger level.&nbsp;&nbsp;In this case, the Trigger PLUS pay an amount that is over 25% less than the stated principal amount and this decrease will be by an amount that is proportionate to the percentage decline in the final share price from the initial share price.&nbsp;&nbsp;(Example: If the ETF Shares decrease in value by 50%, the Trigger PLUS will pay an amount that is less than the stated principal amount by 50%, or $500 per Trigger PLUS.)</TD></TR>
  </TABLE>

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    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="vertical-align: top"><TD STYLE="width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">May 2026</FONT></TD><TD STYLE="text-align: right; width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">Page <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->5<!-- Field: /Sequence --></FONT></FONT></TD></TR></TABLE><P STYLE="margin: 0pt"></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 12pt"><P STYLE="color: gray; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">JPMorgan Chase Financial Company LLC</P><P STYLE="color: #296DC1; font: 11pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; border-top: #296DC1 0.5pt solid">Auto-Callable Dual Directional Trigger PLUS Based on the Value of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF due June 5, 2028</P><DIV STYLE="padding: 0in 0in 4pt; border-bottom: #296DC1 0.5pt solid"> <P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Auto-Callable Dual Directional Trigger Performance Leveraged Upside Securities<SUP>SM</SUP></P><P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Principal at Risk Securities</P></DIV></DIV>
    <!-- Field: /Page -->

<P STYLE="color: #296DC1; font: 16pt Arial, Helvetica, Sans-Serif; margin: 0">How the Auto-Callable Dual Directional Trigger PLUS Work</P>

<P STYLE="color: #296DC1; font: bold 10.5pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0">Payoff Diagram</P>

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 0 0 2pt">The diagrams below illustrate the payment upon automatic early redemption
or at maturity on the Trigger PLUS based on the following terms:</P>

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="width: 80%; font: 9pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 53%; padding: 3pt 5.4pt; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Stated principal amount:</FONT></TD>
    <TD STYLE="width: 47%; padding: 1.5pt 5.4pt; layout-grid-mode: char">$1,000 per Trigger PLUS</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding: 3pt 5.4pt; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Early redemption payment:</FONT></TD>
    <TD STYLE="padding: 1.5pt 5.4pt; layout-grid-mode: char">$1,264.50 per Trigger PLUS (126.45% of the stated principal amount)</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; padding: 3pt 5.4pt; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Leverage factor:</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding: 1.5pt 5.4pt; layout-grid-mode: char">150%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; padding: 3pt 5.4pt; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Trigger level:</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding: 1.5pt 5.4pt 3pt; layout-grid-mode: char">75% of the initial share price </TD></TR>
  </TABLE>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0 0 2pt">&nbsp;</P>

<P STYLE="font: 10.5pt Arial, Helvetica, Sans-Serif; margin: 0 0 2pt; color: #296DC1"><B>Diagram #1: Redemption Observation Date:</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; text-align: center; margin-top: 0; margin-bottom: 2pt"><IMG SRC="image_001.jpg" ALT="" STYLE="height: 382px; width: 600px">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 2pt">&nbsp;</P>


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    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="vertical-align: top"><TD STYLE="width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">May 2026</FONT></TD><TD STYLE="text-align: right; width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">Page <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->6<!-- Field: /Sequence --></FONT></FONT></TD></TR></TABLE><P STYLE="margin: 0pt"></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 12pt"><P STYLE="color: gray; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">JPMorgan Chase Financial Company LLC</P><P STYLE="color: #296DC1; font: 11pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; border-top: #296DC1 0.5pt solid">Auto-Callable Dual Directional Trigger PLUS Based on the Value of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF due June 5, 2028</P><DIV STYLE="padding: 0in 0in 4pt; border-bottom: #296DC1 0.5pt solid"> <P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Auto-Callable Dual Directional Trigger Performance Leveraged Upside Securities<SUP>SM</SUP></P><P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Principal at Risk Securities</P></DIV></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0 0 2pt">&nbsp;</P>

<P STYLE="font: 10.5pt Arial, Helvetica, Sans-Serif; margin: 0 0 2pt; color: #296DC1"><B>Diagram #2: Payment at Maturity if No Automatic
Early Redemption Occurs</B></P>

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; width: 60%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #DCEBF4">
    <TD STYLE="padding-top: 4pt; padding-right: 5.4pt; padding-bottom: 3pt; text-align: center; font-size: 8pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #296DC1">Auto-Callable Dual Directional Trigger PLUS Payoff Diagram</FONT></TD></TR>
  <TR>
    <TD STYLE="width: 100%; padding-top: 4pt; padding-left: 5.4pt; text-align: center; font-size: 9.5pt"><FONT STYLE="font-family: Sans-Serif; font-size: 9pt; color: Red"><B></B></FONT>

<P STYLE="text-align: center; margin-top: 0; margin-bottom: 0"><IMG SRC="image_002.jpg" ALT="" STYLE="height: 329px; width: 600px"></P>
<FONT STYLE="font-family: Sans-Serif; font-size: 9pt; color: Red"><B></B></FONT></TD></TR>
  </TABLE>
<P STYLE="color: #296DC1; font: bold 10.5pt Arial, Helvetica, Sans-Serif; margin: 0">How it works</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 4pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; font-weight: normal; color: #A3C4EB">&sect;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: #296DC1"><B>Early Redemption Scenario. </B></FONT>On the redemption
observation date, if the closing price of one ETF Share is greater than or equal to the initial share price, under the terms of Trigger
PLUS, the Trigger PLUS will be automatically redeemed for a cash payment per Trigger PLUS equal to the early redemption payment of $1,264.50
per Trigger PLUS, or 126.45% of the stated principal amount. If the Trigger PLUS are automatically redeemed prior to maturity, you will
not benefit from the leverage feature that applies to the payment at maturity if the final share price is greater than the initial share
price or the absolute return feature that applies to the payment at maturity if the final share price is less than or equal to the initial
share price but is greater than or equal to the trigger level. Moreover, if the Trigger PLUS are automatically redeemed, your investment
may underperform the ETF Shares, and the early redemption payment may be significantly less than the payment at maturity you would receive
for the same level of appreciation of the ETF Shares had the Trigger PLUS not been automatically redeemed and instead remained outstanding
until maturity.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 4pt; margin-bottom: 0"><TR STYLE="vertical-align: top; text-align: justify">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD STYLE="text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: #296DC1"><B>Upside
Scenario.</B></FONT> If the Trigger PLUS have not been automatically redeemed prior to maturity and the final share price is greater
than the initial share price, for each $1,000 stated principal amount Trigger PLUS, investors will receive the $1,000 stated principal
amount <I>plus </I>a return equal to 150% of the appreciation of the ETF Shares over the term of the Trigger PLUS.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top; text-align: justify">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD STYLE="text-align: justify">For example, if the ETF Shares appreciate 5%, investors will
receive a 7.50% return, or $1,075.00 per Trigger PLUS.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top; text-align: justify">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD STYLE="text-align: justify">For example, if the ETF Shares appreciate 40%, investors
will receive a 60.00% return, or $1,600.00 per Trigger PLUS, at maturity. This is significantly more than the early redemption payment
the investor would have received if the ETF Shares had appreciated 40% or more as of the redemption observation date, and as a result,
the Trigger PLUS were automatically redeemed.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 4pt; margin-bottom: 0"><TR STYLE="vertical-align: top; text-align: justify">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD STYLE="text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: #296DC1"><B>Absolute
Return Scenario.</B></FONT> If the Trigger PLUS have not been automatically redeemed prior to maturity and the final share price is less
than or equal to the initial share price but is greater than or equal to the trigger level, investors will receive a 1% positive return
on the Trigger PLUS for each 1% negative return of the ETF Shares.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top; text-align: justify">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD STYLE="text-align: justify">For example, if the ETF Shares depreciate 5%, investors will
receive a 5% return, or $1,050.00 per Trigger PLUS.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top; text-align: justify">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD STYLE="text-align: justify">The maximum return you may receive in this scenario is a
positive 25% return at maturity.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 4pt; margin-bottom: 0"><TR STYLE="vertical-align: top; text-align: justify">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD STYLE="text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: #296DC1"><B>Downside
Scenario.</B></FONT> If the Trigger PLUS have not been automatically redeemed prior to maturity and the final share price is less than
the trigger level, investors will lose the benefit of the absolute return feature and will instead receive an amount that is significantly
less than the stated principal amount by an amount proportionate to the percentage decrease of the final share price from the initial
share price. This amount will be less than 75% of the stated principal amount per Trigger PLUS.</TD>
</TR></TABLE>


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    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="vertical-align: top"><TD STYLE="width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">May 2026</FONT></TD><TD STYLE="text-align: right; width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">Page <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->7<!-- Field: /Sequence --></FONT></FONT></TD></TR></TABLE><P STYLE="margin: 0pt"></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 12pt"><P STYLE="color: gray; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">JPMorgan Chase Financial Company LLC</P><P STYLE="color: #296DC1; font: 11pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; border-top: #296DC1 0.5pt solid">Auto-Callable Dual Directional Trigger PLUS Based on the Value of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF due June 5, 2028</P><DIV STYLE="padding: 0in 0in 4pt; border-bottom: #296DC1 0.5pt solid"> <P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Auto-Callable Dual Directional Trigger Performance Leveraged Upside Securities<SUP>SM</SUP></P><P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Principal at Risk Securities</P></DIV></DIV>
    <!-- Field: /Page -->

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD>For example, if the ETF Shares depreciate 50%, investors will lose 50% of their principal and receive only $500.00 per Trigger PLUS
at maturity, or 50% of the stated principal amount.</TD></TR></TABLE>

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0; text-indent: 0in">The hypothetical returns and hypothetical payments
on the Trigger PLUS shown above apply <B>only if you hold the Trigger PLUS for their entire term</B>. These hypotheticals do not reflect
fees or expenses that would be associated with any sale in the secondary market. If these fees and expenses were included, the hypothetical
returns and hypothetical payments shown above would likely be lower.</P>


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    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="vertical-align: top"><TD STYLE="width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">May 2026</FONT></TD><TD STYLE="text-align: right; width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">Page <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->8<!-- Field: /Sequence --></FONT></FONT></TD></TR></TABLE><P STYLE="margin: 0pt"></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 12pt"><P STYLE="color: gray; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">JPMorgan Chase Financial Company LLC</P><P STYLE="color: #296DC1; font: 11pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; border-top: #296DC1 0.5pt solid">Auto-Callable Dual Directional Trigger PLUS Based on the Value of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF due June 5, 2028</P><DIV STYLE="padding: 0in 0in 4pt; border-bottom: #296DC1 0.5pt solid"> <P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Auto-Callable Dual Directional Trigger Performance Leveraged Upside Securities<SUP>SM</SUP></P><P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Principal at Risk Securities</P></DIV></DIV>
    <!-- Field: /Page -->

<P STYLE="color: #296DC1; font: 16pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt">Risk Factors</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0"><I>The following is a non-exhaustive list of certain key risk factors for
investors in the Trigger PLUS. For further discussion of these and other risks, you should read the sections entitled &ldquo;Risk Factors&rdquo;
of the accompanying prospectus supplement and the accompanying product supplement. We urge you to consult your investment, legal, tax,
accounting and other advisers in connection with your investment in the Trigger PLUS.</I></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: -0.25in; color: #296DC1">Risks Relating to the
Trigger PLUS Generally</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 4pt; margin-bottom: 0"><TR STYLE="vertical-align: top; text-align: justify">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD STYLE="text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>The
Trigger PLUS do not pay interest or, if the Trigger PLUS have not been automatically redeemed prior to maturity, guarantee the return
of any principal and your investment in the Trigger PLUS may result in a loss.</B></FONT> The terms of the Trigger PLUS differ from those
of ordinary debt securities in that the Trigger PLUS do not pay interest or, if the Trigger PLUS have not been automatically redeemed
prior to maturity, guarantee the payment of any principal amount at maturity. If the Trigger PLUS have not been automatically redeemed
prior to maturity and the final share price is less than the trigger level (which is 75% of the initial share price), you will lose the
benefit of the absolute return feature and the payment at maturity will be an amount in cash that is over 25% less than the stated principal
amount of each Trigger PLUS, and this decrease will be by an amount that is proportionate to the decrease in the price of the ETF Shares
and may be zero. There is no minimum payment at maturity on the Trigger PLUS, and, accordingly, you could lose your entire initial investment
in the Trigger PLUS.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 4pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; font-weight: normal; color: #A3C4EB">&sect;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>If the Trigger PLUS are automatically redeemed prior to maturity, the appreciation
potential of the Trigger PLUS is limited to the early redemption payment.</B> <FONT STYLE="font-weight: normal">If the Trigger PLUS are
automatically redeemed prior to maturity, investors will not participate in any appreciation of the ETF Shares, and the return on the
Trigger PLUS is limited to the early redemption payment that is paid on the redemption date. </FONT></FONT>In addition, if the Trigger
PLUS are automatically redeemed prior to maturity, you will not benefit from the leverage feature that applies to the payment at maturity
if the final share price is greater than the initial share price or the absolute return feature that applies to the payment at maturity
if the final share price is less than or equal to the initial share price but is greater than or equal to the trigger level. Moreover,
if the Trigger PLUS are automatically redeemed, your investment may underperform the ETF Shares, and the early redemption payment may
be significantly less than the payment at maturity you would receive for the same level of appreciation of the ETF Shares had the Trigger
PLUS not been automatically redeemed and instead remained outstanding until maturity.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 4pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Early redemption risk.</B> <FONT STYLE="font-weight: normal">The term of
your investment in the Trigger PLUS may be limited to as short as approximately one year by the automatic early redemption feature of
the Trigger PLUS. If the Trigger PLUS are automatically redeemed prior to maturity, you may not be able to reinvest the proceeds from
an investment in the Trigger PLUS at a comparable return for a similar level of risk.</FONT></FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; font-weight: normal; color: #A3C4EB">&sect;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>If the Trigger PLUS have not been automatically redeemed prior to maturity,
your maximum downside gain on the Trigger PLUS is limited by the trigger level. </B></FONT>If the Trigger PLUS have not been automatically
redeemed prior to maturity and the final share price is less than or equal to the initial share price and greater than or equal to the
trigger level, you will receive at maturity $1,000 <I>plus</I> a return equal to the absolute share return, which will reflect a 1% positive
return for each 1% negative return on the ETF Shares, subject to an effective limit of 25%.&nbsp; Because you will not receive a positive
return if the Trigger PLUS have not been automatically redeemed prior to maturity and the ETF Shares have depreciated below the trigger
level, at maturity your maximum downside payment will be $1,250.00 per $1,000.00 stated principal amount Trigger PLUS.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top; text-align: justify">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD STYLE="text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>The
Trigger PLUS are subject to the credit risks of JPMorgan Financial and JPMorgan Chase&nbsp;&amp;&nbsp;Co., and any actual or anticipated
changes to our or JPMorgan Chase&nbsp;&amp;&nbsp;Co.&rsquo;s credit ratings or credit spreads may adversely affect the market value of
the Trigger PLUS. </B></FONT>Investors are dependent on our and JPMorgan Chase&nbsp;&amp;&nbsp;Co.&rsquo;s ability to pay all amounts
due on the Trigger PLUS. Any actual or anticipated decline in our or JPMorgan Chase&nbsp;&amp;&nbsp;Co.&rsquo;s credit ratings or increase
in our or JPMorgan Chase&nbsp;&amp;&nbsp;Co.&rsquo;s credit spreads determined by the market for taking that credit risk is likely to
adversely affect the market value of the Trigger PLUS. If we and JPMorgan Chase&nbsp;&amp;&nbsp;Co. were to default on our payment obligations,
you may not receive any amounts owed to you under the Trigger PLUS and you could lose your entire investment.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top; text-align: justify">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD STYLE="text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>As
a finance subsidiary, JPMorgan Financial has no independent activities and has limited assets.</B></FONT> As a finance subsidiary of
JPMorgan Chase&nbsp;&amp;&nbsp;Co., we have no independent activities beyond the issuance and administration of our securities and the
collection of intercompany obligations. Aside from the initial capital contribution from JPMorgan Chase&nbsp;&amp;&nbsp;Co., substantially
all of our assets relate to obligations of</TD>
</TR></TABLE>


<!-- Field: Page; Sequence: 9; Value: 2 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="vertical-align: top"><TD STYLE="width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">May 2026</FONT></TD><TD STYLE="text-align: right; width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">Page <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->9<!-- Field: /Sequence --></FONT></FONT></TD></TR></TABLE><P STYLE="margin: 0pt"></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 12pt"><P STYLE="color: gray; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">JPMorgan Chase Financial Company LLC</P><P STYLE="color: #296DC1; font: 11pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; border-top: #296DC1 0.5pt solid">Auto-Callable Dual Directional Trigger PLUS Based on the Value of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF due June 5, 2028</P><DIV STYLE="padding: 0in 0in 4pt; border-bottom: #296DC1 0.5pt solid"> <P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Auto-Callable Dual Directional Trigger Performance Leveraged Upside Securities<SUP>SM</SUP></P><P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Principal at Risk Securities</P></DIV></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: 0in">JPMorgan Chase&nbsp;&amp;&nbsp;Co. to make
payments under loans made by us to JPMorgan Chase&nbsp;&amp;&nbsp;Co. or under other intercompany agreements. As a result, we are dependent
upon payments from JPMorgan Chase&nbsp;&amp;&nbsp;Co. to meet our obligations under the Trigger PLUS. We are not an operating subsidiary
of JPMorgan Chase&nbsp;&amp;&nbsp;Co. and in a bankruptcy or resolution of JPMorgan Chase&nbsp;&amp;&nbsp;Co. we are not expected to have
sufficient resources to meet our obligations in respect of the Trigger PLUS as they come due. If JPMorgan Chase&nbsp;&amp;&nbsp;Co. does
not make payments to us and we are unable to make payments on the Trigger PLUS, you may have to seek payment under the related guarantee
by JPMorgan Chase&nbsp;&amp;&nbsp;Co., and that guarantee will rank <I>pari passu</I> with all other unsecured and unsubordinated obligations
of JPMorgan Chase&nbsp;&amp;&nbsp;Co. For more information, see &ldquo;Risk Factors &mdash; Holders of securities issued by JPMorgan Financial
may be subject to losses if JPMorgan Chase&nbsp;&amp;&nbsp;Co. were to enter into a resolution&rdquo; in the accompanying prospectus supplement.</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; font-weight: normal; color: #A3C4EB">&sect;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>The benefit provided by the trigger level may terminate on the valuation
date. </B><FONT STYLE="font-weight: normal">If the Trigger PLUS have not been automatically redeemed prior to maturity and the final share
price is less than the trigger level, the benefit provided by the trigger level will terminate and you will be fully exposed to any depreciation
of the ETF Shares.</FONT></FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Secondary trading may be limited.</B> <FONT STYLE="font-weight: normal">Th</FONT></FONT>e
Trigger PLUS will not be listed on a securities exchange. There may be little or no secondary market for the Trigger PLUS. Even if there
is a secondary market, it may not provide enough liquidity to allow you to trade or sell the Trigger PLUS easily<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">.
JPMS </FONT>may act as a market maker for the Trigger PLUS, but is not required to do so. Because we do not expect that other market makers
will participate significantly in the secondary market for the Trigger PLUS, the price at which you may be able to trade your Trigger
PLUS is likely to depend on the price, if any, at which <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">JPMS</FONT>
is willing to buy the Trigger PLUS. If at any time <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">JPMS</FONT>
or another agent does not act as a market maker, it is likely that there would be little or no secondary market for the Trigger PLUS.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD><B>We may accelerate your Trigger PLUS in our sole discretion and the calculation agent may adjust their final payment in good faith
and in a commercially reasonable manner if a liquidation event occurs. </B>If a liquidation event occurs and the calculation agent determines,
in its sole discretion, that no successor fund is available, we may, in our sole and absolute discretion, accelerate the payment on your
Trigger PLUS and pay you an amount determined in good faith and in a commercially reasonable manner by the calculation agent. If the payment
on your Trigger PLUS is accelerated, your investment may result in a loss and you may not be able to reinvest your money in a comparable
investment. For more information, see &ldquo;Supplemental Terms of the Trigger PLUS &mdash; Acceleration Upon a Liquidation Event&rdquo;
in this pricing supplement.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD><B>The tax consequences of an investment in the Trigger PLUS are uncertain. </B>There is no direct legal authority as to the proper
U.S. federal income tax characterization of the Trigger PLUS, and we do not intend to request a ruling from the IRS. The IRS might not
accept, and a court might not uphold, the treatment of the Trigger PLUS described in &ldquo;Additional Information about the Trigger PLUS
&mdash; Additional Provisions &mdash; Tax considerations&rdquo; in this document and in &ldquo;United States Federal Taxation&rdquo;
in the accompanying prospectus supplement. If the IRS were successful in asserting an alternative treatment for the Trigger PLUS, the
timing and character of any income or loss on the Trigger PLUS could differ materially and adversely from our description herein. In addition,
in 2007 Treasury and the IRS released a notice requesting comments on the U.S. federal income tax treatment of &ldquo;prepaid forward
contracts&rdquo; and similar instruments. The notice focuses in particular on whether to require investors in these instruments to accrue
income over the term of their investment. It also asks for comments on a number of related topics, including the character of income or
loss with respect to these instruments; the relevance of factors such as the nature of the underlying property to which the instruments
are linked; the degree, if any, to which income (including any mandated accruals) realized by non-U.S. investors should be subject to
withholding tax; and whether these instruments are or should be subject to the &ldquo;constructive ownership&rdquo; regime, which very
generally can operate to recharacterize certain long-term capital gain as ordinary income and impose a notional interest charge. While
the notice requests comments on appropriate transition rules and effective dates, any Treasury regulations or other guidance promulgated
after consideration of these issues could materially and adversely affect the tax consequences of an investment in the Trigger PLUS, possibly
with retroactive effect. You should review carefully the section entitled &ldquo;United States Federal Taxation&rdquo; in the accompanying
prospectus supplement and consult your tax adviser regarding the U.S. federal income tax consequences of an investment in the Trigger
PLUS, including possible alternative treatments and the issues presented by this notice.</TD></TR></TABLE>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0; text-indent: 0in; color: #296DC1">Risks Relating to Conflicts of Interest</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; font-weight: normal; color: #A3C4EB">&sect;</FONT></TD><TD><B>Economic interests of the issuer, the guarantor, the calculation agent, the agent of the offering of the Trigger PLUS and other
affiliates of the issuer may be different from those of investors.</B> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">We
and our affiliates play a variety of roles in connection with the issuance of the Trigger PLUS, including acting as calculation agent
and as an agent of the offering of the Trigger PLUS, hedging our obligations under the </FONT></TD></TR></TABLE>


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    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="vertical-align: top"><TD STYLE="width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">May 2026</FONT></TD><TD STYLE="text-align: right; width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">Page <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->10<!-- Field: /Sequence --></FONT></FONT></TD></TR></TABLE><P STYLE="margin: 0pt"></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 12pt"><P STYLE="color: gray; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">JPMorgan Chase Financial Company LLC</P><P STYLE="color: #296DC1; font: 11pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; border-top: #296DC1 0.5pt solid">Auto-Callable Dual Directional Trigger PLUS Based on the Value of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF due June 5, 2028</P><DIV STYLE="padding: 0in 0in 4pt; border-bottom: #296DC1 0.5pt solid"> <P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Auto-Callable Dual Directional Trigger Performance Leveraged Upside Securities<SUP>SM</SUP></P><P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Principal at Risk Securities</P></DIV></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: 0in"><FONT STYLE="font-weight: normal">Trigger
PLUS and making the assumptions used to determine the pricing of the Trigger PLUS and the estimated value of the Trigger PLUS, which we
refer to as the estimated value of the Trigger PLUS. In performing these duties, our and JPMorgan Chase&nbsp;&amp;&nbsp;Co.&rsquo;s economic
interests and the economic interests of the calculation agent and other affiliates of ours are potentially adverse to your interests as
an investor in the Trigger PLUS. The calculation agent has determined the initial share price and the trigger level, will determine the
final share price and will calculate the amount of payment you will receive at maturity, if any. Determinations made by the calculation
agent, including with respect to the occurrence or non-occurrence of market disruption events or the selection of a successor to the Fund,
and any anti-dilution adjustments, may affect the payment to you at maturity. </FONT></P>

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: 0in">In addition, our and JPMorgan Chase&nbsp;&amp;&nbsp;Co.&rsquo;s
business activities, including hedging and trading activities, could cause our and JPMorgan Chase&nbsp;&amp;&nbsp;Co.&rsquo;s economic
interests to be adverse to yours and could adversely affect any payment on the Trigger PLUS and the value of the Trigger PLUS. It is possible
that hedging or trading activities of ours or our affiliates in connection with the Trigger PLUS could result in substantial returns for
us or our affiliates while the value of the Trigger PLUS declines. Please refer to &ldquo;Risk Factors &mdash; Risks Relating to Conflicts
of Interest&rdquo; in the accompanying product supplement for additional information about these risks.</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD><B>Hedging and trading activities by the issuer and its affiliates could potentially affect the value of the <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Trigger
PLUS</FONT>. </B> The hedging or trading activities of the issuer&rsquo;s affiliates and of any other hedging counterparty with respect
to the <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">Trigger PLUS on or prior to the pricing date and prior
to maturity could have adversely affected, and may continue to adversely affect, the price of the ETF Shares and, as a result, could decrease
the amount an investor may receive on the Trigger PLUS at maturity, if any. Any of these hedging or trading activities</FONT> on or prior
to the pricing date could have affected the initial share price and the trigger level and, therefore, if the Trigger PLUS have not been
automatically redeemed prior to maturity, could potentially increase the price that the final share price must reach before you receive
a payment at maturity that exceeds the issue price of the Trigger PLUS or so that you do not suffer a loss on your initial investment
in the Trigger PLUS. Additionally, these hedging or trading activities during the term of the <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">Trigger
PLUS</FONT>, including on the valuation date, could adversely affect the final share price and, accordingly, the payment to you at maturity,
if any. It is possible that these hedging or trading activities could result in substantial returns for us or our affiliates while the
value of the Trigger PLUS declines.</TD></TR></TABLE>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0; text-indent: 0in; color: #296DC1">Risks Relating to the Estimated
Value and Secondary Market Prices of the Trigger PLUS</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; font-weight: normal; color: #A3C4EB">&sect;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>The estimated value of the Trigger PLUS is lower than the original issue
price (price to public) of the Trigger PLUS.</B> <FONT STYLE="font-weight: normal">The estimated value of the Trigger PLUS is only an
estimate determined by reference to several factors. The original issue price of the Trigger PLUS exceeds the estimated value of the Trigger
PLUS because costs associated with selling, structuring and hedging the Trigger PLUS are included in the original issue price of the Trigger
PLUS. These costs include the selling commissions, the structuring fee, the projected profits, if any, that our affiliates expect to realize
for assuming risks inherent in hedging our obligations under the Trigger PLUS, the estimated cost of hedging our obligations under the
Trigger PLUS and the fees, if any, paid for third-party data analytics and/or electronic platform services. See &ldquo;Additional Information
about the Trigger PLUS &mdash; The estimated value of the Trigger PLUS&rdquo; in this document.</FONT></FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; font-weight: normal; color: #A3C4EB">&sect;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>The estimated value of the Trigger PLUS does not represent future values
of the Trigger PLUS and may differ from others&rsquo; estimates. </B><FONT STYLE="font-weight: normal">The estimated value of the Trigger
PLUS is determined by reference to internal pricing models of our affiliates. This estimated value of the Trigger PLUS is based on market
conditions and other relevant factors existing at the time of pricing and assumptions about market parameters, which can include volatility,
interest rates and other factors. Different pricing models and assumptions could provide valuations for the Trigger PLUS that are greater
than or less than the estimated value of the Trigger PLUS. In addition, market conditions and other relevant factors in the future may
change, and any assumptions may prove to be incorrect. On future dates, the value of the Trigger PLUS could change significantly based
on, among other things, changes in market conditions, our or JPMorgan Chase&nbsp;&amp;&nbsp;Co.&rsquo;s creditworthiness, interest rate
movements and other relevant factors, which may impact the price, if any, at which JPMS would be willing to buy Trigger PLUS from you
in secondary market transactions. See &ldquo;Additional Information about the Trigger PLUS &mdash; The estimated value of the Trigger
PLUS&rdquo; in this document.</FONT></FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>The estimated value of the Trigger PLUS is derived by reference to an internal
funding rate.</B> <FONT STYLE="font-weight: normal">The internal funding rate used in the determination of the estimated value of the
Trigger PLUS may differ from the market-implied funding rate for vanilla fixed income instruments of a similar maturity issued by JPMorgan
Chase&nbsp;&amp;&nbsp;Co. or its affiliates. Any difference may be based on, among other things, our and our affiliates&rsquo; view of
the funding value of the Trigger PLUS as well as the higher issuance, operational and ongoing liability management costs of the Trigger
PLUS</FONT></FONT> in comparison to those costs for the conventional fixed income instruments of JPMorgan Chase&nbsp;&amp;&nbsp;Co. This
internal funding rate is based on certain market inputs and assumptions, which may prove to be incorrect, and is intended to approximate
the prevailing</TD></TR></TABLE>


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    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="vertical-align: top"><TD STYLE="width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">May 2026</FONT></TD><TD STYLE="text-align: right; width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">Page <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->11<!-- Field: /Sequence --></FONT></FONT></TD></TR></TABLE><P STYLE="margin: 0pt"></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 12pt"><P STYLE="color: gray; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">JPMorgan Chase Financial Company LLC</P><P STYLE="color: #296DC1; font: 11pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; border-top: #296DC1 0.5pt solid">Auto-Callable Dual Directional Trigger PLUS Based on the Value of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF due June 5, 2028</P><DIV STYLE="padding: 0in 0in 4pt; border-bottom: #296DC1 0.5pt solid"> <P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Auto-Callable Dual Directional Trigger Performance Leveraged Upside Securities<SUP>SM</SUP></P><P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Principal at Risk Securities</P></DIV></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: 0in">market replacement funding rate for the
Trigger PLUS. <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">The use of an internal funding rate and any
potential changes to that rate may have an adverse effect on the terms of the Trigger PLUS and any secondary market prices of the Trigger
PLUS. See &ldquo;Additional Information about the Trigger PLUS &mdash; The estimated value of the Trigger PLUS&rdquo; in this document.</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; font-weight: normal; color: #A3C4EB">&sect;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>The value of the Trigger PLUS as published by JPMS (and which may be reflected
on customer account statements) may be higher than the then-current estimated value of the Trigger PLUS for a limited time period.</B>
<FONT STYLE="font-weight: normal">We generally expect that some of the costs included in the original issue price of the Trigger PLUS
will be partially paid back to you in connection with any repurchases of your Trigger PLUS by JPMS in an amount that will decline to zero
over an initial predetermined period. These costs can include selling commissions, the structuring fee, projected hedging profits, if
any, and, in some circumstances, estimated hedging costs, our internal secondary market funding rates for structured debt issuances and
the fees paid for third-party data analytics and/or electronic platform services. See &ldquo;Additional Information about the Trigger
PLUS &mdash; Secondary market prices of the Trigger PLUS&rdquo; in this document for additional information relating to this initial period.
Accordingly, the estimated value of your Trigger PLUS during this initial period may be lower than the value of the Trigger PLUS as published
by JPMS (and which may be shown on your customer account statements).</FONT></FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; font-weight: normal; color: #A3C4EB">&sect;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Secondary market prices of the Trigger PLUS will likely be lower than the
original issue price of the Trigger PLUS.</B> <FONT STYLE="font-weight: normal">Any secondary market prices of the Trigger PLUS will likely
be lower than the original issue price of the Trigger PLUS because, among other things, secondary market prices take into account our
internal secondary market funding rates for structured debt issuances and, also, because secondary market prices may exclude selling commissions,
the structuring fee, projected hedging profits, if any, estimated hedging costs and fees, if any, paid for third-party data analytics
and/or electronic platform services that are included in the original issue price of the Trigger PLUS. As a result, the price, if any,
at which JPMS will be willing to buy Trigger PLUS from you in secondary market transactions, if at all, is likely to be lower than the
original issue price. Furthermore, if you sell you Trigger PLUS, you will likely be charges a commission for secondary market transactions,
or the price will likely reflect a dealer discount and/or fees for use of an electronic platform to facilitate secondary market activity.
Any sale by you prior to the maturity date could result in a substantial loss to you. See the immediately following risk factor for information
about additional factors that will impact any secondary market prices of the Trigger PLUS.</FONT></FONT></TD></TR></TABLE>

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: 0in"><FONT STYLE="font-weight: normal">The Trigger
PLUS are not designed to be short-term trading instruments. Accordingly, you should be able and willing to hold your Trigger PLUS to maturity.
See &ldquo;&mdash; Risks Relating to the Trigger PLUS Generally &mdash; Secondary trading may be limited&rdquo; above.</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Secondary market prices of the Trigger PLUS will be impacted by many economic
and market factors.&nbsp; </B></FONT>The secondary market price of the Trigger PLUS during their term will be impacted by a number of
economic and market factors, which may either offset or magnify each other, aside from the selling commissions, structuring fee, projected
hedging profits, if any, estimated hedging costs and the closing price of one ETF Share, including:</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">o</FONT></TD><TD>any actual or potential change in our or JPMorgan Chase&nbsp;&amp;&nbsp;Co.&rsquo;s creditworthiness or credit spreads;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">o</FONT></TD><TD>customary bid-ask spreads for similarly sized trades;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">o</FONT></TD><TD>our internal secondary market funding rates for structured debt issuances;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9.5pt">o</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9.5pt">the actual and expected volatility in the prices of the
ETF Shares</FONT>;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">o</FONT></TD><TD>the time to maturity of the Trigger PLUS;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">o</FONT></TD><TD>the likelihood of an automatic early redemption being triggered;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">o</FONT></TD><TD>interest and yield rates in the market generally;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">o</FONT></TD><TD>the occurrence of certain events to the ETF Shares that may or may not require an adjustment to the share adjustment factor; and</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">o</FONT></TD><TD>a variety of other economic, financial, political, regulatory, geographical, agricultural, meteorological and judicial events.</TD></TR></TABLE>

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: 0in">Additionally, independent pricing vendors
and/or third party broker-dealers may publish a price for the Trigger PLUS, which may also be reflected on customer account statements.
This price may be different (higher or lower) than the price of the Trigger PLUS, if any, at which JPMS may be willing to purchase your
Trigger PLUS in the secondary market.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0; text-indent: 0in; color: #296DC1">Risks Relating to the ETF Shares</P>


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    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="vertical-align: top"><TD STYLE="width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">May 2026</FONT></TD><TD STYLE="text-align: right; width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">Page <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->12<!-- Field: /Sequence --></FONT></FONT></TD></TR></TABLE><P STYLE="margin: 0pt"></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 12pt"><P STYLE="color: gray; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">JPMorgan Chase Financial Company LLC</P><P STYLE="color: #296DC1; font: 11pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; border-top: #296DC1 0.5pt solid">Auto-Callable Dual Directional Trigger PLUS Based on the Value of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF due June 5, 2028</P><DIV STYLE="padding: 0in 0in 4pt; border-bottom: #296DC1 0.5pt solid"> <P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Auto-Callable Dual Directional Trigger Performance Leveraged Upside Securities<SUP>SM</SUP></P><P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Principal at Risk Securities</P></DIV></DIV>
    <!-- Field: /Page -->

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; font-weight: normal; color: #A3C4EB">&sect;</FONT></TD><TD><B>Investing in the Trigger PLUS is not equivalent to investing in the ETF Shares.&nbsp;</B> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">Investing
in the Trigger PLUS is not equivalent to investing in the ETF Shares or the underlying asset.&nbsp; Investors in the Trigger PLUS will
not have voting rights or any other rights with respect to the ETF Shares or the underlying asset. </FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; font-weight: normal; color: #A3C4EB">&sect;</FONT></TD><TD><B>The Fund is not an investment company or a commodity pool and will not be subject to regulation under the Investment Company Act
of 1940, as amended, or the Commodity Exchange Act, as amended.</B>&nbsp; Accordingly, you will not benefit from any regulatory protections
afforded to persons who invest in regulated investment companies or commodity pools.&nbsp;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; font-weight: normal; color: #A3C4EB">&sect;</FONT></TD><TD><B>There are risks associated with the ETF Shares</B>.&nbsp; Although the ETF Shares are listed for trading on a securities exchange
and a number of similar products have been traded on various securities exchanges for varying periods of time, there is no assurance that
an active trading market will continue for the ETF Shares or that there will be liquidity in the trading market.&nbsp;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD><B>The performance and market value of the ETF Shares, particularly during periods of market volatility, may not correlate with the
performance of the underlying asset as well as the net asset value per ETF Share.</B> &nbsp;The Fund does not fully replicate the performance
of bitcoin, which we refer to as the underlying asset with respect to the Fund, due to the fees and expenses charged by the Fund or by
restrictions on access to the underlying asset due to other circumstances. Additionally, there is a risk that part or all of the Fund&rsquo;s
holdings in its underlying asset could be lost, stolen or destroyed. Access to the Fund&rsquo;s underlying asset could also be restricted
by natural events (such as an earthquake) or human actions (such as a terrorist attack or cyberattack). All of these factors may lead
to a lack of correlation between the performance of the ETF Shares and the Fund&rsquo;s underlying asset. In addition, because the ETF
Shares are traded on a securities exchange and are subject to market supply and investor demand, the market value of one ETF Share may
differ from the net asset value per ETF Share.</TD></TR></TABLE>

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: 0in">During periods of market volatility, the
Fund&rsquo;s underlying asset may be unavailable in the secondary market, market participants may be unable to calculate accurately the
net asset value per ETF Share and the liquidity of the ETF Shares may be adversely affected. &nbsp;This kind of market volatility may
also disrupt the ability of market participants to create and redeem ETF Shares.&nbsp; Further, market volatility may adversely affect,
sometimes materially, the prices at which market participants are willing to buy and sell ETF Shares.&nbsp; As a result, under these circumstances,
the market value of ETF Shares may vary substantially from the net asset value per ETF Share.&nbsp; For all of the foregoing reasons,
the performance of the ETF Shares may not correlate with the performance of the underlying asset as well as the net asset value per ETF
Share, which could materially and adversely affect the value of the Trigger PLUS in the secondary market and/or reduce any payment on
the Trigger PLUS.</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; font-weight: normal; color: #A3C4EB">&sect;</FONT></TD><TD><B>The Trigger PLUS are subject to volatility risk.&nbsp;</B> Greater expected volatility with respect to the ETF Shares indicates
a greater likelihood as of the pricing date that the final share price could be less than the trigger level if the Trigger PLUS have not
been automatically redeemed. The ETF Shares&rsquo; volatility, however, can change significantly over the term of the Trigger PLUS. The
closing price of one ETF Share could fall sharply during the term of the Trigger PLUS, which could result in you losing a significant
portion or all of your principal amount at maturity. In addition, because the Fund is linked to a single asset, not a diverse basket or
a broad-based index, the Trigger PLUS carry greater risk and may be more volatile than Trigger PLUS linked to the values of a diverse
basket or a broad-based index. <B>Furthermore, bitcoin has historically exhibited high price volatility relative to more traditional asset
classes and has experienced extreme volatility in recent periods and may continue to do so, which may increase the volatility of the ETF
Shares.</B></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>The Trigger PLUS are subject to risks relating to bitcoin and the bitcoin
network.</B><FONT STYLE="font-weight: normal">&nbsp; </FONT></FONT>The ETF Shares offer exposure to bitcoin. Bitcoin is a digital asset
designed to act as a medium of exchange and does not represent legal tender. Use of bitcoin in the retail and commercial marketplace is
relatively limited. Bitcoin generally operates without central authority or banks and is not backed by any government or organized governing
body. Digital assets such as bitcoin are new and novel products, and their value is influenced by</TD></TR></TABLE>


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    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="vertical-align: top"><TD STYLE="width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">May 2026</FONT></TD><TD STYLE="text-align: right; width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">Page <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->13<!-- Field: /Sequence --></FONT></FONT></TD></TR></TABLE><P STYLE="margin: 0pt"></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 12pt"><P STYLE="color: gray; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">JPMorgan Chase Financial Company LLC</P><P STYLE="color: #296DC1; font: 11pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; border-top: #296DC1 0.5pt solid">Auto-Callable Dual Directional Trigger PLUS Based on the Value of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF due June 5, 2028</P><DIV STYLE="padding: 0in 0in 4pt; border-bottom: #296DC1 0.5pt solid"> <P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Auto-Callable Dual Directional Trigger Performance Leveraged Upside Securities<SUP>SM</SUP></P><P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Principal at Risk Securities</P></DIV></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: 0in">a wide variety of factors that are uncertain
and difficult to evaluate. Information about bitcoin holdings is limited, as ownership of bitcoin is semi-anonymous and the supply of
accessible bitcoin is unknown<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">.</FONT></P>

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: 0in">Bitcoin is an emerging asset class, and
regulation in the United States is still developing, including with respect to market integrity, anti-fraud, anti-manipulation, cybersecurity,
surveillance and anti-money laundering. Federal, state and/or foreign governments may restrict the use and exchange of bitcoin and any
such regulatory actions may adversely affect the value of bitcoin. Bitcoin and the bitcoin network face significant challenges to scaling.
Bitcoin has been and may continue to be subject to extreme market volatility.</P>

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: 0in">Competition from other digital assets or
so-called &ldquo;central bank digital currencies&rdquo; could adversely affect the value of bitcoin. Political or economic crises may
motivate large-scale sales of bitcoin, which could result in a reduction in the prices of bitcoin and adversely affect an investment in
the Trigger PLUS. Concerns about the perceived or actual environmental or other risks associated with, or bad publicity regarding, bitcoin
may lead to decreased participation in the bitcoin network or decreased interest in or use of bitcoin, which could adversely affect the
value of bitcoin and therefore the value of and return on the Trigger PLUS. The value of bitcoin may fall sharply, and potentially to
zero, causing you to lose a significant portion or all of your principal amount at maturity. If bitcoin continues to be subject to sharp
fluctuations, the ETF Shares and the Trigger PLUS may be adversely affected.</P>

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: 0in">The value of bitcoin could be adversely
affected by the actions of bitcoin miners. Your investment in the Trigger PLUS could also be adversely affected by a temporary or permanent
&ldquo;fork&rdquo; (or &ldquo;split&rdquo;) of the bitcoin network and the blockchain, with one version running pre-modified software
and the other running modified software. Even when held indirectly, investment vehicles like the ETF Shares may be affected by the high
volatility associated with bitcoin exposure. Bitcoin is susceptible to theft, loss, destruction and fraud.</P>

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0 0.25in; text-indent: 0in">Bitcoin exchanges and other trading venues
on which bitcoin trades are also relatively new and, in most cases, largely unregulated and may therefore be more exposed to operational
problems, fraud and failure than established, regulated exchanges for securities, derivatives and other currencies. Bitcoin exchanges
may stop operating or permanently shut down due to fraud, technical glitches, internet disruptions, hackers or malware (<I>e.g.</I>, intentional
network attacks), which may also affect the price of bitcoin. Events that negatively affect bitcoin may negatively affect the performance
of the ETF Shares and the Trigger PLUS.</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; font-weight: normal; color: #A3C4EB">&sect;</FONT></TD><TD><B>Limited trading history<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">.</FONT></B><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-weight: normal">&nbsp;
</FONT></FONT>The ETF Shares commenced trading on The Nasdaq Stock Market on January 11, 2024 and therefore has limited historical performance.
Accordingly, historical information for the ETF Shares is available only since that date. Past performance should not be considered indicative
of future performance<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; font-weight: normal; color: #A3C4EB">&sect;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Governmental legislative and regulatory actions, including sanctions, could
adversely affect your investment in the Trigger PLUS.</B><FONT STYLE="font-weight: normal">&nbsp; Governmental legislative and regulatory
actions, including, without limitation, sanctions-related actions by the U.S. or a foreign government, could prohibit or otherwise restrict
persons from holding the Trigger PLUS or the ETF Shares, or engaging in transactions in them, and any such action could adversely affect
the value of the Trigger PLUS or the ETF Shares.&nbsp; These legislative and regulatory actions could result in restrictions on the Trigger
PLUS.&nbsp; You may lose a significant portion or all of your initial investment in the Trigger PLUS, including if you are forced to divest
the Trigger PLUS due to the government mandates, especially if such divestment must be made at a time when the value of the Trigger PLUS
has declined.</FONT></FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #A3C4EB">&sect;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>The anti-dilution protection for the ETF Shares is limited.</B> <FONT STYLE="font-weight: normal">The
calculation agent will make adjustments to the share adjustment factor for certain events affecting the ETF Shares. However, the calculation
agent will not make an adjustment in response to all events that could affect the ETF Shares. If an event occurs that does not require
the calculation agent to make an adjustment, the value of the Trigger PLUS may be materially and adversely affected</FONT></FONT>.</TD></TR></TABLE>


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    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="vertical-align: top"><TD STYLE="width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">May 2026</FONT></TD><TD STYLE="text-align: right; width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">Page <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->14<!-- Field: /Sequence --></FONT></FONT></TD></TR></TABLE><P STYLE="margin: 0pt"></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 12pt"><P STYLE="color: gray; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">JPMorgan Chase Financial Company LLC</P><P STYLE="color: #296DC1; font: 11pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; border-top: #296DC1 0.5pt solid">Auto-Callable Dual Directional Trigger PLUS Based on the Value of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF due June 5, 2028</P><DIV STYLE="padding: 0in 0in 4pt; border-bottom: #296DC1 0.5pt solid"> <P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Auto-Callable Dual Directional Trigger Performance Leveraged Upside Securities<SUP>SM</SUP></P><P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Principal at Risk Securities</P></DIV></DIV>
    <!-- Field: /Page -->

<P STYLE="color: #296DC1; font: 16pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt">iShares<SUP>&reg;</SUP> Bitcoin Trust ETF Overview</P>

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt">The iShares<SUP>&reg;</SUP> Bitcoin Trust ETF is an exchange-traded
fund that seeks to reflect generally the performance of the price of bitcoin before the payment of its expenses and liabilities. The assets
of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF consist primarily of bitcoin held by the bitcoin custodian on behalf of the iShares<SUP>&reg;</SUP>
Bitcoin Trust ETF. For additional information about the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF, see &ldquo;Fund Descriptions &mdash;
The iShares<SUP>&reg;</SUP> Bitcoin Trust ETF&rdquo; in the accompanying underlying supplement.</P>

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt">The closing price of one ETF Share on May 29, 2026 was $41.63. The
following graph sets forth the closing prices of one ETF Share for each day from January 11, 2024 through May 29, 2026. The ETF Shares
commenced trading on The Nasdaq Stock Market on January 11, 2024 and therefore has limited historical performance. We obtained the closing
price information above and in the graph below from the Bloomberg Professional<SUP>&reg;</SUP> service (&ldquo;Bloomberg&rdquo;), without
independent verification. The closing prices may have been adjusted by Bloomberg for actions taken relating to the ETF Shares, such as
stock splits.</P>

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 0">The historical closing prices of the ETF Shares should not be taken as
an indication of its future performance, and no assurance can be given as to the closing price of one ETF Share on the redemption observation
date or the valuation date.</P>

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="font: 7pt Arial, Helvetica, Sans-Serif; width: 50%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #DCEBF4">
    <TD STYLE="width: 100%; font-size: 12pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; color: #296DC1"><B>The iShares<SUP>&reg;</SUP> Bitcoin Trust ETF - Daily Closing Prices*<BR>
January 11, 2024 to May 29, 2026</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font-size: 2pt; text-align: center"><IMG SRC="image_003.jpg" ALT="">&nbsp;</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font-size: 12pt; text-align: center"><P STYLE="margin: 0"></P></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; margin-top: 6pt; margin-bottom: 0">*The dotted line in the graph indicates the trigger level,
equal to 75% of the initial share price.</TD></TR>
  </TABLE>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center; color: Red"></P>


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    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="vertical-align: top"><TD STYLE="width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">May 2026</FONT></TD><TD STYLE="text-align: right; width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">Page <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->15<!-- Field: /Sequence --></FONT></FONT></TD></TR></TABLE><P STYLE="margin: 0pt"></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 12pt"><P STYLE="color: gray; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">JPMorgan Chase Financial Company LLC</P><P STYLE="color: #296DC1; font: 11pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; border-top: #296DC1 0.5pt solid">Auto-Callable Dual Directional Trigger PLUS Based on the Value of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF due June 5, 2028</P><DIV STYLE="padding: 0in 0in 4pt; border-bottom: #296DC1 0.5pt solid"> <P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Auto-Callable Dual Directional Trigger Performance Leveraged Upside Securities<SUP>SM</SUP></P><P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Principal at Risk Securities</P></DIV></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 0"><B>This document relates only to the Trigger PLUS offered hereby and does
not relate to the ETF Shares. We have derived all disclosures contained in this document regarding the ETF Shares from the publicly available
documents described in the first paragraph under this &ldquo;iShares<SUP>&reg;</SUP> Bitcoin Trust ETF Overview&rdquo; section, without
independent verification. In connection with the offering of the Trigger PLUS, neither we nor the agent has participated in the preparation
of such documents or made any due diligence inquiry with respect to the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF. Neither we nor the
agent makes any representation that such publicly available documents or any other publicly available information regarding the iShares<SUP>&reg;</SUP>
Bitcoin Trust ETF is accurate or complete. Furthermore, we cannot give any assurance that all events occurring prior to the date hereof
(including events that would affect the accuracy or completeness of the publicly available documents described in the first paragraph
under this &ldquo;iShares<SUP>&reg;</SUP> Bitcoin Trust ETF Overview&rdquo; section) that would affect the trading price of the ETF Shares
(and therefore the price of the ETF Shares at the time the Trigger PLUS are priced) have been publicly disclosed. Subsequent disclosure
of any such events or the disclosure of or failure to disclose material future events concerning the iShares<SUP>&reg;</SUP> Bitcoin Trust
ETF could affect the value received at maturity, if any, with respect to the Trigger PLUS and therefore the trading prices of the Trigger
PLUS.</B></P>

<P STYLE="font: 9.5pt Arial, Helvetica, Sans-Serif; margin: 6pt 0 0"><B>Neither we nor any of our affiliates makes any representation
to you as to the performance of the ETF Shares.</B></P>

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    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="vertical-align: top"><TD STYLE="width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">May 2026</FONT></TD><TD STYLE="text-align: right; width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">Page <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->16<!-- Field: /Sequence --></FONT></FONT></TD></TR></TABLE><P STYLE="margin: 0pt"></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 12pt"><P STYLE="color: gray; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">JPMorgan Chase Financial Company LLC</P><P STYLE="color: #296DC1; font: 11pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; border-top: #296DC1 0.5pt solid">Auto-Callable Dual Directional Trigger PLUS Based on the Value of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF due June 5, 2028</P><DIV STYLE="padding: 0in 0in 4pt; border-bottom: #296DC1 0.5pt solid"> <P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Auto-Callable Dual Directional Trigger Performance Leveraged Upside Securities<SUP>SM</SUP></P><P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Principal at Risk Securities</P></DIV></DIV>
    <!-- Field: /Page -->

<P STYLE="color: #296DC1; font: 16pt Arial, Helvetica, Sans-Serif; margin: 5pt 0 2pt">Additional Information about the Trigger PLUS</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 5pt 0 3pt">Please read this information in conjunction with the terms on the
front cover of this document.</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #296DC1">
    <TD COLSPAN="2" STYLE="padding: 3pt 5.4pt; font-size: 10pt; color: white; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Additional Provisions:</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #DCEBF4">
    <TD STYLE="padding: 1.5pt 5.4pt; width: 27%; font-size: 8.5pt; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Postponement
    of maturity date:</FONT></TD>
    <TD STYLE="padding: 1.5pt 5.4pt 2.25pt; width: 73%; font-size: 8pt"><FONT STYLE="font-size: 8.5pt">If the scheduled maturity date is not a business day, then the maturity date will be the following business day.&nbsp;&nbsp;If the scheduled valuation date is not a trading day or if a market disruption event occurs on that day so that the valuation date is postponed and falls less than three business days prior to the scheduled maturity date, the maturity date of the Trigger PLUS will be postponed to the third business day following the valuation date as postponed.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding: 1.5pt 5.4pt; font-size: 8.5pt; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Minimum
    ticketing size:</FONT></TD>
    <TD STYLE="padding: 1.5pt 5.4pt 2.25pt; font-size: 8pt"><FONT STYLE="font-size: 8.5pt">$1,000 / 1 Trigger PLUS</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #DCEBF4">
    <TD STYLE="padding: 1.5pt 5.4pt; font-size: 8.5pt; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Trustee:</FONT></TD>
    <TD STYLE="padding: 1.5pt 5.4pt 2.25pt; font-size: 8pt"><FONT STYLE="font-size: 8.5pt">Deutsche Bank Trust Company Americas (formerly Bankers Trust Company)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding: 1.5pt 5.4pt; font-size: 8.5pt; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Calculation
    agent:</FONT></TD>
    <TD STYLE="padding: 1.5pt 5.4pt 2.25pt; font-size: 8pt"><FONT STYLE="font-size: 8.5pt">JPMS</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #DCEBF4">
    <TD STYLE="padding: 1.5pt 5.4pt; font-size: 8.5pt; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The
    estimated value of the Trigger PLUS:</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">
    <P STYLE="font: 8.5pt Arial, Helvetica, Sans-Serif; margin: 1.5pt 0 2.25pt 1.45pt">The estimated value of the Trigger PLUS set forth on
    the cover of this document is equal to the sum of the values of the following hypothetical components: (1) a fixed-income debt component
    with the same maturity as the Trigger PLUS, valued using the internal funding rate described below, and (2) the derivative or derivatives
    underlying the economic terms of the Trigger PLUS. The estimated value of the Trigger PLUS does not represent a minimum price at which
    JPMS would be willing to buy your Trigger PLUS in any secondary market (if any exists) at any time. The internal funding rate used in
    the determination of the estimated value of the Trigger PLUS may differ from the market-implied funding rate for vanilla fixed income
    instruments of a similar maturity issued by JPMorgan Chase&nbsp;&amp;&nbsp;Co. or its affiliates. Any difference may be based on, among
    other things, our and our affiliates&rsquo; view of the funding value of the Trigger PLUS as well as the higher issuance, operational
    and ongoing liability management costs of the Trigger PLUS in comparison to those costs for the conventional fixed income instruments
    of JPMorgan Chase&nbsp;&amp;&nbsp;Co. This internal funding rate is based on certain market inputs and assumptions, which may prove to
    be incorrect, and is intended to approximate the prevailing market replacement funding rate for the Trigger PLUS. The use of an internal
    funding rate and any potential changes to that rate may have an adverse effect on the terms of the Trigger PLUS and any secondary market
    prices of the Trigger PLUS. For additional information, see &ldquo;Risk Factors &mdash; Risks Relating to the Estimated Value and Secondary
    Market Prices of the Trigger PLUS &mdash; The estimated value of the Trigger PLUS is derived by reference to an internal funding rate&rdquo;
    in this document. The value of the derivative or derivatives underlying the economic terms of the Trigger PLUS is derived from internal
    pricing models of our affiliates. These models are dependent on inputs such as the traded market prices of comparable derivative instruments
    and on various other inputs, some of which are market-observable, and which can include volatility, interest rates and other factors,
    as well as assumptions about future market events and/or environments. Accordingly, the estimated value of the Trigger PLUS on the pricing
    date is based on market conditions and other relevant factors and assumptions existing at that time. See &ldquo;Risk Factors &mdash; Risks
    Relating to the Estimated Value and Secondary Market Prices of the Trigger PLUS &mdash; The estimated value of the Trigger PLUS does not
    represent future values of the Trigger PLUS and may differ from others&rsquo; estimates&rdquo; in this document.</P>
    <P STYLE="font: 8.5pt Arial, Helvetica, Sans-Serif; margin: 1.5pt 0 3pt">The estimated value of the Trigger PLUS is lower than the original
    issue price of the Trigger PLUS because costs associated with selling, structuring and hedging the Trigger PLUS are included in the original
    issue price of the Trigger PLUS. These costs include the selling commissions paid to JPMS and other affiliated or unaffiliated dealers,
    the structuring fee, the projected profits, if any, that our affiliates expect to realize for assuming risks inherent in hedging our obligations
    under the Trigger PLUS, the estimated cost of hedging our obligations under the Trigger PLUS and the fees, if any, paid for third-party
    data analytics and/or electronic platform services. Because hedging our obligations entails risk and may be influenced by market forces
    beyond our control, this hedging may result in a profit that is more or less than expected, or it may result in a loss. A portion of the
    profits, if any, realized in hedging our obligations under the Trigger PLUS may be allowed to other affiliated or unaffiliated dealers,
    and we or one or more of our affiliates will retain any remaining hedging profits. See &ldquo;Risk Factors &mdash; Risks Relating to the
    Estimated Value and Secondary Market Prices of the Trigger PLUS &mdash; The estimated value of the Trigger PLUS is lower than the original
    issue price (price to public) of the Trigger PLUS&rdquo; in this document.</P></TD></TR>

<TR STYLE="vertical-align: top">
    <TD STYLE="width: 27%; padding: 1.5pt 2.9pt; font-size: 8.5pt; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Secondary
    market prices of the Trigger PLUS:</FONT></TD>
    <TD STYLE="padding: 1.5pt 5.4pt 2.25pt; width: 73%; font-size: 8pt"><FONT STYLE="font-size: 8.5pt">For information about factors that will impact any secondary market prices of the Trigger PLUS, see &ldquo;Risk Factors &mdash; Risks Relating to the Estimated Value and Secondary Market Prices of the Trigger PLUS &mdash; Secondary market prices of the Trigger PLUS will be</FONT></TD></TR>
  </TABLE>

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    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="vertical-align: top"><TD STYLE="width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">May 2026</FONT></TD><TD STYLE="text-align: right; width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">Page <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->17<!-- Field: /Sequence --></FONT></FONT></TD></TR></TABLE><P STYLE="margin: 0pt"></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 12pt"><P STYLE="color: gray; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">JPMorgan Chase Financial Company LLC</P><P STYLE="color: #296DC1; font: 11pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; border-top: #296DC1 0.5pt solid">Auto-Callable Dual Directional Trigger PLUS Based on the Value of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF due June 5, 2028</P><DIV STYLE="padding: 0in 0in 4pt; border-bottom: #296DC1 0.5pt solid"> <P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Auto-Callable Dual Directional Trigger Performance Leveraged Upside Securities<SUP>SM</SUP></P><P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Principal at Risk Securities</P></DIV></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 27%; padding: 1.5pt 2.9pt; font-size: 8.5pt; layout-grid-mode: char; color: #296DC1; font-weight: bold">&nbsp;</TD>
    <TD STYLE="padding: 1.5pt 5.4pt 2.25pt; width: 73%; font-size: 8pt"><FONT STYLE="font-size: 8.5pt">impacted by many economic and market factors&rdquo; in this document.&nbsp;&nbsp;In addition, we generally expect that some of the costs included in the original issue price of the Trigger PLUS will be partially paid back to you in connection with any repurchases of your Trigger PLUS by JPMS in an amount that will decline to zero over an initial predetermined period that is intended to be the shorter of two years and one-half of the stated term of the Trigger PLUS.&nbsp;&nbsp;The length of any such initial period reflects the structure of the Trigger PLUS, whether our affiliates expect to earn a profit in connection with our hedging activities, the estimated costs of hedging the Trigger PLUS and when these costs are incurred, as determined by our affiliates.&nbsp;&nbsp;See &ldquo;Risk Factors &mdash; Risks Relating to the Estimated Value and Secondary Market Prices of the Trigger PLUS &mdash; The value of the Trigger PLUS as published by JPMS (and which may be reflected on customer account statements) may be higher than the then-current estimated value of the Trigger PLUS for a limited time period.&rdquo;</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #DCEBF4">
    <TD STYLE="padding: 1.5pt 2.9pt; font-size: 8.5pt; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Tax
    considerations:</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">
    <P STYLE="font: 8.5pt Arial, Helvetica, Sans-Serif; margin: 1.5pt 0 2.25pt 1.45pt">You should review carefully the section entitled &ldquo;United
    States Federal Taxation&rdquo; in the accompanying prospectus supplement. The following discussion, when read in combination with that
    section, constitutes the full opinion of our special tax counsel, Davis Polk &amp; Wardwell LLP, regarding the material U.S. federal income
    tax consequences of owning and disposing of the Trigger PLUS.</P>
    <P STYLE="font: 8.5pt Arial, Helvetica, Sans-Serif; margin: 1.5pt 0 2.25pt 1.45pt">Based on current market conditions, in the opinion
    of our special tax counsel, it is reasonable to treat your Trigger PLUS as &ldquo;open transactions&rdquo; that are not debt instruments
    for U.S. federal income tax purposes, as more fully described in &ldquo;United States Federal Taxation &mdash; Tax Consequences to U.S.
    Holders &mdash; Program Securities Treated as Open Transactions That Are Not Debt Instruments&rdquo; in the accompanying prospectus supplement.
    Assuming this treatment is respected, subject to the possible application of the &ldquo;constructive ownership&rdquo; rules, the gain
    or loss on your Trigger PLUS should be treated as long-term capital gain or loss if you hold your Trigger PLUS for more than a year, whether
    or not you are an initial purchaser of the Trigger PLUS at the issue price. The Trigger PLUS could be treated as &ldquo;constructive ownership
    transactions&rdquo; within the meaning of Section 1260 of the Code, in which case any gain recognized in respect of the Trigger PLUS that
    would otherwise be long-term capital gain and that was in excess of the &ldquo;net underlying long-term capital gain&rdquo; (as defined
    in Section 1260) would be treated as ordinary income, and a notional interest charge would apply as if that income had accrued for tax
    purposes at a constant yield over your holding period for the Trigger PLUS. Our special tax counsel has not expressed an opinion with
    respect to whether the constructive ownership rules apply to the Trigger PLUS. Accordingly, U.S. Holders should consult their tax advisers
    regarding the potential application of the constructive ownership rules.</P>
    <P STYLE="font: 8.5pt Arial, Helvetica, Sans-Serif; margin: 1.5pt 0 2.25pt 1.45pt">The IRS or a court may not respect the treatment of
    the Trigger PLUS described above, in which case the timing and character of any income or loss on your Trigger PLUS could be materially
    and adversely affected. In addition, in 2007 Treasury and the IRS released a notice requesting comments on the U.S. federal income tax
    treatment of &ldquo;prepaid forward contracts&rdquo; and similar instruments. The notice focuses in particular on whether to require investors
    in these instruments to accrue income over the term of their investment. It also asks for comments on a number of related topics, including
    the character of income or loss with respect to these instruments; the relevance of factors such as the nature of the underlying property
    to which the instruments are linked; the degree, if any, to which income (including any mandated accruals) realized by non-U.S. investors
    should be subject to withholding tax; and whether these instruments are or should be subject to the constructive ownership regime described
    above. While the notice requests comments on appropriate transition rules and effective dates, any Treasury regulations or other guidance
    promulgated after consideration of these issues could materially and adversely affect the tax consequences of an investment in the Trigger
    PLUS, possibly with retroactive effect. You should consult your tax adviser regarding the U.S. federal income tax consequences of an investment
    in the Trigger PLUS, including the potential application of the constructive ownership rules, possible alternative treatments and the
    issues presented by this notice.</P></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding: 1.5pt 2.9pt; font-size: 8.5pt; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Supplemental
    use of proceeds and hedging:</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">
    <P STYLE="font: 8.5pt Arial, Helvetica, Sans-Serif; margin: 1.5pt 0 2.25pt">The Trigger PLUS are offered to meet investor demand for products
    that reflect the risk-return profile and market exposure provided by the Trigger PLUS. See &ldquo;How the Auto-Callable Dual Directional
    Trigger PLUS Work&rdquo; in this document for an illustration of the risk-return profile of the Trigger PLUS and &ldquo;iShares<SUP>&reg;</SUP>
    Bitcoin Trust ETF Overview&rdquo; in this document for a description of the market exposure provided by the Trigger PLUS.</P>
    <P STYLE="font: 8.5pt Arial, Helvetica, Sans-Serif; margin: 1.5pt 0 2.25pt">The original issue price of the Trigger PLUS is equal to the
    estimated value of the Trigger PLUS plus the selling commissions paid to JPMS and other affiliated or unaffiliated dealers and the structuring
    fee, plus (minus) the projected profits (losses) that our affiliates expect to realize for assuming risks inherent in hedging our obligations
    under the Trigger PLUS, plus the estimated cost of hedging our obligations under the Trigger PLUS, plus the fees, if any, paid for third-party
    data analytics and/or electronic platform services.</P></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #DCEBF4">
    <TD STYLE="padding: 1.5pt 2.9pt; font-size: 8.5pt; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Benefit
    plan investor considerations:</FONT></TD>
    <TD STYLE="padding: 1.5pt 5.4pt 2.25pt; font-size: 8pt"><FONT STYLE="font-size: 8.5pt">See &ldquo;Benefit Plan Investor Considerations&rdquo; in the accompanying product supplement.</FONT></TD></TR>

<TR STYLE="vertical-align: top">
    <TD STYLE="width: 27%; padding: 1.5pt 2.9pt; font-size: 8.5pt; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Supplemental
    plan of distribution:</FONT></TD>
    <TD STYLE="padding: 1.5pt 5.4pt 2.25pt; width: 73%; font-size: 8pt"><FONT STYLE="font-size: 8.5pt">Subject to regulatory constraints, JPMS intends to use its reasonable efforts to offer to purchase the Trigger PLUS in the secondary market, but is not required to do so. &nbsp;JPMS, acting as agent for JPMorgan Financial, will pay all of the selling commissions it receives </FONT></TD></TR>
  </TABLE>

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    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="vertical-align: top"><TD STYLE="width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">May 2026</FONT></TD><TD STYLE="text-align: right; width: 50%; padding-top: 1pt; padding-right: -0.5in; font-size: 8pt"><FONT STYLE="color: #296DC1">Page <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->18<!-- Field: /Sequence --></FONT></FONT></TD></TR></TABLE><P STYLE="margin: 0pt"></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 12pt"><P STYLE="color: gray; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">JPMorgan Chase Financial Company LLC</P><P STYLE="color: #296DC1; font: 11pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; border-top: #296DC1 0.5pt solid">Auto-Callable Dual Directional Trigger PLUS Based on the Value of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF due June 5, 2028</P><DIV STYLE="padding: 0in 0in 4pt; border-bottom: #296DC1 0.5pt solid"> <P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Auto-Callable Dual Directional Trigger Performance Leveraged Upside Securities<SUP>SM</SUP></P><P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Principal at Risk Securities</P></DIV></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 27%; padding: 1.5pt 2.9pt; font-size: 8.5pt; layout-grid-mode: char; color: #296DC1; font-weight: bold">&nbsp;</TD>
    <TD STYLE="width: 73%; padding-right: 2.9pt; padding-left: 2.9pt">
    <P STYLE="font: 8.5pt Arial, Helvetica, Sans-Serif; margin: 1.5pt 0 2.25pt">from us to Morgan Stanley Wealth Management. In addition,
    Morgan Stanley Wealth Management will receive a structuring fee as set forth on the cover of this document for each Trigger PLUS.</P>
    <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 1.5pt 0 2.25pt"><FONT STYLE="font-size: 8.5pt">We or our affiliate may enter
    into swap agreements or related hedge transactions with one of our other affiliates or unaffiliated counterparties in connection with
    the sale of the Trigger PLUS and JPMS and/or an affiliate may earn additional income as a result of payments pursuant to the swap or related
    hedge transactions. See &ldquo;</FONT>&mdash; <FONT STYLE="font-size: 8.5pt">Supplemental use of proceeds and hedging&rdquo; above and
    &ldquo;Use of Proceeds and Hedging&rdquo; in the accompanying product supplement.</FONT></P></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #DEEAF6">
    <TD STYLE="padding: 1.5pt 2.9pt; font-size: 8.5pt; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Validity of the Trigger PLUS and the guarantee:</FONT></TD>
    <TD STYLE="padding: 1.5pt 5.4pt 2.25pt; font-size: 8pt">In the opinion of Davis Polk &amp; Wardwell LLP, as special products counsel to JPMorgan Financial and JPMorgan Chase&nbsp;&amp;&nbsp;Co., when the Trigger PLUS offered by this pricing supplement have been issued by JPMorgan Financial pursuant to the indenture, the trustee and/or paying agent has made, in accordance with the instructions from JPMorgan Financial, the appropriate entries or notations in its records relating to the master global note that represents such Trigger PLUS (the &ldquo;master note&rdquo;), and such Trigger PLUS have been delivered against payment as contemplated herein, such Trigger PLUS will be valid and binding obligations of JPMorgan Financial and the related guarantee will constitute a valid and binding obligation of JPMorgan Chase&nbsp;&amp;&nbsp;Co., enforceable in accordance with their terms, subject to applicable bankruptcy, insolvency and similar laws affecting creditors&rsquo; rights generally, concepts of reasonableness and equitable principles of general applicability (including, without limitation, concepts of good faith, fair dealing and the lack of bad faith), <I>provided </I>that such counsel expresses no opinion as to (x)(i) the effect of fraudulent conveyance, fraudulent transfer or similar provision of applicable law on the conclusions expressed above or (ii) any provision of the indenture that purports to avoid the effect of fraudulent conveyance, fraudulent transfer or similar provision of applicable law by limiting the amount of JPMorgan Chase&nbsp;&amp;&nbsp;Co.&rsquo;s obligation under the related guarantee or (y) the validity, legally binding effect or enforceability of any provision that permits holders to collect any portion of the stated principal amount upon acceleration of the Trigger PLUS to the extent determined to constitute unearned interest.&nbsp;&nbsp;This opinion is given as of the date hereof and is limited to the laws of the State of New York, the General Corporation Law of the State of Delaware and the Delaware Limited Liability Company Act, except that such counsel expresses no opinion as to (i) any law, rule or regulation that is applicable to JPMorgan Financial or JPMorgan Chase&nbsp;&amp;&nbsp;Co., the indenture, the Trigger PLUS, the related guarantee (together with the indenture and the Trigger PLUS, the &ldquo;Documents&rdquo;) or such transactions solely because such law, rule or regulation is part of a regulatory regime applicable to any party to any of the Documents or any of its affiliates due to the specific assets or business of such party or such affiliate or (ii) any law, rule or regulation relating to national security.&nbsp;&nbsp;In addition, this opinion is subject to customary assumptions about the trustee&rsquo;s authorization, execution and delivery of the indenture and its authentication of the master note and the validity, binding nature and enforceability of the indenture with respect to the trustee, all as stated in the letter of such counsel dated February 24, 2026, which was filed as an exhibit to the Registration Statement on Form S-3 by JPMorgan Financial and JPMorgan Chase&nbsp;&amp;&nbsp;Co. on February 24, 2026.</TD></TR>
  </TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 27%; padding: 1.5pt 2.9pt; font-size: 8.5pt; layout-grid-mode: char; color: #296DC1; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Where
you can find more information:</FONT></TD>
    <TD STYLE="width: 73%; padding-right: 5.4pt; padding-left: 5.4pt">
    <P STYLE="font: 8.5pt Arial, Helvetica, Sans-Serif; margin: 1.5pt 0">You should read this document together with the accompanying prospectus,
    as supplemented by the accompanying prospectus supplement relating to our Series A medium-term notes of which these Trigger PLUS are a
    part, and the more detailed information contained in the accompanying product supplement and the accompanying underlying supplement.</P>
    <P STYLE="font: 8.5pt Arial, Helvetica, Sans-Serif; margin: 1.5pt 0">This document, together with the documents listed below, contains
    the terms of the Trigger PLUS and supersedes all other prior or contemporaneous oral statements as well as any other written materials
    including preliminary or indicative pricing terms, correspondence, trade ideas, structures for implementation, sample structures, stand-alone
    fact sheets, brochures or other educational materials of ours. You should carefully consider, among other things, the matters set forth
    in the &ldquo;Risk Factors&rdquo; sections of the accompanying prospectus supplement and the accompanying product supplement, as the Trigger
    PLUS involve risks not associated with conventional debt securities. We urge you to consult your investment, legal, tax, accounting and
    other advisers before you invest in the Trigger PLUS.</P>
    <P STYLE="font: 8.5pt Arial, Helvetica, Sans-Serif; margin: 1.5pt 0">You may access these documents on the SEC website at www.sec.gov
    as follows (or if such address has changed, by reviewing our filings for the relevant date on the SEC website):</P>
    <P STYLE="font: 8.5pt Arial, Helvetica, Sans-Serif; margin: 1.5pt 0"><B>&bull; Product supplement no. 3-I dated April 17, 2026: </B></P>
    <P STYLE="font: 8.5pt Arial, Helvetica, Sans-Serif; margin: 1.5pt 0"><A HREF="http://www.sec.gov/Archives/edgar/data/19617/000121390026045198/ea0285802-20_424b2.pdf">http://www.sec.gov/Archives/edgar/data/19617/000121390026045198/ea0285802-20_424b2.pdf
    </A></P>
    <P STYLE="font: 8.5pt Arial, Helvetica, Sans-Serif; margin: 1.5pt 0"><B>&bull; Underlying supplement no. 1-I dated April 17, 2026: </B><BR>
    <A HREF="http://www.sec.gov/Archives/edgar/data/19617/000121390026045209/ea0285802-11_424b2.pdf">http://www.sec.gov/Archives/edgar/data/19617/000121390026045209/ea0285802-11_424b2.pdf</A></P>
    <P STYLE="font: 8.5pt Arial, Helvetica, Sans-Serif; margin: 1.5pt 0"><B>&bull; Prospectus supplement and prospectus, each dated April
    17, 2026:</B></P>
    <P STYLE="font: 8.5pt Arial, Helvetica, Sans-Serif; margin: 1.5pt 0">http://www.sec.gov/Archives/edgar/data/19617/000095010326005889/crt_dp245141-424b2.pdf
    </A></P>
    <P STYLE="font: 8.5pt Arial, Helvetica, Sans-Serif; margin: 1.5pt 0">Our Central Index Key, or CIK, on the SEC website is 1665650, and
    JPMorgan Chase&nbsp;&amp;</P>
    <P STYLE="font: 8.5pt Arial, Helvetica, Sans-Serif; margin: 1.5pt 0"><B></B></P></TD></TR>
  </TABLE>

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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 12pt"><P STYLE="color: gray; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">JPMorgan Chase Financial Company LLC</P><P STYLE="color: #296DC1; font: 11pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; border-top: #296DC1 0.5pt solid">Auto-Callable Dual Directional Trigger PLUS Based on the Value of the iShares<SUP>&reg;</SUP> Bitcoin Trust ETF due June 5, 2028</P><DIV STYLE="padding: 0in 0in 4pt; border-bottom: #296DC1 0.5pt solid"> <P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Auto-Callable Dual Directional Trigger Performance Leveraged Upside Securities<SUP>SM</SUP></P><P STYLE="color: gray; font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Principal at Risk Securities</P></DIV></DIV>
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    <TD STYLE="width: 27%; padding: 1.5pt 2.9pt; font-size: 8.5pt; layout-grid-mode: char; color: #296DC1; font-weight: bold">&nbsp;</TD>
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    <P STYLE="font: 8.5pt Arial, Helvetica, Sans-Serif; margin: 1.5pt 0">&nbsp;Co.&rsquo;s CIK is 19617.</P>
    <P STYLE="font: 8.5pt Arial, Helvetica, Sans-Serif; margin: 1.5pt 0">As used in this document, &ldquo;we,&rdquo; &ldquo;us,&rdquo; and
    &ldquo;our&rdquo; refer to JPMorgan Financial.</P>
    <P STYLE="font: 8.5pt Arial, Helvetica, Sans-Serif; margin: 1.5pt 0">&ldquo;Performance Leveraged Upside Securities<SUP>SM</SUP>&rdquo;
    and &ldquo;PLUS<SUP>SM</SUP>&rdquo; are service marks of Morgan Stanley.</P></TD></TR>
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					 The maximum aggregate offering price of the securities to which the prospectus relates is <span>$</span><ix:nonFraction name="ffd:NrrtvMaxAggtOfferingPric" decimals="INF" format="ixt:numdotdecimal" unitRef="USD" contextRef="rc" id="ixv-59">1,319,000</ix:nonFraction>. <ix:nonNumeric name="ffd:FnlPrspctsFlg" contextRef="rc" format="ixt:booleantrue" id="ixv-60">The prospectus is a final prospectus for the related offering.</ix:nonNumeric>
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<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
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<body>
<span style="display: none;">v3.26.1</span><table class="report" border="0" cellspacing="2" id="id2">
<tr>
<th class="tl" colspan="1" rowspan="1"><div style="width: 200px;"><strong>Submission<br></strong></div></th>
<th class="th"><div>Jun. 02, 2026</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_ffd_SubmissionLineItems', window );"><strong>Submission [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntityCentralIndexKey', window );">Central Index Key</a></td>
<td class="text">0000019617<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntityRegistrantName', window );">Registrant Name</a></td>
<td class="text">JPMORGAN CHASE & CO<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_ffd_RegnFileNb', window );">Registration File Number</a></td>
<td class="text">333-293684<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_ffd_FormTp', window );">Form Type</a></td>
<td class="text">S-3<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_ffd_SubmissnTp', window );">Submission Type</a></td>
<td class="text">424B2<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_ffd_FeeExhibitTp', window );">Fee Exhibit Type</a></td>
<td class="text">EX-FILING FEES<span></span>
</td>
</tr>
</table>
<div style="display: none;">
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<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>A unique 10-digit SEC-issued value to identify entities that have filed disclosures with the SEC. It is commonly abbreviated as CIK.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Exchange Act<br> -Number 240<br> -Section 12<br> -Subsection b-2<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_EntityCentralIndexKey</td>
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<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The exact name of the entity filing the report as specified in its charter, which is required by forms filed with the SEC.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Exchange Act<br> -Number 240<br> -Section 12<br> -Subsection b-2<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_EntityRegistrantName</td>
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<td><strong> Balance Type:</strong></td>
<td>na</td>
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<td><strong> Period Type:</strong></td>
<td>duration</td>
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<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">ffd_FeeExhibitTp</td>
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<td>na</td>
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<td>duration</td>
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<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
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<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">ffd_RegnFileNb</td>
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<td>duration</td>
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<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">ffd_SubmissionLineItems</td>
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<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
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<td>xbrli:stringItemType</td>
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<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
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<DOCUMENT>
<TYPE>XML
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<span style="display: none;">v3.26.1</span><table class="report" border="0" cellspacing="2" id="id2">
<tr>
<th class="tl" colspan="1" rowspan="1"><div style="width: 200px;"><strong>Fees Summary<br></strong></div></th>
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<div>Jun. 02, 2026 </div>
<div>USD ($)</div>
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<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_ffd_FeesSummaryLineItems', window );"><strong>Fees Summary [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
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<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_ffd_NrrtvDsclsr', window );">Narrative Disclosure</a></td>
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<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_ffd_NrrtvMaxAggtOfferingPric', window );">Narrative - Max Aggregate Offering Price</a></td>
<td class="nump">$ 1,319,000<span></span>
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<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_ffd_FnlPrspctsFlg', window );">Final Prospectus</a></td>
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<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Securities Act<br> -Number 230<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
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<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Securities Act<br> -Number 230<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
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<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Securities Act<br> -Number 230<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
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<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Securities Act<br> -Number 230<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
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