Form 424B3 JPMORGAN CHASE & CO

Index supplement to the prospectus dated April 17, 2026, the prospectus supplement dated April 17, 2026, the product supplement no. 3 - I dated April 17, 2026 and the underlying supplement no. 22 - I dated April 17, 2026 Registration Statement Nos. 333 - 293684 and 333 - 293684 - 01 Dated October 9, 2026 Rule 424(b)(3) OCTOBER 2026 J.P. Morgan Total Return SM Index PERFORMANCE UPDATE The J . P . Morgan Total Return SM Index (the “Index”) attempts to provide a dynamic and diversified allocation to 12 U . S . dollar fixed income ETFs (the “Basket Constituents”), each providing exposure to a ditferent sector of the U . S . dollar fixed income market . The Index rebalances monthly into the portfolio with the highest performance over the previous 6 months, generally subject to a 5 % historical volatility threshold, and constituent and sector concentration limits . The Index is calculated on a total return basis. The Index was established on July 13, 2017. Levels are published on Bloomberg and to JPMorganIndices.com , using the ticker JPUSTRI. Hypothetical and actual historical performance: Sep 2016 through Sep 2026 J.P. Morgan Total Return SM Index Bloomberg Barclays U.S. Aggregate Bond TR Index Bloomberg Barclays Global Aggregate Bond Index TR Unhedged USD Backtested Actual Please see the footnotes at the bottom of this page and “Backtesting” on the following page for information on backtested performance and proxies. Hypothetical and actual historical returns and volatilities: Sep 2016 through Sep 2026 Sharpe Ratio 10 Year Volatility (Annualized) 10 Year Return (Annualized) 5 Year Return (Annualized) 3 Year Return (Annualized) 1 Year Return n/a 5.14% 1.90% 0.77% 3.68% - 2.64% J.P. Morgan Total Return SM Index n/a 4.90% 1.14% - 0.64% 4.06% - 1.84% Bloomberg Barclays U.S. Aggregate Bond TR Index n/a 5.31% 0.05% - 1.86% 3.82% - 2.43% Bloomberg Barclays Global Aggregate Bond Index TR Unhedged USD Recent monthly weights: May 2026 through Oct 2026 Other Credit Other Gov’t or Agency Bonds Investment - Grade Credit U.S. Treasury Bonds Preferred Stock (PFF) Floating Rate (FLOT) High Yield Corporate (HYG) Emerging Markets (EMB) Inflation - Protected (TIP) Agency MBS (MBB) 10+ Year Credit (IGLB) Intermed. Credit (IGIB) 1 – 3 Year Credit (IGSB) 20+ Year Treasuries (TLT) 7 – 10 Year Treasuries (IEF) 1 – 3 Year Treasuries (SHY) 10% — 15% 10% 20% 20% — — 20% — — 5% May 26 10% 10% 5% 10% 20% 20% — — 20% — — 5% Jun 26 — 10% 15% 10% 20% 15% 20% — — 10% — — Jul 26 — 10% 15% 10% 20% 5% — — 20% — — 20% Aug 26 — 5% 20% 10% 5% 20% — — 20% — — 20% Sep 26 — 10% 15% 10% 20% — — 5% 20% — — 20% Oct 26 Hypothetical and actual historical monthly and annual returns: Jan 2017 through Sep 2026 Year Dec Nov Oct Sep Aug Jul Jun May Apr Mar Feb Jan 4.71% 0.89% 0.08% 0.11% - 0.77% 1.31% 0.44% 0.15% 0.69% 0.61% 0.02% 0.60% 0.48% 2017 - 3.45% 0.95% 0.26% - 1.53% - 1.00% 0.61% - 0.03% 0.18% 0.30% - 0.25% 0.20% - 1.90% - 1.26% 2018 12.96% 0.34% 0.00% 0.26% - 1.13% 4.53% 0.46% 2.30% 2.59% 0.09% 1.86% - 0.17% 1.25% 2019 7.62% 1.13% 2.81% - 0.50% - 0.12% 0.02% 1.09% 0.30% 0.64% 1.53% - 2.95% 0.87% 2.67% 2020 0.04% 0.29% 0.21% 0.96% - 1.53% - 0.01% 0.84% 0.48% 0.45% 0.74% 0.09% - 1.27% - 1.17% 2021 - 9.72% - 0.34% 2.28% - 0.16% - 2.99% - 2.17% 2.40% - 2.36% 0.50% - 1.98% - 1.62% - 0.76% - 2.81% 2022 6.92% 2.59% 2.98% - 0.58% - 1.30% - 0.33% 0.67% 0.37% - 0.65% 0.50% 1.87% - 1.63% 2.34% 2023 3.36% - 1.86% 1.47% - 2.11% 1.28% 1.36% 1.97% 0.47% 1.73% - 1.52% 0.91% - 0.34% 0.06% 2024 5.98% - 0.42% 0.67% 0.26% 0.84% 1.41% 0.14% 0.99% - 0.26% 0.22% - 0.05% 1.29% 0.74% 2025 - 3.14% - 2.01% 0.59% - 1.39% - 0.29% 0.34% 0.56% - 2.44% 1.21% 0.32% 2026 Historical performance measures for th e Index represent hypothetical backtested performance using alternative performance for some Basket Constituents through June 25 , 2014 (labeled “Backtested using proxies” in the chart above) ; hypothetical backtested performance using th e actual performance of each Basket Constituent from June 26 , 2014 through July 12 , 2017 (labeled “Backtested” in th e chart above) ; and actual performance from July 13 , 2017 through Septembe r 30 , 2026 (labeled “Actual” in th e chart above) . The Bloomberg Barclays Global Aggregate Total Return Index Value Unhedged USD is a global investment - grade bond index . These indices are intended to serve solely as a point of reference to which th e Index may be compared . They are not rebalanced on th e same schedule as th e Index . They do not employ th e Index methodology . There is no guarantee that th e Index will outperform either th e Bloomberg Barclays U . S . Aggregate Bond Total Return Index or th e Bloomberg Barclays Global Aggregate Total Return Index Value Unhedged USD, or any other benchmar k or index, in th e future . PAST PERFORMANCE AND BACKTESTED PERFORMANCE ARE NOT INDICATIVE OF FUTURE RESULTS . Please see th e Disclaimer on th e following page .

f the ked to the Index may not be suitable for all investors . This material is not a product of J . P . Morgan Research Departments . Copyright © 2026 JPMorgan Chase & Co . All rights reserved . For additional regulatory disclosures, please consult : www . jpmorgan . com/disclosures . Information contained on this website is not incorporated by reference in, and should not be considered part of, this document . This monthly update document replaces and supe r sedes all prior written materials of this type previously provided with respect to the Index .

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