First Trust Exchange Traded Fund III

06/22/2026 | Press release | Distributed by Public on 06/22/2026 12:02

Prospectus Certification by Investment Company (Form 497J)

Filed pursuant to Rule 497(j)

Registration Nos. 333-176976 and 811-22245

Chapman and Cutler LLP

320 South Canal Street, 27th Floor

Chicago, Illinois 60606

T 312.845.3000

F 312.701.2361

www.chapman.com

June 22, 2026

Securities and Exchange Commission

100 F Street, N.E.

Washington, DC 20549

Re:

First Trust Exchange-Traded Fund III

(Registration Nos. 333-176976 and 811-22245)

Ladies and Gentlemen:

On behalf of First Trust Exchange-Traded Fund III (the "Registrant"), in accordance with the provisions of Rule 497(j) of Regulation C under the Securities Act of 1933, as amended, (the "Securities Act"), this letter serves to certify that the most recent amendment to the Registration Statement on Form N-1A (the "Registration Statement") of the Registrant does not differ from that which would have been filed pursuant to Rule 497(c) of the Securities Act. The Registration Statement relates to First Trust Equity Market Neutral ETF (formerly, First Trust Merger Arbitrage ETF), a series of the Registrant. Post-Effective Amendment No. 142 was the most recent amendment to the Registration Statement and was filed electronically with the Securities and Exchange Commission on June 18, 2026.

If you have any questions or comments, please telephone the undersigned at (312) 845-3484.

Very truly yours,
Chapman and Cutler llp
By: /s/ Morrison C. Warren
Morrison C. Warren

Enclosures

First Trust Exchange Traded Fund III published this content on June 22, 2026, and is solely responsible for the information contained herein. Distributed via EDGAR on June 22, 2026 at 18:02 UTC. If you believe the information included in the content is inaccurate or outdated and requires editing or removal, please contact us at [email protected]