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Finance

Company News

JPMorgan Chase & Co.

05/15/2026 | Press release | Distributed by Public on 05/15/2026 11:43

Primary Offering Prospectus (Form 424B2)

The information in this preliminary pricing supplement is not complete and may be changed. This preliminary pricing supplement is not

an offer to sell nor does it seek an offer to buy these securities in any jurisdiction where the offer or sale is not permitted.

Subject to completion dated May 15, 2026*

May , 2026 Registration Statement Nos. 333-293684 and 333-293684-01; Rule 424(b)(2)

Pricing supplement to product supplement no. 3-I dated April 17, 2026, underlying supplement no. 1-I dated April 17, 2026 and the prospectus and

prospectus supplement, each dated April 17, 2026

JPMorgan Chase Financial Company LLC

Structured Investments

Auto Callable Contingent Interest Notes Linked to the Least

Performing of the Nasdaq-100 Index®, the Dow Jones

Industrial Average® and the VanEck® Semiconductor ETF

due June 1, 2029

Fully and Unconditionally Guaranteed by JPMorgan Chase & Co.

• The notes are designed for investors who seek a Contingent Interest Payment with respect to each Review Date for

which the closing value of each of the Nasdaq-100 Index®, the Dow Jones Industrial Average® and the VanEck®

Semiconductor ETF, which we refer to as the Underlyings, is greater than or equal to 60.00% of its Initial Value, which

we refer to as an Interest Barrier.

• The notes will be automatically called if the closing value of each Underlying on any Review Date (other than the first

through fifth and final Review Dates) is greater than or equal to its Initial Value.

• The earliest date on which an automatic call may be initiated is November 27, 2026.

• Investors should be willing to accept the risk of losing a significant portion or all of their principal and the risk that no

Contingent Interest Payment may be made with respect to some or all Review Dates.

• Investors should also be willing to forgo fixed interest and dividend payments, in exchange for the opportunity to receive

Contingent Interest Payments.

• The notes are unsecured and unsubordinated obligations of JPMorgan Chase Financial Company LLC, which we refer to

as JPMorgan Financial, the payment on which is fully and unconditionally guaranteed by JPMorgan Chase & Co. Any

payment on the notes is subject to the credit risk of JPMorgan Financial, as issuer of the notes, and the credit

risk of JPMorgan Chase & Co., as guarantor of the notes.

• Payments on the notes are not linked to a basket composed of the Underlyings. Payments on the notes are linked to the

performance of each of the Underlyings individually, as described below.

• Minimum denominations of $1,000 and integral multiples thereof

• The notes are expected to price on or about May 27, 2026 and are expected to settle on or about June 1, 2026.

• CUSIP: 46661A5K2

Investing in the notes involves a number of risks. See "Risk Factors" beginning on page S-2 of the accompanying

prospectus supplement, "Risk Factors" beginning on page PS-12 of the accompanying product supplement and

"Selected Risk Considerations" beginning on page PS-5 of this pricing supplement.

Neither the Securities and Exchange Commission (the "SEC") nor any state securities commission has approved or disapproved

of the notes or passed upon the accuracy or the adequacy of this pricing supplement or the accompanying product supplement,

underlying supplement, prospectus supplement and prospectus. Any representation to the contrary is a criminal offense.

Price to Public (1)

Fees and Commissions (2)

Proceeds to Issuer

Per note

$1,000

Total

(1) See "Supplemental Use of Proceeds" in this pricing supplement for information about the components of the price to

public of the notes.

(2) J.P. Morgan Securities LLC, which we refer to as JPMS, acting as agent for JPMorgan Financial, will pay all of the

selling commissions it receives from us to other affiliated or unaffiliated dealers. In no event will these selling

commissions exceed $29.00 per $1,000 principal amount note. See "Plan of Distribution (Conflicts of Interest)" in the

accompanying product supplement.

If the notes priced today, the estimated value of the notes would be approximately $948.70 per $1,000 principal amount

note. The estimated value of the notes, when the terms of the notes are set, will be provided in the pricing supplement

and will not be less than $900.00 per $1,000 principal amount note. See "The Estimated Value of the Notes" in this

pricing supplement for additional information.

The notes are not bank deposits, are not insured by the Federal Deposit Insurance Corporation or any other governmental agency

and are not obligations of, or guaranteed by, a bank.

*This preliminary pricing supplement amends and restates and supersedes the original preliminary pricing supplement related

hereto dated May 14, 2026 to product supplement no. 3-I in its entirety (the original preliminary pricing supplement is available on

the SEC website at http://www.sec.gov/Archives/edgar/data/19617/000121390026056788/ea0290951-01_424b2.htm)

PS-1 | Structured Investments

Auto Callable Contingent Interest Notes Linked to the Least Performing of

the Nasdaq-100 Index®, the Dow Jones Industrial Average® and the

VanEck® Semiconductor ETF

Key Terms

Issuer: JPMorgan Chase Financial Company LLC, a direct,

wholly owned finance subsidiary of JPMorgan Chase & Co.

Guarantor: JPMorgan Chase & Co.

Underlyings: The Nasdaq-100 Index® (Bloomberg ticker: NDX)

and the Dow Jones Industrial Average® (Bloomberg ticker:

INDU) (each of the Nasdaq-100 Index® and the Dow Jones

Industrial Average®, an "Index" and collectively, the "Indices")

and the VanEck® Semiconductor ETF (Bloomberg ticker: SMH)

(the "Fund") (each of the Indices and the Fund, an "Underlying"

and collectively, the "Underlyings")

Contingent Interest Payments: If the notes have not been

automatically called and the closing value of each Underlying

on any Review Date is greater than or equal to its Interest

Barrier, you will receive on the applicable Interest Payment

Date for each $1,000 principal amount note a Contingent

Interest Payment equal to at least $11.6667 (equivalent to a

Contingent Interest Rate of at least 14.00% per annum, payable

at a rate of at least 1.16667% per month) (to be provided in the

pricing supplement).

If the closing value of any Underlying on any Review Date is

less than its Interest Barrier, no Contingent Interest Payment

will be made with respect to that Review Date.

Contingent Interest Rate: At least 14.00% per annum, payable

at a rate of at least 1.16667% per month (to be provided in the

pricing supplement)

Interest Barrier / Trigger Value: With respect to each

Underlying, 60.00% of its Initial Value

Pricing Date: On or about May 27, 2026

Original Issue Date (Settlement Date): On or about June 1,

2026

Review Dates*: June 29, 2026, July 27, 2026, August 27, 2026,

September 28, 2026, October 27, 2026, November 27, 2026,

December 28, 2026, January 27, 2027, March 1, 2027, March

29, 2027, April 27, 2027, May 27, 2027, June 28, 2027, July 27,

2027, August 27, 2027, September 27, 2027, October 27, 2027,

November 29, 2027, December 27, 2027, January 27, 2028,

February 28, 2028, March 27, 2028, April 27, 2028, May 30,

2028, June 27, 2028, July 27, 2028, August 28, 2028,

September 27, 2028, October 27, 2028, November 27, 2028,

December 27, 2028, January 29, 2029, February 27, 2029,

March 27, 2029, April 27, 2029 and May 29, 2029 (final Review

Date)

Interest Payment Dates*: July 2, 2026, July 30, 2026,

September 1, 2026, October 1, 2026, October 30, 2026,

December 2, 2026, December 31, 2026, February 1, 2027,

March 4, 2027, April 1, 2027, April 30, 2027, June 2, 2027, July

1, 2027, July 30, 2027, September 1, 2027, September 30,

2027, November 1, 2027, December 2, 2027, December 30,

2027, February 1, 2028, March 2, 2028, March 30, 2028, May

2, 2028, June 2, 2028, June 30, 2028, August 1, 2028, August

31, 2028, October 2, 2028, November 1, 2028, November 30,

2028, January 2, 2029, February 1, 2029, March 2, 2029, April

2, 2029, May 2, 2029 and the Maturity Date

Maturity Date*: June 1, 2029

Call Settlement Date*: If the notes are automatically called on

any Review Date (other than the first through fifth and final

Review Dates), the first Interest Payment Date immediately

following that Review Date

Automatic Call:

If the closing value of each Underlying on any Review Date

(other than the first through fifth and final Review Dates) is

greater than or equal to its Initial Value, the notes will be

automatically called for a cash payment, for each $1,000

principal amount note, equal to (a) $1,000 plus (b) the

Contingent Interest Payment applicable to that Review Date,

payable on the applicable Call Settlement Date. No further

payments will be made on the notes.

Payment at Maturity:

If the notes have not been automatically called and the Final

Value of each Underlying is greater than or equal to its Trigger

Value, you will receive a cash payment at maturity, for each

$1,000 principal amount note, equal to (a) $1,000 plus (b) the

Contingent Interest Payment applicable to the final Review

Date.

If the notes have not been automatically called and the Final

Value of any Underlying is less than its Trigger Value, your

payment at maturity per $1,000 principal amount note will be

calculated as follows:

$1,000 + ($1,000 × Least Performing Underlying Return)

If the notes have not been automatically called and the Final

Value of any Underlying is less than its Trigger Value, you will

lose more than 40.00% of your principal amount at maturity and

could lose all of your principal amount at maturity.

Least Performing Underlying: The Underlying with the Least

Performing Underlying Return

Least Performing Underlying Return: The lowest of the

Underlying Returns of the Underlyings

Underlying Return:

With respect to each Underlying,

(Final Value - Initial Value)

Initial Value

Initial Value: With respect to each Underlying, the closing value

of that Underlying on the Pricing Date

Final Value: With respect to each Underlying, the closing value

of that Underlying on the final Review Date

Share Adjustment Factor: With respect to each Fund, the

Share Adjustment Factor is referenced in determining the

closing value of that Fund and is set equal to 1.0 on the Pricing

Date. The Share Adjustment Factor of each Fund is subject to

adjustment upon the occurrence of certain events affecting that

Fund. See "The Underlyings - Funds - Anti-Dilution

Adjustments" in the accompanying product supplement for

further information.

* Subject to postponement in the event of a market disruption event and

as described under "General Terms of Notes - Postponement of a

Determination Date - Notes Linked to Multiple Underlyings" and

"General Terms of Notes - Postponement of a Payment Date" in the

accompanying product supplement or early acceleration in the event of

an acceleration event as described under "General Terms of Notes -

Consequences of an Acceleration Event" in the accompanying product

supplement and "Selected Risk Considerations - Risks Relating to the

Notes Generally - We May Accelerate Your Notes If an Acceleration

Event Occurs" in this pricing supplement

PS-2 | Structured Investments

Auto Callable Contingent Interest Notes Linked to the Least Performing of

the Nasdaq-100 Index®, the Dow Jones Industrial Average® and the

VanEck® Semiconductor ETF

How the Notes Work

Payments in Connection with the First through Fifth Review Dates

Payments in Connection with Review Dates (Other than the First through Fifth and Final Review Dates)

The closing value of each Underlying is greater than

or equal to its Interest Barrier.

The closing value of any Underlying is less than its

Interest Barrier.

First through Fifth Review Dates

Compare the closing value of each Underlying to its Interest Barrier on each Review Date.

You will receive a Contingent Interest Payment on the

applicable Interest Payment Date.

Proceed to the next Review Date.

No Contingent Interest Payment will be made with respect to

the applicable Review Date.

Proceed to the next Review Date.

The notes will be automatically called on the applicable Call Settlement Date and you will

receive (a) $1,000 plus (b) the Contingent Interest Payment applicable to that Review Date.

No further payments will be made on the notes.

Review Dates (Other than the First through Fifth and Final Review Dates)

Automatic Call

The closing value of

each Underlying is

greater than or equal to

its Initial Value.

The closing value of any

Underlying is less than

its Initial Value.

Initial

Value

You will receive a Contingent Interest

Payment on the applicable Interest

Payment Date.

Proceed to the next Review Date.

The closing value of each

Underlying is greater

than or equal to its

Interest Barrier.

Automatic

Call No Contingent Interest Payment will

be made with respect to the

applicable Review Date.

Proceed to the next Review Date.

The closing value of any

Underlying is less than its

Interest Barrier.

Compare the closing value of each Underlying to its Initial Value and its Interest Barrier on each Review Date until the final

Review Date or any earlier automatic call.

PS-3 | Structured Investments

Auto Callable Contingent Interest Notes Linked to the Least Performing of

the Nasdaq-100 Index®, the Dow Jones Industrial Average® and the

VanEck® Semiconductor ETF

Payment at Maturity If the Notes Have Not Been Automatically Called

Total Contingent Interest Payments

The table below illustrates the hypothetical total Contingent Interest Payments per $1,000 principal amount note over the term of the

notes based on a hypothetical Contingent Interest Rate of 14.00% per annum, depending on how many Contingent Interest Payments

are made prior to automatic call or maturity. The actual Contingent Interest Rate will be provided in the pricing supplement and will be

at least 14.00% per annum (payable at a rate of at least 1.16667% per month).

Number of Contingent

Interest Payments

Total Contingent Interest

Payments

$420.0000

$408.3333

$396.6667

$385.0000

$373.3333

$361.6667

$350.0000

$338.3333

$326.6667

$315.0000

$303.3333

$291.6667

$280.0000

$268.3333

$256.6667

$245.0000

$233.3333

$221.6667

$210.0000

$198.3333

$186.6667

Review Dates Preceding the

Final Review Date

You will receive (a) $1,000 plus (b) the

Contingent Interest Payment

applicable to the final Review Date.

The notes are not

automatically called.

Proceed to maturity

Final Review Date Payment at Maturity

The Final Value of each Underlying is greater

than or equal to its Trigger Value.

You will receive:

$1,000 + ($1,000 ×Least Performing

Underlying Return)

Under these circumstances, you will

lose a significant portion or all of your

principal amount at maturity.

The Final Value of any Underlying is less than its

Trigger Value.

PS-4 | Structured Investments

Auto Callable Contingent Interest Notes Linked to the Least Performing of

the Nasdaq-100 Index®, the Dow Jones Industrial Average® and the

VanEck® Semiconductor ETF

$175.0000

$163.3333

$151.6667

$140.0000

$128.3333

$116.6667

$105.0000

$93.3333

$81.6667

$70.0000

$58.3333

$46.6667

$35.0000

$23.3333

$11.6667

$0.0000

Hypothetical Payout Examples

The following examples illustrate payments on the notes linked to three hypothetical Underlyings, assuming a range of performances

for the hypothetical Least Performing Underlying on the Review Dates. Solely for purposes of this section, the Least Performing

Underlying with respect to each Review Date is the least performing of the Underlyings determined based on the closing

value of each Underlying on that Review Date compared with its Initial Value.

The hypothetical payments set forth below assume the following:

• an Initial Value for each Underlying of 100.00;

• an Interest Barrier and a Trigger Value for each Underlying of 60.00 (equal to 60.00% of its hypothetical Initial Value); and

• a Contingent Interest Rate of 14.00% per annum.

The hypothetical Initial Value of each Underlying of 100.00 has been chosen for illustrative purposes only and may not represent a

likely actual Initial Value of any Underlying. The actual Initial Value of each Underlying will be the closing value of that Underlying on

the Pricing Date and will be provided in the pricing supplement. For historical data regarding the actual closing values of each

Underlying, please see the historical information set forth under "The Underlyings" in this pricing supplement.

Each hypothetical payment set forth below is for illustrative purposes only and may not be the actual payment applicable to a purchaser

of the notes. The numbers appearing in the following examples have been rounded for ease of analysis.

Example 1 - Notes are automatically called on the sixth Review Date.

Date

Closing Value of Least

Performing Underlying

Payment (per $1,000 principal amount note)

First Review Date

105.00

$11.6667

Second Review Date

110.00

$11.6667

Third through Fifth Review

Dates

Greater than Initial Value

$11.6667

Sixth Review Date

115.00

$1,011.6667

Total Payment

$1,070.00 (7.00% return)

Because the closing value of each Underlying on the sixth Review Date is greater than or equal to its Initial Value, the notes will be

automatically called for a cash payment, for each $1,000 principal amount note, of $1,011.6667 (or $1,000 plus the Contingent Interest

Payment applicable to the sixth Review Date), payable on the applicable Call Settlement Date. The notes are not automatically callable

PS-5 | Structured Investments

Auto Callable Contingent Interest Notes Linked to the Least Performing of

the Nasdaq-100 Index®, the Dow Jones Industrial Average® and the

VanEck® Semiconductor ETF

before the sixth Review Date, even though the closing value of each Underlying on each of the first through fifth Review Dates is

greater than its Initial Value. When added to the Contingent Interest Payments received with respect to the prior Review Dates, the

total amount paid, for each $1,000 principal amount note, is $1,070.00. No further payments will be made on the notes.

Example 2 - Notes have NOT been automatically called and the Final Value of the Least Performing Underlying is greater

than or equal to its Trigger Value.

Date

Closing Value of Least

Performing Underlying

Payment (per $1,000 principal amount note)

First Review Date

95.00

$11.6667

Second Review Date

85.00

$11.6667

Third through Thirty-Fifth

Review Dates

Less than Interest Barrier

Final Review Date

90.00

$1,011.6667

Total Payment

$1,035.00 (3.50% return)

Because the notes have not been automatically called and the Final Value of the Least Performing Underlying is greater than or equal

to its Trigger Value, the payment at maturity, for each $1,000 principal amount note, will be $1,011.6667 (or $1,000 plus the Contingent

Interest Payment applicable to the final Review Date). When added to the Contingent Interest Payments received with respect to the

prior Review Dates, the total amount paid, for each $1,000 principal amount note, is $1,035.00.

Example 3 - Notes have NOT been automatically called and the Final Value of the Least Performing Underlying is less than

its Trigger Value.

Date

Closing Value of Least

Performing Underlying

Payment (per $1,000 principal amount note)

First Review Date

40.00

Second Review Date

45.00

Third through Thirty-Fifth

Review Dates

Less than Interest Barrier

Final Review Date

40.00

$400.00

Total Payment

$400.00 (-60.00% return)

Because the notes have not been automatically called, the Final Value of the Least Performing Underlying is less than its Trigger Value

and the Least Performing Underlying Return is -60.00%, the payment at maturity will be $400.00 per $1,000 principal amount note,

calculated as follows:

$1,000 + [$1,000 × (-60.00%)] = $400.00

The hypothetical returns and hypothetical payments on the notes shown above apply only if you hold the notes for their entire term

or until automatically called. These hypotheticals do not reflect the 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.

Selected Risk Considerations

An investment in the notes involves significant risks. These risks are explained in more detail in the "Risk Factors" sections of the

accompanying prospectus supplement and product supplement.

Risks Relating to the Notes Generally

• YOUR INVESTMENT IN THE NOTES MAY RESULT IN A LOSS -

The notes do not guarantee any return of principal. If the notes have not been automatically called and the Final Value of any

Underlying is less than its Trigger Value, you will lose 1% of the principal amount of your notes for every 1% that the Final Value of

the Least Performing Underlying is less than its Initial Value. Accordingly, under these circumstances, you will lose more than

40.00% of your principal amount at maturity and could lose all of your principal amount at maturity.

• THE NOTES DO NOT GUARANTEE THE PAYMENT OF INTEREST AND MAY NOT PAY ANY INTEREST AT ALL -

If the notes have not been automatically called, we will make a Contingent Interest Payment with respect to a Review Date only if

the closing value of each Underlying on that Review Date is greater than or equal to its Interest Barrier. If the closing value of any

Underlying on a Review Date is less than its Interest Barrier, no Contingent Interest Payment will be made with respect to that

PS-6 | Structured Investments

Auto Callable Contingent Interest Notes Linked to the Least Performing of

the Nasdaq-100 Index®, the Dow Jones Industrial Average® and the

VanEck® Semiconductor ETF

Review Date. Accordingly, if the closing value of any Underlying on each Review Date is less than its Interest Barrier, you will not

receive any interest payments over the term of the notes.

• CREDIT RISKS OF JPMORGAN FINANCIAL AND JPMORGAN CHASE & CO. -

Investors are dependent on our and JPMorgan Chase & Co.'s ability to pay all amounts due on the notes. Any actual or potential

change in our or JPMorgan Chase & Co.'s creditworthiness or credit spreads, as determined by the market for taking that credit

risk, is likely to adversely affect the value of the notes. If we and JPMorgan Chase & Co. were to default on our payment

obligations, you may not receive any amounts owed to you under the notes and you could lose your entire investment.

• AS A FINANCE SUBSIDIARY, JPMORGAN FINANCIAL HAS NO INDEPENDENT ACTIVITIES AND HAS LIMITED ASSETS -

As a finance subsidiary of JPMorgan Chase & 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 &

Co., substantially all of our assets relate to obligations of JPMorgan Chase & Co. to make payments under loans made by us to

JPMorgan Chase & Co. or under other intercompany agreements. As a result, we are dependent upon payments from JPMorgan

Chase & Co. to meet our obligations under the notes. We are not an operating subsidiary of JPMorgan Chase & Co. and in a

bankruptcy or resolution of JPMorgan Chase & Co. we are not expected to have sufficient resources to meet our obligations in

respect of the notes as they come due. If JPMorgan Chase & Co. does not make payments to us and we are unable to make

payments on the notes, you may have to seek payment under the related guarantee by JPMorgan Chase & Co., and that

guarantee will rank pari passu with all other unsecured and unsubordinated obligations of JPMorgan Chase & Co. For more

information, see "Risk Factors - Holders of securities issued by JPMorgan Financial may be subject to losses if JPMorgan Chase

& Co. were to enter into a resolution" in the accompanying prospectus supplement.

• THE APPRECIATION POTENTIAL OF THE NOTES IS LIMITED TO THE SUM OF ANY CONTINGENT INTEREST PAYMENTS

THAT MAY BE PAID OVER THE TERM OF THE NOTES,

regardless of any appreciation of any Underlying, which may be significant. You will not participate in any appreciation of any

Underlying.

• YOU ARE EXPOSED TO THE RISK OF DECLINE IN THE VALUE OF EACH UNDERLYING -

Payments on the notes are not linked to a basket composed of the Underlyings and are contingent upon the performance of each

individual Underlying. Poor performance by any of the Underlyings over the term of the notes may result in the notes not being

automatically called on a Review Date, may negatively affect whether you will receive a Contingent Interest Payment on any

Interest Payment Date and your payment at maturity and will not be offset or mitigated by positive performance by any other

Underlying.

• YOUR PAYMENT AT MATURITY WILL BE DETERMINED BY THE LEAST PERFORMING UNDERLYING.

• THE BENEFIT PROVIDED BY THE TRIGGER VALUE MAY TERMINATE ON THE FINAL REVIEW DATE -

If the Final Value of any Underlying is less than its Trigger Value and the notes have not been automatically called, the benefit

provided by the Trigger Value will terminate and you will be fully exposed to any depreciation of the Least Performing Underlying.

• THE AUTOMATIC CALL FEATURE MAY FORCE A POTENTIAL EARLY EXIT -

If your notes are automatically called, the term of the notes may be reduced to as short as approximately six months and you will

not receive any Contingent Interest Payments after the applicable Call Settlement Date. There is no guarantee that you would be

able to reinvest the proceeds from an investment in the notes at a comparable return and/or with a comparable interest rate for a

similar level of risk. Even in cases where the notes are called before maturity, you are not entitled to any fees and commissions

described on the front cover of this pricing supplement.

• YOU WILL NOT RECEIVE DIVIDENDS ON EITHER FUND OR THE SECURITIES INCLUDED IN OR HELD BY ANY

UNDERLYING OR HAVE ANY RIGHTS WITH RESPECT TO EITHER FUND OR THOSE SECURITIES.

• THE RISK OF THE CLOSING VALUE OF AN UNDERLYING FALLING BELOW ITS INTEREST BARRIER OR TRIGGER

VALUE IS GREATER IF THE VALUE OF THAT UNDERLYING IS VOLATILE.

• WE MAY ACCELERATE YOUR NOTES IF AN ACCELERATION EVENT OCCURS -

Upon the announcement or occurrence of an acceleration event, we may, in our sole and absolute discretion, accelerate the

payment on your notes and pay you an amount determined by the calculation agent in good faith and in a commercially reasonable

manner by reference to the values of any fixed-income debt component and any derivatives underlying the economic terms of the

notes as of the date of the notice of acceleration. An acceleration event means a Fund is delisted, liquidated or otherwise

terminated and the calculation agent determines, in its sole discretion, that no successor fund is available. If the payment on your

notes is accelerated, your investment may result in a loss, and you may not be able to reinvest your money in a comparable

PS-7 | Structured Investments

Auto Callable Contingent Interest Notes Linked to the Least Performing of

the Nasdaq-100 Index®, the Dow Jones Industrial Average® and the

VanEck® Semiconductor ETF

investment. Please see "The Underlyings - Funds - Discontinuation or Modification of a Fund" in the accompanying product

supplement for more information.

• LACK OF LIQUIDITY -

The notes will not be listed on any securities exchange. Accordingly, the price at which you may be able to trade your notes is

likely to depend on the price, if any, at which JPMS is willing to buy the notes. You may not be able to sell your notes. The notes

are not designed to be short-term trading instruments. Accordingly, you should be able and willing to hold your notes to maturity.

• THE FINAL TERMS AND VALUATION OF THE NOTES WILL BE PROVIDED IN THE PRICING SUPPLEMENT -

You should consider your potential investment in the notes based on the minimums for the estimated value of the notes and the

Contingent Interest Rate.

Risks Relating to Conflicts of Interest

• POTENTIAL CONFLICTS -

We and our affiliates play a variety of roles in connection with the notes. In performing these duties, our and JPMorgan Chase &

Co.'s economic interests are potentially adverse to your interests as an investor in the notes. It is possible that hedging or trading

activities of ours or our affiliates in connection with the notes could result in substantial returns for us or our affiliates while the

value of the notes declines. Please refer to "Risk Factors - Risks Relating to Conflicts of Interest" in the accompanying product

supplement.

Risks Relating to the Estimated Value and Secondary Market Prices of the Notes

• THE ESTIMATED VALUE OF THE NOTES WILL BE LOWER THAN THE ORIGINAL ISSUE PRICE (PRICE TO PUBLIC) OF

THE NOTES -

The estimated value of the notes is only an estimate determined by reference to several factors. The original issue price of the

notes will exceed the estimated value of the notes because costs associated with selling, structuring and hedging the notes are

included in the original issue price of the notes. These costs include the selling commissions, the projected profits, if any, that our

affiliates expect to realize for assuming risks inherent in hedging our obligations under the notes, the estimated cost of hedging our

obligations under the notes and the fees, if any, paid for third-party data analytics and/or electronic platform services. See "The

Estimated Value of the Notes" in this pricing supplement.

• THE ESTIMATED VALUE OF THE NOTES DOES NOT REPRESENT FUTURE VALUES OF THE NOTES AND MAY DIFFER

FROM OTHERS' ESTIMATES -

See "The Estimated Value of the Notes" in this pricing supplement.

• THE ESTIMATED VALUE OF THE NOTES IS DERIVED BY REFERENCE TO AN INTERNAL FUNDING RATE -

The internal funding rate used in the determination of the estimated value of the notes may differ from the market-implied funding

rate for vanilla fixed income instruments of a similar maturity issued by JPMorgan Chase & Co. or its affiliates. Any difference may

be based on, among other things, our and our affiliates' view of the funding value of the notes as well as the higher issuance,

operational and ongoing liability management costs of the notes in comparison to those costs for the conventional fixed income

instruments of JPMorgan Chase & 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 notes. The use of an

internal funding rate and any potential changes to that rate may have an adverse effect on the terms of the notes and any

secondary market prices of the notes. See "The Estimated Value of the Notes" in this pricing supplement.

• THE VALUE OF THE NOTES AS PUBLISHED BY JPMS (AND WHICH MAY BE REFLECTED ON CUSTOMER ACCOUNT

STATEMENTS) MAY BE HIGHER THAN THE THEN-CURRENT ESTIMATED VALUE OF THE NOTES FOR A LIMITED TIME

PERIOD -

We generally expect that some of the costs included in the original issue price of the notes will be partially paid back to you in

connection with any repurchases of your notes by JPMS in an amount that will decline to zero over an initial predetermined period.

See "Secondary Market Prices of the Notes" in this pricing supplement for additional information relating to this initial period.

Accordingly, the estimated value of your notes during this initial period may be lower than the value of the notes as published by

JPMS (and which may be shown on your customer account statements).

• SECONDARY MARKET PRICES OF THE NOTES WILL LIKELY BE LOWER THAN THE ORIGINAL ISSUE PRICE OF THE

NOTES -

Any secondary market prices of the notes will likely be lower than the original issue price of the notes because, among other

things, secondary market prices take into account our internal secondary market funding rates for structured debt issuances and,

PS-8 | Structured Investments

Auto Callable Contingent Interest Notes Linked to the Least Performing of

the Nasdaq-100 Index®, the Dow Jones Industrial Average® and the

VanEck® Semiconductor ETF

also, because secondary market prices may exclude selling commissions, 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 notes. As a result, the price, if any, at which JPMS will be willing to buy the notes from you in secondary market

transactions, if at all, is likely to be lower than the original issue price. Furthermore, if you sell your notes, you will likely be charged

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.

• SECONDARY MARKET PRICES OF THE NOTES WILL BE IMPACTED BY MANY ECONOMIC AND MARKET FACTORS -

The secondary market price of the notes 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, projected hedging profits, if any, estimated hedging

costs and the values of the Underlyings. Additionally, independent pricing vendors and/or third party broker-dealers may publish a

price for the notes, which may also be reflected on customer account statements. This price may be different (higher or lower)

than the price of the notes, if any, at which JPMS may be willing to purchase your notes in the secondary market. See "Risk

Factors - Risks Relating to the Estimated Value and Secondary Market Prices of the Notes - Secondary market prices of the

notes will be impacted by many economic and market factors" in the accompanying product supplement.

Risks Relating to the Underlyings

• JPMORGAN CHASE & CO. IS CURRENTLY ONE OF THE COMPANIES THAT MAKE UP THE DOW JONES INDUSTRIAL

AVERAGE®,

but JPMorgan Chase & Co. will not have any obligation to consider your interests in taking any corporate action that might affect

the level of the Dow Jones Industrial Average®.

• NON-U.S. SECURITIES RISK WITH RESPECT TO THE NASDAQ-100 INDEX® AND THE FUND -

Some of the equity securities included in or held by the Nasdaq-100 Index® or the Fund have been issued by non-U.S. companies.

Investments in securities linked to the value of such non-U.S. equity securities involve risks associated with the home countries of

the issuers of those non-U.S. equity securities.

• THERE ARE RISKS ASSOCIATED WITH THE FUND -

The Fund is subject to management risk, which is the risk that the investment strategies of the Fund's investment adviser, the

implementation of which is subject to a number of constraints, may not produce the intended results. These constraints could

adversely affect the market price of the shares of the Fund and, consequently, the value of the notes.

• THE PERFORMANCE AND MARKET VALUE OF THE FUND, PARTICULARLY DURING PERIODS OF MARKET VOLATILITY,

MAY NOT CORRELATE WITH THE PERFORMANCE OF THE FUND'S UNDERLYING INDEX AS WELL AS THE NET ASSET

VALUE PER SHARE -

The Fund does not fully replicate its Underlying Index (as defined under "The Underlyings" below) and may hold securities different

from those included in its Underlying Index. In addition, the performance of the Fund will reflect additional transaction costs and

fees that are not included in the calculation of its Underlying Index. All of these factors may lead to a lack of correlation between

the performance of the Fund and its Underlying Index. In addition, corporate actions with respect to the equity securities

underlying the Fund (such as mergers and spin-offs) may impact the variance between the performances of the Fund and its

Underlying Index. Finally, because the shares of the Fund are traded on a securities exchange and are subject to market supply

and investor demand, the market value of one share of the Fund may differ from the net asset value per share of the Fund.

During periods of market volatility, securities underlying the Fund may be unavailable in the secondary market, market participants

may be unable to calculate accurately the net asset value per share of the Fund and the liquidity of the Fund may be adversely

affected. This kind of market volatility may also disrupt the ability of market participants to create and redeem shares of the Fund.

Further, market volatility may adversely affect, sometimes materially, the prices at which market participants are willing to buy and

sell shares of the Fund. As a result, under these circumstances, the market value of shares of the Fund may vary substantially

from the net asset value per share of the Fund. For all of the foregoing reasons, the performance of the Fund may not correlate

with the performance of its Underlying Index as well as the net asset value per share of the Fund, which could materially and

adversely affect the value of the notes in the secondary market and/or reduce any payment on the notes.

• RISKS ASSOCIATED WITH THE SEMICONDUCTOR INDUSTRY WITH RESPECT TO THE FUND -

All or substantially all of the equity securities held by the Fund are issued by companies whose primary line of business is directly

associated with the semiconductor industry. As a result, the value of the notes may be subject to greater volatility and be more

adversely affected by a single economic, political or regulatory occurrence affecting this industry than a different investment linked

to securities of a more broadly diversified group of issuers. Competitive pressures may have a significant effect on the financial

condition of companies in the semiconductor industry. As product cycles shorten and manufacturing capacity increases, these

PS-9 | Structured Investments

Auto Callable Contingent Interest Notes Linked to the Least Performing of

the Nasdaq-100 Index®, the Dow Jones Industrial Average® and the

VanEck® Semiconductor ETF

companies may become increasingly subject to aggressive pricing, which hampers profitability. Semiconductor companies are

vulnerable to wide fluctuations in securities prices due to rapid product obsolescence. Many semiconductor companies may not

successfully introduce new products, develop and maintain a loyal customer base or achieve general market acceptance for their

products, and failure to do so could have a material adverse effect on their business, results of operations and financial condition.

Reduced demand for end-user products, underutilization of manufacturing capacity, and other factors could adversely impact the

operating results of companies in the semiconductor industry. Semiconductor companies typically face high capital costs and

these companies may need additional financing, which may be difficult to obtain. They also may be subject to risks relating to

research and development costs and the availability and price of components. Moreover, they may be heavily dependent on

intellectual property rights and may be adversely affected by loss or impairment of those rights. Some of the companies involved in

the semiconductor sector are also engaged in other lines of business unrelated to the semiconductor business, and they may

experience problems with these lines of business, which could adversely affect their operating results. The international operations

of many semiconductor companies expose them to risks associated with instability and changes in economic and political

conditions, foreign currency fluctuations, changes in foreign regulations, tariffs and trade disputes, competition from subsidized

foreign competitors with lower production costs and other risks inherent to international business. The semiconductor industry is

highly cyclical, which may cause the operating results of many semiconductor companies to vary significantly. Companies in the

semiconductor industry also may be subject to competition from new market entrants. The stock prices of companies in the

semiconductor industry have been and will likely continue to be extremely volatile compared to the overall market. These factors

could affect the semiconductor industry and could affect the value of the equity securities held by the Fund and the price of the

Fund during the term of the notes, which may adversely affect the value of your notes.

• THE ANTI-DILUTION PROTECTION FOR THE FUND IS LIMITED -

The calculation agent will make adjustments to the Share Adjustment Factor for certain events affecting the shares of the Fund.

However, the calculation agent will not make an adjustment in response to all events that could affect the shares of the Fund. If an

event occurs that does not require the calculation agent to make an adjustment, the value of the notes may be materially and

adversely affected.

PS-10 | Structured Investments

Auto Callable Contingent Interest Notes Linked to the Least Performing of

the Nasdaq-100 Index®, the Dow Jones Industrial Average® and the

VanEck® Semiconductor ETF

The Underlyings

The Nasdaq-100 Index® is a modified market capitalization-weighted index that is designed to measure the performance of 100 of the

largest non-financial companies listed on The Nasdaq Stock Market. For additional information about the Nasdaq-100 Index®, see

"Equity Index Descriptions - The Nasdaq-100 Index®" in the accompanying underlying supplement.

The Dow Jones Industrial Average® is a price-weighted index that seeks to measure of the performance of 30 U.S. blue-chip

companies. The Dow Jones Industrial Average® covers all industries with the exception of the transportation industry group and the

utilities sector. For additional information about the Dow Jones Industrial Average®, see "Equity Index Descriptions - The Dow Jones

Industrial Average®" in the accompanying underlying supplement.

The Fund is an exchange-traded fund of VanEck® ETF Trust, a registered investment company, that seeks to replicate as closely as

possible, before fees and expenses, the price and yield performance of the MVIS® US Listed Semiconductor 25 Index, which we refer

to as the Underlying Index with respect to the Fund. The MVIS® US Listed Semiconductor 25 Index is designed to track the

performance of the largest and most liquid U.S. exchange-listed companies in the semiconductor industry, which only includes

companies that derive at least 50% (25% for current components) of their revenues from the semiconductor segment. For additional

information about the Fund, see "Fund Descriptions - The VanEck® ETFs" in the accompanying underlying supplement.

Historical Information

The following graphs set forth the historical performance of each Underlying based on the weekly historical closing values from January

8, 2021 through May 8, 2026. The closing value of the Nasdaq-100 Index® on May 14, 2026 was 29,580.30. The closing value of the

Dow Jones Industrial Average® on May 14, 2026 was 50,063.46. The closing value of the Fund on May 14, 2026 was $578.34. We

obtained the closing values above and below from the Bloomberg Professional® service ("Bloomberg"), without independent verification.

The closing values of the Funds above and below may have been adjusted by Bloomberg for actions taken by the Funds, such as stock

splits.

The historical closing values of each Underlying should not be taken as an indication of future performance, and no assurance can be

given as to the closing value of any Underlying on the Pricing Date or any Review Date. There can be no assurance that the

performance of the Underlyings will result in the return of any of your principal amount or the payment of any interest.

PS-11 | Structured Investments

Auto Callable Contingent Interest Notes Linked to the Least Performing of

the Nasdaq-100 Index®, the Dow Jones Industrial Average® and the

VanEck® Semiconductor ETF

Tax Treatment

You should review carefully the section entitled "United States Federal Taxation" in the accompanying prospectus supplement. In

determining our reporting responsibilities we intend to treat (i) the notes for U.S. federal income tax purposes as prepaid forward

contracts with associated contingent coupons and (ii) any Contingent Interest Payments as ordinary income, as described in the section

entitled "United States Federal Taxation - Tax Consequences to U.S. Holders - Program Securities Treated as Prepaid Financial

Contracts with Associated Coupons" in the accompanying prospectus supplement. Based on the advice of Davis Polk & Wardwell LLP,

our special tax counsel, we believe that this is a reasonable treatment, but that there are other reasonable treatments that the IRS or a

court may adopt, in which case the timing and character of any income or loss on the notes could be materially affected. In addition, in

2007 Treasury and the IRS released a notice requesting comments on the U.S. federal income tax treatment of "prepaid forward

contracts" 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 and the relevance of factors such as the nature of the underlying property to which the

instruments are linked. 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 affect the tax consequences of an

investment in the notes, possibly with retroactive effect. The discussions above and in the accompanying prospectus supplement do

not address the consequences to taxpayers subject to special tax accounting rules under Section 451(b) of the Code. You should

consult your tax adviser regarding the U.S. federal income tax consequences of an investment in the notes, including possible

alternative treatments and the issues presented by the notice described above.

Non-U.S. Holders - Tax Considerations. The U.S. federal income tax treatment of Contingent Interest Payments is uncertain, and

although we believe it is reasonable to take a position that Contingent Interest Payments are not subject to U.S. withholding tax (at least

PS-12 | Structured Investments

Auto Callable Contingent Interest Notes Linked to the Least Performing of

the Nasdaq-100 Index®, the Dow Jones Industrial Average® and the

VanEck® Semiconductor ETF

if an applicable Form W-8 is provided), it is expected that withholding agents will (and we, if we are the withholding agent, intend to)

withhold on any Contingent Interest Payment paid to a Non-U.S. Holder generally at a rate of 30% or at a reduced rate specified by an

applicable income tax treaty under an "other income" or similar provision. We will not be required to pay any additional amounts with

respect to amounts withheld. In order to claim an exemption from, or a reduction in, the 30% withholding tax, a Non-U.S. Holder of the

notes must comply with certification requirements to establish that it is not a U.S. person and is eligible for such an exemption or

reduction under an applicable tax treaty. If you are a Non-U.S. Holder, you should consult your tax adviser regarding the tax treatment

of the notes, including the possibility of obtaining a refund of any withholding tax and the certification requirement described above.

Section 871(m) of the Code and Treasury regulations promulgated thereunder ("Section 871(m)") generally impose a 30% withholding

tax (unless an income tax treaty applies) on dividend equivalents paid or deemed paid to Non-U.S. Holders with respect to certain

financial instruments linked to U.S. equities or indices that include U.S. equities. Section 871(m) provides certain exceptions to this

withholding regime, including for instruments linked to certain broad-based indices that meet requirements set forth in the applicable

Treasury regulations. Additionally, a recent IRS notice excludes from the scope of Section 871(m) instruments issued prior to January

1, 2027 that do not have a delta of one with respect to underlying securities that could pay U.S.-source dividends for U.S. federal

income tax purposes (each an "Underlying Security"). Based on certain determinations made by us, we expect that Section 871(m) will

not apply to the notes with regard to Non-U.S. Holders. Our determination is not binding on the IRS, and the IRS may disagree with

this determination. Section 871(m) is complex and its application may depend on your particular circumstances, including whether you

enter into other transactions with respect to an Underlying Security. If necessary, further information regarding the potential application

of Section 871(m) will be provided in the pricing supplement for the notes. You should consult your tax adviser regarding the potential

application of Section 871(m) to the notes.

In the event of any withholding on the notes, we will not be required to pay any additional amounts with respect to amounts so withheld.

The Estimated Value of the Notes

The estimated value of the notes set forth on the cover of this pricing supplement 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 notes, valued using the internal funding

rate described below, and (2) the derivative or derivatives underlying the economic terms of the notes. The estimated value of the

notes does not represent a minimum price at which JPMS would be willing to buy your notes in any secondary market (if any exists) at

any time. The internal funding rate used in the determination of the estimated value of the notes may differ from the market-implied

funding rate for vanilla fixed income instruments of a similar maturity issued by JPMorgan Chase & Co. or its affiliates. Any difference

may be based on, among other things, our and our affiliates' view of the funding value of the notes as well as the higher issuance,

operational and ongoing liability management costs of the notes in comparison to those costs for the conventional fixed income

instruments of JPMorgan Chase & 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 notes. The use of an internal

funding rate and any potential changes to that rate may have an adverse effect on the terms of the notes and any secondary market

prices of the notes. For additional information, see "Selected Risk Considerations - Risks Relating to the Estimated Value and

Secondary Market Prices of the Notes - The Estimated Value of the Notes Is Derived by Reference to an Internal Funding Rate" in this

pricing supplement.

The value of the derivative or derivatives underlying the economic terms of the notes 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, dividend rates, interest rates and other

factors, as well as assumptions about future market events and/or environments. Accordingly, the estimated value of the notes is

determined when the terms of the notes are set based on market conditions and other relevant factors and assumptions existing at that

time.

The estimated value of the notes does not represent future values of the notes and may differ from others' estimates. Different pricing

models and assumptions could provide valuations for the notes that are greater than or less than the estimated value of the notes. 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 notes could change significantly based on, among other things, changes in market conditions, our or

JPMorgan Chase & Co.'s creditworthiness, interest rate movements and other relevant factors, which may impact the price, if any, at

which JPMS would be willing to buy notes from you in secondary market transactions.

The estimated value of the notes will be lower than the original issue price of the notes because costs associated with selling,

structuring and hedging the notes are included in the original issue price of the notes. These costs include the selling commissions

paid to JPMS and other affiliated or unaffiliated dealers, the projected profits, if any, that our affiliates expect to realize for assuming

risks inherent in hedging our obligations under the notes, the estimated cost of hedging our obligations under the notes 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

PS-13 | Structured Investments

Auto Callable Contingent Interest Notes Linked to the Least Performing of

the Nasdaq-100 Index®, the Dow Jones Industrial Average® and the

VanEck® Semiconductor ETF

a loss. A portion of the profits, if any, realized in hedging our obligations under the notes 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 "Selected Risk Considerations

- Risks Relating to the Estimated Value and Secondary Market Prices of the Notes - The Estimated Value of the Notes Will Be Lower

Than the Original Issue Price (Price to Public) of the Notes" in this pricing supplement.

Secondary Market Prices of the Notes

For information about factors that will impact any secondary market prices of the notes, see "Risk Factors - Risks Relating to the

Estimated Value and Secondary Market Prices of the Notes - Secondary market prices of the notes will be impacted by many

economic and market factors" in the accompanying product supplement. In addition, we generally expect that some of the costs

included in the original issue price of the notes will be partially paid back to you in connection with any repurchases of your notes by

JPMS in an amount that will decline to zero over an initial predetermined period. These costs can include selling commissions,

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. This initial predetermined

time period is intended to be the shorter of six months and one-half of the stated term of the notes. The length of any such initial period

reflects the structure of the notes, whether our affiliates expect to earn a profit in connection with our hedging activities, the estimated

costs of hedging the notes and when these costs are incurred, as determined by our affiliates. See "Selected Risk Considerations -

Risks Relating to the Estimated Value and Secondary Market Prices of the Notes - The Value of the Notes as Published by JPMS

(and Which May Be Reflected on Customer Account Statements) May Be Higher Than the Then-Current Estimated Value of the Notes

for a Limited Time Period" in this pricing supplement.

Supplemental Use of Proceeds

The notes are offered to meet investor demand for products that reflect the risk-return profile and market exposure provided by the

notes. See "How the Notes Work" and "Hypothetical Payout Examples" in this pricing supplement for an illustration of the risk-return

profile of the notes and "The Underlyings" in this pricing supplement for a description of the market exposure provided by the notes.

The original issue price of the notes is equal to the estimated value of the notes plus the selling commissions paid to JPMS and other

affiliated or unaffiliated dealers, plus (minus) the projected profits (losses) that our affiliates expect to realize for assuming risks inherent

in hedging our obligations under the notes, plus the estimated cost of hedging our obligations under the notes, plus the fees, if any, paid

for third-party data analytics and/or electronic platform services.

Additional Terms Specific to the Notes

You may revoke your offer to purchase the notes at any time prior to the time at which we accept such offer by notifying the applicable

agent. We reserve the right to change the terms of, or reject any offer to purchase, the notes prior to their issuance. In the event of any

changes to the terms of the notes, we will notify you and you will be asked to accept such changes in connection with your purchase.

You may also choose to reject such changes, in which case we may reject your offer to purchase.

You should read this pricing supplement together with the accompanying prospectus, as supplemented by the accompanying

prospectus supplement relating to our Series A medium-term notes of which these notes are a part, and the more detailed information

contained in the accompanying product supplement and the accompanying underlying supplement. This pricing supplement, together

with the documents listed below, contains the terms of the notes 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, fact sheets, brochures or other educational materials of ours. This preliminary pricing

supplement amends and restates and supersedes the original preliminary pricing supplement related hereto dated May 14,

2026 in its entirety. You should not rely on the original preliminary pricing supplement related hereto dated May 14, 2026 in

making your decision to invest in the notes. You should carefully consider, among other things, the matters set forth in the "Risk

Factors" sections of the accompanying prospectus supplement and the accompanying product supplement, as the notes 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 notes.

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):

• Product supplement no. 3-I dated April 17, 2026:

http://www.sec.gov/Archives/edgar/data/19617/000121390026045198/ea0285802-20_424b2.pdf

• Underlying supplement no. 1-I dated April 17, 2026:

http://www.sec.gov/Archives/edgar/data/19617/000121390026045209/ea0285802-11_424b2.pdf

• Prospectus supplement and prospectus, each dated April 17, 2026:

http://www.sec.gov/Archives/edgar/data/19617/000095010326005889/crt_dp245141-424b2.pdf

Our Central Index Key, or CIK, on the SEC website is 1665650, and JPMorgan Chase & Co.'s CIK is 19617. As used in this pricing

supplement, "we," "us" and "our" refer to JPMorgan Financial.

JPMorgan Chase & Co. published this content on May 15, 2026, and is solely responsible for the information contained herein. Distributed via EDGAR on May 15, 2026 at 17:44 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]

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