Form 8-K

8-K — JPMORGAN CHASE & CO

Accession: 0001628280-26-025013

Filed: 2026-04-14

Period: 2026-04-14

CIK: 0000019617

SIC: 6021 (NATIONAL COMMERCIAL BANKS)

Item: Regulation FD Disclosure

Item: Financial Statements and Exhibits

Documents

8-K — jpm-20260414.htm (Primary)

EX-99 — JPMORGAN CHASE & CO. EARNINGS PRESENTATION SLIDES - FINANCIAL RESULTS - 1Q26 (a1q26_earningsxpresentat.htm)

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8-K (Primary)

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UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM 8-K

CURRENT REPORT

Pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934

Date of Report (date of earliest event reported): April 14, 2026

JPMorgan Chase & Co.

(Exact name of registrant as specified in its charter)

Delaware 1-5805 13-2624428

(State or other jurisdiction of

incorporation or organization) (Commission File Number) (I.R.S. employer

identification no.)

270 Park Avenue,

New York, New York 10017

(Address of principal executive offices) (Zip Code)

Registrant’s telephone number, including area code: (212) 270-6000

Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions:

☐ Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425)

☐ Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12)

☐ Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act (17 CFR 240.14d-2(b))

☐ Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act (17 CFR 240.13e-4(c))

Securities registered pursuant to Section 12(b) of the Act:

Title of each class Trading Symbol(s) Name of each exchange on which registered

Common stock JPM The New York Stock Exchange

Depositary Shares, each representing a one-four hundredth interest in a share of 5.75% Non-Cumulative Preferred Stock, Series DD JPM PR D The New York Stock Exchange

Depositary Shares, each representing a one-four hundredth interest in a share of 6.00% Non-Cumulative Preferred Stock, Series EE JPM PR C The New York Stock Exchange

Depositary Shares, each representing a one-four hundredth interest in a share of 4.75% Non-Cumulative Preferred Stock, Series GG JPM PR J The New York Stock Exchange

Depositary Shares, each representing a one-four hundredth interest in a share of 4.55% Non-Cumulative Preferred Stock, Series JJ JPM PR K The New York Stock Exchange

Depositary Shares, each representing a one-four hundredth interest in a share of 4.625% Non-Cumulative Preferred Stock, Series LL JPM PR L The New York Stock Exchange

Depositary Shares, each representing a one-four hundredth interest in a share of 4.20% Non-Cumulative Preferred Stock, Series MM JPM PR M The New York Stock Exchange

Guarantee of Callable Fixed Rate Notes due June 10, 2032 of JPMorgan Chase Financial Company LLC

JPM/32 The New York Stock Exchange

Guarantee of Alerian MLP Index ETNs due January 28, 2044 of JPMorgan Chase Financial Company LLC AMJB NYSE Arca, Inc.

Guarantee of Inverse VIX Short-Term Futures ETNs due March 22, 2045 of JPMorgan Chase Financial Company LLC VYLD NYSE Arca, Inc.

Indicate by check mark whether the registrant is an emerging growth company as defined in Rule 405 of the Securities Act of 1933 (§230.405 of this chapter) or Rule 12b-2 of the Securities Exchange Act of 1934 (§240.12b-2 of this chapter).

Emerging growth company ☐

If an emerging growth company, indicate by check mark if the registrant has elected not to use the extended transition period for complying with any new or revised financial accounting standards provided pursuant to Section 13(a) of the Exchange Act. ☐

Item 7.01 Regulation FD Disclosure

On April 14, 2026, JPMorgan Chase & Co. (“JPMorganChase” or the “Firm”) held an investor presentation to review 2026 first quarter earnings.

Exhibit 99 is a copy of slides furnished for, and posted on the Firm’s website in connection with, the presentation. The slides are being furnished pursuant to Item 7.01, and the information contained therein shall not be deemed to be “filed” for purposes of Section 18 of the Securities Exchange Act of 1934, or otherwise subject to the liabilities under that Section. Furthermore, the information contained in Exhibit 99 shall not be deemed to be incorporated by reference into the filings of the Firm under the Securities Act of 1933.

This Current Report on Form 8-K (including the Exhibit hereto) contains forward-looking statements within the meaning of the Private Securities Litigation Reform Act of 1995. These statements are based on the current beliefs and expectations of JPMorganChase’s management and are subject to significant risks and uncertainties. Actual results may differ from those set forth in the forward-looking statements. Factors that could cause JPMorganChase’s actual results to differ materially from those described in the forward-looking statements can be found in JPMorganChase’s Annual Report on Form 10-K for the year ended December 31, 2025, which has been filed with the Securities and Exchange Commission and is available on JPMorganChase’s website (https://jpmorganchaseco.gcs-web.com/ir/sec-other-filings/overview) and on the Securities and Exchange Commission’s website (www.sec.gov). JPMorganChase does not undertake to update any forward-looking statements.

Item 9.01 Financial Statements and Exhibits

(d) Exhibit

Exhibit No. Description of Exhibit

JPMorgan Chase & Co. Earnings Presentation Slides – Financial Results – 1Q26

101 Pursuant to Rule 406 of Regulation S-T, the cover page is formatted in Inline XBRL (Inline eXtensible Business Reporting Language).

104 Cover Page Interactive Data File (embedded within the Inline XBRL document and included in Exhibit 101).

SIGNATURE

Pursuant to the requirements of the Securities Exchange Act of 1934, the Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

JPMorgan Chase & Co.

(Registrant)

By: /s/ Elena Korablina

Elena Korablina

Managing Director and Firmwide Controller

(Principal Accounting Officer)

Dated: April 14, 2026

EX-99 — JPMORGAN CHASE & CO. EARNINGS PRESENTATION SLIDES - FINANCIAL RESULTS - 1Q26

EX-99

Filename: a1q26_earningsxpresentat.htm · Sequence: 2

a1q26_earningsxpresentat

April 14, 2026 1Q26 Financial Results Exhibit 99

1Q26 Financial highlights ROTCE1 23% CET1 capital ratios2 Std. 14.3% | Adv. 14.1% Total Loss-Absorbing Capacity2 $572B Std. RWA3 $2.0T Cash and marketable securities4 $1.5T Average loans $1.5T 1 See note 3 on slide 10 2 Represents the estimated Basel III common equity Tier 1 (“CET1”) capital and ratio and Total Loss-Absorbing Capacity for the current period 3 Standardized risk-weighted assets (“RWA”). Estimated for the current period 4 Cash and marketable securities represent HQLA and unencumbered marketable securities. Estimated for the current period. See note 1 on slide 11 5 See note 1 on slide 10 6 Includes the net impact of employee issuances. Excludes excise tax and commissions 7 Last twelve months (“LTM”) Balance sheet Capital distributed Income statement  Common dividend of $4.1B or $1.50 per share  $8.1B of common stock net repurchases6  Net payout LTM of 82%6,7  Loans: average loans of $1.5T up 11% YoY and 2% QoQ  Deposits: average deposits of $2.6T up 7% YoY and 1% QoQ  CET1 capital of $291B2 – Standardized CET1 capital ratio of 14.3%2; Advanced CET1 capital ratio of 14.1%2  1Q26 net income of $16.5B and EPS of $5.94  Managed revenue of $50.5B5  Expense of $26.9B and managed overhead ratio of 53%5 1

1Q26 4Q25 1Q25 Net interest income $25.5 $0.4 $2.1 Noninterest revenue 25.1 3.4 2.4 Managed revenue1 50.5 3.8 4.5 Expense 26.9 2.9 3.3 Credit costs 2.5 (2.1) (0.8) Net income $16.5 $3.5 $1.9 Net income applicable to common stockholders $16.1 $3.5 $1.8 EPS – diluted $5.94 $1.31 $0.87 ROE2 19% 15% 18% ROTCE2,3 23 18 21 Overhead ratio – managed1,2 53 51 51 Effective tax rate2 19.5 24.1 20.5 Managed tax rate1,2,4 22.1 28.2 23.4 Memo: NII excluding Markets 5 $23.3 ($0.6) $0.7 NIR excluding Markets 5 15.7 1.0 1.9 Markets revenue 11.6 3.3 1.9 Managed revenue1 50.5 3.8 4.5 Adjusted expense 6 $26.6 $2.7 $3.2 Adjusted overhead ratio 1,2,6 53% 51% 51% $ O/(U) 1Q26 Financial results1 Note: Totals may not sum due to rounding 1 See note 1 on slide 10 2 Actual numbers for all periods, not over/(under) 3 See note 3 on slide 10 4 Reflects fully taxable-equivalent (“FTE”) adjustments of $700mm in 1Q26 5 See note 2 on slide 10 6 See note 4 on slide 10 FINANCIAL PERFORMANCE LINE OF BUSINESS DETAIL $B, EXCEPT PER SHARE DATA  Net income of $16.5B, up 13% YoY  Revenue of $50.5B, up 10% YoY; NII of $25.5B, up 9% YoY; NIR of $25.1B, up 11% YoY  NII ex. Markets of $23.3B, up 3% YoY, driven by higher deposit balances, as well as higher revolving balances in Card Services, predominantly offset by the impact of lower rates  NIR ex. Markets of $15.7B, up 14% YoY, driven by higher asset management fees in AWM and CCB, higher investment banking fees, higher auto operating lease income and higher Payments fees. The increase was partially offset by the absence of the $588mm First Republic-related gain in the prior year  Markets revenue of $11.6B, up 20% YoY  Expense of $26.9B, up 14% YoY, predominantly driven by higher compensation, including higher revenue-related compensation and growth in the number of front office employees, as well as higher brokerage expense and distribution fees, higher marketing expense and higher auto lease depreciation. The increase also reflected the absence of an FDIC special assessment accrual release in the prior year  Credit costs of $2.5B  NCOs of $2.3B, down $16mm YoY  Net reserve build of $191mm included a $327mm net build in Wholesale and a $139mm net release in Consumer 1Q26 Net income ($B) ROE O/H ratio CCB $5.0 32% 56% CIB 9.0 21 48 AWM 1.8 44 65 $B 1Q26 4Q25 1Q25 Net charge-offs $2.3 $2.5 $2.3 Reserve build/(release) 0.2 2.1 1.0 Credit costs $2.5 $4.7 $3.3 2

Fortress balance sheet $B, EXCEPT PER SHARE DATA Note: Totals may not sum due to rounding 1 Estimated for the current period 2 Estimated for the current period. Represents the supplementary leverage ratio (“SLR”) 3 Estimated for the current period. Liquidity Coverage Ratio (“LCR”) represents the average LCR for the Firm and JPMorgan Chase Bank, N.A. (“Bank”). See note 1 on slide 11 4 See note 3 on slide 10 5 Reflects Net Income Applicable to Common Equity 6 Includes net share repurchases and common dividends 7 As provided in the capital rules, excludes AOCI on cash flow hedges and DVA related to structured notes 8 Primarily CET1 capital deductions 9 Includes Loans and Commitments STANDARDIZED CET1 RATIO1 1Q26 4Q25 1Q25 Risk-based capital metrics1 CET1 capital $291 $288 $280 Basel III Standardized RWA 2,042 1,982 1,815 CET1 capital ratio – Standardized 14.3% 14.6% 15.4% Basel III Advanced RWA $2,064 $2,045 $1,799 CET1 capital ratio – Advanced 14.1% 14.1% 15.6% Leverage-based capital metric2 Firm SLR 5.6% 5.8% 6.0% Liquidity metrics3 Firm LCR 112% 111% 113% Bank LCR 120 115 124 Total excess HQLA $272 $232 $292 HQLA and unencumbered marketable securities 1,505 1,464 1,516 Balance sheet metrics Total assets (EOP) $4,900 $4,425 $4,358 Deposits (average) 2,603 2,565 2,430 Tangible book value per share4 108.87 107.56 100.36 14.6% 14.3% (61 bps) (43 bps) (13 bps) 82 bps 6 bps 4Q25 Net income Capital Distributions RWA AOCI Other 1Q26 65 7 8 STANDARDIZED RISK-WEIGHTED ASSETS ($B)1 1,982 (6) 20 46 4Q25 Lending Market Risk Credit Risk ex. Lending 1Q26 2,042 9 3

Some aspects of U.S. B3E and GSIB NPRs still need to be addressed Key issues Category I & II firms2 JPM preliminary estimate3 B3E NPR 1.4% ~6% Stress Test NPR (2.4%) 0%4 GSIB NPR (3.8%) ~(2%) Total (4.8%) ~4% Impact to required CET1 capital1 Operational risk ~$300B Credit risk ~($200B) Market risk & CVA ~$30B Total RWA impact ~$130B JPM preliminary estimate: SCB floored at 2.5%4 GSIB surcharge down ~30 bps Overlaps still exist between B3E RWA, SCB and GSIB U.S. GSIB surcharge is still broken Targeted RWA clarifications needed10 For footnotes see slide 12 Current rule Proposed STWF methodology Method 2 surcharge unless otherwise noted 4Q15 4Q17 4Q19 4Q21 4Q23 4Q25 $52B $44B $13B $109B Gold-plating Method 19 NPR5 NPR without STWF methodology change6 JPM’s long-standing recommendation7 (GDP adj. back to 2015, averaging, 10 bp buckets, STWF category re-weighted at 20% and the methodology otherwise unchanged) CET1 capital required by GSIB surcharge8 3.5% 5.5% 2.5% 2.5% 5.2% 4.6% 3.6% 3.3% Method 1 Evolution of the U.S. GSIB surcharge and our long-standing position GSIB score calculation date Today 2028 Current rule NPR5 4.5% 5.5% 4.2% 5.2% 4

Consumer & Community Banking1 CIB AWM Corp.CCB  Average loans up 1% YoY and flat QoQ  Average deposits up 2% YoY and QoQ  Active mobile customers up 7% YoY  Debit & credit card sales volume up 9% YoY and down 5% QoQ  Client investment assets up 18% YoY and flat QoQ KEY DRIVERS / STATISTICS ($B) – DETAIL BY BUSINESS FINANCIAL PERFORMANCESELECTED INCOME STATEMENT DATA ($MM) KEY DRIVERS / STATISTICS ($B)2 1 See note 1 on slide 10 For additional footnotes see slide 12 $ O/(U) 1Q26 4Q25 1Q25 Revenue $19,568 $172 $1,255 Banking & Wealth Management 10,577 (293) 323 Home Lending 1,232 (17) 25 Card Services & Auto 7,759 482 907 Expense 10,979 723 1,122 Credit costs 2,050 (2,194) (579) Net charge-offs (NCOs) 2,195 151 41 Change in allowance (145) (2,345) (620) Net income $4,976 $1,334 $551 1Q26 4Q25 1Q25 Average equity $61.5 $56.0 $56.0 ROE 32% 25% 31% Overhead ratio 56 53 54 Average loans $582.8 $584.6 $574.4 Average deposits 1,076.0 1,056.8 1,053.7 Active mobile customers (mm)3 63.0 61.7 59.0 Debit & credit card sales volume4 $487.6 $512.5 $448.7 1Q26 4Q25 1Q25 Banking & Wealth Management Business Banking average loans $18.6 $18.7 $19.5 Business Banking loan originations 0.7 0.7 0.8 Client investment assets (EOP) 1,272.2 1,269.9 1,079.8 Deposit margin 2.63% 2.72% 2.69% Home Lending Average loans $240.4 $241.7 $244.3 Loan originations 13.7 16.0 9.4 Third-party mortgage loans serviced (EOP) 656.4 661.9 661.6 Net charge-off/(recovery) rate (0.03)% (0.02)% (0.04)% Card Services & Auto Card Services average loans $239.2 $239.3 $224.5 Auto average loans and leased assets 90.6 89.6 86.1 Auto loan and lease originations 10.4 10.8 10.7 Card Services net charge-off rate 3.47% 3.14% 3.58% Card Services net revenue rate 10.78 9.86 10.38 Card Services sales volume $337.6 $359.7 $310.6 5 4  Net income of $5.0B, up 12% YoY  Revenue of $19.6B, up 7% YoY, predominantly driven by higher net interest income in Card Services largely on higher revolving balances and higher operating lease income in Auto  Expense of $11.0B, up 11% YoY, largely driven by higher marketing expense, higher auto lease depreciation and higher compensation for bankers and advisors  Credit costs of $2.1B  NCOs of $2.2B, up $41mm YoY, primarily driven by Card Services  Net reserve release of $145mm, predominantly driven by improvements in home prices 5

KEY DRIVERS / STATISTICS ($B)2 FINANCIAL PERFORMANCE Commercial & Investment Bank1 1 See note 1 on slide 10; For additional footnotes see slide 12 CCB CIB AWM Corp. SELECTED INCOME STATEMENT DATA ($MM)  Net income of $9.0B, up 30% YoY; revenue of $23.4B, up 19% YoY  Banking & Payments revenue  IB revenue of $3.1B, up 38% YoY; IB fees up 28% YoY, driven by higher advisory and equity underwriting fees, partially offset by lower debt underwriting fees  Payments revenue of $5.1B, up 12% YoY, predominantly driven by higher deposit balances and fee growth  Lending revenue of $2.2B, up 13% YoY, largely driven by mark-to-market gains on hedges of the retained lending portfolio and higher loan balances  Markets & Securities Services revenue  Markets revenue of $11.6B, up 20% YoY – Fixed Income Markets revenue of $7.1B, up 21% YoY, driven by higher revenue on strong client activity in Commodities, Credit and Currencies & Emerging Markets, as well as continued strength in Securitized Products, partially offset by lower revenue in Rates – Equity Markets revenue of $4.5B, up 17% YoY, predominantly due to increased client activity  Securities Services revenue of $1.5B, up 18% YoY, predominantly driven by fee growth on higher market levels and client activity, as well as higher deposit balances  Expense of $11.1B, up 13% YoY, predominantly driven by higher compensation, including higher revenue-related compensation, as well as higher brokerage expense  Credit costs of $482mm, largely driven by changes in the credit quality of certain exposures  Net reserve build of $362mm and NCOs of $120mm $ O/(U) 1Q26 4Q25 1Q25 Revenue $23,379 $4,004 $3,713 Investment Banking revenue 3,136 584 868 Payments 5,123 9 558 Lending 2,166 181 251 Other - - (6) Total Banking & Payments 10,425 774 1,671 Fixed Income Markets 7,078 1,698 1,229 Equity Markets 4,481 1,622 667 Securities Services 1,499 10 230 Credit Adjustments & Other (104) (100) (84) Total Markets & Securities Services 12,954 3,230 2,042 Expense 11,136 2,125 1,294 Credit costs 482 77 (223) Net income $9,044 $1,776 $2,102 1Q26 4Q25 1Q25 Average equity $166.5 $149.5 $149.5 ROE 21% 19% 18% Overhead ratio 48 47 50 IB fees ($mm) $2,883 $2,347 $2,248 Average Banking & Payments loans 374.0 360.7 339.9 Average client deposits 1,167.1 1,153.6 1,034.4 Assets under custody ($T) 40.9 41.2 35.7 Net charge-off/(recovery) rate 0.09% 0.32% 0.15%4 3 $ O/(U) 1Q26 4Q25 1Q25 Banking & Payments revenue $10,425 $774 $1,671 Global Corporate & Investment Banking 7,265 772 1,336 Commercial Banking 3,160 2 335 Commercial & Specialized Industries 2,280 35 324 Commercial Real Estate Banking 880 (33) 11 6 REVENUE BY CLIENT COVERAGE SEGMENT ($MM)5 6

FINANCIAL PERFORMANCESELECTED INCOME STATEMENT DATA ($MM) Asset & Wealth Management1 1 See note 1 on slide 10 2 Actual numbers for all periods, not over/(under) CCB CIB AWM Corp. KEY DRIVERS / STATISTICS ($B)2  Net income of $1.8B, up 12% YoY  Revenue of $6.4B, up 11% YoY, predominantly driven by growth in management fees on strong net inflows and higher average market levels, as well as higher brokerage activity  Expense of $4.2B, up 12% YoY, largely driven by higher compensation, primarily due to higher revenue-related compensation and continued growth in private banking advisor teams, as well as higher distribution fees  AUM of $4.8T was up 16% YoY and client assets of $7.1T were up 18% YoY, driven by higher market levels and continued net inflows  For the quarter, AUM had long-term net inflows of $54B and liquidity net inflows of $13B  Average loans of $268B, up 15% YoY and 3% QoQ  Average deposits of $254B, up 4% YoY and 3% QoQ $ O/(U) 1Q26 4Q25 1Q25 Revenue $6,374 ($142) $643 Asset Management 3,072 (336) 401 Global Private Bank 3,302 194 242 Expense 4,167 99 454 Credit costs (24) (26) (14) Net income $1,775 ($33) $192 1Q26 4Q25 1Q25 Average equity $16.0 $16.0 $16.0 ROE 44% 44% 39% Pretax margin 35 38 35 Assets under management ("AUM") $4,789 $4,791 $4,113 Client assets 7,103 7,118 6,002 Average loans 268.0 260.8 233.9 Average deposits 253.7 247.1 244.1 7

Corporate1 1 See note 1 on slide 10 CCB CIB AWM Corp. SELECTED INCOME STATEMENT DATA ($MM) FINANCIAL PERFORMANCE  Revenue of $1.2B, down $1.1B YoY  Net interest income of $1.0B, down $625mm YoY, predominantly driven by the impact of lower rates  Noninterest revenue of $189mm, down $464mm YoY, largely due to the absence of the $588mm First Republic-related gain in the prior year  Expense of $568mm, up $383mm YoY, predominantly due to the absence of an FDIC special assessment accrual release in the prior year $ O/(U) 1Q26 4Q25 1Q25 Revenue $1,215 ($265) ($1,089) Net interest income 1,026 (542) (625) Noninterest revenue 189 277 (464) Expense 568 (80) 383 Credit costs (1) (5) 18 Net income $699 $392 ($994) 8

Outlook1 1 See notes 1, 2 and 4 on slide 10 Expect FY2026 net interest income of ~$103B, market dependent Expect FY2026 net interest income excluding Markets of ~$95B, market dependent Expect FY2026 Card Services NCO rate of ~3.4%3 Expect FY2026 adjusted expense of ~$105B, market dependent – Adjusted expense excludes Firmwide legal expense2 1 9

Notes on non-GAAP financial measures 1. In addition to analyzing the Firm’s results on a reported basis, management reviews Firmwide results, including the overhead ratio, on a “managed” basis; these Firmwide managed basis results are non-GAAP financial measures. The Firm also reviews the results of the lines of business on a managed basis. The Firm’s definition of managed basis starts, in each case, with the reported U.S. GAAP results and includes certain reclassifications to present total net revenue for the Firm as a whole and for each of the reportable business segments and Corporate on a fully taxable-equivalent basis. Accordingly, revenue from investments that receive tax credits and tax-exempt securities is presented in the managed results on a basis comparable to taxable investments and securities. These financial measures allow management to assess the comparability of revenue from year-to-year arising from both taxable and tax-exempt sources. The corresponding income tax impact related to tax-exempt items is recorded within income tax expense. These adjustments have no impact on net income as reported by the Firm as a whole or by each of the lines of business and Corporate. For a reconciliation of the Firm’s results from a reported to managed basis, refer to page 7 of the Earnings Release Financial Supplement 2. In addition to reviewing net interest income (“NII”) and noninterest revenue (“NIR”) on a managed basis, management also reviews these metrics excluding Markets, which is composed of Fixed Income Markets and Equity Markets. Markets revenue consists of principal transactions, fees, commissions and other income, as well as net interest income. These metrics, which exclude Markets, are non-GAAP financial measures. Management reviews these metrics to assess the performance of the Firm’s lending, investing (including asset-liability management) and deposit-raising activities, apart from any volatility associated with Markets activities. In addition, management also assesses Markets business performance on a total revenue basis as offsets may occur across revenue lines. For example, securities that generate net interest income may be risk-managed by derivatives that are reflected at fair value in principal transactions revenue. Management believes these measures provide investors and analysts with alternative measures to analyze the revenue trends of the Firm. For a reconciliation of NII and NIR from reported to excluding Markets, refer to page 28 of the Earnings Release Financial Supplement. For additional information on Markets revenue, refer to pages 73-74 of the Firm’s 2025 Form 10-K 3. Tangible common equity (“TCE”), return on tangible common equity (“ROTCE”) and tangible book value per share (“TBVPS”) are each non-GAAP financial measures. TCE represents the Firm’s common stockholders’ equity (i.e., total stockholders’ equity less preferred stock) less goodwill and identifiable intangible assets (other than mortgage servicing rights), net of related deferred tax liabilities. For a reconciliation from common stockholders’ equity to TCE, refer to page 10 of the Earnings Release Financial Supplement. ROTCE measures the Firm’s net income applicable to common equity as a percentage of average TCE. TBVPS represents the Firm’s TCE at period-end divided by common shares at period-end. Book value per share was $128.38, $126.99 and $119.24 at March 31, 2026, December 31, 2025 and March 31, 2025, respectively. TCE, ROTCE and TBVPS are utilized by the Firm, as well as investors and analysts, in assessing the Firm’s use of equity 4. Adjusted expense and adjusted overhead ratio are each non-GAAP financial measures. Adjusted expense represents noninterest expense excluding Firmwide legal expense of $223mm, $60mm and $121mm for the three months ended March 31, 2026, December 31, 2025 and March 31, 2025, respectively. The adjusted overhead ratio measures the Firm’s adjusted expense as a percentage of managed net revenue. Management believes this information helps investors understand the effect of these items on reported results and provides an alternate presentation of the Firm’s performance 10

Additional notes 1. Total excess high-quality liquid assets (“HQLA”) represent the average eligible unencumbered liquid assets that are in excess of what is required to meet the estimated Firm and Bank total net cash outflows over a prospective 30 calendar-day period of significant stress under the LCR rule. HQLA and unencumbered marketable securities include end-of-period HQLA, excluding regulatory prescribed haircuts under the LCR rule where applicable, for both the Firm and the excess HQLA-eligible securities included as part of the excess liquidity at JPMorgan Chase Bank, N.A., which are not transferable to non-bank affiliates and thus excluded from the Firm’s LCR. Also include other end-of-period unencumbered marketable securities, such as equity and debt securities. Does not include borrowing capacity at Federal Home Loan Banks and the discount window at the Federal Reserve Bank. Refer to Liquidity Risk Management on pages 100-107 of the Firm’s 2025 Form 10-K for additional information 11

Additional notes on slides 4-6 Slide 4 – Some aspects of U.S. B3E and GSIB NPRs still need to be addressed 1. Basel III Endgame (“B3E”), Notice of Proposed Rulemaking (“NPR”), Global Systemically Important Banks (“GSIB”), Stress Capital Buffer (“SCB”) 2. Impacts as provided in the B3E NPR disclosed by the banking agencies 3. JPM estimates for impact to required CET1 capital, RWA and GSIB surcharge assume 2.5% SCB, 5.5% GSIB surcharge under current rules, balance sheet as of 4Q25 and B3E and GSIB 2026 NPRs as proposed 4. The Federal Reserve’s estimates in the Stress Test NPR show aggregate benefits for GSIBs. However, as JPM’s SCB is currently at the 2.5% floor, our impact analysis does not assume a lower capital requirement as a result of the Stress Test NPR 5. Based on JPM’s estimate of the Fed’s GSIB NPR as proposed 6. Estimate assumes GSIB 2026 NPR as proposed except for reverting the short-term wholesale funding (“STWF”) methodology back to that used under the Federal Reserve’s 2015 GSIB final rule (i.e., RWA is retained in the denominator and re-weighted such that STWF component is 20% of the aggregate GSIBs’ total score). RWA assumptions are consistent with ~6% increase for JPM, and peer RWAs are based on analyst estimates 7. See JPM’s 2018 SCB and 2024 B3E & GSIB comment letters, 2020 Investor Day presentation and 4Q20 earnings presentation 8. CET1 capital required for the GSIB surcharge assuming a $2.1T RWA, which is consistent with JPM’s 4Q25 balance sheet and ~6% increase due to the B3E NPR 9. Assumes Method 1 surcharge of 2.5% based on year-end 2024 data as published by the Financial Stability Board in November 2025 10. Examples include clarification on expanded definition of commitments and treatment of non-investment grade collateral for term repurchase agreements Slide 5 – Consumer & Community Banking 2. Actual numbers for all periods, not over/(under) 3. Users of all mobile platforms who have logged in within the past 90 days 4. Excludes Commercial Card 5. Firmwide mortgage origination volume was $16.6B, $19.0B and $11.2B for the three months ended March 31, 2026, December 31, 2025 and March 31, 2025, respectively Slide 6 – Commercial & Investment Bank 2. Actual numbers for all periods, not over/(under) 3. Client deposits and other third-party liabilities (“client deposits”) pertain to the Payments and Securities Services businesses 4. Loans held-for-sale and loans at fair value were excluded when calculating the net charge-off/(recovery) rate 5. Refer to page 70 of the Firm’s Annual Report on Form 10-K for the year ended December 31, 2025 for a description of each of the client coverage segments 6. In the second quarter of 2025, amounts were reclassified from Other to Global Corporate Banking & Global Investment Banking reflecting the subsequent alignment of certain business activities after the Firm’s Business Segment reorganization in the second quarter of 2024. Prior-period amounts have been revised to conform with the current presentation 12

Forward-looking statements This presentation contains forward-looking statements within the meaning of the Private Securities Litigation Reform Act of 1995. These statements are based on the current beliefs and expectations of JPMorgan Chase & Co.’s management and are subject to significant risks and uncertainties. Actual results may differ from those set forth in the forward-looking statements. Factors that could cause JPMorgan Chase & Co.’s actual results to differ materially from those described in the forward-looking statements can be found in JPMorgan Chase & Co.’s Annual Report on Form 10-K for the year ended December 31, 2025, which has been filed with the Securities and Exchange Commission and is available on JPMorgan Chase & Co.’s website (https://jpmorganchaseco.gcs- web.com/ir/sec-other-filings/overview), and on the Securities and Exchange Commission’s website (www.sec.gov). JPMorgan Chase & Co. does not undertake to update any forward-looking statements. 13

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