For more up to date information on the historical performance of the Alerian MLP Index, please see the “Underlying Index” tab on this website.
For more current information on the coupon payment history of the Alerian MLP Index ETNs due January 28, 2044, please see the “Yield” tab on this website.
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JPMorgan Chase Financial Company LLC's Inverse VIX® Short-Term Futures ETNs (the "ETNs") provide investors a way to gain exposure to the daily returns of the S&P 500® VIX® Short-Term Futures Points-Change Inverse Daily Index TR, which we refer to as the Index. The Index is designed such that its level on a given day will increase or decrease by 1% from its closing level on the prior day if the weighted average price of the front- and the second-month VIX® futures contracts decreases or increases, as applicable, by one point on that day. The Index implements this by tracking the daily "points-change" return from a rolling synthetic short position in the front- and the second-month VIX® futures contracts (the "Underlying Futures Contracts"), which are futures contracts based on the Cboe Volatility Index®. The Cboe Volatility Index® is a benchmark index designed to measure the market price of volatility in large-capitalization U.S. stocks over 30 days in the future and calculated based on the real-time prices of certain put and call options on the S&P 500® Index. As a "total return" index, the return of the Index also reflects interest accrued at a rate equal to the Secured Overnight Financing Rate ("SOFR").
Investors can seek to trade the ETNs on the NYSE Arca exchange or receive a cash payment at the scheduled maturity or upon early repurchase or redemption, based on the daily returns of the Index less accrued daily investor fees and, if applicable, the repurchase fee. The ETNs are unsecured and unsubordinated obligations of JPMorgan Chase Financial Company LLC, the payment of which is fully and unconditionally guaranteed by JPMorgan Chase & Co.
Optional Redemption.
On any business day after March 21, 2025, we may, in our sole discretion, redeem the ETNs, in whole or in part.