2020 Form 10-K:  Annual report on Form 10-K for year ended December 31, 2020, filed with the U.S. Securities and Exchange Commission. ABS:  Asset-backed securities AFS:  Available-for-sale ALCO:  Asset Liability Committee Amortized cost:  Amount at which a financing receivable or investment is originated or acquired, adjusted for accretion or amortization of premium, discount, and net deferred fees or costs, collection of cash, charge-offs, foreign exchange, and fair value hedge accounting adjustments. For AFS securities, amortized cost is also reduced by any impairment losses recognized in earnings. Amortized cost is not reduced by the allowance for credit losses, except where explicitly presented net. AOCI:  Accumulated other comprehensive income/(loss) ARM:  Adjustable rate mortgage(s) AUC:  Assets under custody AUM: “Assets under management”:  Represent assets managed by AWM on behalf of its Private Banking, Institutional and Retail clients. Includes “Committed capital not Called.” Auto loan and lease origination volume:  Dollar amount of auto loans and leases originated. AWM:  Asset & Wealth Management Beneficial interests issued by consolidated VIEs:  Represents the interest of third-party holders of debt, equity securities, or other obligations, issued by VIEs that JPMorgan Chase consolidates. Benefit obligation:  Refers to the projected benefit obligation for pension plans and the accumulated postretirement benefit obligation for OPEB plans. BHC:  Bank holding company CB:  Commercial Banking CBB:  Consumer & Business Banking CCAR:  Comprehensive Capital Analysis and Review CCB:  Consumer & Community Banking CCO:  Chief Compliance Officer CCP: “Central counterparty”  is a clearing house that interposes itself between counterparties to contracts traded in one or more financial markets, becoming the buyer to every seller and the seller to every buyer and thereby ensuring the future performance of open contracts. A CCP becomes a counterparty to trades with market participants through novation, an open offer system, or another legally binding arrangement. CDS:  Credit default swaps CECL:  Current Expected Credit Losses CEO:  Chief Executive Officer CET1 Capital:  Common equity Tier 1 capital CFTC:  Commodity Futures Trading Commission CFO:  Chief Financial Officer CFP:  Contingency funding plan Chase Bank USA, N.A.:  Chase Bank USA, National Association CIB:  Corporate & Investment Bank CIO:  Chief Investment Office Client assets:  Represent assets under management as well as custody, brokerage, administration and deposit accounts. Client deposits and other third-party liabilities:  Deposits, as well as deposits that are swept to on-balance sheet liabilities (e.g., commercial paper, federal funds purchased and securities loaned or sold under repurchase agreements) as part of client cash management programs. CLO:  Collateralized loan obligations CLTV:  Combined loan-to-value Collateral-dependent:  A loan is considered to be collateral- dependent when repayment of the loan is expected to be provided substantially through the operation or sale of the collateral when the borrower is experiencing financial difficulty, including when foreclosure is deemed probable based on borrower delinquency. Commercial Card:  provides a wide range of payment services to corporate and public sector clients worldwide through the commercial card products. Services include procurement, corporate travel and entertainment, expense management services, and business-to- business payment solutions. Credit cycle:  A period of time over which credit quality improves, deteriorates and then improves again (or vice versa). The duration of a credit cycle can vary from a couple of years to several years. Credit derivatives:  Financial instruments whose value is derived from the credit risk associated with the debt of a third-party issuer (the reference entity) which allow one party (the protection purchaser) to transfer that risk to another party (the protection seller). Upon the occurrence of a credit event by the reference entity, which may include, among other events, the bankruptcy or failure to pay its obligations, or certain restructurings of the debt of the reference entity, neither party has recourse to the reference entity. The protection purchaser has recourse to the protection seller for the difference between the face value of the CDS contract and the fair value at the time of settling the credit derivative contract. The determination as to whether a credit event has occurred is generally made by the relevant International Swaps and Derivatives Association (“ISDA”) Determinations Committee. JPMorgan Chase & Co./2020 Form 10-K 305 Glossary of Terms and Acronyms