ADVANCING SUSTAINABILITY THROUGH INVESTMENT RESEARCH We produce robust ESG-focused investment research to meet investors’ needs for timely insights and analysis that support their sustainability and ESG investment strategies. In 2021, our Firm published over 900 ESG-related reports across key regions to address investors’ needs for strategic and thought-leading ESG analyses. Our published ESG content has included regular thematic thought pieces on key developments in ESG & Sustainability, collaborative pieces between ESG and Sector analysts that assessed ESG issues with industry context, and our ESGQ methodology, a proprietary scoring which combines data designed to capture the long-term corporate responsibility profiles of companies and their evolution over time with more frequently updated data points. In addition, in the “J.P. Morgan Perspectives” series, we published several departmental ESG collaborations, most notably focusing on the challenges posed by the energy crunch, the Net Zero transition, the cost of decarbonization and how climate innovation can accelerate the clean energy transition. Our Firm also facilitated dialogue between investors, companies and regulators on key ESG issues by hosting our 6th Global ESG Conference in 2021, which was attended by over 1,500 participants globally. To respond to the growing client need for ESG research, we expanded our capabilities in 2021, adding ESG specialists in both our Equity Research and Global Index Research groups across various geographies. JPMorgan’s ESG Indices First launched in April 2018, the J.P. Morgan ESG ("JESG") suite of fixed income indices consider ESG factors in the creation of a composite benchmark. The suite had more than $40 billion in assets across active and passively managed funds by 2021 year-end benchmarked against them. J.P. Morgan Index Research provides daily ESG scoring coverage for over 6,000 global corporate and quasi-sovereign issuers and over 170 sovereigns. The J.P. Morgan Index Research team expanded its JESG index suite in the fourth quarter of 2021 with the launch of the J.P. Morgan ESG Global Corporate Index ("JESG GCI") – an ESG benchmark covering investment grade and high yield markets across USD, EUR, and GBP currencies, as well as the launch of the J.P. Morgan Green Bond Index (GENIE) – an ESG-aligned benchmark tracking the $1 trillion green bond market, covering green bonds across hard currency (USD, EUR, and GBP) sovereign, quasi-sovereign, supranational, corporate and local currency green government bonds across 31 eligible currencies. In addition, the team launched carbon analytics for J.P. Morgan sovereign and corporate fixed income indices, and published inaugural carbon footprint reports for flagship benchmarks incorporating greenhouse gas emissions da ta. PROVIDING ESG-RELATED FINANCING SOLUTIONS The CIB's ESG Solutions team supports clients across our major industry verticals on their responses to ESG trends. In 2021, the ESG Solutions team helped enable clients’ access to ESG-focused capital across equity, debt and private markets and had a key role in several initial public offerings ("IPOs") leading the ESG work stream and assisting issuers during pre-IPO ESG ratings assessments. UNDERWRITING GREEN, SOCIAL AND SUSTAINABILITY BONDS Through our business, we are a lead underwriter of sustainable bonds (green, social and sustainability bonds) and sustainability-linked bond issuances. In 2021, JPMorgan Chase was the number one underwriter of sustainable bonds, and the Firm’s broker-dealer subsidiaries underwrote approximately $60 billion in green, social, sustainability and sustainability-linked bonds. Our 2021 Green Bond Issuance JPMorgan Chase issued a $1.25 billion green bond in August 2021. We allocated an amount equal to the net proceeds of that offering to support nine renewable energy investments in wind, solar and geothermal projects across the U.S. These projects are expected to produce approximately 7,000 gigawatt-hours of electricity annually, enough to supply approximately 650,000 homes with clean electricity each year. For more information, see page 73 in our ESG Report Appendices. SUPPORTING OUR MARKETS CLIENTS WITH SUSTAINABILITY SOLUTIONS Within CIB Markets, we created the Global Markets Sustainability Center ("GMSC") in October 2021 to further drive the Firm's efforts in providing sustainability solutions to institutional investors. 15 INTRODUCTION ENVIRONMENTAL Advancing Climate and Sustainability Solutions Operational Sustainability SOCIAL GOVERNANCE ESG REPORT APPENDICES