Metric Code Metric Source INVESTMENT BANKING & BROKERAGE TOPIC: INCORPORATION OF ENVIRONMENTAL, SOCIAL AND GOVERNANCE FACTORS IN INVESTMENT BANKING & BROKERAGE ACTIVITIES FN-IB-410a.2 (1) Number and (2) total value of investments and loans incorporating integration of environmental, social and governance (ESG) factors, by industry 2021 ESG Report (p. 12–16, 51, 54) FN-IB-410a.3 Description of approach to incorporation of environ - mental, social and governance (ESG) factors in investment banking and brokerage activities 2021 ESG Report (p. 12–16, 51, 54) Carbon Compass Methodology TOP IC: PROFESSIONAL INTEGRITY FN-IB-510b.4 Description of approach to ensuring professional integrity, including duty of care Code of Conduct Code of Ethics for Finance Pro fessionals 2021 ESG Report (p. 57–58) Conflict of Interest Policy TO PIC: EMPLOYEE INCENTIVES & RISK TAKING FN-IB-550b.3 Discussion of policies around supervision, control and validation of traders’ pricing of Level 3 assets and liabilities 2021 Form 10-K (p. 81–84, 149, Note 2 169–189) 2022 Proxy Statement (p . 39) Metric Code Metric Source MORTGAGE FINANCE TOPIC: DISCRIMINATORY LENDING FN-MF-270b.1 (1) Number, (2) value and (3) weighted average Loan- to-Value (LTV) ratio of mortgages issued to (a) minority and (b) all other borrowers, by FICO scores above and below 660 2021 Form 10-K (Note 12, p. 229–247) FN-MF-270b.3 Description of policies and procedures for ensuring nondiscriminatory mortgage origination Fair Lending Overview TOPIC: ACTIVITY METRICS FN-MF-000.A (1) Number and (2) value of mortgages originated by category: (a) residential and (b) commercial 2021 Form 10-K (p. 66, footnote e) 72 INTRODUCTION ENVIRONMENTAL SOCIAL GOVERNANCE ESG REPORT APPENDICES List of Acronyms Resources Global Reporting Initiative Index Sustainability Accounting Standards Board Index JPMorgan Chase Sustainable Bond Annual Report