Jefferies Financial Group prices structured notes linked to worst-performing of three equity indices

Filed July 2, 2026 · ~2 min read

Key Changes

• high

  Notes pay contingent quarterly coupons only if all three indices (Nasdaq-100, Russell 2000, Euro Stoxx 50) stay above their coupon barriers on observation dates; if the worst-performing index breaches its barrier on every observation date, investors receive zero coupons and no positive return.

  Risk Factors verify on EDGAR →
• high

  Full downside exposure: if the worst-performing index falls below its threshold at maturity, investors lose 1% of principal for every 1% decline below the initial value, with potential for 100% principal loss.

  Risk Factors verify on EDGAR →
• high

  Notes are callable by the issuer, allowing early redemption if market conditions favor the issuer, potentially limiting investor upside while leaving downside risk intact.

  Risk Factors verify on EDGAR →