Jefferies Financial Group prices an undisclosed amount structured notes linked to worst performer of EEM and SX5E; investors lose 1% per 1% decline below 30% threshold, up to 100% loss

Filed July 2, 2026 · ~2 min read

Key Changes

• high

  Notes pay no interest and expose investors to 1-for-1 downside if the worst-performing underlying (EEM or SX5E) falls more than 30% from its initial value; investors lose 1% of principal for every 1% the worst performer declines below its starting level, with total loss possible.

  Risk Factors verify on EDGAR →
• high

  Worst-of structure means gains in one underlying provide no offset to losses in the other; if EEM rises 20% and SX5E falls 40%, investors lose based solely on the 40% decline, amplifying downside risk versus a basket where gains and losses would partially offset.

  Risk Factors verify on EDGAR →
• medium

  Estimated value at pricing is below the issue price investors pay; the difference covers selling concessions, hedging costs, and expected profit to Jefferies LLC, meaning investors start at an immediate economic loss before any market movement.

  Risk Factors verify on EDGAR →