Jefferies Financial Group Inc美股招股说明书(2025-11-18版)

Prospectus Supplement dated May 12,2023 and Prospectus dated May 12, 2023) The Senior Autocallable Contingent Coupon BarrierNotes due November 19, 2030 Linked to the Worst-Performing of the S&P 500®Index, the Russell 2000®Index and the Dow JonesIndustrial Average®(the “Notes”) are senior unsecured obligations of Jefferies Financial Group Inc.The Notes have the terms described in the accompanying product supplement,prospectus supplement and prospectus, as supplemented or modified by this pricing supplement.The Notes are issued as part of our Series A Global Medium-Term Notes program. All payments are subject to our credit risk.If we default on our obligations, you could lose some or a significant portion of your investment.These Notes are not securedobligations and you will not have any security interest in, or otherwise have any access to, any Underlying or the securities represented by any Underlying.SUMMARY OF TERMS Jefferies Financial Group Inc.Senior Autocallable Contingent Coupon BarrierNotes due November 19, 2030 Linked to the Worst-Performing of the S&P 500®Index, the Russell 2000®Index and the Dow Jones Industrial Average® Aggregate Principal Amount:Issue Price:Stated Principal AmountPricing Date:Original Issue Date:Coupon Observation Dates: November 14, 2025 November 19, 2025 (3 Business Days after the Pricing Date)Quarterly, beginning on February 17, 2026, as set forth on page PS-2. The Coupon Observation Dates are subject to postponement as described in the accompanying product supplement.As set forth on page PS-2. The Coupon Payment Dates may be postponed if the related Coupon Observation Date is postponed as Coupon Payment Dates: described in the accompanying product supplement.Quarterly, beginning on November 16, 2026, as set forth on page PS-2. The Call Observation Dates are subject to postponement as Call Observation Dates: As set forth on page PS-2. The Call Payment Dates may be postponed if the related Call Observation Date is postponed as described in theaccompanying product supplement. Call Payment Dates: November 14, 2030, subject to postponement as described in the accompanying product supplement.November 19, 2030, which may be postponed if the Valuation Date is postponed as described in the accompanying product supplement. Valuation Date:Maturity Date:Underlying: The worst-performing of the S&P 500®Index (the “SPX”), the Russell 2000®Index (the “RTY”) and the Dow Jones Industrial Average®(the“INDU”).Please see “The Underlyings” below.The Underlying with the lowest Observation Value or Final Value, as applicable, as compared to its Initial Value Worst-Performing Underlying:Coupon Feature: Contingent Coupon Payments. The Notes will pay a Contingent Coupon Payment of $22.875 on the applicable Coupon Payment Date if theObservation Value of the Worst-Performing Underlying on the applicable quarterly Coupon Observation Date is greater than or equal to itsCoupon Barrier. Call Feature: Autocallable Notes. The Notes will be automatically called if the Observation Value of the Worst-Performing Underlying on any CallObservation Date (beginning approximately one year after the Pricing Date) is equal to or greater than its Call Value.If your Notes arecalled, you will receive the Call Payment on the applicable Call Payment Date, and no further amounts will be payable on the Notes. The Stated Principal Amountplusany Contingent Coupon Payment that may otherwise be due on the applicable Call Payment Date.If the Final Value of the Worst-Performing Underlying is greater than or equal to its Threshold Value, you will receive for each Notethat you hold a Payment at Maturity that is equal to the Stated Principal Amount Call Payment:Payment at Maturity: Payment at Maturity that is less than the Stated Principal Amount of each Note that will equal: In this scenario the Payment at Maturity will be less than the Stated Principal Amount and you could lose some or all of your investment. The Payment at Maturity will also include the final Contingent Coupon Payment if the Observation Value of the Worst-Performing Underlyingon the final Coupon Observation Date is greater than or equal to its Coupon Barrier. 6,734.11 with respect to the SPX; 2,388.227 with respect to the RTY; and 47,147.48 with respect to the INDUWith respect to each Underlying, the Index Closing Value of the Underlying on the applicable Coupon Observation Date or Call ObservationDate. Initial Value:Observation Value: Final Value:Coupon Barrier: 4,713.88 with respect to the SPX (70% of its Initial Value, rounded to two decimal places); 1,671.759 with respect to the RTY (70% of itsInitial Value, rounded to three decimal places); and 33,003.24 with respect to the INDU (70% of its Initial Value, rounded to two decimalplaces) Call Value: 6,734.11 with respect to the SPX (100% of its Initial Value); 2,388.227 with respect to the RTY (100% of its Initial Value); and 47,147.48 withrespect to the INDU (100% of its Initial Val