Marex Group plc美股招股说明书(2026-03-06版)

Pricing Supplement dated, 2026(To ETF Underlying Supplement dated August4, 2025,Prospectus Supplement dated August4, 2025, and Prospectus dated August4, 2025) Marex Group plc $Leveraged Buffered Notes Linked to the Worst Performing of the iSharesMSCI EAFE ETF, theiSharesMSCI Emerging Markets ETF and the iShares Russell 2000 ETF due April5, 2028®®® At least 1.95x (to be determined on the Trade Date) upside exposure to any increases in the worst performing of theiSharesMSCI EAFE ETF, the iShares MSCI Emerging Markets ETF and the iShares Russell 2000 ETF (each, an“Underlying” and together the “Underlyings”)Return of principal if the price of the Worst Performing Underlying does not change or decreases by no more than10%Approximately 1.1111-to-1 downside exposure to any decrease in the Worst Performing Underlying beyond a 10% decline,with up to 100% of the principal at risk.Term: Approximately 2yearsAll payments on the Notes are subject to the credit risk of Marex Group plc (“Marex”)®®® Application has been made for the Leveraged Buffered Notes (the “Notes”) offered hereunder to be admitted to listing and tradingon the Vienna Multilateral Trading Facility (“Vienna MTF”) of the Vienna Stock Exchange. The Vienna MTF is not a regulatedmarket as defined by Directive 2014/65/EU (as amended, “MiFID II”). It is, however, a multilateral trading facility (MTF) forpurposes of MiFID II. Neither the U.S. Securities and Exchange Commission (the “SEC”) nor any state securities commission has approved ordisapproved of the Notes or passed upon the accuracy or the adequacy of this document or the accompanying prospectus,prospectus supplement or underlying supplement. Any representation to the contrary is a criminal offense. Any offering of the Notes will be made pursuant to Article1(4) of Regulation (EU) 2017/1129 (as amended), including as it formspart of domestic law of the United Kingdom. Accordingly, no prospectus is required to be published in connection with suchoffering of the Notes in any member state of the European Economic Area (the “EEA”) or the United Kingdom (the “UK”). Seepage ii of the accompanying prospectus supplement for further restrictions on offers and sales of the Notes in the EEA and theUK. Investment in the Notes involves certain risks. You should refer to “Risk Factors” beginning on page PS-7 of thisdocument, page S-1 of the accompanying prospectus supplement and page S-1 of the accompanying underlyingsupplement. The Estimated Initial Value of the Notes on the Pricing Date is expected to be between $950.00 and $990.00 per Note, which willbe less than the price to public. The market value of the Notes at any time will reflect many factors and cannot be predicted withaccuracy. See “Summary—Estimated Initial Value” beginning on page PS-2 and “Risk Factors” beginning on page PS-7 of thisdocument for additional information. Marex Capital Markets Inc. (“MCMI”), an affiliate of ours, will act as the agent for the sale of the Notes. MCMI willpurchase the Notes from us at an underwriting discount of up to $5.00 per $1,000 Principal Amount for distribution toother registered broker-dealers or will offer the Notes directly to investors. MCMI will use the underwriting discount to payselling concessions or fees (including custodial or clearing fees) to other registered broker-dealers. See “SupplementalPlan of Distribution (Conflicts of Interest)” on page PS-15 of this document.(1) The Notes: SUMMARY The information in this “Summary” section is qualified by the more detailed information set forth in the underlying supplement, theprospectus supplement and the prospectus. See “General” in this document. Issuer:Principal Amount:Reference Asset: Trade Date:Pricing Date:Original Issue Date:Final Valuation Date: March31, 2026 Maturity Date: April5, 2028, subject to adjustment as described under “Additional Terms of the Notes—Interest PaymentDates, Coupon Payment Dates, Call Payment Dates and Maturity Date” in the accompanying underlyingsupplement. For each $1,000 Principal Amount of the Notes, you will receive a cash payment on the Maturity Date,calculated as follows: Payment at Maturity: If the Reference Return of the Worst Performing Underlying is greater than zero: $1,000 + ($1,000 × Reference Return of the Worst Performing Underlying × Upside Participation Rate) If the Reference Return of the Worst Performing Underlying is less than or equal to zero but greaterthan or equal to the Buffer Percentage: $1,000. If the Reference Return of the Worst Performing Underlying is less than the Buffer Percentage: $1,000 + [$1,000 × (Reference Return of the Worst Performing Underlying + Buffer Amount) × DownsideLeverage Factor]. In this case, you will lose approximately 1.1111% of the Principal Amount for each 1.00% decrease inthe price of the Worst Performing Underlying by more than 10%. Accordingly, you may lose up to100% of the Principal Amount. At least 195.00% (1.95x) (to be determined on the Trade D