US$5,495,000Nomura America Finance, LLC Senior Global Medium-Term Notes, SeriesAFully and Unconditionally Guaranteed by Nomura Holdings,Inc. Autocallable Memory Contingent Coupon Buffer Notes Linked to the S&P 500®Index due June11, 2027 Nomura America Finance, LLC is offering the autocallable memory contingent coupon buffer notes linked to the S&P 500®Index (the “referenceasset”) due June11, 2027 (the “notes”) described below. The notes are unsecured securities. All payments on the notes are subject to our credit risk andthat of the guarantor of the notes, Nomura Holdings,Inc. Quarterly contingent coupon payments at a rate of 2.4125% (equivalent to approximately 9.65% per annum), payable if the closing value of thereference asset on the applicable coupon observation date is greater than or equal to 90% of the initial value.If a contingent coupon is not paid on a coupon payment date, such contingent coupon will be paid on a later coupon payment date if the closing valueof the reference asset is greater than or equal to 90% of the initial value.Callable quarterly at the principal amount plus the applicable contingent coupon on any call observation date on or after September8, 2026 if theclosing value of the reference asset is at or above the call barrier level. You will not receive back any fees if notes are automatically called.If the notes are not called and the reference asset declines by more than 10%, you will receive protection from the first 10% of any losses, withapproximately 1.11111x exposure to each 1% decline beyond a reference asset performance of -10%. Under these circumstances you will lose up to100% of your principal amount at maturity.Approximately a 54 week maturity, if not called.The notes will not be listed on any securities exchange.The notes are not ordinary debt securities, and you should carefully consider whether the notes are suited to your particular circumstances. Investing in the notes involves significant risks, including our and Nomura’s credit risk. You should carefully consider the risk factors under“Additional Risk Factors Specific to Your Notes” beginning on pagePS-6 of this pricing supplement, under “Risk Factors” beginning on page6 in theaccompanying prospectus, under “Additional Risk Factors Specific to the Notes” beginning on pagePS-18 of the accompanying product prospectussupplement, and any risk factors incorporated by reference into the accompanying prospectus before you invest in the notes. The estimated value of your notes at the time the terms of your notes were set on the trade date (as determined by reference to pricing models usedby Nomura Securities International,Inc.) is $990.10 per $1,000 principal amount, which is less than the price to public. Delivery of the notes will be made against payment therefor on the original issue date specified below. The notes will be our unsecured obligations. We are not a bank, and the notes will not constitute deposits insured by the U.S. Federal DepositInsurance Corporation or any other governmental agency or instrumentality. Nomura Securities International,Inc., an affiliate of ours acting as the distribution agent, will purchase the notes from Nomura America Finance, LLCfor distribution to J.P. Morgan Securities LLC, which we refer to as JPMS LLC, and JPMorgan Chase Bank, N.A., which will act as placement agents forthe notes. The placement agents will forego fees for sales to fiduciary accounts. The total fees represent the amount that the placement agents receive fromsales to accounts other than such fiduciary accounts. The placement agents will receive a fee from Nomura or one of our affiliates that will not exceed$10.00 per $1,000 principal amount of notes. See “Supplemental Plan of Distribution (Conflicts of Interest)” herein. We will use this pricing supplement in the initial sale of the notes. In addition, Nomura Securities International,Inc. or another of our affiliates mayuse this pricing supplement in market-making transactions in the notes after their initial sale.Unless we or our agent informs the purchaser otherwise inthe confirmation of sale, this pricing supplement is being used in a market-making transaction. Neither the Securities and Exchange Commission nor any other regulatory body has approved or disapproved of these securities or passedupon the accuracy or adequacy of this pricing supplement. Any representation to the contrary is a criminal offense. Nomura May26, 2026 If the closing value of the reference asset is less than the contingent coupon buffer on a coupon observationdate,the contingent coupon applicable to such coupon observation date will not be payable. Because the closingvalue of the reference asset on that coupon observation date is less than the contingent coupon barrier, suchcontingent coupon will be paid on a later coupon payment date if the closing value of the reference asset isgreater than or equal to the contingent coupon barrier on such later coupon observation