Registration Statement No. 333-295759
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Market Linked Securities—Leveraged Upside Participation and Contingent Downside
Principal at Risk Securities Linked to the EURO STOXX 50® Index due January 7, 2030
Term Sheet to Preliminary Pricing Supplement dated June 1, 2026
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Issuer:
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Jefferies Financial Group Inc.
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Market Measure:
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EURO STOXX 50® Index (the “Index”).
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Pricing Date*:
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June 30, 2026
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Issue Date*:
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July 6, 2026
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Face Amount and
Original Offering
Price:
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$1,000 per security
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Maturity Payment
Amount (per
security):
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• if
the ending level is greater than the starting level: $1,000 plus $1,000 × index return × upside participation rate;
• if
the ending level is equal to or less than the starting level, but greater than or equal to the threshold level:
$1,000; or
• if the ending level is
less than the threshold level:
$1,000 + ($1,000 × index return)
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Stated Maturity
Date*:
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January 7, 2030
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Starting Level:
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The closing level of the Index on the pricing date
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Ending Level:
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The closing level of the Index on the calculation day
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Threshold Level:
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75% of the starting level
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Upside Participation
Rate:
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At least 155.20% (to be determined on the pricing date)
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Index Return:
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(ending level – starting level) / starting level
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Final Calculation
Day*:
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January 2, 2030
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Calculation Agent:
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Jefferies Financial Services Inc. (“JFSI”), a wholly owned subsidiary of Jefferies Financial Group Inc.
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Denominations:
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$1,000 and any integral multiple of $1,000
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Agents Discount**:
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Up to 2.825%; dealers, including those using the trade name Wells Fargo Advisors (“WFA”), may receive a selling concession of up to 2.25% and WFS may pay
0.075% of the agent’s discount to WFA as a distribution expense fee
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CUSIP:
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47233YC52
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Material Tax
Consequences:
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See the preliminary pricing supplement.
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The securities have complex features and investing in the securities involves risks not associated with an investment in conventional debt securities. See “Selected Risk Considerations” in this term sheet and the accompanying preliminary pricing supplement and “Risk Factors” in the accompanying product supplement.
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If The Ending Level Is Less Than The Threshold Level, You Will Lose More Than 25%, And Possibly All, Of The Face Amount Of Your Securities At Maturity.
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No Periodic Interest Will Be Paid On The Securities.
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The Stated Maturity Date May Be Postponed If The Final Calculation Day Is Postponed.
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The Tax Consequences Of An Investment In Your Securities Are Uncertain.
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The Securities Are Subject To Our Credit Risk.
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The Estimated Value Of The Securities On The Pricing Date, Based On Jefferies LLC Proprietary Pricing Models At That Time And Our Internal Funding Rate, Will Be Less Than The
Original Offering Price.
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The Estimated Value Of The Securities Was Determined For Us By Our Subsidiary Using Proprietary Pricing Models.
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The Estimated Value Of The Securities Would Be Lower If It Were Calculated Based On Our Secondary Market Rate.
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The Estimated Value Of The Securities Is Not An Indication Of The Price, If Any, At Which WFS, Jefferies LLC Or Any Other Person May Be Willing To Buy The Securities From
You In The Secondary Market.
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The Value Of The Securities Prior To Stated Maturity Will Be Affected By Numerous Factors, Some Of Which Are Related In Complex Ways.
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The Securities Will Not Be Listed On Any Securities Exchange And The Issuer Does Not Expect A Trading Market For The Securities To Develop.
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Any Payments On The Securities Will Depend Upon The Performance Of The Index And Therefore The Securities Are Subject To The Risks Associated With The Index, As Discussed In The
Accompanying Pricing Supplement and Product Supplement.
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Our Economic Interests And Those Of Any Dealer Participating In The Offering Are Potentially Adverse To Your Interests.
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An Investment In The Notes Is Subject To Risks Associated With Investing In Non-U.S. Companies.
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