<SEC-DOCUMENT>0001140361-25-001145.txt : 20250115
<SEC-HEADER>0001140361-25-001145.hdr.sgml : 20250115
<ACCEPTANCE-DATETIME>20250115132217
ACCESSION NUMBER:		0001140361-25-001145
CONFORMED SUBMISSION TYPE:	424B5
PUBLIC DOCUMENT COUNT:		6
FILED AS OF DATE:		20250115
DATE AS OF CHANGE:		20250115

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			Jefferies Financial Group Inc.
		CENTRAL INDEX KEY:			0000096223
		STANDARD INDUSTRIAL CLASSIFICATION:	SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211]
		ORGANIZATION NAME:           	02 Finance
		IRS NUMBER:				132615557
		STATE OF INCORPORATION:			NY
		FISCAL YEAR END:			1130

	FILING VALUES:
		FORM TYPE:		424B5
		SEC ACT:		1933 Act
		SEC FILE NUMBER:	333-271881
		FILM NUMBER:		25532382

	BUSINESS ADDRESS:	
		STREET 1:		520 MADISON AVENUE
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10022
		BUSINESS PHONE:		2124601900

	MAIL ADDRESS:	
		STREET 1:		520 MADISON AVENUE
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10022

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	LEUCADIA NATIONAL CORP
		DATE OF NAME CHANGE:	19920703

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	TALCOTT NATIONAL CORP
		DATE OF NAME CHANGE:	19800603
</SEC-HEADER>
<DOCUMENT>
<TYPE>424B5
<SEQUENCE>1
<FILENAME>ef20041655_424b5.htm
<DESCRIPTION>DEAL 566
<TEXT>
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    <div style="text-align: right;"><font style="font-weight: bold;">Filed pursuant to Rule 424(b)(5)<br>
      </font></div>
    <div style="margin: 0px 0px 6pt; text-align: right;"><font style="font-weight: bold;">Registration Statement No. 333-271881</font></div>
    <div><font style="font-weight: bold;"></font>
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            <td style="width: 100%; vertical-align: top;">
              <div style="color: rgb(255, 0, 0); font-size: 8pt; font-weight: bold;">The information in this preliminary pricing supplement is not complete and may be changed without notice. This preliminary pricing supplement is not an offer to sell these
                securities, nor a solicitation of an offer to buy these securities, in any jurisdiction where the offering is not permitted.</div>
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              <td style="width: 50%; font-size: 7pt;"><font style="font-weight: bold;">PRELIMINARY PRICING SUPPLEMENT</font><font style="text-indent: 0px;" class="TRGRRTFtoHTMLTab">&#160; </font><br>
                (to Product Supplement no. 5, dated October 23, 2023,<br>
                Prospectus Supplement dated May 12,<br>
                2023 and Prospectus dated May 12, 2023)</td>
              <td style="width: 50%; text-align: right; vertical-align: top;"><font style="font-size: 7pt; font-weight: bold; color: rgb(255, 0, 0);">SUBJECT TO COMPLETION, DATED January 15, 2025</font><font style="font-size: 7pt;"><br>
                </font></td>
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        <div>
          <div style="margin: 6pt 0px 0px; font-size: 10pt; font-weight: bold; text-align: center;">$</div>
          <div style="text-align: center; font-size: 18pt; font-weight: bold;">Jefferies</div>
          <div style="text-align: center; font-size: 8pt; font-weight: bold;">Jefferies Financial Group Inc.</div>
          <div style="text-align: center; font-size: 8pt;">Senior Autocallable Notes due January 22, 2030</div>
          <div style="text-align: center; font-size: 8pt;">Linked to the Worst-Performing of the Nasdaq-100 Index<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup>, the Financial Select Sector SPDR<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Fund and the Invesco S&amp;P 500<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Equal Weight ETF
            <hr noshade="noshade" align="center" style="background-color: #000000; border-bottom: medium none; border-left: medium none; border-right: medium none; border-top: medium none; margin: 0px auto; height: 1px; width: 100%; color: #000000;"></div>
        </div>
        <div style="margin-bottom: 2pt; font-size: 6pt;">The Senior Autocallable Notes due January 22, 2030 Linked to the Worst-Performing of the Nasdaq-100 Index<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup>, the Financial Select Sector SPDR<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Fund and the Invesco S&amp;P 500<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup>
          Equal Weight ETF (the &#8220;Notes&#8221;) are senior unsecured obligations of Jefferies Financial Group Inc.&#160; The Notes have the terms described in the accompanying product supplement, prospectus supplement and prospectus, as supplemented or modified by
          this pricing supplement.&#160; The Notes are issued as part of our Series A Global Medium-Term Notes program.</div>
        <div style="font-size: 6pt; font-weight: bold;">All payments are subject to our credit risk.&#160; If we default on our obligations, you could lose some or a significant portion of your investment.&#160; These Notes are not secured obligations and you will
          not have any security interest in, or otherwise have any access to, any Underlying or the securities represented by any Underlying.</div>
        <div style="font-size: 6.5pt; font-weight: bold;">SUMMARY OF TERMS</div>
        <table cellspacing="0" cellpadding="0" border="0" style="font-family: Arial; font-size: 9pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zc06d93c85bd74570ad83f75dde418498">

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              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Issuer:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">Jefferies Financial Group Inc.</div>
              </td>
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              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Title of the Notes:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">Senior Autocallable Notes due January 22, 2030 Linked to the Worst-Performing of the Nasdaq-100 Index<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup>, the Financial Select Sector SPDR<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Fund and the Invesco S&amp;P 500<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup>
                  Equal Weight ETF</div>
              </td>
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              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Aggregate Principal Amount:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">$&#160; &#160; &#160; &#160; &#160; . We may increase the Aggregate Principal Amount prior to the Original Issue Date but are not required to do so.</div>
              </td>
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              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Issue Price:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">$1,000 per Note</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Stated Principal Amount</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">$1,000 per Note</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Strike Date:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">January 14, 2025</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Pricing Date:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">January 15, 2025</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Original Issue Date:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">January 21, 2025 (3 Business Days after the Pricing Date)</div>
              </td>
            </tr>
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              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Call Observation Dates:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">Annually, beginning on January 16, 2026, as set forth on page PS-2. The Call Observation Dates are subject to postponement as described in the accompanying product supplement.</div>
              </td>
            </tr>
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              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Call Payment Dates:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">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 the accompanying product supplement.</div>
              </td>
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              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Valuation Date:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">January 16, 2030 (which is also the final Call Observation Date), subject to postponement as described in the accompanying product supplement.</div>
              </td>
            </tr>
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              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Maturity Date:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">January 22, 2030, which may be postponed if the Valuation Date is postponed as described in the accompanying product supplement.</div>
              </td>
            </tr>
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              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Underlying:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">The worst-performing of the Nasdaq-100 Index<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> (the &#8220;NDX&#8221;), the Financial Select Sector SPDR<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Fund (the &#8220;XLF&#8221;) and the Invesco S&amp;P 500<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Equal Weight ETF<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#160;</sup>(the
                  &#8220;RSP&#8221;).&#160; Please see &#8220;The Underlyings&#8221; below.</div>
              </td>
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              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Worst-Performing Underlying:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">The Underlying with the lowest Observation Value or Final Value, as applicable, as compared to its Initial Value</div>
              </td>
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              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Call Feature:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">Autocallable Notes. The Notes will be automatically called if the Observation Value of the Worst-Performing Underlying on any Call Observation Date (beginning approximately one year after the Pricing Date) is
                  equal to or greater than its Call Value.&#160; If your Notes are called, you will receive the applicable Call Payment on the applicable Call Payment Date, and no further amounts will be payable on the Notes.</div>
              </td>
            </tr>
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              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Call Payment:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">The Stated Principal Amount <font style="font-style: italic;">plus </font>the applicable Call Premium.</div>
              </td>
            </tr>
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              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Call Premium:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">The Call Premium applicable to each Call Observation Date is set forth on page PS-2 and reflects a return of approximately 11.50% per annum. The Notes are &#8220;Snowball Coupon Notes&#8221; for purposes of the
                  accompanying product supplement and, for purposes of this pricing supplement, references in the accompanying product supplement to &#8220;Snowball Coupon Payment&#8221; shall be deemed to refer to &#8220;Call Premium&#8221;.</div>
              </td>
            </tr>
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              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Payment at Maturity:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;"><font style="font-weight: bold; font-style: italic;">If the Notes are not called prior to maturity</font>, you will receive for each Note that you hold a Payment at Maturity that is less than the Stated
                  Principal Amount of each Note that will equal:</div>
              </td>
            </tr>
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              <td style="width: 22%; vertical-align: top;">&#160;</td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;"><img width="600" border="0" height="20" src="image5.jpg"></div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">&#160;</td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">If the Notes are not called, this necessarily means that the Final Value of the Worst-Performing Underlying is less than 70% of its Initial Value.<font style="font-weight: bold; font-style: italic;">&#160;</font>The
                  Payment at Maturity will be less than 70% of the Stated Principal Amount and you could lose some or all of your investment.</div>
              </td>
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              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Initial Value:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">20,757.41 with respect to the NDX; $48.25 with respect to the XLF;<font style="font-weight: bold;">&#160;</font>and $176.08 with respect to the RSP</div>
              </td>
            </tr>
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              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Observation Value:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">With respect to the NDX, the Index Closing Value of the Underlying on the applicable Call Observation Date.</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">&#160;</td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">With respect to each of the XLF and the RSP, the ETF Closing Price of the Underlying <font style="font-style: italic;">times </font>the Adjustment Factor on the applicable Call Observation Date.</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Final Value:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">With respect to the NDX, the Index Closing Value of the Underlying on the Valuation Date.</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">&#160;</td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">With respect to each of the XLF and the RSP, the ETF Closing Price of the Underlying <font style="font-style: italic;">times </font>the Adjustment Factor on the Valuation Date.</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Call Value:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">With respect to each of the first four Call Observation Dates:</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">&#160;</td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">20,757.41 with respect to the NDX (100% of its Initial Value); $48.25 with respect to the XLF (100% of its Initial Value); and $176.08 with respect to the RSP (100% of its Initial Value)</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">&#160;</td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">With respect to the final Call Observation Date:</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">&#160;</td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">14,530.19 with respect to the NDX (70% of its Initial Value, rounded to two decimal places); $33.78 with respect to the XLF (70% of its Initial Value, rounded to two decimal places); and $123.26 with respect
                  to the RSP (70% of its Initial Value, rounded to two decimal places)</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Adjustment Factor:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">Initially 1.0, subject to adjustment for certain events affecting the Underlying. See &#8220;&#8212;Antidilution Adjustments for Exchange Traded Funds&#8221; in the accompanying product supplement.</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Specified Currency:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">U.S. dollars</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">CUSIP/ISIN:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">47233YEJ0 / US47233YEJ01</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Book-entry or Certificated Note:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">Book-entry</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Business Day</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">New York</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Agent:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">Jefferies LLC, a wholly-owned subsidiary of Jefferies Financial Group Inc. See &#8220;Supplemental Plan of Distribution.&#8221;</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Calculation Agent:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">Jefferies Financial Services, Inc., a wholly owned subsidiary of Jefferies Financial Group Inc.</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Trustee:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">The Bank of New York Mellon</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Estimated value on the Pricing Date:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">Approximately $978.60 per Note, or within $30.00 of that estimate.&#160; Please see &#8220;The Notes&#8221; below.</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Use of Proceeds:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">General corporate purposes</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Listing:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">None</div>
              </td>
            </tr>
            <tr>
              <td style="width: 22%; vertical-align: top;">
                <div style="font-size: 6.5pt; font-weight: bold;">Conflict of Interest:</div>
              </td>
              <td style="width: 78%; vertical-align: top;">
                <div style="font-size: 6.5pt;">Jefferies LLC, the broker-dealer subsidiary of Jefferies Financial Group Inc., is a member of FINRA and will participate in the distribution of the notes being offered hereby.&#160; Accordingly, the offering is
                  subject to the provisions of FINRA Rule 5121 relating to conflicts of interest and will be conducted in accordance with the requirements of Rule 5121.&#160; See &#8220;Conflict of Interest.&#8221;</div>
              </td>
            </tr>

        </table>
        <div style="font-size: 6pt;">The Notes will be our senior unsecured obligations and will rank equally with our other senior unsecured indebtedness.</div>
        <div style="font-size: 6pt;"><font style="font-weight: bold;">Investing in the Notes involves risks that are described in the </font>&#8220;<a href="#RISKFACTORS"><font style="font-weight: bold;"><u>Risk Factors</u></font></a>&#8221;<font style="font-weight: bold;"> section beginning on page PS-6 of this pricing supplement.</font></div>
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            <tr>
              <td style="width: 35.78%; vertical-align: top; border-top: 1px solid rgb(0, 0, 0);">
                <div style="margin-left: 9pt">&#160;</div>
              </td>
              <td style="width: 8%; vertical-align: top; border-top: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; font-size: 6pt;"><u>PER NOTE</u></div>
              </td>
              <td style="width: 24%; vertical-align: top; border-top: 1px solid rgb(0, 0, 0); font-size: 6pt;">&#160;</td>
              <td style="width: 31.9%; vertical-align: top; border-top: 1px solid rgb(0, 0, 0);">
                <div style="font-size: 6pt;"><u>TOTAL</u></div>
              </td>
            </tr>
            <tr>
              <td style="width: 35.78%; vertical-align: top;">
                <div style="font-size: 6pt; margin-left: 9pt;">Public Offering Price</div>
              </td>
              <td style="width: 8%; vertical-align: top;">
                <div style="text-align: center; font-size: 6pt;">100.00%</div>
              </td>
              <td style="width: 24%; vertical-align: top; font-size: 6pt;">&#160;</td>
              <td style="width: 31.9%; vertical-align: top;">
                <div style="font-size: 6pt;">$</div>
              </td>
            </tr>
            <tr>
              <td style="width: 35.78%; vertical-align: top;">
                <div style="font-size: 6pt; margin-left: 9pt;">Underwriting Discounts and Commissions</div>
              </td>
              <td style="width: 8%; vertical-align: top;">
                <div style="text-align: center; font-size: 6pt;">%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
              </td>
              <td style="width: 24%; vertical-align: top; font-size: 6pt;">&#160;</td>
              <td style="width: 31.9%; vertical-align: top;">
                <div style="font-size: 6pt;">$</div>
              </td>
            </tr>
            <tr>
              <td style="width: 35.78%; vertical-align: top; border-bottom: 1px solid rgb(0, 0, 0);">
                <div style="font-size: 6pt; margin-left: 9pt;">Proceeds to Jefferies Financial Group Inc. (Before Expenses)</div>
              </td>
              <td style="width: 8%; vertical-align: top; border-bottom: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; font-size: 6pt;">%</div>
              </td>
              <td style="width: 24%; vertical-align: top; border-bottom: 1px solid rgb(0, 0, 0); font-size: 6pt;">&#160;</td>
              <td style="width: 31.9%; vertical-align: top; border-bottom: 1px solid rgb(0, 0, 0);">
                <div style="font-size: 6pt;">$</div>
              </td>
            </tr>

        </table>
        <div style="font-size: 6pt;">1 We or Jefferies LLC will pay various discounts and commissions to dealers of up to 0.30% per Note depending on market conditions. See &#8220;Supplemental Plan of Distribution&#8221; on page PS-26 of this document.</div>
        <div style="font-size: 6pt; font-weight: bold;">Neither the Securities and Exchange Commission nor any state securities commission has approved or disapproved of these securities or determined if this pricing supplement or the accompanying product
          supplement, prospectus or prospectus supplement is truthful or complete.&#160; Any representation to the contrary is a criminal offense.</div>
        <div style="font-size: 6pt;"><font style="font-weight: bold;">As used in this pricing supplement, </font>&#8220;<font style="font-weight: bold;">we,</font>&#8221;<font style="font-weight: bold;">&#160;</font>&#8220;<font style="font-weight: bold;">us</font>&#8221;<font style="font-weight: bold;"> and </font>&#8220;<font style="font-weight: bold;">our</font>&#8221;<font style="font-weight: bold;"> refer to Jefferies Financial Group Inc., unless the context requires otherwise.</font></div>
        <div style="font-size: 6pt;">We will deliver the Notes in book-entry form only through The Depository Trust Company on or about January 21, 2025 against payment in immediately available funds.</div>
        <div style="text-align: center; font-size: 11pt; font-weight: bold;">Jefferies</div>
        <div style="text-align: center; font-size: 6.5pt; font-weight: bold;">Pricing supplement dated&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; , 2025.</div>
        <div style="text-align: center; font-size: 6.5pt; font-weight: bold;">You should read this pricing supplement together with the related product supplement, prospectus and prospectus supplement, each of which can be accessed via the hyperlinks
          below, before you decide to invest.</div>
        <div style="text-align: center; font-size: 6.5pt;"><a href="https://www.sec.gov/Archives/edgar/data/96223/000114036123049096/ef20012946_424b2.htm">Product Supplement no. 5 dated October 23, 2023</a>&#160; &#160; &#160;&#160; <a href="https://www.sec.gov/Archives/edgar/data/96223/000114036123024421/ny20009069x3_424b2.htm">Prospectus supplement dated May 12, 2023 and Prospectus dated May 12, 2023</a></div>
        <div><br>
        </div>
        <div style="clear: both; margin-top: 9pt; margin-bottom: 9pt;" class="BRPFPageBreakArea">
          <div style="page-break-after: always;" class="BRPFPageBreak">
            <hr noshade="noshade" style="margin: 4px 0px; width: 100%; border-width: 0; height: 2px; color: #000000; background-color: #000000; clear: both;"></div>
        </div>
        <!--PROfilePageNumberReset%LCR%1%PS-%%--><a name="TABLEOFCONTENTS"><!--Anchor--></a>
        <div style="text-align: center; margin-bottom: 12pt; font-size: 10pt; font-weight: bold;">TABLE OF CONTENTS</div>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="z2e44ac21c6e44d629f1fa6717324ab53">

            <tr>
              <td style="width: 91%; vertical-align: top;"><br>
              </td>
              <td style="width: 9%; vertical-align: top;">
                <div style="font-weight: bold; text-align: right;"><u>PAGE</u></div>
              </td>
            </tr>
            <tr>
              <td style="width: 91%; vertical-align: top;"><br>
              </td>
              <td style="width: 9%; vertical-align: top;">&#160;</td>
            </tr>
            <tr>
              <td colspan="2" rowspan="1" style="width: 91%; vertical-align: top;">
                <div style="font-weight: bold; text-align: center;">PRICING SUPPLEMENT</div>
              </td>
            </tr>
            <tr>
              <td style="width: 91%; vertical-align: top;"><br>
              </td>
              <td style="width: 9%; vertical-align: top;">&#160;</td>
            </tr>
            <tr>
              <td style="width: 91%; vertical-align: top;">
                <div style="margin-bottom: 5pt; font-size: 10pt;"><a href="#SPECIALNOTEONFORWARD-LOOK">SPECIAL NOTE ON FORWARD-LOOKING STATEMENTS</a></div>
              </td>
              <td style="width: 9%; vertical-align: top;">
                <div style="text-align: right; margin-bottom: 5pt; font-size: 10pt;">PS-ii</div>
              </td>
            </tr>
            <tr>
              <td style="width: 91%; vertical-align: top;">
                <div style="margin-bottom: 5pt; font-size: 10pt;"><a href="#RECENTDEVELOPMENTS">RECENT DEVELOPMENTS</a></div>
              </td>
              <td style="width: 9%; vertical-align: top;">
                <div style="text-align: right; margin-bottom: 5pt; font-size: 10pt;">PS-1</div>
              </td>
            </tr>
            <tr>
              <td style="width: 91%; vertical-align: top;">
                <div style="margin-bottom: 5pt; font-size: 10pt;"><a href="#THENOTES">THE NOTES</a></div>
              </td>
              <td style="width: 9%; vertical-align: top;">
                <div style="text-align: right; margin-bottom: 5pt; font-size: 10pt;">PS-2</div>
              </td>
            </tr>
            <tr>
              <td style="width: 91%; vertical-align: top;">
                <div style="margin-bottom: 5pt; font-size: 10pt;"><a href="#HOWTHENOTESWORK">HOW THE NOTES WORK</a></div>
              </td>
              <td style="width: 9%; vertical-align: top;">
                <div style="text-align: right; margin-bottom: 5pt; font-size: 10pt;">PS-5</div>
              </td>
            </tr>
            <tr>
              <td style="width: 91%; vertical-align: top;">
                <div style="margin-bottom: 5pt; font-size: 10pt;"><a href="#RISKFACTORS">RISK FACTORS</a></div>
              </td>
              <td style="width: 9%; vertical-align: top;">
                <div style="text-align: right; margin-bottom: 5pt; font-size: 10pt;">PS-6</div>
              </td>
            </tr>
            <tr>
              <td style="width: 91%; vertical-align: top;">
                <div style="margin-bottom: 5pt; font-size: 10pt;"><a href="#THEUNDERLYINGS">THE UNDERLYINGS</a></div>
              </td>
              <td style="width: 9%; vertical-align: top;">
                <div style="text-align: right; margin-bottom: 5pt; font-size: 10pt;">PS-12</div>
              </td>
            </tr>
            <tr>
              <td style="width: 91%; vertical-align: top;">
                <div style="margin-bottom: 5pt; font-size: 10pt;"><a href="#HEDGING">HEDGING</a></div>
              </td>
              <td style="width: 9%; vertical-align: top;">
                <div style="text-align: right; margin-bottom: 5pt; font-size: 10pt;">PS-22</div>
              </td>
            </tr>
            <tr>
              <td style="width: 91%; vertical-align: top;">
                <div style="margin-bottom: 5pt; font-size: 10pt;"><a href="#SUPPLEMENTALDISCUSSIONOFU">SUPPLEMENTAL DISCUSSION OF U.S. FEDERAL INCOME TAX CONSEQUENCES</a></div>
              </td>
              <td style="width: 9%; vertical-align: top;">
                <div style="text-align: right; margin-bottom: 5pt; font-size: 10pt;">PS-23</div>
              </td>
            </tr>
            <tr>
              <td style="width: 91%; vertical-align: top;">
                <div style="margin-bottom: 5pt; font-size: 10pt;"><a href="#SUPPLEMENTALPLANOFDISTRIB">SUPPLEMENTAL PLAN OF DISTRIBUTION</a></div>
              </td>
              <td style="width: 9%; vertical-align: top;">
                <div style="text-align: right; margin-bottom: 5pt; font-size: 10pt;">PS-27</div>
              </td>
            </tr>
            <tr>
              <td style="width: 91%; vertical-align: top;">
                <div style="margin-bottom: 5pt; font-size: 10pt;"><a href="#CONFLICTOFINTEREST">CONFLICT OF INTEREST</a></div>
              </td>
              <td style="width: 9%; vertical-align: top;">
                <div style="text-align: right; margin-bottom: 5pt; font-size: 10pt;">PS-30</div>
              </td>
            </tr>
            <tr>
              <td style="width: 91%; vertical-align: top;">
                <div style="margin-bottom: 5pt; font-size: 10pt;"><a href="#LEGALMATTERS">LEGAL MATTERS</a></div>
              </td>
              <td style="width: 9%; vertical-align: top;">
                <div style="text-align: right; margin-bottom: 5pt; font-size: 10pt;">PS-31</div>
              </td>
            </tr>
            <tr>
              <td style="width: 91%; vertical-align: top;">
                <div style="margin-bottom: 5pt; font-size: 10pt;"><a href="#EXPERTS">EXPERTS</a></div>
              </td>
              <td style="width: 9%; vertical-align: top;">
                <div style="text-align: right; margin-bottom: 5pt; font-size: 10pt;">PS-32</div>
              </td>
            </tr>

        </table>
        <div style="margin-bottom: 10pt;"><br>
        </div>
        <div style="font-weight: bold;">You should rely only on the information contained in or incorporated by reference in this pricing supplement and the accompanying product supplement, prospectus and prospectus supplement.&#160; We have not authorized
          anyone to provide you with different information.&#160; We are not making an offer of these securities in any state where the offer is not permitted.&#160; You should not assume that the information contained in this pricing supplement or the accompanying
          product supplement, prospectus or prospectus supplement is accurate as of any date later than the date on the front of this pricing supplement.</div>
        <div><br>
        </div>
        <div style="clear: both; margin-top: 9pt; margin-bottom: 9pt;" class="BRPFPageBreakArea">
          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-i</font></div>
          <div style="page-break-after: always;" class="BRPFPageBreak">
            <hr noshade="noshade" style="margin: 4px 0px; width: 100%; border-width: 0; height: 2px; color: #000000; background-color: #000000; clear: both;"></div>
          <div class="BRPFPageHeader" style="width: 100%;">
            <div>
              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <a name="SPECIALNOTEONFORWARD-LOOK"><!--Anchor--></a>
        <div style="text-align: center; margin-bottom: 10pt; font-size: 10pt; font-weight: bold;">SPECIAL NOTE ON FORWARD-LOOKING STATEMENTS</div>
        <div>This pricing supplement and the accompanying product supplement, prospectus and prospectus supplement contain or incorporate by reference &#8220;forward-looking statements&#8221; within the meaning of the safe harbor provisions of Section 27A of the
          Securities Act of 1933 (the &#8220;Securities Act&#8221;) and Section 21E of the Securities Exchange Act of 1934. These forward-looking statements are not statements of historical fact and represent only our belief as of the date such statements are made.
          There are a variety of factors, many of which are beyond our control, which affect our operations, performance, business strategy and results and could cause actual reported results and performance to differ materially from the performance and
          expectations expressed in these forward-looking statements. These factors include, but are not limited to, financial market volatility, actions and initiatives by current and future competitors, general economic conditions, controls and
          procedures relating to the close of the quarter, the effects of current, pending and future legislation or rulemaking by regulatory or self-regulatory bodies, regulatory actions, and the other risks and uncertainties that are outlined in our
          Annual Report on Form 10-K for the fiscal year ended November 30, 2023 filed with the U.S. Securities and Exchange Commission, or the SEC, on January 26, 2024 (the &#8220;Annual Report on Form 10-K&#8221;)<font style="font-size: 10pt;">&#160;</font>and in our
          Quarterly Reports on Form 10-Q for the quarterly periods ended February 29, 2024, May 31, 2024 and August 31, 2024 filed with the SEC on April 5, 2024, July 9, 2024 and October 9, 2024, respectively. You are cautioned not to place undue reliance
          on forward-looking statements, which speak only as of the date they are made. We do not undertake to update forward-looking statements to reflect the impact of circumstances or events that arise after the date of the forward-looking statements.</div>
        <div><br>
        </div>
        <div style="clear: both; margin-top: 9pt; margin-bottom: 9pt;" class="BRPFPageBreakArea">
          <div class="BRPFPageFooter" style="width: 100%;"></div>
          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-ii</font></div>
          <div style="page-break-after: always;" class="BRPFPageBreak">
            <hr noshade="noshade" style="margin: 4px 0px; width: 100%; border-width: 0; height: 2px; color: #000000; background-color: #000000; clear: both;"></div>
          <div class="BRPFPageHeader" style="width: 100%;">
            <div>
              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <!--PROfilePageNumberReset%Num%1%PS-%%--><a name="RECENTDEVELOPMENTS"><!--Anchor--></a>
        <div style="text-align: center; margin-bottom: 10pt; font-size: 10pt; font-weight: bold;">RECENT DEVELOPMENTS</div>
        <div>On January 8, 2025, Jefferies Financial Group Inc. announced its financial results for its fiscal fourth quarter of 2024:</div>
        <div><br>
        </div>
        <div style="text-align: justify; margin-bottom: 6pt;">Highlights for the three months ended November 30, 2024:</div>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="z7ac6e5eec8964caea42ba2cccc93770c">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top;">&#8226;</td>
              <td style="width: auto; vertical-align: top;">
                <div>Investment Banking Net Revenues of $987 million</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="z923d2fac7f8e44ce88611a70c1fad71b">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top;">&#8226;</td>
              <td style="width: auto; vertical-align: top;">
                <div>Capital Markets Net Revenues of $652 million</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="zb1a99fb655a64e4a9e8f2f20195a17ab">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top;">&#8226;</td>
              <td style="width: auto; vertical-align: top;">
                <div>Asset Management Fees and Revenues and Investment Return of $116 million</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="z9216ba91ac9a41908382f134f8245362">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top;">&#8226;</td>
              <td style="width: auto; vertical-align: top;">
                <div>Income Before Income Taxes of $305 million</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="z431ee7b8a95c408cbf81a9852b3ea519">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top;">&#8226;</td>
              <td style="width: auto; vertical-align: top;">
                <div>Net Income of $206 million (reflects a 28.2% effective tax rate)</div>
              </td>
            </tr>

        </table>
        <div><br>
        </div>
        <div style="text-align: justify; margin-bottom: 6pt;">Highlights for the year ended November 30, 2024:</div>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="z336ffe3f211f4b48965b9dabeb782071">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top;">&#8226;</td>
              <td style="width: auto; vertical-align: top;">
                <div>Investment Banking Net Revenues of $3.44 billion</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="zbf0ce1eb00cc48b29cc83ec7c8930874">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top;">&#8226;</td>
              <td style="width: auto; vertical-align: top;">
                <div>Capital Markets Net Revenues of $2.76 billion</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="zb18be0ad29cf457590da35fec355fca7">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top;">&#8226;</td>
              <td style="width: auto; vertical-align: top;">
                <div>Asset Management Fees and Revenues and Investment Return of $316 million</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="z1de90074f66d4d4d92c8840c75cbf0c1">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top;">&#8226;</td>
              <td style="width: auto; vertical-align: top;">
                <div>Income Before Income Taxes of $1 billion</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="zb505783779434fe4a05942a79f5879d4">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top;">&#8226;</td>
              <td style="width: auto; vertical-align: top;">
                <div>Net Income of $669 million (reflects a 29.2% effective tax rate)</div>
              </td>
            </tr>

        </table>
        <div><br>
        </div>
        <div>Amounts herein pertaining to November 30, 2024 represent a preliminary estimate as of the date of the earnings release and may be revised in our Annual Report on Form 10-K for the year ended November 30, 2024.</div>
        <div><br>
        </div>
        <div>The above preliminary financial data included in this pricing supplement has been prepared by and is the responsibility of Jefferies&#8217; management. Deloitte &amp; Touche LLP, Jefferies&#8217; independent public accountant, has not audited, reviewed,
          compiled or performed any procedures with respect to the accompanying preliminary financial data. Accordingly, Deloitte &amp; Touche LLP does not express an opinion or any other form of assurance with respect thereto.</div>
        <div><br>
        </div>
        <div style="clear: both; margin-top: 9pt; margin-bottom: 9pt;" class="BRPFPageBreakArea">
          <div class="BRPFPageFooter" style="width: 100%;"></div>
          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-1</font></div>
          <div style="page-break-after: always;" class="BRPFPageBreak">
            <hr noshade="noshade" style="margin: 4px 0px; width: 100%; border-width: 0; height: 2px; color: #000000; background-color: #000000; clear: both;"></div>
          <div class="BRPFPageHeader" style="width: 100%;">
            <div>
              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <a name="THENOTES"><!--Anchor--></a>
        <div style="text-align: center; margin-bottom: 18pt; font-size: 10pt; font-weight: bold;">THE NOTES</div>
        <div style="margin-bottom: 10pt;">The Notes are senior unsecured obligations of Jefferies Financial Group Inc.&#160; The Aggregate Principal Amount of the Notes is $&#160; &#160; &#160; .&#160; The Notes will mature on January 22, 2030.&#160; The Notes have the terms described
          in the accompanying product supplement, prospectus supplement and prospectus, as supplemented or modified by this pricing supplement.&#160; The Notes will be automatically called if the Observation Value of the Worst-Performing Underlying on any Call
          Observation Date (beginning approximately one year after the Pricing Date) is equal to or greater than its Call Value.&#160; If your Notes are called, you will receive the applicable Call Payment on the applicable Call Payment Date, and no further
          amounts will be payable on the Notes. If your Notes are not called, your Notes are subject to 1-to-1 downside exposure to decreases in the Worst-Performing Underlying from its Initial Value, with up to 100.00% of the Stated Principal Amount at
          risk. For more information on the Call Feature and the Payment at Maturity please see &#8220;Summary of Terms&#8221; on the cover page of this pricing supplement.&#160; All payments on the Notes are subject to our credit risk.&#160; The Notes are issued as part of our
          Series A Global Medium-Term Notes program.</div>
        <div style="margin-bottom: 10pt;">The Stated Principal Amount of each Note is $1,000.&#160; The Issue Price will equal 100% of the Stated Principal Amount per Note.&#160; This price includes costs associated with issuing, selling, structuring and hedging the
          Notes, which are borne by you, and, consequently, the estimated value of the Notes on the Pricing Date will be less than the Issue Price.&#160; We estimate that the value of each Note on the Pricing Date will be approximately $978.60, or within $30.00
          of that estimate.&#160; Our estimate of the value of the Notes as determined on the Pricing Date will be set forth in the final pricing supplement.</div>
        <div style="margin-bottom: 10pt;">If any Call Payment Date or the Maturity Date occurs on a day that is not a Business Day, then the payment owed on such date will be postponed until the next succeeding Business Day, and no interest will accrue as
          a result of such delay.</div>
        <div>Capitalized terms used but not defined in this pricing supplement have the meanings set forth in the accompanying product supplement, prospectus supplement or prospectus, as applicable.&#160; If the terms described herein are inconsistent with
          those described in the accompanying product supplement, prospectus supplement or prospectus, the terms described herein shall control.</div>
        <div><br>
        </div>
        <div style="clear: both; margin-top: 9pt; margin-bottom: 9pt;" class="BRPFPageBreakArea">
          <div class="BRPFPageFooter" style="width: 100%;"></div>
          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-2</font></div>
          <div style="page-break-after: always;" class="BRPFPageBreak">
            <hr noshade="noshade" style="margin: 4px 0px; width: 100%; border-width: 0; height: 2px; color: #000000; background-color: #000000; clear: both;"></div>
          <div class="BRPFPageHeader" style="width: 100%;">
            <div>
              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <div style="text-align: center; margin-bottom: 10pt; font-weight: bold;"><u>Call Observation Dates, Call Payment Dates, Call Premiums and Call Payments</u></div>
        <table cellspacing="0" cellpadding="0" border="0" style="font-family: Arial; font-size: 9pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 0);" id="z59948783285e486d8810fa8aab67201a">

            <tr>
              <td style="width: 24.89%; vertical-align: top; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt; font-weight: bold;"><u>Call Observation Dates</u></div>
              </td>
              <td style="width: 21.49%; vertical-align: top; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt; font-weight: bold;"><u>Call Payment Dates</u></div>
              </td>
              <td style="width: 26.92%; vertical-align: top; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt; font-weight: bold;"><u>Call Premiums (per Note)</u></div>
              </td>
              <td style="width: 26.7%; vertical-align: top; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0); border-right: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt; font-weight: bold;"><u>Call Payments (per Note)</u></div>
              </td>
            </tr>
            <tr>
              <td style="width: 24.89%; vertical-align: middle; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt; color: rgb(0, 0, 0);">January 16, 2026</div>
              </td>
              <td style="width: 21.49%; vertical-align: middle; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt; color: rgb(0, 0, 0);">January 22, 2026</div>
              </td>
              <td style="width: 26.92%; vertical-align: middle; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt; color: rgb(0, 0, 0);">$115.00</div>
              </td>
              <td style="width: 26.7%; vertical-align: middle; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0); border-right: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt; color: rgb(0, 0, 0);">$1,115.00</div>
              </td>
            </tr>
            <tr>
              <td style="width: 24.89%; vertical-align: middle; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt; color: rgb(0, 0, 0);">January 19, 2027</div>
              </td>
              <td style="width: 21.49%; vertical-align: middle; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt; color: rgb(0, 0, 0);">January 22, 2027</div>
              </td>
              <td style="width: 26.92%; vertical-align: top; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt;">$230.00</div>
              </td>
              <td style="width: 26.7%; vertical-align: top; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0); border-right: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt;">$1,230.00</div>
              </td>
            </tr>
            <tr>
              <td style="width: 24.89%; vertical-align: middle; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt; color: rgb(0, 0, 0);">January 18, 2028</div>
              </td>
              <td style="width: 21.49%; vertical-align: middle; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt; color: rgb(0, 0, 0);">January 21, 2028</div>
              </td>
              <td style="width: 26.92%; vertical-align: top; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt;">$345.00</div>
              </td>
              <td style="width: 26.7%; vertical-align: top; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0); border-right: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt;">$1,345.00</div>
              </td>
            </tr>
            <tr>
              <td style="width: 24.89%; vertical-align: middle; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt; color: rgb(0, 0, 0);">January 16, 2029</div>
              </td>
              <td style="width: 21.49%; vertical-align: middle; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt; color: rgb(0, 0, 0);">January 19, 2029</div>
              </td>
              <td style="width: 26.92%; vertical-align: bottom; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt;">$460.00</div>
              </td>
              <td style="width: 26.7%; vertical-align: bottom; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0); border-right: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt;">$1,460.00</div>
              </td>
            </tr>
            <tr>
              <td style="width: 24.89%; vertical-align: middle; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0); border-bottom: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt; color: rgb(0, 0, 0);">January 16, 2030</div>
              </td>
              <td style="width: 21.49%; vertical-align: middle; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0); border-bottom: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt; color: rgb(0, 0, 0);">January 22, 2030</div>
              </td>
              <td style="width: 26.92%; vertical-align: bottom; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0); border-bottom: 1px solid rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt;">$575.00</div>
              </td>
              <td style="width: 26.7%; vertical-align: bottom; border-width: 1px; border-style: solid; border-color: rgb(0, 0, 0);">
                <div style="text-align: center; margin-bottom: 10pt;">$1,575.00</div>
              </td>
            </tr>

        </table>
        <div style="margin-bottom: 10pt;"><br>
        </div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">Valuation of the Notes</div>
        <div style="margin-bottom: 10pt;">Jefferies LLC calculated the estimated value of the Notes set forth on the cover page of this pricing supplement based on its proprietary pricing models at that time. Jefferies LLC&#8217;s proprietary pricing models
          generated an estimated value for the Notes by estimating the value of a hypothetical package of financial instruments that would replicate the payout on the Notes, which consists of a fixed-income bond (the &#8220;bond component&#8221;) and one or more
          derivative instruments underlying the economic terms of the Notes (the &#8220;derivative component&#8221;). In calculating the estimated value of the derivative component, Jefferies LLC estimated future cash flows based on a proprietary derivative-pricing
          model that is in turn based on various inputs, including the factors described under &#8220;Risk Factors&#8212;The estimated value of the Notes was determined for us by our subsidiary using proprietary pricing models&#8221; below. These inputs may be
          market-observable or may be based on assumptions made by Jefferies LLC in its discretionary judgment. Estimated cash flows on the bond and derivative components were discounted using a discount rate based on our internal funding rate.</div>
        <div style="margin-bottom: 10pt;">The estimated value of the Notes is a function of the terms of the Notes and the inputs to Jefferies LLC&#8217;s proprietary pricing models.&#160; The range for the estimated value of the Notes set forth on the cover page of
          this preliminary pricing supplement reflects uncertainty on the date of this preliminary pricing supplement about the inputs to Jefferies LLC&#8217;s proprietary pricing models on the Pricing Date.</div>
        <div style="margin-bottom: 10pt;">Since the estimated value of the Notes is a function of the underlying assumptions and construction of Jefferies LLC&#8217;s proprietary derivative-pricing model, modification to this model will impact the estimated
          value calculation.&#160; Jefferies LLC&#8217;s proprietary models are subject to ongoing review and modification, and Jefferies LLC may change them at any time and for a variety of reasons.&#160; In the event of a model change, prior descriptions of the model
          and computations based on the older model will be superseded, and calculations of estimated value under the new model may differ significantly from those under the older model.&#160; Further, model changes may cause a larger impact on the estimated
          value of a note with a particular return formula than on a similar note with a different return formula.&#160; For example, to the extent a return formula contains leverage, model changes may cause a larger impact on the estimated value of that note
          than on a similar note without such leverage.</div>
        <div style="margin-bottom: 10pt;">For an initial period following the issuance of the Notes (the &#8220;Temporary Adjustment Period&#8221;), the value that will be indicated for the Notes on any brokerage account statements prepared by Jefferies LLC or its
          affiliates (which value Jefferies LLC may also publish through one or more financial information vendors) will reflect a temporary upward adjustment from the price or value that would otherwise be determined. This temporary upward adjustment
          represents amounts which may include, but are not limited to, profits, fees, underwriting discounts and commissions and hedging and other costs expected to be paid or realized by Jefferies LLC or its affiliates, or other unaffiliated brokers or
          dealers, over the term of the Notes. The amount of this temporary upward adjustment will decline to zero on a straight-line basis over the Temporary Adjustment Period.</div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">The relationship between the estimated value on the Pricing Date and the secondary market price of the Notes</div>
        <div>The price at which Jefferies LLC purchases the Notes in the secondary market, absent changes in market conditions, including those related to interest rates and the Underlyings, may vary from, and be lower than, the estimated value on the
          Pricing Date, because the secondary market price takes into account our secondary market credit spread as well as the bid-offer spread that Jefferies LLC would charge in a secondary market transaction of this type, the costs of unwinding the
          related hedging transactions and other factors.</div>
        <div><br>
        </div>
        <div style="clear: both; margin-top: 9pt; margin-bottom: 9pt;" class="BRPFPageBreakArea">
          <div class="BRPFPageFooter" style="width: 100%;"></div>
          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-3</font></div>
          <div style="page-break-after: always;" class="BRPFPageBreak">
            <hr noshade="noshade" style="margin: 4px 0px; width: 100%; border-width: 0; height: 2px; color: #000000; background-color: #000000; clear: both;"></div>
          <div class="BRPFPageHeader" style="width: 100%;">
            <div>
              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <div>Jefferies LLC may, but is not obligated to, make a market in the Notes and, if it once chooses to make a market, may cease doing so at any time.</div>
        <div><br>
        </div>
        <div style="clear: both; margin-top: 9pt; margin-bottom: 9pt;" class="BRPFPageBreakArea">
          <div class="BRPFPageFooter" style="width: 100%;"></div>
          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-4</font></div>
          <div style="page-break-after: always;" class="BRPFPageBreak">
            <hr noshade="noshade" style="margin: 4px 0px; width: 100%; border-width: 0; height: 2px; color: #000000; background-color: #000000; clear: both;"></div>
          <div class="BRPFPageHeader" style="width: 100%;">
            <div>
              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <a name="HOWTHENOTESWORK"><!--Anchor--></a>
        <div style="text-align: center; margin-bottom: 10pt; font-size: 10pt; font-weight: bold;">HOW THE NOTES WORK</div>
        <div style="margin-bottom: 10pt; font-weight: bold;"><u>Call Feature</u></div>
        <div style="margin-bottom: 10pt;">The following examples illustrate the Call Feature over a range of hypothetical Observation Values of the Worst-Performing Underlying.&#160; The examples below are for purposes of illustration only and do not take into
          account any tax consequences from investing in the Notes.&#160; Payments on the Notes will depend on the actual Observation Values of the Worst-Performing Underlying on the Call Observation Dates.&#160; For recent historical performance of the Underlyings,
          please see &#8220;The Underlyings&#8221; section below.&#160; The Observation Values and Final Value of each Underlying will not include any income generated by dividends paid on the Underlying or the stocks included in such Underlying, which you would otherwise
          be entitled to receive if you invested in those stocks directly.&#160; In addition, all payments on the Notes are subject to our credit risk.</div>
        <div style="margin-bottom: 10pt;"><u>Example 1. </u>The Observation Value of the Worst-Performing Underlying on the first Call Observation Date is greater than its Call Value. Therefore the Notes will be called and the applicable Call Payment of
          $1,115.00 will be paid on the applicable Call Payment Date. The Notes will no longer be outstanding and no further amounts will be payable on the Notes.</div>
        <div style="margin-bottom: 10pt;"><u>Example 2. </u>The Observation Value of the Worst-Performing Underlying on each of the first four Call Observation Dates is below its Call Value. Therefore the Notes will not be called on any of the first four
          Call Observation Dates.&#160; The Observation Value of the Worst-Performing Underlying on the fifth Call Observation Date is greater than its Call Value. Therefore the Notes will be called and the applicable Call Payment of $1,575.00 will be paid on
          the applicable Call Payment Date. The Notes will no longer be outstanding and no further amounts will be payable on the Notes.</div>
        <div style="margin-bottom: 10pt;"><u>Example 3. </u>The Observation Value of the Worst-Performing Underlying on each of the first four Call Observation Dates is below its Call Value. Therefore the Notes will not be called on any of the first four
          Call Observation Dates.&#160; The Observation Value of the Worst-Performing Underlying on the fifth Call Observation Date is below its Call Value. Therefore the Notes will be not be called. You will receive for each Note that you hold a Payment at
          Maturity that is less than the Stated Principal Amount of each Note. See &#8220;&#8212;Payment at Maturity&#8221; below.</div>
        <div style="margin-bottom: 10pt; font-weight: bold;"><u>Payment at Maturity</u></div>
        <div style="margin-bottom: 10pt;">The table below assumes the Notes have not been called and presents examples of hypothetical Payments at Maturity on the Notes over a range of hypothetical Final Values of the Worst-Performing Underlying.&#160; Since
          the Notes have not been called this necessarily means that the Final Value of the Worst-Performing Underlying is less than 70% of its Initial Value. The Payment at Maturity will be less than 70% of the Stated Principal Amount and you could lose
          some or all of your investment. The examples below are for purposes of illustration only and do not take into account any tax consequences from investing in the Notes.&#160; The actual Payment at Maturity will depend on the actual Final Value of the
          Worst-Performing Underlying determined on the Valuation Date.</div>
        <div style="margin-bottom: 10pt;">The table below is based on the following terms:</div>
        <table cellspacing="0" cellpadding="0" border="0" style="font-family: Arial; font-size: 9pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 0);" id="zbea309c1a8a94877bb3f8a3ad567c07b">

            <tr>
              <td colspan="1" style="width: 1%; vertical-align: top; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0);">&#160;</td>
              <td style="width: 35%; vertical-align: top; border-top: 1px solid rgb(0, 0, 0);">
                <div style="font-weight: bold;">Stated Principal Amount:</div>
              </td>
              <td colspan="1" style="width: 1%; vertical-align: top; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0);">&#160;</td>
              <td style="width: 63%; vertical-align: top; border-top: 1px solid rgb(0, 0, 0); border-right: 1px solid rgb(0, 0, 0);">
                <div>$1,000 per Note.</div>
              </td>
            </tr>
            <tr>
              <td colspan="1" style="width: 1%; vertical-align: top; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0); border-bottom: 1px solid rgb(0, 0, 0);">&#160;</td>
              <td style="width: 35%; vertical-align: top; border-top: 1px solid rgb(0, 0, 0); border-bottom: 1px solid rgb(0, 0, 0);">
                <div style="font-weight: bold;">Hypothetical Initial Value of the Worst-</div>
                <div style="font-weight: bold;">Performing Underlying:</div>
              </td>
              <td colspan="1" style="width: 1%; vertical-align: top; border-top: 1px solid rgb(0, 0, 0); border-left: 1px solid rgb(0, 0, 0); border-bottom: 1px solid rgb(0, 0, 0);">&#160;</td>
              <td style="width: 63%; vertical-align: top; border-top: 1px solid rgb(0, 0, 0); border-right: 1px solid rgb(0, 0, 0); border-bottom: 1px solid rgb(0, 0, 0);">
                <div>100</div>
              </td>
            </tr>

        </table>
        <div><br>
        </div>
        <table cellspacing="0" cellpadding="0" border="0" align="center" style="border-collapse: collapse; width: 65%; color: #000000; font-family: Arial; font-size: 9pt; text-align: left;" id="ze3aa9da37faa44438509367d1445cb00">

            <tr>
              <td colspan="2" style="vertical-align: bottom; background-color: rgb(218, 238, 243);">
                <div style="text-align: center; font-weight: bold;">Final Value of the Worst-</div>
                <div style="text-align: center; margin-bottom: 6pt; font-weight: bold;">Performing Underlying</div>
              </td>
              <td colspan="2" style="vertical-align: bottom; background-color: rgb(218, 238, 243);">
                <div style="text-align: center; font-weight: bold;">Payment at</div>
                <div style="text-align: center; font-weight: bold;">Maturity per</div>
                <div style="text-align: center; margin-bottom: 6pt; font-weight: bold;">Note</div>
              </td>
              <td style="width: 25%; vertical-align: bottom; background-color: rgb(218, 238, 243);">
                <div style="text-align: center; margin-bottom: 6pt; font-weight: bold;">Return on the Notes</div>
              </td>
            </tr>
            <tr>
              <td style="width: 12%; vertical-align: top;">
                <div style="text-align: right;">0.00</div>
              </td>
              <td style="width: 8%; vertical-align: top;">&#160;</td>
              <td style="width: 12%; vertical-align: top;">
                <div style="text-align: right;">$0.00</div>
              </td>
              <td style="width: 8%; vertical-align: top;">&#160;</td>
              <td style="width: 25%; vertical-align: top;">
                <div style="text-align: center;">-100.00%</div>
              </td>
            </tr>
            <tr>
              <td style="width: 12%; vertical-align: top;">
                <div style="text-align: right;">25.00</div>
              </td>
              <td style="width: 8%; vertical-align: top;">&#160;</td>
              <td style="width: 12%; vertical-align: top;">
                <div style="text-align: right;">$250.00</div>
              </td>
              <td style="width: 8%; vertical-align: top;">&#160;</td>
              <td style="width: 25%; vertical-align: top;">
                <div style="text-align: center;">-75.00%</div>
              </td>
            </tr>
            <tr>
              <td style="width: 12%; vertical-align: top;">
                <div style="text-align: right;">50.00</div>
              </td>
              <td style="width: 8%; vertical-align: top;">&#160;</td>
              <td style="width: 12%; vertical-align: top;">
                <div style="text-align: right;">$500.000</div>
              </td>
              <td style="width: 8%; vertical-align: top;">&#160;</td>
              <td style="width: 25%; vertical-align: top;">
                <div style="text-align: center;">-50.00%</div>
              </td>
            </tr>
            <tr>
              <td style="width: 12%; vertical-align: top;">
                <div style="text-align: right;">69.99</div>
              </td>
              <td style="width: 8%; vertical-align: top;">&#160;</td>
              <td style="width: 12%; vertical-align: top;">
                <div style="text-align: right;">$699.900</div>
              </td>
              <td style="width: 8%; vertical-align: top;">&#160;</td>
              <td style="width: 25%; vertical-align: top;">
                <div style="text-align: center;">-30.01%</div>
              </td>
            </tr>

        </table>
        <div><br>
        </div>
        <div style="clear: both; margin-top: 9pt; margin-bottom: 9pt;" class="BRPFPageBreakArea">
          <div class="BRPFPageFooter" style="width: 100%;"></div>
          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-5</font></div>
          <div style="page-break-after: always;" class="BRPFPageBreak">
            <hr noshade="noshade" style="margin: 4px 0px; width: 100%; border-width: 0; height: 2px; color: #000000; background-color: #000000; clear: both;"></div>
          <div class="BRPFPageHeader" style="width: 100%;">
            <div>
              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <a name="RISKFACTORS"><!--Anchor--></a>
        <div style="text-align: center; margin-bottom: 10pt; font-size: 10pt; font-weight: bold;">RISK FACTORS</div>
        <div style="margin-bottom: 10pt;"><font style="font-style: italic;">In addition to the other information contained and incorporated by reference in this pricing supplement and the accompanying product supplement, prospectus and prospectus
            supplement, including the section entitled </font>&#8220;<font style="font-style: italic;">Risk Factors</font>&#8221;<font style="font-style: italic;"> in our Annual Report on Form 10&#8209;K, you should consider carefully the following factors before deciding
            to purchase the Notes.</font></div>
        <div style="margin-bottom: 10pt; font-weight: bold;"><u>Structure-related Risks</u></div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">If your Notes are not called you will lose a significant portion or all of your investment.</div>
        <div style="margin-bottom: 10pt;">If your Notes are not called, you will receive for each Note that you hold a Payment at Maturity that is less than the Stated Principal Amount of each Note. In this case investors will lose 1% of the Stated
          Principal Amount for every 1% decline in the Final Value below the Initial Value. If the Notes are not called this necessarily means that the Final Value of the Worst-Performing Underlying is less than 70% of its Initial Value. <font style="font-weight: bold;">Investors will lose more than 30% and can lose up to 100% of the Stated Principal Amount of the Notes if the Notes are not called.</font></div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">Your investment return is limited to the return represented by the applicable Call Premium.</div>
        <div style="margin-bottom: 10pt;">Your investment return will be limited to the return represented by the applicable Call Premium that is payable if the Notes are called.&#160; You will not receive a payment on the Notes greater than the Stated
          Principal Amount plus the applicable Call Premium, regardless of the appreciation of the Underlyings.&#160; In contrast, a direct investment in the Underlyings (or any securities, commodities or other assets represented by the Underlyings) would allow
          you to receive the full benefit of any appreciation in the value of the Underlyings (or those underlying assets).</div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">If the Notes are called you will be subject to reinvestment risk.</div>
        <div style="margin-bottom: 10pt;">If the Notes are called, the term of the Notes will be short. In such a case, you will lose the opportunity to receive any higher Call Premium that otherwise might have been payable on a later date. There is no
          guarantee that you would be able to reinvest the proceeds from an investment in the Notes at a comparable return for a similar level of risk in the event the Notes are called prior to maturity.</div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">The Notes are subject to the risks of each Underlying, not a basket composed of the Underlyings, and will be negatively affected if the Observation Value of any Underlying
          decreases below its Call Value on the applicable Call Observation Dates, even if the Observation Value of the other Underlyings do not.</div>
        <div style="margin-bottom: 10pt;">The Notes are linked to the worst-performing of the Underlyings and you are subject to the risks associated with each Underlying. The Notes are not linked to a basket composed of the Underlyings, where the
          depreciation in the value of one Underlying could be offset to some extent by the appreciation in the value of the other Underlying. The individual performance of each Underlying will not be combined, and the depreciation in the value of one
          Underlying will not be offset by any appreciation in the value of the other Underlying. For example, even if the Observation Value of an Underlying is at or above its Call Value, your Notes will not be called and you will not receive the Call
          Payment on the applicable Call Payment Date if the Observation Value of the Worst-Performing Underlying is below its Call Value. If this happens on each Call Observation Date, your Notes will not be called and will lose some or all of your
          investment.</div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">Payment on the Notes is not linked to the value of the Underlyings at any time other than the Call Observation Dates.</div>
        <div>The Observation Value of each Underlying will be based on its Index Closing Value or ETF Closing Price on the applicable Call Observation Date and the Final Value of each Underlying will be based on its Index Closing Value or ETF Closing Price
          on the Valuation Date (which is also the final Call Observation Date) (in each case subject to postponement for non-Index Business Days or non-trading days and Certain Market Disruption Events as described in the accompanying product
          supplement).&#160; Even if the value of the Worst-Performing Underlying is always greater than its Call Value prior to a Call Observation Date, your Notes will not be called and you will not receive the Call Payment on the applicable Call Payment Date
          if the Observation Value of the Worst-Performing Underlying is below its Call Value on the Call Observation Date. Furthermore, even if the value of the Worst-Performing Underlying appreciates prior to the final Call Observation Date but then
          drops below its Call Value on the final Call Observation Date, the Notes will not be called and you will receive a Payment at Maturity that will be less, and may be significantly less, than the Stated Principal Amount.&#160; Although the actual value
          of an Underlying on the Maturity Date or at other times during the term of the Notes may be higher than its Observation Values or Final Value, payments on the Notes will be based solely on the Observation Values and Final Values of the
          Underlyings.</div>
        <div><br>
        </div>
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          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-6</font></div>
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              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">You will not benefit in any way from the performance of the better performing Underlyings.</div>
        <div style="margin-bottom: 10pt;">The return on the Notes will depend solely on the performance of the Worst-Performing Underlying, and you will not benefit in any way from the performance of the better performing Underlyings. The Notes may
          underperform a similar investment in each of the Underlyings or a similar alternative investment linked to a basket composed of the Underlyings. In either such case, the performance of the better performing Underlyings would be blended with the
          performance of the Worst-Performing Underlying, resulting in a potentially better return than what you would receive on the Notes.</div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">The Notes are subject to our credit risk, and any actual or anticipated changes to our credit ratings or credit spreads may adversely affect the market value of the Notes.</div>
        <div style="margin-bottom: 10pt;">You are dependent on our ability to pay all amounts due on the Notes and therefore you are subject to our credit risk.&#160; If we default on our obligations under the Notes, your investment would be at risk and you
          could lose some or all of your investment.&#160; As a result, the market value of the Notes prior to maturity will be affected by changes in the market&#8217;s view of our creditworthiness.&#160; Any actual or anticipated decline in our credit ratings or
          increase in the credit spreads charged by the market for taking our credit risk is likely to adversely affect the market value of the Notes.</div>
        <div style="margin-bottom: 10pt; font-weight: bold;"><u>Valuation- and Market-related Risks</u></div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">The market price of the Notes will be influenced by many unpredictable factors.</div>
        <div style="margin-bottom: 10pt;">Several factors, many of which are beyond our control, will influence the value of the Notes in the secondary market and the price at which Jefferies LLC may be willing to purchase or sell the Notes in the
          secondary market, including the value, volatility (frequency and magnitude of changes in value) and dividend yield of the Underlyings, interest and yield rates in the market, time remaining until the Notes mature, geopolitical conditions and
          economic, financial, political, regulatory or judicial events that affect the Underlyings or equities markets generally and which may affect the Observation Values or Final Value of the Underlyings and any actual or anticipated changes in our
          credit ratings or credit spreads.&#160; The value of the Underlyings may be, and has recently been, volatile, and we can give you no assurance that the volatility will lessen.&#160; See &#8220;The Underlyings&#8221; below.&#160; You may receive less, and possibly
          significantly less, than the Stated Principal Amount per Note if you try to sell your Notes prior to maturity.</div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">The estimated value of the Notes on the Pricing Date, based on Jefferies LLC proprietary pricing models at that time and our internal funding rate, will be less than the Issue
          Price.</div>
        <div style="margin-bottom: 10pt;">The difference is attributable to certain costs associated with selling, structuring and hedging the Notes that are included in the Issue Price.&#160; These costs include (i) the selling concessions paid in connection
          with the offering of the Notes, (ii) hedging and other costs incurred by us and our affiliates in connection with the offering of the Notes and (iii) the expected profit (which may be more or less than actual profit) to Jefferies LLC or other of
          our affiliates in connection with hedging our obligations under the Notes.&#160; These costs adversely affect the economic terms of the Notes because, if they were lower, the economic terms of the Notes would be more favorable to you.&#160; The economic
          terms of the Notes are also likely to be adversely affected by the use of our internal funding rate, rather than our secondary market rate, to price the Notes.&#160; See &#8220;The estimated value of the Notes would be lower if it were calculated based on
          our secondary market rate&#8221; below.</div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">The estimated value of the Notes was determined for us by our subsidiary using proprietary pricing models.</div>
        <div style="margin-bottom: 10pt;">Jefferies LLC derived the estimated value disclosed on the cover page of this pricing supplement from its proprietary pricing models at that time.&#160; In doing so, it may have made discretionary judgments about the
          inputs to its models, such as the volatility of the Underlyings.&#160; Jefferies LLC&#8217;s views on these inputs and assumptions may differ from your or others&#8217; views, and as an agent in this offering, Jefferies LLC&#8217;s interests may conflict with yours.&#160;
          Both the models and the inputs to the models may prove to be wrong and therefore not an accurate reflection of the value of the Notes.&#160; Moreover, the estimated value of the Notes set forth on the cover page of this pricing supplement may differ
          from the value that we or our affiliates may determine for the Notes for other purposes, including for accounting purposes.&#160; You should not invest in the Notes because of the estimated value of the Notes.&#160; Instead, you should be willing to hold
          the Notes to maturity irrespective of the initial estimated value.</div>
        <div>Since the estimated value of the Notes is a function of the underlying assumptions and construction of Jefferies LLC&#8217;s proprietary derivative-pricing model, modifications to this model will impact the estimated value calculation.&#160; Jefferies
          LLC&#8217;s proprietary models are subject to ongoing review and modification, and Jefferies LLC may change them at any time and for a variety of reasons.&#160; In the event of a model change, prior descriptions of the model and computations based on the
          older model will be superseded, and calculations of estimated value under the new model may differ</div>
        <div><br>
        </div>
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          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-7</font></div>
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              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <div style="margin-bottom: 10pt;">significantly from those under the older model.&#160; Further, model changes may cause a larger impact on the estimated value of a note with a particular return formula than on a similar note with a different return
          formula.&#160; For example, to the extent a return formula contains a participation rate of greater than 100%, model changes may cause a larger impact on the estimated value of that note than on a similar note without such participation rate.</div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">The estimated value of the Notes would be lower if it were calculated based on our secondary market rate.</div>
        <div style="margin-bottom: 10pt;">The estimated value of the Notes included in this pricing supplement is calculated based on our internal funding rate, which is the rate at which we are willing to borrow funds through the issuance of the Notes.&#160;
          Our internal funding rate is generally lower than our secondary market rate, which is the rate that Jefferies LLC will use in determining the value of the Notes for purposes of any purchases of the Notes from you in the secondary market.&#160; If the
          estimated value included in this pricing supplement were based on our secondary market rate, rather than our internal funding rate, it would likely be lower.&#160; We determine our internal funding rate based on factors such as the costs associated
          with the Notes, which are generally higher than the costs associated with conventional debt securities, and our liquidity needs and preferences.&#160; Our internal funding rate is not the same as the interest that is payable on the Notes.</div>
        <div style="margin-bottom: 10pt;">Because there is not an active market for traded instruments referencing our outstanding debt obligations, Jefferies LLC determines our secondary market rate based on the market price of traded instruments
          referencing our debt obligations, but subject to adjustments that Jefferies LLC makes in its sole discretion.&#160; As a result, our secondary market rate is not a market-determined measure of our creditworthiness, but rather reflects the market&#8217;s
          perception of our creditworthiness as adjusted for discretionary factors such as Jefferies LLC&#8217;s preferences with respect to purchasing the Notes prior to maturity.</div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">The estimated value of the Notes is not an indication of the price, if any, at which Jefferies LLC or any other person may be willing to buy the Notes from you in the
          secondary market.</div>
        <div style="margin-bottom: 10pt;">Any such secondary market price will fluctuate over the term of the Notes based on the market and other factors described in the next risk factor.&#160; Moreover, unlike the estimated value included in this pricing
          supplement, any value of the Notes determined for purposes of a secondary market transaction will be based on our secondary market rate, which will likely result in a lower value for the Notes than if our internal funding rate were used.&#160; In
          addition, any secondary market price for the Notes will be reduced by a bid-ask spread, which may vary depending on the aggregate stated principal amount of the Notes to be purchased in the secondary market transaction, and the expected cost of
          unwinding related hedging transactions.&#160; As a result, it is likely that any secondary market price for the Notes will be less than the Issue Price.</div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">The Notes will not be listed on any securities exchange and secondary trading may be limited.</div>
        <div style="margin-bottom: 10pt;">The Notes will not be listed on any securities exchange.&#160; Therefore, there may be little or no secondary market for the Notes.&#160; Jefferies LLC may, but is not obligated to, make a market in the Notes and, if it once
          chooses to make a market, may cease doing so at any time.&#160; When it does make a market, it will generally do so for transactions of routine secondary market size at prices based on its estimate of the current value of the Notes, taking into
          account its bid/offer spread, our credit spreads, market volatility, the notional size of the proposed sale, the cost of unwinding any related hedging positions, the time remaining to maturity and the likelihood that it will be able to resell the
          Notes.&#160; Even if there is a secondary market, it may not provide enough liquidity to allow you to trade or sell the Notes easily.&#160; Since other broker-dealers may not participate significantly in the secondary market for the Notes, the price at
          which you may be able to trade your Notes is likely to depend on the price, if any, at which Jefferies LLC is willing to transact.&#160; If, at any time, Jefferies LLC were to cease making a market in the Notes, it is likely that there would be no
          secondary market for the Notes.&#160; Accordingly, you should be willing to hold your Notes to maturity.</div>
        <div style="margin-bottom: 10pt; font-weight: bold;"><u>Conflict-related Risks</u></div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">The Calculation Agent, which is a subsidiary of ours, will make determinations with respect to the Notes.</div>
        <div>As Calculation Agent, Jefferies Financial Services, Inc. will determine the Initial Value of each Underlying, will determine the Observation Values and Final Value of each Underlying and will calculate the amount of cash you receive during the
          term of the Notes.&#160; Moreover, certain determinations made by Jefferies Financial Services, Inc., in its capacity as Calculation Agent, may require it to exercise discretion and make subjective judgments, such as with respect to the occurrence or
          non-occurrence of Market Disruption Events, changes to the Adjustment Factor and the selection of a successor index or calculation of the Observation Value or Final Value in the event of a Market Disruption Event or discontinuance of an
          Underlying.&#160; These potentially subjective determinations may adversely affect payments on the Notes</div>
        <div><br>
        </div>
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          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-8</font></div>
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              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">Our trading and hedging activities may create conflicts of interest with you.</div>
        <div style="margin-bottom: 10pt;">We or one or more of our subsidiaries, including Jefferies LLC, may engage in trading activities related to the Notes that are not for your account or on your behalf.&#160; We expect to enter into arrangements to hedge
          the market risks associated with our obligation to pay the amounts due under the Notes.&#160; We may seek competitive terms in entering into the hedging arrangements for the Notes, but are not required to do so, and we may enter into such hedging
          arrangements with one of our subsidiaries or affiliates.&#160; This hedging activity is expected to result in a profit to those engaging in the hedging activity, which could be more or less than initially expected, but which could also result in a
          loss for the hedging counterparty.&#160; These trading and hedging activities may present a conflict of interest between your interest as a holder of the Notes and the interests we and our subsidiaries may have in our proprietary accounts, in
          facilitating transactions for our customers, and in accounts under our management.</div>
        <div style="margin-bottom: 10pt; font-weight: bold;"><u>Underlying-related Risks</u></div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">Investing in the Notes is not equivalent to investing in any Underlying.</div>
        <div style="margin-bottom: 10pt;">Investing in the Notes is not equivalent to investing in any Underlying or the securities represented by or included in any Underlying.&#160; As an investor in the Notes, you will not have voting rights or rights to
          receive dividends or other distributions or any other rights with respect to the Underlyings or the securities represented by or included in any Underlying.</div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">Historical performance of the Underlyings should not be taken as an indication of the future performance of the Underlyings during the term of the Notes.</div>
        <div style="margin-bottom: 10pt;">The actual performance over the term of the Notes of the Underlyings as well as any payment on the Notes may bear little relation to the historical performance of the Underlyings.&#160; The future performance of the
          Underlyings may differ significantly from their historical performance, and no assurance can be given as to the value of the Underlyings during the term of the Notes.&#160; It is impossible to predict whether the value of the Underlyings will rise or
          fall.&#160; We cannot give you assurance that the performance of the Underlyings will not adversely affect any payment on the Notes.</div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">You must rely on your own evaluation of the merits of an investment linked to the Underlyings.</div>
        <div style="margin-bottom: 10pt;">In the ordinary course of their businesses, we or our subsidiaries may have expressed views on expected movements in the Underlyings or the securities represented by or included in the Underlyings, and may do so in
          the future.&#160; These views or reports may be communicated to our clients and clients of our subsidiaries.&#160; However, these views are subject to change from time to time.&#160; Moreover, other professionals who deal in markets relating to the Underlyings
          may at any time have views that are significantly different from ours or those of our subsidiaries.&#160; For these reasons, you should consult information about the Underlyings or the securities represented by or included in the Underlyings from
          multiple sources, and you should not rely on the views expressed by us or our subsidiaries.</div>
        <div style="margin-bottom: 10pt;">Neither the offering of the Notes nor any views which we or our subsidiaries from time to time may express in the ordinary course of their businesses constitutes a recommendation as to the merits of an investment
          in the Notes.</div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">Adjustments to an Underlying or its Underlying Index could adversely affect the value of the Notes.</div>
        <div>The investment advisor or index publisher of an Underlying or its Underlying Index may add, delete or substitute the securities included in that Underlying or Underlying Index or make other methodological changes that could change the value of
          that Underlying or Underlying Index.&#160; An investment advisor or index publisher may discontinue or suspend calculation or publication of the applicable Underlying or Underlying Index at any time.&#160; In these circumstances, the Calculation Agent will
          have the sole discretion to calculate the value of an Underlying by reference to its Underlying Index or substitute a successor index that is comparable to the discontinued Underlying or Underlying Index and is not precluded from considering
          indices that are calculated and published by the Calculation Agent or any of its affiliates.&#160; If the Calculation Agent determines that there is no appropriate successor index, payments on the Notes will be an amount based on the closing prices at
          maturity of the securities included in the Underlying at the time of such discontinuance, without rebalancing or substitution, computed by the Calculation Agent in accordance with the formula for calculating the Underlying last in effect prior to
          discontinuance of the Underlying.</div>
        <div><br>
        </div>
        <div style="font-style: italic; font-weight: bold;">An investment in the Notes is subject to risks associated with investing in non-U.S. companies.</div>
        <div><br>
        </div>
        <div>Some of the stocks included in the NDX are issued by companies incorporated outside of the United States. The prices and performance of securities of non-U.S. companies are subject to political, economic, financial, military and social factors
          which could negatively affect foreign securities markets, including the possibility of recent or future changes in a foreign government&#8217;s economic, monetary and fiscal policies, the possible imposition of, or changes in,</div>
        <div><br>
        </div>
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          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-9</font></div>
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              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
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        </div>
        <div>currency exchange laws or other laws or restrictions applicable to foreign companies or investments in foreign equity securities, the possibility of imposition of withholding taxes on dividend income, the possibility of fluctuations in the
          rate of exchange between currencies, the possibility of outbreaks of hostility or political instability and the possibility of natural disaster or adverse public health developments. Moreover, the relevant non-U.S. economies may differ favorably
          or unfavorably from the U.S. economy in important respects, such as growth of gross national product, rate of inflation, trade surpluses or deficits, capital reinvestment, resources and self-sufficiency.</div>
        <div style="margin-bottom: 10pt;"><br>
        </div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">The performance and market price of the XLF and the RSP, particularly during periods of market volatility, may not correlate with the performance of its respective Underlying
          Index, the performance of the component securities of its repsective Underlying Index or the net asset value per share of the XLF or the RSP.</div>
        <div>ETFs generally do not fully replicate their applicable Underlying Index and may hold securities that are different than those included in their applicable Underlying Index. In addition, the performance of an ETF will reflect additional
          transaction costs and fees that are not included in the calculation of its Underlying Index. All of these factors may lead to a lack of correlation between the performance of an ETF and its Underlying Index. In addition, corporate actions (such
          as mergers and spin-offs) with respect to the equity securities underlying an ETF may impact the variance between the performance of such ETF and its Underlying Index. Finally, because the shares of an ETF are traded on an exchange and are
          subject to market supply and investor demand, the market price of one share of an ETF may differ from the net asset value per share of such ETF.</div>
        <div><br>
        </div>
        <div>In particular, during periods of market volatility, or unusual trading activity, trading in the securities underlying an ETF may be disrupted or limited, or such securities may be unavailable in the secondary market. Under these circumstances,
          the liquidity of an ETF may be adversely affected, market participants may be unable to calculate accurately the net asset value per share of such ETF, and their ability to create and redeem shares of such ETF may be disrupted. Under these
          circumstances, the market price of an ETF may vary substantially from the net asset value per share of such ETF or the level of its Underlying Index.</div>
        <div><br>
        </div>
        <div>For all of the foregoing reasons, the performance of the XLF and the RSP may not correlate with the performance of its respective Underlying Index, the performance of the component securities of its respective Underlying Index or the net asset
          value per share of the XLF or the RSP. Any of these events could materially and adversely affect the price of the XLF and the RSP and, by extension, adversely affect the value of the Notes. Additionally, if market volatility or these events were
          to occur on a Call Observation Date or the Valuation Date with respect to the XLF or the RSP, the Calculation Agent would maintain discretion to determine whether such market volatility or events have caused a Market Disruption Event to occur,
          and such determination would affect payments on the Notes. If the Calculation Agent determines that no Market Disruption Event has taken place, payments on the Notes would be based solely on the ETF Closing Price per share of the ETF on the
          relevant Call Observation Date or the Valuation Date, even if the ETF is underperforming its Underlying Index or the component securities of its Underlying Index and/or trading below the net asset value per share of the ETF.</div>
        <div><br>
        </div>
        <div style="font-style: italic; font-weight: bold;">The antidilution adjustments the Calculation Agent is required to make do not cover every event that could affect the XLF or the RSP.</div>
        <div><br>
        </div>
        <div>The Calculation Agent will adjust the amount payable on the Notes for certain events affecting the XLF or the RSP. However, the Calculation Agent will not make an adjustment for every event that could affect the XLF or the RSP. If an event
          occurs that does not require the Calculation Agent to adjust the amount payable on the Notes, the market price of the Notes may be materially<font style="font-size: 10pt;">&#160;</font>and adversely affected.</div>
        <div style="margin-bottom: 10pt;"><br>
        </div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">Adverse conditions in the financial sector may reduce your return on the Notes.</div>
        <div>All of the stocks held by the XLF are issued by companies whose primary lines of business are directly associated with the financial sector. The profitability of these companies is largely dependent on the availability and cost of capital
          funds, and can fluctuate significantly, particularly when market interest rates change. Credit losses resulting from financial difficulties of these companies&#8217; customers can negatively impact the sector. In addition, adverse international
          economic, business, or political developments, including with respect to the insurance sector, or to real estate and loans secured by real estate, could have a major effect on the price of the XLF. As a result of these factors, the value of the
          Notes may be subject to greater volatility and be more adversely affected by economic, political, or regulatory events relating to the financial services sector.</div>
        <div><br>
        </div>
        <div style="clear: both; margin-top: 9pt; margin-bottom: 9pt;" class="BRPFPageBreakArea">
          <div class="BRPFPageFooter" style="width: 100%;"></div>
          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-10</font></div>
          <div style="page-break-after: always;" class="BRPFPageBreak">
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          <div class="BRPFPageHeader" style="width: 100%;">
            <div>
              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">Economic conditions have adversely impacted the stock prices of many companies in the financial services sector.</div>
        <div style="margin-bottom: 10pt;">In recent years, international economic conditions have resulted, and may continue to result, in significant losses among many companies that operate in the financial services sector. These conditions have also
          resulted, and may continue to result, in a high degree of volatility in the stock prices of financial institutions, and substantial fluctuations in the profitability of these companies. Numerous financial services companies have experienced
          substantial decreases in the value of their assets, taken action to raise capital (including the issuance of debt or equity securities), or even ceased operations. Further, companies in the financial services sector have been subject to
          unprecedented government actions and regulation, which may limit the scope of their operations and, in turn, result in a decrease in value of these companies. Any of these factors may have an adverse impact on the performance of the XLF. As a
          result, the price of the XLF may be adversely affected by economic, political, or regulatory events affecting the financial services sector or one of the sub-sectors of the financial services sector. This in turn could adversely impact the market
          value of the Notes and the payment on the notes.</div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">The stocks held by the XLF are concentrated in one sector.</div>
        <div style="margin-bottom: 10pt;">The XLF holds securities issued by companies in the financial sector. As a result, some of the stocks that will determine the performance of the Notes are concentrated in one sector. Although an investment in the
          Notes will not give holders any ownership or other direct interests in the securities held by the Underlyings, the return on an investment in the Notes will be subject to certain risks associated with a direct equity investment in companies in
          the financial sector. Accordingly, by investing in the Notes, you will not benefit from the diversification which could result from an investment linked to companies that operate in multiple sectors.</div>
        <div style="margin-bottom: 10pt; font-weight: bold;"><u>Tax-related Risks</u></div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">The tax consequences of an investment in your Notes are uncertain</div>
        <div style="margin-top: 3.25pt;">The tax consequences of an investment in your Notes are uncertain, both as to the timing and character of any inclusion in income in respect of your Notes.</div>
        <div style="margin-top: 3.25pt;"><br>
        </div>
        <div>The Internal Revenue Service announced on December 7, 2007 that it is considering issuing guidance regarding the tax treatment of an instrument such as your Notes, and any such guidance could adversely affect the value and the tax treatment of
          your Notes. Among other things, the Internal Revenue Service may decide to require the holders to accrue ordinary income on a current basis and recognize ordinary income on payment at maturity, and could subject non-U.S. investors to withholding
          tax. Furthermore, in 2007, legislation was introduced in Congress that, if enacted, would have required holders that acquired instruments such as your Notes after the bill was enacted to accrue interest income over the term of such instruments
          even though there will be no interest payments over the term of such instruments. It is not possible to predict whether a similar or identical bill will be enacted in the future, or whether any such bill would affect the tax treatment of your
          Notes. We describe these developments in more detail under &#8220;Supplemental Discussion of U.S. Federal Income Tax Consequences &#8211; U.S. Holders &#8211; Possible Change in Law&#8221; below. You should consult your tax advisor about this matter. Except to the
          extent otherwise provided by law, we intend to continue treating the Notes for U.S. federal income tax purposes in accordance with the treatment described under &#8220;Supplemental Discussion of U.S. Federal Income Tax Consequences&#8221; below unless and
          until such time as Congress, the Treasury Department or the Internal Revenue Service determine that some other treatment is more appropriate. Please also consult your tax advisor concerning the U.S. federal income tax and any other applicable tax
          consequences to you of owning your Notes in your particular circumstances.</div>
        <div><br>
        </div>
        <div style="font-style: italic; font-weight: bold;">Your Notes may be subject to the constructive ownership rules</div>
        <div><br>
        </div>
        <div>There exists a risk that the constructive ownership rules of Section 1260 of the Internal Revenue Code could apply to&#160; all or a portion of your Notes. If all or a portion of your Notes were subject to the constructive ownership rules, then&#160;
          all or a portion of any long-term capital gain that you realize upon the sale, exchange, redemption or maturity of your Notes would be re-characterized as ordinary income (and you would be subject to an interest charge on deferred tax liability
          with respect to such re-characterized capital gain) to the extent that such capital gain exceeds the amount of &#8220;net underlying long-term capital gain&#8221; (as defined in Section 1260 of the Internal Revenue Code). Because the application of the
          constructive ownership rules is unclear you are strongly urged to consult your tax advisor with respect to the possible application of the constructive ownership rules to your investment in the Notes.</div>
        <div><br>
        </div>
        <div style="clear: both; margin-top: 9pt; margin-bottom: 9pt;" class="BRPFPageBreakArea">
          <div class="BRPFPageFooter" style="width: 100%;"></div>
          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-11</font></div>
          <div style="page-break-after: always;" class="BRPFPageBreak">
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          <div class="BRPFPageHeader" style="width: 100%;">
            <div>
              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <a name="THEUNDERLYINGS"><!--Anchor--></a>
        <div style="text-align: center; margin-bottom: 6pt; font-size: 10pt; font-weight: bold;">THE UNDERLYINGS</div>
        <div style="margin-bottom: 10pt;">All disclosures contained in this pricing supplement regarding the Underlyings, including, without limitation, their make-up, method of calculation, and changes in their components, have been derived from publicly
          available sources.&#160; The information reflects the policies of, and is subject to change by Nasdaq, Inc., the Index Publisher of the Nasdaq-100 Index<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup>, SSGA Funds Management, Inc. (&#8220;SSGA&#8221;), the Investment Advisor of the Financial Select
          Sector SPDR<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Fund, and Invesco Capital Management LLC (&#8220;Invesco&#8221;), the Investment Advisor of the Invesco S&amp;P 500<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Equal Weight ETF.&#160; The Index Publishers and Investment Advisor, which license the copyright and all other
          rights to the Underlyings, have no obligation to continue to publish, and may discontinue publication of, the Underlyings.&#160; The consequences of the Index Publishers or Investment Advisor discontinuing publication of the Underlyings are discussed
          in &#8220;Description of the Notes&#8212;<font style="font-size: 10pt;">&#160;</font>Discontinuance of Any Index or ETF; Alteration of Method of Calculation&#8221; in the accompanying product supplement.&#160; None of us, the Calculation Agent, or Jefferies LLC accepts any
          responsibility for the calculation, maintenance or publication of the Underlyings or any successor underlying.&#160; None of us, the Calculation Agent, Jefferies LLC or any of our other affiliates makes any representation to you as to the future
          performance of the Underlyings.&#160; You should make your own investigation into the Underlyings.</div>
        <div style="margin-bottom: 10pt; font-weight: bold;">The Nasdaq-100 Index<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup></div>
        <div style="text-align: justify;">The Nasdaq-100 Index<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> (the &#8220;NDX&#8221;) is intended to measure the performance of the 100 largest domestic and international non-financial securities listed on The Nasdaq Stock Market (&#8220;NASDAQ&#8221;) based on
          market capitalization. The NDX reflects companies across major industry groups including computer hardware and software, telecommunications, retail/wholesale trade and biotechnology. It does not contain securities of financial companies including
          investment companies.</div>
        <div><br>
        </div>
        <div style="text-align: justify;">The NDX began trading on January 31, 1985 at a base value of 125.00. The NDX is calculated and published by Nasdaq, Inc. In administering the NDX, Nasdaq, Inc. will exercise reasonable discretion as it deems
          appropriate.</div>
        <div><br>
        </div>
        <div style="text-align: justify; font-style: italic; font-weight: bold;">Underlying Stock Eligibility Criteria</div>
        <div><br>
        </div>
        <div style="text-align: justify;">NDX eligibility is limited to specific security types only. The security types eligible for the NDX include foreign or domestic common stocks, ordinary shares, ADRs and tracking stocks. Security types not included
          in the NDX are closed-end funds, convertible debt securities, exchange traded funds, limited liability companies, limited partnership interests, preferred stocks, rights, shares or units of beneficial interest, warrants, units, and other
          derivative securities. The NDX does not contain securities of investment companies. For purposes of the NDX eligibility criteria, if the security is a depositary receipt representing a security of a non-U.S. issuer, then references to the
          &#8220;issuer&#8221; are references to the issuer of the underlying security.</div>
        <div><br>
        </div>
        <div style="font-style: italic;">Initial Eligibility Criteria</div>
        <div style="text-align: justify;">To be eligible for initial inclusion in the NDX, a security must be listed on NASDAQ and meet the following criteria:</div>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt; margin-top: 10pt;" class="DSPFListTable" id="zb7ddac708d164468a1e103d387d4f4ce">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top; text-align: justify;">
                <div>the security&#8217;s U.S. listing must be exclusively on the Nasdaq Global Select Market or the Nasdaq Global Market (unless the security was dually listed on another U.S. market prior to January 1, 2004 and has continuously maintained such
                  listing);</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt; margin-top: 10pt;" class="DSPFListTable" id="z3d468d99a737451ba63502732d1d2598">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top; text-align: justify;">
                <div>the security must be of a non-financial company;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt; margin-top: 10pt;" class="DSPFListTable" id="z51d2c4e706b64dbbac9962dc106b7b9b">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top; text-align: justify;">
                <div>the security may not be issued by an issuer currently in bankruptcy proceedings;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt; margin-top: 10pt;" class="DSPFListTable" id="z3c5e5ec9026e45ca9421f51fc02506a5">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top; text-align: justify;">
                <div>the security must have a minimum three-month average daily trading volume of at least 200,000 shares;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt; margin-top: 10pt;" class="DSPFListTable" id="zdfcf796a25674a96ab616eb15f97c741">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top; text-align: justify;">
                <div>if the issuer of the security is organized under the laws of a jurisdiction outside the U.S., then such security must have listed options on a recognized options market in the U.S. or be eligible for listed-options trading on a
                  recognized options market in the U.S.;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt; margin-top: 10pt;" class="DSPFListTable" id="ze36ef9074dbd46c8b6c527da0e42d7e0">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top; text-align: justify;">
                <div>the issuer of the security may not have entered into a definitive agreement or other arrangement which would likely result in the security no longer being eligible for inclusion in the NDX;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt; margin-top: 10pt;" class="DSPFListTable" id="z2da013c535ce432db76455fe97c4a7ea">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top; text-align: justify;">
                <div>the issuer of the security may not have annual financial statements with an audit opinion that is currently withdrawn; and</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-top: 10pt;" class="DSPFListTable" id="z9288ebb58100433c872457f46cbd6d17">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top; text-align: justify;">
                <div>the issuer of the security must have &#8220;seasoned&#8221; on NASDAQ, the New York Stock Exchange or NYSE Amex. Generally, a company is considered to be seasoned if it has been listed on a market for at least three full months (excluding the
                  first month of initial listing).</div>
              </td>
            </tr>

        </table>
        <div><br>
        </div>
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          <div class="BRPFPageFooter" style="width: 100%;"></div>
          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-12</font></div>
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          <div class="BRPFPageHeader" style="width: 100%;">
            <div>
              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <div style="font-style: italic;">Continued Eligibility Criteria</div>
        <div style="text-align: justify;">In addition, to be eligible for continued inclusion in the NDX, the following criteria apply:</div>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt; margin-top: 10pt;" class="DSPFListTable" id="z836853c7603948bd8e420316cdda73cc">

            <tr>
              <td style="width: 22.5pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top; text-align: justify;">
                <div>the security&#8217;s U.S. listing must be exclusively on the Nasdaq Global Select Market or the Nasdaq Global Market;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt; margin-top: 10pt;" class="DSPFListTable" id="z4cccc35db5f542a685f13703f616ce49">

            <tr>
              <td style="width: 22.5pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top; text-align: justify;">
                <div>the security must be of a non-financial company;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt; margin-top: 10pt;" class="DSPFListTable" id="z8d3fd01cfcbf4743ad20149e36119380">

            <tr>
              <td style="width: 22.5pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top; text-align: justify;">
                <div>the security may not be issued by an issuer currently in bankruptcy proceedings;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt; margin-top: 10pt;" class="DSPFListTable" id="za2291cf9f77c490289640e990c83af2a">

            <tr>
              <td style="width: 22.5pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top; text-align: justify;">
                <div>the security must have a minimum three-month average daily trading volume of at least 200,000 shares;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt; margin-top: 10pt;" class="DSPFListTable" id="zcc213447d0094df79f3905e63690852b">

            <tr>
              <td style="width: 22.5pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top; text-align: justify;">
                <div>if the issuer of the security is organized under the laws of a jurisdiction outside the U.S., then such security must have listed options on a recognized options market in the U.S. or be eligible for listed-options trading on a
                  recognized options market in the U.S. (measured annually during the ranking review process);</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt; margin-top: 10pt;" class="DSPFListTable" id="z747df0e771d840c8aed9adfc42033e45">

            <tr>
              <td style="width: 22.5pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top; text-align: justify;">
                <div>the security must have an adjusted market capitalization equal to or exceeding 0.10% of the aggregate adjusted market capitalization of the NDX at each month-end. In the event a company does not meet this criterion for two consecutive
                  month-ends, it will be removed from the NDX effective after the close of trading on the third Friday of the following month; and</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt; margin-top: 10pt;" class="DSPFListTable" id="zd6afd1ef052243bcbfe13cc3d38f052a">

            <tr>
              <td style="width: 22.5pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top; text-align: justify;">
                <div>the issuer of the security may not have annual financial statements with an audit opinion that is currently withdrawn.</div>
              </td>
            </tr>

        </table>
        <div><br>
        </div>
        <div style="text-align: justify; font-style: italic; font-weight: bold;">Computation of the NDX</div>
        <div><br>
        </div>
        <div style="text-align: justify;">The value of the NDX equals the aggregate value of the NDX share weights (the &#8220;NDX Shares&#8221;) of each of the NDX securities multiplied by each such security&#8217;s last sale price (last sale price refers to the last sale
          price on NASDAQ), and divided by the divisor of the NDX. If trading in an NDX security is halted while the market is open, the last traded price for that security is used for all NDX computations until trading resumes. If trading is halted before
          the market is open, the previous day&#8217;s last sale price is used. The formula for determining the NDX value is as follows:</div>
        <div><br>
        </div>
        <div style="text-align: center; margin-bottom: 2pt;"><img width="288" height="34" src="image1.jpg"></div>
        <div><br>
        </div>
        <div style="text-align: justify;">The NDX is ordinarily calculated without regard to cash dividends on NDX securities. The NDX is calculated during the trading day and is disseminated once per second from 09:30:01 to 17:16:00 ET. The closing level
          of the NDX may change up until 17:15:00 ET due to corrections to the last sale price of the NDX securities. The official closing value of the NDX is ordinarily disseminated at 17:16:00 ET.</div>
        <div><br>
        </div>
        <div style="text-align: justify; font-style: italic; font-weight: bold;">NDX Maintenance</div>
        <div><br>
        </div>
        <div style="text-align: justify; font-style: italic;">Changes to NDX Constituents</div>
        <div style="text-align: justify;">Changes to the NDX constituents may be made during the annual ranking review. In addition, if at any time during the year other than the annual review, it is determined that an NDX security issuer no longer meets
          the criteria for continued inclusion in the NDX, or is otherwise determined to have become ineligible for continued inclusion in the NDX, it is replaced with the largest market capitalization issuer not currently in the NDX that meets the
          applicable eligibility criteria for initial inclusion in the NDX.</div>
        <div><br>
        </div>
        <div style="text-align: justify;">Ordinarily, a security will be removed from the NDX at its last sale price. However, if at the time of its removal the NDX security is halted from trading on its primary listing market and an official closing price
          cannot readily be determined, the NDX security may, in Nasdaq, Inc.&#8217;s discretion, be removed at a price of $0.00000001 (&#8220;zero price&#8221;). This zero price will be applied to the NDX security after the close of the market but prior to the time the
          official closing value of the NDX is disseminated.</div>
        <div><br>
        </div>
        <div style="text-align: justify; font-style: italic;">Divisor Adjustments</div>
        <div style="text-align: justify;">The divisor is adjusted to ensure that changes in the NDX constituents either by corporate actions (that adjust either the price or shares of an NDX security) or NDX participation outside of trading hours do not
          affect the value of the NDX. All divisor changes occur after the close of the applicable index security markets.</div>
        <div><br>
        </div>
        <div style="clear: both; margin-top: 9pt; margin-bottom: 9pt;" class="BRPFPageBreakArea">
          <div class="BRPFPageFooter" style="width: 100%;"></div>
          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-13</font></div>
          <div style="page-break-after: always;" class="BRPFPageBreak">
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          <div class="BRPFPageHeader" style="width: 100%;">
            <div>
              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <div style="text-align: justify; font-style: italic;">Quarterly NDX Rebalancing</div>
        <div style="text-align: justify;">The NDX will be rebalanced on a quarterly basis if it is determined that (1) the current weight of the single NDX security with the largest market capitalization is greater than 24.0% of the NDX or (2) the
          collective weight of those securities whose individual current weights are in excess of 4.5% exceeds 48.0% of the NDX. In addition, a &#8220;special rebalancing&#8221; of the NDX may be conducted at any time if Nasdaq, Inc. determines it necessary to
          maintain the integrity and continuity of the NDX. If either one or both of the above weight distribution conditions are met upon quarterly review, or Nasdaq, Inc. determines that a special rebalancing is necessary, a weight rebalancing will be
          performed.</div>
        <div><br>
        </div>
        <div style="text-align: justify;">If the first weight distribution condition is met and the current weight of the single NDX security with the largest market capitalization is greater than 24.0%, then the weights of all securities with current
          weights greater than 1.0% (&#8220;large securities&#8221;) will be scaled down proportionately toward 1.0% until the adjusted weight of the single largest NDX security reaches 20.0%.</div>
        <div><br>
        </div>
        <div style="text-align: justify;">If the second weight distribution condition is met and the collective weight of those securities whose individual current weights are in excess of 4.5% (or adjusted weights in accordance with the previous step, if
          applicable) exceeds 48.0% of the NDX, then the weights of all such large securities in that group will be scaled down proportionately toward 1.0% until their collective weight, so adjusted, is equal to 40.0%.</div>
        <div><br>
        </div>
        <div style="text-align: justify;">The aggregate weight reduction among the large securities resulting from either or both of the rebalancing steps above will then be redistributed to those securities with weightings of less than 1.0% (&#8220;small
          securities&#8221;) in the following manner. In the first iteration, the weight of the largest small security will be scaled upwards by a factor which sets it equal to the average NDX weight of 1.0%. The weights of each of the smaller remaining small
          securities will be scaled up by the same factor reduced in relation to each security&#8217;s relative ranking among the small securities such that the smaller the NDX security in the ranking, the less its weight will be scaled upward. This is intended
          to reduce the market impact of the weight rebalancing on the smallest component securities in the NDX.</div>
        <div><br>
        </div>
        <div style="text-align: justify;">In the second iteration of the small security rebalancing, the weight of the second largest small security, already adjusted in the first iteration, will be scaled upwards by a factor which sets it equal to the
          average NDX weight of 1.0%. The weights of each of the smaller remaining small securities will be scaled up by this same factor reduced in relation to each security&#8217;s relative ranking among the small securities such that, once again, the smaller
          the security in the ranking, the less its weight will be scaled upward. Additional iterations will be performed until the accumulated increase in weight among the small securities equals the aggregate weight reduction among the large securities
          that resulted from the rebalancing in accordance with the two weight distribution conditions discussed above.</div>
        <div><br>
        </div>
        <div style="text-align: justify;">Finally, to complete the rebalancing process, once the final weighting percentages for each NDX security have been set, the NDX Shares will be determined anew based upon the last sale prices and aggregate
          capitalization of the NDX at the close of trading on the last calendar day in February, May, August and November. Changes to the NDX Shares will be made effective after the close of trading on the third Friday in March, June, September and
          December, and an adjustment to the divisor is made to ensure continuity of the NDX. Ordinarily, new rebalanced NDX Shares will be determined by applying the above procedures to the current NDX Shares. However, Nasdaq, Inc. may, from time to time,
          determine rebalanced weights, if necessary, by applying the above procedure to the actual current market capitalization of the NDX components. In such instances, Nasdaq, Inc. would announce the different basis for rebalancing prior to its
          implementation.</div>
        <div><br>
        </div>
        <div style="text-align: justify;">During the quarterly rebalancing, data is cutoff as of the previous month end and no changes are made to the NDX from that cutoff until the quarterly index share change effective date, except in the case of changes
          due to corporate actions with an ex-date.</div>
        <div><br>
        </div>
        <div style="text-align: justify; font-style: italic; font-weight: bold;">Adjustments for Corporate Actions</div>
        <div><br>
        </div>
        <div style="text-align: justify;">Changes in the price and/or NDX Shares driven by corporate events such as stock dividends, splits, and certain spin-offs and rights issuances will be adjusted on the ex-date. If the change in total shares
          outstanding arising from other corporate actions is greater than or equal to 10.0%, the change will be made as soon as practicable. Otherwise, if the change in total shares outstanding is less than 10.0%, then all such changes are accumulated and
          made effective at one time on a quarterly basis after the close of trading on the third Friday in each of March, June, September, and December. The NDX Shares are derived from the security&#8217;s total shares outstanding. The NDX Shares are adjusted
          by the same percentage amount by which the total shares outstanding have changed.</div>
        <div><br>
        </div>
        <div style="clear: both; margin-top: 9pt; margin-bottom: 9pt;" class="BRPFPageBreakArea">
          <div class="BRPFPageFooter" style="width: 100%;"></div>
          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-14</font></div>
          <div style="page-break-after: always;" class="BRPFPageBreak">
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          <div class="BRPFPageHeader" style="width: 100%;">
            <div>
              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">Historical Performance of the Nasdaq-100 Index<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup></div>
        <div style="margin-bottom: 10pt;">The following graph sets forth the daily historical performance of the Nasdaq-100 Index<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> in the period from January 1, 2018 through the Strike Date.&#160; We obtained this historical data from Bloomberg L.P.
          We have not independently verified the accuracy or completeness of the information obtained from Bloomberg L.P.</div>
        <div style="text-align: center; margin-top: 12pt; margin-bottom: 12pt;"><img src="image2.jpg"></div>
        <div style="margin-bottom: 10pt;">This historical data on the Underlying is not necessarily indicative of the future performance of the Underlying or what the value of the Notes may be.&#160; Any historical upward or downward trend in the level of the
          Underlying during any period set forth above is not an indication that the level of the Underlying is more or less likely to increase or decrease at any time over the term of the Notes.</div>
        <div style="margin-bottom: 10pt;">Before investing in the Notes, you should consult publicly available sources for the levels of the Nasdaq-100 Index<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup>.</div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">License Agreement</div>
        <div style="text-align: justify;">The securities are not sponsored, endorsed, sold or promoted by Nasdaq, Inc. or its affiliates (Nasdaq, Inc., with its affiliates, are referred to as the &#8220;Corporations&#8221;). The Corporations have not passed on the
          legality or suitability of, or the accuracy or adequacy of descriptions and disclosures relating to, the securities. The Corporations make no representation or warranty, express or implied, to the owners of the securities or any member of the
          public regarding the advisability of investing in securities generally or in the securities particularly, or the ability of the NDX to track general stock market performance. The Corporations&#8217; only relationship to us is in the licensing of the
          NASDAQ<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup>, OMX<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup>, NASDAQ OMX<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup>, and NDX registered trademarks, and certain trade names of the Corporations or their licensor and the use of the NDX which is determined, composed and calculated by Nasdaq, Inc. without
          regard to us or the securities. Nasdaq, Inc. has no obligation to take the needs of us or the owners of the securities into consideration in determining, composing or calculating the NDX. The Corporations are not responsible for and have not
          participated in the determination of the timing of, prices at, or quantities of the securities to be issued or in the determination or calculation of the equation by which the securities are to be converted into cash. The Corporations have no
          liability in connection with the administration, marketing or trading of the securities.</div>
        <div><br>
        </div>
        <div style="text-align: justify;">THE CORPORATIONS DO NOT GUARANTEE THE ACCURACY AND/OR UNINTERRUPTED CALCULATION OF THE NDX OR ANY DATA INCLUDED THEREIN. THE CORPORATIONS MAKE NO WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY US,
          OWNERS OF THE SECURITIES, OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE NDX OR ANY DATA INCLUDED THEREIN. THE CORPORATIONS MAKE NO EXPRESS OR IMPLIED WARRANTIES, AND EXPRESSLY DISCLAIM ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A
          PARTICULAR PURPOSE OR USE WITH RESPECT TO THE NDX OR ANY DATA INCLUDED THEREIN. WITHOUT LIMITING ANY OF THE FOREGOING, IN NO EVENT SHALL THE CORPORATIONS HAVE ANY LIABILITY FOR ANY LOST PROFITS OR SPECIAL, INCIDENTAL, PUNITIVE, INDIRECT, OR
          CONSEQUENTIAL DAMAGES, EVEN IF NOTIFIED OF THE POSSIBILITY OF SUCH DAMAGES.</div>
        <div><br>
        </div>
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          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-15</font></div>
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            <div>
              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <div style="margin-bottom: 10pt; font-weight: bold;">The Financial Select Sector SPDR<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Fund</div>
        <div style="margin-top: 8pt; margin-bottom: 8pt;">The shares of the XLF are issued by Select Sector SPDR<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Trust, a registered investment company. The XLF seeks investment results that correspond generally to the price and yield
          performance, before fees and expenses, of the Financial Select Sector Index, its underlying index. The XLF measures the performance of the financial sector of the U.S. equity market. The Financial Select Sector Index is composed of equity
          securities of companies in the diversified financial services; insurance; banks; capital markets; mortgage real estate investment trusts (&#8220;REITs&#8221;); consumer finance; and thrifts and mortgage finance industries. The shares of the Financial Select
          Sector SPDR<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Fund trade on the NYSE Arca under the ticker symbol &#8220;XLF.&#8221; The shares of the XLF are registered under the Exchange Act. Accordingly, information filed with the SEC relating to the XLF, including its periodic financial
          reports, may be found on the SEC&#8217;s website.</div>
        <div style="font-style: italic;">Investment Approach</div>
        <div style="margin-top: 8pt; margin-bottom: 8pt;">The XLF utilizes a &#8220;passive&#8221; or &#8220;indexing&#8221; investment approach in attempting to track the performance of the Financial Select Sector Index. The XLF will invest in substantially all of the securities
          which comprise the Financial Select Sector Index. The XLF will normally invest at least 95% of its total assets in common stocks that comprise the Financial Select Sector Index.</div>
        <div style="font-style: italic;">Investment Objective and Strategy</div>
        <div style="margin-top: 8pt; margin-bottom: 8pt;">The XLF seeks to provide investment results that correspond generally to the price and yield performance, before fees and expenses, of the Financial Select Sector Index. The investment manager of
          the XLF uses a replication strategy to try to achieve the XLF&#8217;s investment objective, which means that the XLF generally invests in substantially all of the securities represented in the Financial Select Sector Index in approximately the same
          proportions as the Financial Select Sector Index. Under normal market conditions, the XLF generally invests at least 95% of its total assets in the securities comprising the Financial Select Sector Index. In certain situations or market
          conditions, the XLF may temporarily depart from its normal investment policies and strategies provided that the alternative is consistent with the XLF&#8217;s investment objective and is in the best interest of the XLF. For example, if the XLF is
          unable to invest directly in a component security or if a derivative investment may provide higher liquidity than other types of investments, it may make larger than normal investments in derivatives to maintain exposure to the Financial Select
          Sector Index that it tracks. Consequently, under such circumstances, the XLF may invest in a different mix of investments than it would under normal circumstances. The XLF will provide shareholders with at least 60 days&#8217; notice prior to any
          material change in its investment policies. The XLF is managed with a passive investment strategy, attempting to track the performance of an unmanaged index of securities. This differs from an actively managed underlying, which typically seeks to
          outperform a benchmark index.</div>
        <div style="margin-top: 8pt; margin-bottom: 8pt;">Notwithstanding the XLF&#8217;s investment objective, the return on your Notes will not reflect any dividends paid on shares of the XLF, on the securities purchased by the XLF or on the securities that
          comprise the Financial Select Sector Index.</div>
        <div style="font-style: italic; font-weight: bold;">The Select Sector Indices</div>
        <div><br>
        </div>
        <div>The underlying index of the XLE is part of the Select Sector Indices. The Select Sector Indices are sub-indices of the S&amp;P 500<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Index (&#8220;SPX&#8221;). Each stock in the SPX is allocated to at least one Select Sector Index, and the
          combined companies of the eleven Select Sector Indices represent all of the companies in the SPX. The industry indices are sub-categories within each Select Sector Index and represent a specific industry segment of the overall Select Sector
          Index. The eleven Select Sector Indices seek to represent the eleven SPX sectors. The index compilation agent for these indices (the &#8220;Index Compilation Agent&#8221;) determines the composition of the Select Sector Indices based on S&amp;P&#8217;s sector
          classification methodology. (Sector designations are determined by the index sponsor using criteria it has selected or developed. Index sponsors may use very different standards for determining sector designations. In addition, many companies
          operate in a number of sectors, but are listed in only one sector and the basis on which that sector is selected may also differ. As a result, sector comparisons between indices with different index sponsors may reflect differences in methodology
          as well as actual differences in the sector composition of the indices.</div>
        <div><br>
        </div>
        <div>Each Select Sector Index was developed and is maintained in accordance with the following criteria:</div>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 6pt;" class="DSPFListTable" id="ze13a1f7229874bc9a3775ea11dd28162">

            <tr>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top;">
                <div>Each of the component stocks in a Select Sector Index (the &#8220;Component Stocks&#8221;) is a constituent company of the SPX.</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="z52750d8a170340569262441712719e0f">

            <tr>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top;">
                <div>The eleven Select Sector Indices together will include all of the companies represented in the SPX and each of the stocks in the SPX will be allocated to at least one of the Select Sector Indices.</div>
              </td>
            </tr>

        </table>
        <div><br>
        </div>
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          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-16</font></div>
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            <div>
              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 6pt;" class="DSPFListTable" id="z17b5172c05b6400ca51ac796e403d4ca">

            <tr>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top;">
                <div>The Index Compilation Agent assigns each constituent stock of the SPX to a Select Sector Index. The Index Compilation Agent assigns a company&#8217;s stock to a particular Select Sector Index based on S&amp;P Dow Jones Indices&#8217;s sector
                  classification methodology as set forth in its Global Industry Classification Standard.</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 6pt;" class="DSPFListTable" id="z02af5323b5054aee802f11316ffbf44e">

            <tr>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top;">
                <div>Each Select Sector Index is calculated by S&amp;P Dow Jones Indices using a modified &#8220;market capitalization&#8221; methodology. This design ensures that each of the component stocks within a Select Sector Index is represented in a proportion
                  consistent with its percentage with respect to the total market capitalization of that Select Sector Index.</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 6pt;" class="DSPFListTable" id="ze9f6940e8282473185246d6fd5321124">

            <tr>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top;">
                <div>For reweighting purposes, each Select Sector Index is rebalanced quarterly after the close of business on the second to last calculation day of March, June, September and December using the following procedures: (1) The rebalancing
                  reference date is two business days prior to the last calculation day of each quarter; and (2) With prices reflected on the rebalancing reference date, and membership, shares outstanding, additional weight factor (capping factor) and
                  investable weight factors (as described in the section &#8220;Computation of the S&amp;P 500 Index<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup>&#8221; below) as of the rebalancing effective date, each company is weighted using the modified market capitalization methodology.
                  Modifications are made as defined below.</div>
              </td>
            </tr>

        </table>
        <div><br>
        </div>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt;" class="DSPFListTable" id="z63e2920592c443b9abce65fcd646ed33">

            <tr>
              <td style="width: 27pt;"><br>
              </td>
              <td style="width: 36pt; vertical-align: top;">(i)</td>
              <td style="width: auto; vertical-align: top;">
                <div>The indices are first evaluated to ensure none of the indices breach the maximum allowable limits defined in rules (ii) and (v) below. If any of the allowable limits are breached, the component stocks are reweighted based on their
                  float-adjusted market capitalization weights.</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt;" class="DSPFListTable" id="za878ae0ddba84dc3b50ea8451cd11bb6">

            <tr>
              <td style="width: 27pt;"><br>
              </td>
              <td style="width: 36pt; vertical-align: top;">(ii)</td>
              <td style="width: auto; vertical-align: top;">
                <div>If any component stock has a weight greater than 24%, that component stock has its float-adjusted market capitalization weight capped at 23%. The 23% weight cap creates a 2% buffer to ensure that no component stock exceeds 25% as of
                  the quarter-end diversification requirement date.</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt;" class="DSPFListTable" id="za7094b83aa25460ba8f5c5b9223b295c">

            <tr>
              <td style="width: 27pt;"><br>
              </td>
              <td style="width: 36pt; vertical-align: top;">(iii)</td>
              <td style="width: auto; vertical-align: top;">
                <div>All excess weight is equally redistributed to all uncapped component stocks within the relevant Select Sector Index.</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt;" class="DSPFListTable" id="z8001dbaa0e214926bb507ee7244a2a0d">

            <tr>
              <td style="width: 27pt;"><br>
              </td>
              <td style="width: 36pt; vertical-align: top;">(iv)</td>
              <td style="width: auto; vertical-align: top;">
                <div>After this redistribution, if the float-adjusted market capitalization weight of any other component stock(s) then breaches 23%, the process is repeated iteratively until no component stock breaches the 23% weight cap.</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt;" class="DSPFListTable" id="zb6b2cbd6d5774518b9d07586a6925a0f">

            <tr>
              <td style="width: 27pt;"><br>
              </td>
              <td style="width: 36pt; vertical-align: top;">(v)</td>
              <td style="width: auto; vertical-align: top;">
                <div>The sum of the component stocks with weight greater than 4.8% cannot exceed 50% of the total index weight. These caps are set to allow for a buffer below the 5% limit.</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt;" class="DSPFListTable" id="z27958ef33873444e862d7cbea23bd8dc">

            <tr>
              <td style="width: 27pt;"><br>
              </td>
              <td style="width: 36pt; vertical-align: top;">(vi)</td>
              <td style="width: auto; vertical-align: top;">
                <div>If the rule in step (v) is breached, all the component stocks are ranked in descending order of their float-adjusted market capitalization weights and the first component stock that causes the 50% limit to be breached has its weight
                  reduced to 4.6%.</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt;" class="DSPFListTable" id="zf7f73b599599415f8bd3ec6436a10da5">

            <tr>
              <td style="width: 27pt;"><br>
              </td>
              <td style="width: 36pt; vertical-align: top;">(vii)</td>
              <td style="width: auto; vertical-align: top;">
                <div>This excess weight is equally redistributed to all component stocks with weights below 4.6%. This process is repeated iteratively until step (v) is satisfied.</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt;" class="DSPFListTable" id="zcebb910faa734cf9b7fa48470f588fb5">

            <tr>
              <td style="width: 27pt;"><br>
              </td>
              <td style="width: 36pt; vertical-align: top;">(viii)</td>
              <td style="width: auto; vertical-align: top;">
                <div>Index share amounts are assigned to each component stock to arrive at the weights calculated above. Since index shares are assigned based on prices one business day prior to rebalancing, the actual weight of each component stock at the
                  rebalancing differs somewhat from these weights due to market movements.</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 3pt;" class="DSPFListTable" id="z4e49f5c0549449138fdb4d783c8c0656">

            <tr>
              <td style="width: 27pt;"><br>
              </td>
              <td style="width: 36pt; vertical-align: top;">(ix)</td>
              <td style="width: auto; vertical-align: top;">
                <div>If necessary, the reweighting process may take place more than once prior to the close on the last business day of March, June, September or December to ensure conformity with all diversification requirements.</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 6pt; margin-top: 3pt;" class="DSPFListTable" id="zd03c11b3099e428383b49350e6c12032">

            <tr>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top;">
                <div>Each Select Sector Index is calculated using the same methodology utilized by S&amp;P Dow Jones Indices in calculating the SPX, using a base-weighted aggregate methodology. The daily calculation of each Select Sector Index is computed
                  by dividing the total market value of the companies in the Select Sector Index by a number called the index divisor.</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="z8946b627636e4146a60d3db226f5ba3c">

            <tr>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top;">
                <div>The Index Compilation Agent at any time may determine that a Component Stock which has been assigned to one Select Sector Index has undergone such a transformation in the composition of its business, and should be removed from that
                  Select Sector Index and assigned to a different Select Sector Index. In the event that the Index Compilation Agent notifies S&amp;P Dow Jones Indices that a Component Stock&#8217;s Select Sector Index assignment should be changed, S&amp;P Dow
                  Jones Indices will disseminate notice of the change following its standard procedure for announcing index changes and will implement the change in the affected Select Sector Indices on a date no less than one week after the initial
                  dissemination of information on the sector change to the maximum extent practicable. It is not anticipated that Component Stocks will change sectors frequently.</div>
              </td>
            </tr>

        </table>
        <div><br>
        </div>
        <div style="clear: both; margin-top: 9pt; margin-bottom: 9pt;" class="BRPFPageBreakArea">
          <div class="BRPFPageFooter" style="width: 100%;"></div>
          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-17</font></div>
          <div style="page-break-after: always;" class="BRPFPageBreak">
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            <div>
              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 6pt;" class="DSPFListTable" id="z45a43b2db12a4d7aa4951f4209d11663">

            <tr>
              <td style="width: 18pt; vertical-align: top; color: rgb(0, 128, 255); font-size: 5pt;">&#9679;</td>
              <td style="width: auto; vertical-align: top;">
                <div>Component Stocks removed from and added to the SPX will be deleted from and added to the appropriate Select Sector Index on the same schedule used by S&amp;P Dow Jones Indices for additions and deletions from the SPX insofar as
                  practicable.</div>
              </td>
            </tr>

        </table>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">Historical Performance of the Financial Select Sector SPDR<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Fund</div>
        <div style="margin-bottom: 10pt;">The following graph sets forth the daily historical performance of the Financial Select Sector SPDR<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Fund in the period from January 1, 2018 through the Strike Date.&#160; We obtained this historical data
          from Bloomberg L.P. We have not independently verified the accuracy or completeness of the information obtained from Bloomberg L.P.</div>
        <div style="text-align: center; margin-top: 12pt; margin-bottom: 12pt;"><img src="image3.jpg"></div>
        <div style="margin-bottom: 10pt;">This historical data on the Underlying is not necessarily indicative of the future performance of the Underlying or what the value of the Notes may be.&#160; Any historical upward or downward trend in the price of the
          Underlying during any period set forth above is not an indication that the price of the Underlying is more or less likely to increase or decrease at any time over the term of the Notes.</div>
        <div style="margin-bottom: 10pt;">Before investing in the Notes, you should consult publicly available sources for the prices and trading pattern of the Financial Select Sector SPDR<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Fund.</div>
        <div style="margin-bottom: 10pt; font-weight: bold;">The Invesco S&amp;P 500<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Equal Weight ETF</div>
        <div>The shares of the RSP are issued by Invesco Exchange-Traded Fund Trust (the &#8220;Invesco Trust&#8221;), a registered investment company. Invesco Capital Management LLC is currently the investment adviser to the RSP. The RSP seeks investment results that
          correspond generally to the performance, before fees and expenses, of the of the S&amp;P 500<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Equal Weight Index (&#8220;SPW&#8221;). The SPW is an equal-weighted version of the S&amp;P 500<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Index (&#8220;SPX&#8221;). The RSP is the successor to
          the investment performance of the Guggenheim S&amp;P 500<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Equal Weight ETF (the &#8220;Predecessor Fund&#8221;) as a result of the reorganization of the Predecessor Fund into the RSP, which was consummated after the close of business on April 6,
          2018. The Invesco S&amp;P 500<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Equal Weight ETF trades on the NYSE Arca under the ticker symbol &#8220;RSP.&#8221;</div>
        <div><br>
        </div>
        <div style="font-style: italic; font-weight: bold;">Investment Approach</div>
        <div><br>
        </div>
        <div>The RSP uses an &#8220;indexing&#8221; investment approach to seek to track the investment results, before fees and expenses, of the SPW. The RSP employs a &#8220;full replication&#8221; methodology in seeking to track the SPW, meaning that it generally invests in
          all of the securities comprising the SPW in proportion to their weightings in the SPW. The RSP will generally invest at least 90% of its total assets in the securities that comprise the SPW. However, under various circumstances, it may not be
          possible or practicable to purchase all of those securities in those same weightings. In those circumstances, the RSP may purchase a sample of securities in the SPW. A &#8220;sampling&#8221; methodology means that Invesco uses quantitative analysis to select
          securities from the SPW universe to obtain a representative sample of securities that have, in the aggregate, investment characteristics similar to the SPW in terms of key risk factors, performance attributes and other characteristics. These
          include industry weightings, market capitalization, return variability, earnings valuation, yield and other financial characteristics of securities. When employing a sampling methodology, Invesco bases the quantity of holdings in the RSP on a
          number of factors, including asset size of the RSP, and generally expects the RSP to hold less than the total number of securities in the SPW.</div>
        <div><br>
        </div>
        <div style="clear: both; margin-top: 9pt; margin-bottom: 9pt;" class="BRPFPageBreakArea">
          <div class="BRPFPageFooter" style="width: 100%;"></div>
          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-18</font></div>
          <div style="page-break-after: always;" class="BRPFPageBreak">
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            <div>
              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <div>The RSP&#8217;s return may not match the return of the SPW for a number of reasons. For example, the RSP incurs operating expenses not applicable to the SPW and incurs costs in buying and selling securities, especially when rebalancing the RSP&#8217;s
          securities holdings to reflect changes in the composition of the SPW. In addition, the performance of the RSP and the SPW may vary due to asset valuation differences and differences between the RSP&#8217;s portfolio and the SPW resulting from legal
          restrictions, cost or liquidity constraints.</div>
        <div><br>
        </div>
        <div style="font-style: italic; font-weight: bold;">The S&amp;P 500<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Equal Weight Index</div>
        <div><br>
        </div>
        <div>The SPW is the equal weight version of the SPX.</div>
        <div><br>
        </div>
        <div>The composition of the SPW is the same as the SPX. Constituent changes are incorporated in the SPW as and when they are made in the SPX. When a company is added to the SPW in the middle of the quarter, it takes the weight of the company that
          it replaced. The one exception is when a company is removed from the SPW at a price of $0.00. In that case, the company&#8217;s replacement is added to the SPW at the weight using the previous day&#8217;s closing value, or the most immediate prior business
          day that the deleted company was not valued at $0.00.</div>
        <div><br>
        </div>
        <div>The SPW is calculated and maintained in the same manner as the SPX, except that the constituents of the SPW are equally weighted rather than weighted by float-adjusted market capitalization. To calculate an equal-weighted index, the market
          capitalization for each stock used in the calculation of the index is redefined so that each index constituent has an equal weight in the index at each rebalancing date. In addition to being the product of the stock price, the stock&#8217;s shares
          outstanding, and the stock&#8217;s investible weight factor (&#8220;IWF&#8221;), an additional weight factor (&#8220;AWF&#8221;) is also introduced in the market capitalization calculation to establish equal weighting. The AWF of a stock is the adjustment factor of that stock
          assigned at each index rebalancing date that makes all index constituents&#8217; modified market capitalization equal (and, therefore, equal weight), while maintaining the total market value of the overall index.</div>
        <div><br>
        </div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">The S&amp;P 500<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Index</div>
        <div style="margin-top: 6pt;">The S&amp;P 500<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Index (the &#8220;SPX) includes a representative sample of 500 companies in leading industries of the U.S. economy. The SPX is intended to provide an indication of the pattern of common stock
          price movement. The calculation of the level of the SPX is based on the relative value of the aggregate market value of the common stocks of 500 companies as of a particular time compared to the aggregate average market value of the common stocks
          of 500 similar companies during the base period of the years 1941 through 1943.</div>
        <div style="margin-top: 6pt;">The SPX includes companies from eleven main groups: Communication Services; Consumer Discretionary; Consumer Staples; Energy; Financials; Health Care; Industrials; Information Technology; Real Estate; Materials; and
          Utilities. SPDJI may from time to time, in its sole discretion, add companies to, or delete companies from, the SPX to achieve the objectives stated above.</div>
        <div style="margin-top: 6pt;">Company additions to the SPX must have an unadjusted company market capitalization of $18.0 billion or more (an increase from the previous requirement of an unadjusted company market capitalization of $15.8 billion or
          more).</div>
        <div style="margin-top: 6pt;">SPDJI calculates the SPX by reference to the prices of the constituent stocks of the SPX without taking account of the value of dividends paid on those stocks. As a result, the return on the Notes will not reflect the
          return you would realize if you actually owned the SPX constituent stocks and received the dividends paid on those stocks.</div>
        <div style="margin-bottom: 10pt;"><br>
        </div>
        <div style="margin-bottom: 10pt; font-style: italic;">Computation of the SPX</div>
        <div style="margin-bottom: 10pt;">While SPDJI currently employs the following methodology to calculate the SPX, no assurance can be given that SPDJI will not modify or change this methodology in a manner that may affect payment on the notes.</div>
        <div style="margin-bottom: 10pt;">Historically, the market value of any component stock of the SPX was calculated as the product of the market price per share and the number of then outstanding shares of such component stock. In March 2005, SPDJI
          began shifting the SPX halfway from a market capitalization weighted formula to a float-adjusted formula, before moving the SPX to full float adjustment on September 16, 2005. SPDJI&#8217;s criteria for selecting stocks for the SPX did not change with
          the shift to float adjustment. However, the adjustment affects each company&#8217;s weight in the SPX.</div>
        <div style="margin-bottom: 10pt;">Under float adjustment, the share counts used in calculating the SPX reflect only those shares that are available to investors, not all of a company&#8217;s outstanding shares. Float adjustment excludes shares that are
          closely held by control groups, other publicly traded companies or government agencies.</div>
        <div>In September 2012, all shareholdings representing more than 5% of a stock&#8217;s outstanding shares, other than holdings by &#8220;block owners,&#8221; were removed from the float for purposes of calculating the SPX. Generally, these &#8220;control holders&#8221; will
          include officers and directors, private equity, venture capital and special equity firms, other publicly</div>
        <div><br>
        </div>
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          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-19</font></div>
          <div style="page-break-after: always;" class="BRPFPageBreak">
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              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <div style="margin-bottom: 10pt;">traded companies that hold shares for control, strategic partners, holders of restricted shares, ESOPs, employee and family trusts, foundations associated with the company, holders of unlisted share classes of
          stock, government entities at all levels (other than government retirement/pension funds) and any individual person who controls a 5% or greater stake in a company as reported in regulatory filings. However, holdings by block owners, such as
          depositary banks, pension funds, mutual funds and ETF providers, 401(k) plans of the company, government retirement/pension funds, investment funds of insurance companies, asset managers and investment funds, independent foundations and savings
          and investment plans, will ordinarily be considered part of the float.</div>
        <div style="margin-bottom: 10pt;">Treasury stock, stock options, restricted shares, equity participation units, warrants, preferred stock, convertible stock, and rights are not part of the float. Shares held in a trust to allow investors in
          countries outside the country of domicile, such as depositary shares and Canadian exchangeable shares are normally part of the float unless those shares form a control block. If a company has multiple classes of stock outstanding, shares in an
          unlisted or non-traded class are treated as a control block.</div>
        <div style="margin-bottom: 10pt;">For each stock, an investable weight factor (&#8220;IWF&#8221;) is calculated by dividing the available float shares by the total shares outstanding. Available float shares are defined as the total shares outstanding less
          shares held by control holders. This calculation is subject to a 5% minimum threshold for control blocks. For example, if a company&#8217;s officers and directors hold 3% of the company&#8217;s shares, and no other control group holds 5% of the company&#8217;s
          shares, SPDJI would assign that company an IWF of 1.00, as no control group meets the 5% threshold. However, if a company&#8217;s officers and directors hold 3% of the company&#8217;s shares and another control group holds 20% of the company&#8217;s shares, SPDJI
          would assign an IWF of 0.77, reflecting the fact that 23% of the company&#8217;s outstanding shares are considered to be held for control. As of July 31, 2017, companies with multiple share class lines are no longer eligible for inclusion in the SPX.
          Constituents of the SPX prior to July 31, 2017 with multiple share class lines will be grandfathered in and continue to be included in the SPX. If a constituent company of the SPX reorganizes into a multiple share class line structure, that
          company will remain in the SPX at the discretion of the S&amp;P Index Committee in order to minimize turnover.</div>
        <div style="margin-bottom: 10pt;">The SPX is calculated using a base-weighted aggregate methodology. The level of the SPX reflects the total market value of all component stocks relative to the base period of the years 1941 through 1943. An indexed
          number is used to represent the results of this calculation in order to make the level easier to work with and track over time. The actual total market value of the component stocks during the base period of the years 1941 through 1943 has been
          set to an indexed level of 10. This is often indicated by the notation 1941- 43 = 10. In practice, the daily calculation of the SPX is computed by dividing the total market value of the component stocks by the &#8220;index divisor.&#8221; By itself, the
          index divisor is an arbitrary number. However, in the context of the calculation of the SPX, it serves as a link to the original base period level of the SPX. The index divisor keeps the SPX comparable over time and is the manipulation point for
          all adjustments to the SPX, which is index maintenance.</div>
        <div style="margin-bottom: 10pt; font-style: italic;">Index Maintenance</div>
        <div style="margin-bottom: 10pt;">Index maintenance includes monitoring and completing the adjustments for company additions and deletions, share changes, stock splits, stock dividends, and stock price adjustments due to company restructuring or
          spinoffs. Some corporate actions, such as stock splits and stock dividends, require changes in the common shares outstanding and the stock prices of the companies in the SPX, and do not require index divisor adjustments.</div>
        <div style="margin-bottom: 10pt;">To prevent the level of the SPX from changing due to corporate actions, corporate actions which affect the total market value of the SPX require an index divisor adjustment. By adjusting the index divisor for the
          change in market value, the level of the SPX remains constant and does not reflect the corporate actions of individual companies in the SPX. Index divisor adjustments are made after the close of trading and after the calculation of the SPX
          closing level.</div>
        <div style="margin-bottom: 10pt;">Changes in a company&#8217;s shares outstanding of 5.00% or more due to mergers, acquisitions, public offerings, tender offers, Dutch auctions, or exchange offers are made as soon as reasonably possible. Share changes
          due to mergers or acquisitions of publicly held companies that trade on a major exchange are implemented when the transaction occurs, even if both of the companies are not in the same headline index, and regardless of the size of the change. All
          other changes of 5.00% or more (due to, for example, company stock repurchases, private placements, redemptions, exercise of options, warrants, conversion of preferred stock, Notes, debt, equity participation units, at-the-market offerings, or
          other recapitalizations) are made weekly and are announced on Fridays for implementation after the close of trading on the following Friday.</div>
        <div style="margin-bottom: 10pt;">Changes of less than 5.00% are accumulated and made quarterly on the third Friday of March, June, September, and December, and are usually announced two to five days prior.</div>
        <div>If a change in a company&#8217;s shares outstanding of 5.00% or more causes a company&#8217;s IWF to change by five percentage points or more, the IWF is updated at the same time as the share change. IWF changes resulting from partial tender offers are
          considered on a case by case basis.</div>
        <div><br>
        </div>
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          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-20</font></div>
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              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <div style="margin-bottom: 10pt; font-style: italic; font-weight: bold;">Historical Performance of the Invesco S&amp;P 500<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Equal Weight ETF</div>
        <div style="margin-bottom: 10pt;">The following graph sets forth the daily historical performance of the Invesco S&amp;P 500<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Equal Weight ETF in the period from January 1, 2018 through the Strike Date.&#160; We obtained this historical data
          from Bloomberg L.P. We have not independently verified the accuracy or completeness of the information obtained from Bloomberg L.P.</div>
        <div style="text-align: center; margin-top: 12pt; margin-bottom: 12pt;"><img src="image4.jpg"></div>
        <div style="margin-bottom: 10pt;">This historical data on the Underlying is not necessarily indicative of the future performance of the Underlying or what the value of the Notes may be.&#160; Any historical upward or downward trend in the price of the
          Underlying during any period set forth above is not an indication that the price of the Underlying is more or less likely to increase or decrease at any time over the term of the Notes.</div>
        <div>Before investing in the Notes, you should consult publicly available sources for the prices and trading pattern of the Invesco S&amp;P 500<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Equal Weight ETF.</div>
        <div><br>
        </div>
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          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-21</font></div>
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            <div>
              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <a name="HEDGING"><!--Anchor--></a>
        <div style="text-align: center; margin-bottom: 10pt; font-size: 10pt; font-weight: bold;">HEDGING</div>
        <div style="margin-bottom: 10pt;">In order to meet our payment obligations on the Notes, at the time we issue the Notes, we may choose to enter into certain hedging arrangements (which may include call options, put options or other derivatives)
          with one or more of our subsidiaries.&#160; The terms of these hedging arrangements are determined based upon terms provided by our subsidiaries, and take into account a number of factors, including our creditworthiness, interest rate movements, the
          volatility of the Underlyings, the tenor of the Notes and the hedging arrangements.&#160; The economic terms of the Notes depend in part on the terms of these hedging arrangements.</div>
        <div style="margin-bottom: 10pt;">The hedging arrangements may include hedging related charges, reflecting the costs associated with, and our subsidiaries&#8217; profit earned from, these hedging arrangements.&#160; Since hedging entails risk and may be
          influenced by unpredictable market forces, actual profits or losses from these hedging transactions may be more or less than this amount.</div>
        <div>For further information, see &#8220;Risk Factors&#8221; beginning on page PS-6 of this pricing supplement.</div>
        <div><br>
        </div>
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          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-22</font></div>
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            <div>
              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <a name="SUPPLEMENTALDISCUSSIONOFU"><!--Anchor--></a>
        <div style="text-align: center; margin-bottom: 10pt; font-size: 10pt; font-weight: bold;">SUPPLEMENTAL DISCUSSION OF U.S. FEDERAL INCOME TAX CONSEQUENCES</div>
        <div style="margin-bottom: 9.5pt;">The following section supplements the discussion of U.S. federal income taxation in the accompanying product supplement.</div>
        <div style="margin-bottom: 9.5pt;">The following section is the opinion of Sidley Austin LLP, our counsel. In addition, it is the opinion of Sidley Austin LLP that the characterization of the Notes for U.S. federal income tax purposes that will be
          required under the terms of the Notes, as discussed below, is a reasonable interpretation of current law.</div>
        <div>This section does not apply to you if you are a member of a class of holders subject to special rules, such as:</div>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="z874b666582b94fd3a13ba7f7ae9638d8">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; font-size: 7pt;">&#9632;</td>
              <td style="width: auto; vertical-align: top;">
                <div>a dealer in securities or currencies;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="zb53dedc72c7f4c65abf9d47f8752cb2a">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; font-size: 7pt;">&#9632;</td>
              <td style="width: auto; vertical-align: top;">
                <div>a trader in securities that elects to use a mark-to-market method of accounting for your securities holdings;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="z59438eb2472040feb088a54baf985c6f">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; font-size: 7pt;">&#9632;</td>
              <td style="width: auto; vertical-align: top;">
                <div>a bank;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="za636cfe70141439d89e4e9a4fc236453">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; font-size: 7pt;">&#9632;</td>
              <td style="width: auto; vertical-align: top;">
                <div>a life insurance company;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="z3193981e1fd54df7aa10d4cbbd64a344">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; font-size: 7pt;">&#9632;</td>
              <td style="width: auto; vertical-align: top;">
                <div>a tax exempt organization;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="z40d32a89692044bb9740db4986b2485a">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; font-size: 7pt;">&#9632;</td>
              <td style="width: auto; vertical-align: top;">
                <div>a partnership;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="zaf8c3c37a9ed4f7aa1c2acdfa0e2d8ee">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; font-size: 7pt;">&#9632;</td>
              <td style="width: auto; vertical-align: top;">
                <div>a regulated investment company;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="zf36ae44e6c7d4df8b666e8eb0e80e8d0">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; font-size: 7pt;">&#9632;</td>
              <td style="width: auto; vertical-align: top;">
                <div>an accrual method taxpayer subject to special tax accounting rules as a result of its use of financial statements;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="z2531b6bf32504085b23cfa2f43a39667">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; font-size: 7pt;">&#9632;</td>
              <td style="width: auto; vertical-align: top;">
                <div>a common trust fund;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="z7f717a9635f34ecd9fdbe1d6c588109b">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; font-size: 7pt;">&#9632;</td>
              <td style="width: auto; vertical-align: top;">
                <div>a person that owns a Note as a hedge or that is hedged against interest rate risks;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="z36cda6c019814f8ba60358c6e76999f8">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; font-size: 7pt;">&#9632;</td>
              <td style="width: auto; vertical-align: top;">
                <div>a person that owns a Note as part of a straddle or conversion transaction for tax purposes; or</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 12pt;" class="DSPFListTable" id="z234d294f684e46408beaeca7ed833eef">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; font-size: 7pt;">&#9632;</td>
              <td style="width: auto; vertical-align: top;">
                <div>a U.S. holder (as defined below) whose functional currency for tax purposes is not the U.S. dollar.</div>
              </td>
            </tr>

        </table>
        <div style="margin-bottom: 9.5pt;">Although this section is based on the U.S. Internal Revenue Code of 1986, as amended (the &#8220;Code&#8221;), its legislative history, existing and proposed regulations under the Code, published rulings and court decisions,
          all as currently in effect, no statutory, judicial or administrative authority directly addresses how your Notes should be treated for U.S. federal income tax purposes, and as a result, the U.S. federal income tax consequences of your investment
          in your Notes are uncertain. Moreover, these laws are subject to change, possibly on a retroactive basis.</div>
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            <tr>
              <td style="width: 1%; vertical-align: top; border-left: 1px solid rgb(0, 0, 0); border-bottom: 1px solid rgb(0, 0, 0); border-top: 1px solid rgb(0, 0, 0);">&#160;</td>
              <td style="width: 98.43%; vertical-align: top; border-bottom: 1px solid rgb(0, 0, 0); border-top: 1px solid rgb(0, 0, 0);">
                <div style="font-style: italic;">You should consult your tax advisor concerning the U.S. federal income tax and any other applicable tax consequences of your investments in the Notes, including the application of state, local or other tax
                  laws and the possible effects of changes in federal or other tax laws.</div>
              </td>
              <td style="width: 1.35%; vertical-align: top; border-right: 1px solid rgb(0, 0, 0); border-bottom: 1px solid rgb(0, 0, 0); border-top: 1px solid rgb(0, 0, 0);">&#160;</td>
            </tr>

        </table>
        <div style="margin-bottom: 9.5pt;"><br>
        </div>
        <div style="margin-bottom: 9.5pt; font-weight: bold;">U.S. Holders</div>
        <div>This section applies to you only if you are a U.S. Holder that holds your Notes as a capital asset for tax purposes. You are a &#8220;U.S. Holder&#8221; if you are a beneficial owner of each of your Notes and you are:</div>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="z0a26ff21be13482bba8391c7f4da5f60">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; font-size: 7pt;">&#9632;</td>
              <td style="width: auto; vertical-align: top;">
                <div>a citizen or resident of the United States;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="zd7bf78df894b47ecb43d0177bc3a53db">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; font-size: 7pt;">&#9632;</td>
              <td style="width: auto; vertical-align: top;">
                <div>a domestic corporation;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="zba4782f509464f3f8a920e6e87ad3201">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; font-size: 7pt;">&#9632;</td>
              <td style="width: auto; vertical-align: top;">
                <div>an estate whose income is subject to U.S. federal income tax regardless of its source; or</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 12pt;" class="DSPFListTable" id="z7eaeabc41161495a9e1116828d307680">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; font-size: 7pt;">&#9632;</td>
              <td style="width: auto; vertical-align: top;">
                <div>a trust if a United States court can exercise primary supervision over the trust&#8217;s administration and one or more United States persons are authorized to control all substantial decisions of the trust.</div>
              </td>
            </tr>

        </table>
        <div style="margin-bottom: 9.5pt; font-style: italic; font-weight: bold;">Tax Treatment</div>
        <div style="margin-bottom: 9.5pt;">You will be obligated pursuant to the terms of the Notes &#8212; in the absence of a change in law, an administrative determination or a judicial ruling to the contrary &#8212; to characterize your Notes for all tax purposes
          as pre-paid derivative contracts in respect of the Underlyings. Except as otherwise stated below, the discussion herein assumes that the Notes will be so treated.</div>
        <div style="margin-bottom: 9.5pt;">Upon the sale, exchange, redemption or maturity of your Notes, you should recognize capital gain or loss in an amount equal to the difference, if any, between the amount of cash you receive at such time and your
          tax basis in the Notes. Your tax basis in the Notes will generally be equal to the amount that you paid for the Notes. If you hold your Notes for more than one year, such gain or loss generally will be long-term capital gain or loss. If you hold
          your Notes for one year or less, such gain or loss generally will be short-term capital gain or loss. Short-term capital gains are generally subject to tax at the marginal tax rates applicable to ordinary income.</div>
        <div>In addition, the constructive ownership rules of Section 1260 of the Internal Revenue Code could apply to all or a portion of your Notes. If all or a portion of your Notes were subject to the constructive ownership rules, then all or a portion
          of any long-term capital gain that you realize upon the sale, exchange, redemption or maturity of your Notes would be re-characterized as ordinary income (and you would be subject to an interest charge on deferred tax liability with respect to
          such re-characterized capital gain) to the extent that such capital gain exceeds the amount of &#8220;net underlying long-term capital gain&#8221; (as defined in Section 1260 of the Internal Revenue Code). Because the</div>
        <div><br>
        </div>
        <div style="clear: both; margin-top: 9pt; margin-bottom: 9pt;" class="BRPFPageBreakArea">
          <div class="BRPFPageFooter" style="width: 100%;"></div>
          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-23</font></div>
          <div style="page-break-after: always;" class="BRPFPageBreak">
            <hr noshade="noshade" style="margin: 4px 0px; width: 100%; border-width: 0; height: 2px; color: #000000; background-color: #000000; clear: both;"></div>
          <div class="BRPFPageHeader" style="width: 100%;">
            <div>
              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <div style="margin-bottom: 9.5pt;">application of the constructive ownership rules is unclear you are strongly urged to consult your tax advisor with respect to the possible application of the constructive ownership rules to your investment in the
          Notes.</div>
        <div style="margin-bottom: 9.5pt;">We will not attempt to ascertain whether the issuer of an Underlying or the issuer of any component stock included in an Underlying that is an index would be treated as a &#8220;passive foreign investment company&#8221;
          (&#8220;PFIC&#8221;), within the meaning of Section 1297 of the Code. If the issuer of an Underlying or the issuer of one or more stocks included in an Underlying that is an index were so treated, certain adverse U.S. federal income tax consequences could
          possibly apply to a U.S. Holder of the Notes. You should refer to information<font style="font-size: 9.5pt;"> filed with the SEC by the issuer of an Underlying or the issuers of the component stocks included in </font>an<font style="font-size: 9.5pt;"> Underlying that is an index and consult your tax advisor regarding the </font>possible consequences to you, if any, if the issuer of an Underlying or the issuer of any component stock included in an Underlying that is an index is or
          becomes a PFIC.</div>
        <div style="margin-bottom: 9.5pt; font-weight: bold;">No statutory, judicial or administrative authority directly discusses how your Notes should be treated for U.S. federal income tax purposes. As a result, the U.S. federal income tax consequences
          of your investment in the Notes are uncertain and alternative characterizations are possible. Accordingly, we urge you to consult your tax advisor in determining the tax consequences of an investment in your Notes in your particular
          circumstances, including the application of state, local or other tax laws and the possible effects of changes in federal or other tax laws.</div>
        <div style="margin-bottom: 9.5pt; font-style: italic; font-weight: bold;">Alternative Treatments</div>
        <div style="margin-bottom: 9.5pt;">There is no judicial or administrative authority discussing how your Notes should be treated for U.S. federal income tax purposes. Therefore, the Internal Revenue Service (&#8220;IRS&#8221;) might assert that a treatment
          other than that described above is more appropriate. For example, the IRS could treat your Notes as a single debt instrument subject to special rules governing contingent payment debt instruments. Under those rules, the amount of interest you are
          required to take into account for each accrual period would be determined by constructing a projected payment schedule for the Notes and applying rules similar to those for accruing original issue discount on a hypothetical noncontingent debt
          instrument with that projected payment schedule. This method is applied by first determining the comparable yield &#8211; i.e., the yield at which we would issue a noncontingent fixed rate debt instrument with terms and conditions similar to your Notes
          &#8211; and then determining a payment schedule as of the issue date that would produce the comparable yield. These rules may have the effect of requiring you to include interest in income in respect of your Notes prior to your receipt of cash
          attributable to that income.</div>
        <div style="margin-bottom: 9.5pt;">If the rules governing contingent payment debt instruments apply, any gain you recognize upon the sale, exchange, redemption or maturity of your Notes would be treated as ordinary interest income. Any loss you
          recognize at that time would be ordinary loss to the extent of interest you included as income in the current or previous taxable years in respect of your Notes, and, thereafter, capital loss.</div>
        <div style="margin-bottom: 9.5pt;">If the rules governing contingent payment debt instruments apply, special rules would apply to a person who purchases Notes at a price other than the adjusted issue price as determined for tax purposes.</div>
        <div style="margin-bottom: 9.5pt;">It is also possible that your Notes could be treated in the manner described above, except that any gain or loss that you recognize upon sale, exchange, redemption or maturity would be treated as ordinary income
          or loss. You should consult your tax advisor as to the tax consequences of such characterization and any possible alternative characterizations of your Notes for U.S. federal income tax purposes.</div>
        <div style="margin-bottom: 9.5pt;">It is possible that the Internal Revenue Service could seek to characterize your Notes in a manner that results in tax consequences to you that are different from those described above..</div>
        <div style="margin-bottom: 9.5pt;">You should consult your tax advisor as to possible alternative characterizations of your Notes for U.S. federal income tax purposes.</div>
        <div style="margin-bottom: 9.5pt; font-weight: bold;">Possible Change in Law</div>
        <div>On December 7, 2007, the IRS released a notice stating that the IRS and the Treasury Department are actively considering issuing guidance regarding the proper U.S. federal income tax treatment of an instrument such as the Notes, including
          whether holders should be required to accrue ordinary income on a current basis and whether gain or loss should be ordinary or capital. It is not possible to determine what guidance they will ultimately issue, if any. It is possible, however,
          that under such guidance, holders of the Notes will ultimately be required to accrue income currently and this could be applied on a retroactive basis. The IRS and the Treasury Department are also considering other relevant issues, including
          whether foreign holders of such instruments should be subject to withholding tax on any deemed income accruals and whether the special &#8220;constructive ownership rules&#8221; of Section 1260 of the Code might be applied to such instruments. Except to the
          extent otherwise provided by law, we intend to continue treating the Notes for U.S. federal income tax purposes in accordance with the treatment described above under &#8220;Tax</div>
        <div><br>
        </div>
        <div style="clear: both; margin-top: 9pt; margin-bottom: 9pt;" class="BRPFPageBreakArea">
          <div class="BRPFPageFooter" style="width: 100%;"></div>
          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-24</font></div>
          <div style="page-break-after: always;" class="BRPFPageBreak">
            <hr noshade="noshade" style="margin: 4px 0px; width: 100%; border-width: 0; height: 2px; color: #000000; background-color: #000000; clear: both;"></div>
          <div class="BRPFPageHeader" style="width: 100%;">
            <div>
              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <div style="margin-bottom: 9.5pt;">Treatment&#8221; unless and until such time as Congress, the Treasury Department or the IRS determine that some other treatment is more appropriate.</div>
        <div style="margin-bottom: 9.5pt;">Furthermore, in 2007, legislation was introduced in Congress that, if enacted, would have required holders that acquired instruments such as your Notes after the bill was enacted to accrue interest income over the
          term of such instruments even though there will be no interest payments over the term of such instruments. It is not possible to predict whether a similar or identical bill will be enacted in the future, or whether any such bill would affect the
          tax treatment of your Notes.</div>
        <div style="margin-bottom: 9.5pt;">It is impossible to predict what any such legislation or administrative or regulatory guidance might provide, and whether the effective date of any legislation or guidance will affect Notes that were issued before
          the date that such legislation or guidance is issued. You are urged to consult your tax advisor as to the possibility that any legislative or administrative action may adversely affect the tax treatment of your Notes.</div>
        <div style="margin-bottom: 9.5pt; font-weight: bold;">Backup Withholding and Information Reporting</div>
        <div style="margin-bottom: 9.5pt;">You will be subject to generally applicable information reporting and backup withholding requirements as discussed in the accompanying prospectus supplement under &#8220;United States Federal Taxation &#8212; U.S. Holders &#8212;
          Backup Withholding and Information Reporting&#8221; with respect to payments on your Notes and, notwithstanding that we do not intend to treat the Notes as debt for tax purposes, we intend to backup withhold on such payments with respect to your Notes
          unless you comply with the requirements necessary to avoid backup withholding on debt instruments (in which case you will not be subject to such backup withholding) as set forth under &#8220;United States Federal Taxation &#8212; U.S. Holders &#8212; Backup
          Withholding and Information Reporting&#8221; in the accompanying prospectus supplement. Please see the discussion under &#8220;United States Federal Taxation &#8212; U.S. Holders &#8212; Backup Withholding and Information Reporting&#8221; in the accompanying prospectus
          supplement for a description of the applicability of the backup withholding and information reporting rules to payments made on your Notes.</div>
        <div style="margin-bottom: 9.5pt; font-weight: bold;">Non-U.S. Holders</div>
        <div>This section applies to you only if you are a Non-U.S. Holder. You are a &#8220;Non-U.S. Holder&#8221; if you are the beneficial owner of Notes and are, for U.S. federal income tax purposes:</div>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="z93f41da3717840fb90a6aa40ed3087ef">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; font-size: 7pt;">&#9632;</td>
              <td style="width: auto; vertical-align: top;">
                <div>a nonresident alien individual;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="z5b49ee038cc94caab31029fe6080faa7">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; font-size: 7pt;">&#9632;</td>
              <td style="width: auto; vertical-align: top;">
                <div>a foreign corporation; or</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 9.5pt;" class="DSPFListTable" id="zf0a684d6301c4940b6ec8982124283df">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; font-size: 7pt;">&#9632;</td>
              <td style="width: auto; vertical-align: top;">
                <div>an estate or trust that in either case is not subject to U.S. federal income tax on a net income basis on income or gain from the Notes.</div>
              </td>
            </tr>

        </table>
        <div>The term &#8220;Non-U.S. Holder&#8221; does not include any of the following holders:</div>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="zd65a1360254845578e24cda6c0d544a3">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; font-size: 7pt;">&#9632;</td>
              <td style="width: auto; vertical-align: top;">
                <div>a holder who is an individual present in the United States for 183 days or more in the taxable year of disposition and who is not otherwise a resident of the United States for U.S. federal income tax purposes;</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000;" class="DSPFListTable" id="zfa45a85762c242b7bc894af58bd2b650">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; font-size: 7pt;">&#9632;</td>
              <td style="width: auto; vertical-align: top;">
                <div>certain former citizens or residents of the United States; or</div>
              </td>
            </tr>

        </table>
        <table cellspacing="0" cellpadding="0" style="font-family: Arial; font-size: 9pt; width: 100%; text-align: left; color: #000000; margin-bottom: 9.5pt;" class="DSPFListTable" id="z8bb46710240b4395b6217363a16bbf71">

            <tr>
              <td style="width: 18pt;"><br>
              </td>
              <td style="width: 18pt; vertical-align: top; font-size: 7pt;">&#9632;</td>
              <td style="width: auto; vertical-align: top;">
                <div>a holder for whom income or gain in respect of the notes is effectively connected with the conduct of a trade or business in the United States.</div>
              </td>
            </tr>

        </table>
        <div style="margin-bottom: 9.5pt;">Such holders should consult their tax advisors regarding the U.S. federal income tax consequences of an investment in the Notes.</div>
        <div style="margin-bottom: 9.5pt;">We will not attempt to ascertain whether the issuer of an Underlying or the issuer of any component stock included in an Underlying that is an index would be treated as a &#8220;United States real property holding
          corporation&#8221; (&#8220;USRPHC&#8221;), within the meaning of Section 897 of the Code. If the issuer of an Underlying or the issuer of one or more stocks included in an Underlying that is an index were so treated, certain adverse U.S. federal income tax
          consequences could possibly apply to a Non-U.S. Holder of the Notes. You should refer to information filed with the SEC by the issuer of an Underlying or the issuers of the component stocks included in an Underlying that is an index and consult
          your tax advisor regarding the possible consequences to you, if any, if the issuer of an Underlying or the issuer of any component stock included in an Underlying that is an index is or becomes a USRPHC.</div>
        <div>You will be subject to generally applicable information reporting and backup withholding requirements as discussed in the accompanying prospectus supplement under &#8220;United States Federal Taxation &#8212; Non-U.S. Holders &#8212; Backup Withholding and
          Information Reporting&#8221; with respect to payments on your Notes at maturity and, notwithstanding that we do not intend to treat the Notes as debt for tax purposes, we intend to backup withhold on such payments with respect to your Notes unless you
          comply with the requirements necessary to avoid backup withholding on debt instruments (in which case you will not be subject to such backup withholding) as set forth under &#8220;United States Federal Taxation &#8212; Non-U.S. Holders &#8212; Backup Withholding
          and Information Reporting&#8221; in the accompanying prospectus supplement.</div>
        <div><br>
        </div>
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          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-25</font></div>
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            <div>
              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <div style="margin-bottom: 9.5pt;">As discussed above, alternative characterizations of the Notes for U.S. federal income tax purposes are possible. Should an alternative characterization of the Notes, by reason of a change or clarification of the
          law, by regulation or otherwise, cause payments at maturity with respect to the Notes to become subject to withholding tax, we will withhold tax at the applicable statutory rate and we will not make payments of any additional amounts. Prospective
          Non-U.S. Holders of the Notes should consult their tax advisors in this regard.</div>
        <div style="margin-bottom: 9.5pt;">Furthermore, on December 7, 2007, the IRS released Notice 2008-2 soliciting comments from the public on various issues, including whether instruments such as your Notes should be subject to withholding. It is
          therefore possible that rules will be issued in the future, possibly with retroactive effect, that would cause payments on your Notes at maturity to be subject to withholding, even if you comply with certification requirements as to your foreign
          status.</div>
        <div style="margin-bottom: 9.5pt;">In addition, the Treasury Department has issued regulations under which amounts paid or deemed paid on certain financial instruments (&#8220;871(m) financial instruments&#8221;) that are treated as attributable to U.S.-source
          dividends could be treated, in whole or in part depending on the circumstances, as a &#8220;dividend equivalent&#8221; payment that is subject to tax at a rate of 30% (or a lower rate under an applicable treaty), which in the case of any amounts you receive
          upon the sale, exchange, redemption or maturity of your Notes, could be collected via withholding. If these regulations were to apply to the Notes, we may be required to withhold such taxes if any U.S.-source dividends are paid on the Financial
          Select Sector SPDR<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Fund or the <font style="font-size: 8pt;">Invesco S&amp;P 500</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup><font style="font-size: 8pt;"> Equal Weight ETF</font> or on the stocks included in the Nasdaq-100 Index<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> during the term
          of the Notes. We could also require you to make certifications (e.g., an applicable IRS Form W-8) prior to the maturity of the Notes in order to avoid or minimize withholding obligations, and we could withhold accordingly (subject to your
          potential right to claim a refund from the IRS) if such certifications were not received or were not satisfactory. If withholding was required, we would not be required to pay any additional amounts with respect to amounts so withheld. These
          regulations generally will apply to 871(m) financial instruments (or a combination of financial instruments treated as having been entered into in connection with each other) issued (or significantly modified and treated as retired and reissued)
          on or after January 1, 2027, but will also apply to certain 871(m) financial instruments (or a combination of financial instruments treated as having been entered into in connection with each other) that have a delta (as defined in the applicable
          Treasury regulations) of one and are issued (or significantly modified and treated as retired and reissued) on or after January 1, 2017. In addition, these regulations will not apply to financial instruments that reference a &#8220;qualified index&#8221; (as
          defined in the regulations). We have determined that, as of the issue date of your Notes, your Notes will not be subject to withholding under these rules. In certain limited circumstances, however, you should be aware that it is possible for
          Non-U.S. Holders to be liable for tax under these rules with respect to a combination of transactions treated as having been entered into in connection with each other even when no withholding is required. You should consult your tax advisor
          concerning these regulations, subsequent official guidance and regarding any other possible alternative characterizations of your Notes for U.S. federal income tax purposes.</div>
        <div style="margin-bottom: 9.5pt; font-weight: bold;">Foreign Account Tax Compliance Act</div>
        <div>Legislation commonly referred to as &#8220;FATCA&#8221; generally imposes a gross-basis withholding tax of 30% on payments to certain non-U.S. entities (including financial intermediaries) with respect to certain financial instruments, unless various U.S.
          information reporting and due diligence requirements have been satisfied. An intergovernmental agreement between the United States and the non-U.S. entity&#8217;s jurisdiction may modify or supplement these requirements. This legislation generally
          applies to certain financial instruments that are treated as paying U.S.-source interest or other U.S.-source &#8220;fixed or determinable annual or periodical&#8221; (&#8220;FDAP&#8221;) income. Current provisions of the Code and Treasury regulations that govern FATCA
          treat gross proceeds from a sale or other disposition of obligations that can produce U.S.-source interest or FDAP income as subject to FATCA withholding. However, under recently proposed Treasury regulations, such gross proceeds would not be
          subject to FATCA withholding. In its preamble to such proposed regulations, the Treasury Department and the IRS have stated that taxpayers may generally rely on the proposed Treasury regulations until final Treasury regulations are issued. We
          will not be required to pay any additional amounts with respect to amounts withheld. Both U.S. and Non-U.S. Holders should consult their tax advisors regarding the potential application of FATCA to the Notes.</div>
        <div><br>
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          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-26</font></div>
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              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <a name="SUPPLEMENTALPLANOFDISTRIB"><!--Anchor--></a>
        <div style="text-align: center; margin-bottom: 10pt; font-size: 10pt; font-weight: bold;">SUPPLEMENTAL PLAN OF DISTRIBUTION</div>
        <div style="margin-bottom: 10pt;">Jefferies LLC, the broker-dealer subsidiary of Jefferies Financial Group Inc., will act as our Agent in connection with the offering of the Notes.&#160; Subject to the terms and conditions contained in a distribution
          agreement between us and Jefferies LLC, the Agent has agreed to use its reasonable efforts to solicit purchases of the Notes.&#160; We have the right to accept offers to purchase Notes and may reject any proposed purchase of the Notes.&#160; We or
          Jefferies LLC will pay various discounts and commissions to dealers of up to $3.00 per Note depending on market conditions. The Agent may also reject any offer to purchase Notes.</div>
        <div style="margin-bottom: 10pt;">We may also sell Notes to the Agent who will purchase the Notes as principal for its own account.&#160; In that case, the Agent will purchase the Notes at a price equal to the issue price specified on the cover page of
          this pricing supplement, less a discount.&#160; The discount will equal the applicable commission on an agency sale of the Notes.</div>
        <div style="margin-bottom: 10pt;">The Agent may resell any Notes it purchases as principal to other brokers or dealers at a discount, which may include all or part of the discount the Agent received from us.&#160; If all the Notes are not sold at the
          initial offering price, the Agent may change the offering price and the other selling terms.</div>
        <div style="margin-bottom: 10pt;">The Agent will sell any unsold allotment pursuant to this pricing supplement from time to time in one or more transactions in the over-the-counter market, through negotiated transactions or otherwise at market
          prices prevailing at the time of time of sale, prices relating to the prevailing market prices or negotiated prices.</div>
        <div style="margin-bottom: 10pt;">We may also sell Notes directly to investors.&#160; We will not pay commissions on Notes we sell directly.</div>
        <div style="margin-bottom: 10pt;">The Agent, whether acting as agent or principal, may be deemed to be an &#8220;underwriter&#8221; within the meaning of the Securities Act.&#160; We have agreed to indemnify the Agent against certain liabilities, including
          liabilities under the Securities Act.</div>
        <div style="margin-bottom: 10pt;">If the Agent sells Notes to dealers who resell to investors and the Agent pays the dealers all or part of the discount or commission it receives from us, those dealers may also be deemed to be &#8220;underwriters&#8221; within
          the meaning of the Securities Act.</div>
        <div style="margin-bottom: 10pt;">The Agent is offering the Notes, subject to prior sale, when, as and if issued to and accepted by it, subject to approval of legal matters by its counsel, including the validity of the Notes, and other conditions
          contained in the distribution agreement, such as the receipt by the Agent of officers&#8217; certificates and legal opinions.&#160; The Agent reserves the right to withdraw, cancel or modify offers to the public and to reject orders in whole or in part.</div>
        <div style="margin-bottom: 10pt;">The Agent is a member of the Financial Industry Regulatory Authority, Inc. (&#8220;FINRA&#8221;).&#160; Accordingly, the offering of the notes will conform to the requirements of FINRA Rule 5121.&#160; See &#8220;Conflict of Interest&#8221; below.</div>
        <div style="margin-bottom: 10pt;">The Agent is not acting as your fiduciary or advisor solely as a result of the offering of the Notes, and you should not rely upon any communication from the Agent in connection with the Notes as investment advice
          or a recommendation to purchase the Notes.&#160; You should make your own investment decision regarding the Notes after consulting with your legal, tax, and other advisors.</div>
        <div style="margin-bottom: 10pt;">We expect to deliver the Notes against payment therefor in New York, New York on January 21, 2025, which will be the third scheduled business day following the initial pricing date.&#160; Under Rule 15c6-1 of the
          Securities Exchange Act of 1934, trades in the secondary market generally are required to settle in one business day, unless the parties to any such trade expressly agree otherwise.&#160; Accordingly, if the initial settlement of the Notes occurs more
          than one business day from a pricing date, purchasers who wish to trade the Notes more than one business day prior to the Original Issue Date will be required to specify alternative settlement arrangements to prevent a failed settlement.</div>
        <div style="margin-bottom: 10pt;">Jefferies LLC and any of our other broker-dealer subsidiaries may use this pricing supplement, the prospectus and the prospectus supplements for offers and sales in secondary market transactions and market-making
          transactions in the Notes.&#160; However, they are not obligated to engage in such secondary market transactions and/or market-making transactions.&#160; Our subsidiaries may act as principal or agent in these transactions, and any such sales will be made
          at prices related to prevailing market prices at the time of the sale.</div>
        <div style="margin-bottom: 10pt; font-weight: bold;">Notice to Prospective Investors in the European Economic Area</div>
        <div>This pricing supplement and the accompanying product supplement, prospectus and prospectus supplement is not a prospectus for the purposes of Regulation (EU) 2017/1129 (the &#8220;Prospectus Regulation&#8221;). This pricing supplement and the accompanying
          product supplement, prospectus and prospectus supplement have been prepared on the basis that any offer of Notes in any Member State of the European Economic Area (the &#8220;EEA&#8221;) will only be made to a legal entity which is a qualified investor under
          the Prospectus Regulation (&#8220;EEA Qualified Investors&#8221;). Accordingly any</div>
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          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-27</font></div>
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              <div style="font-size: 8pt; font-weight: 400; font-style: italic;"><a href="#TABLEOFCONTENTS">Table of Contents</a><a href="#TABLEOFCONTENTS"><br>
                </a></div>
            </div>
          </div>
        </div>
        <div style="margin-bottom: 10pt;">person making or intending to make an offer in that Member State of Notes which are the subject of the offering contemplated in this pricing supplement and the accompanying product supplement, prospectus and
          prospectus supplement may only do so with respect to EEA Qualified Investors. Neither the Issuer nor the Agent have authorized, nor do they authorize, the making of any offer of Notes other than to EEA Qualified Investors.</div>
        <div style="margin-bottom: 10pt;"><font style="font-weight: bold;">PROHIBITION OF SALES TO EEA RETAIL INVESTORS </font>-&#8211; The Notes are not intended to be offered, sold or otherwise made available to and should not be offered, sold or otherwise
          made available to any retail investor in the EEA. For these purposes, (a) a retail investor means a person who is one (or more) of: (i) a retail client as defined in point (11) of Article 4(1) of Directive 2014/65/EU (as amended, &#8220;MiFID II&#8221;);
          (ii) a customer within the meaning of Directive (EU) 2016/97 (as amended, the &#8220;Insurance Distribution Directive&#8221;), where that customer would not qualify as a professional client as defined in point (10) of Article 4(1) of MiFID II; or (iii) not a
          qualified investor as defined in the Prospectus Regulation and (b) the expression &#8220;offer&#8221; includes the communication in any form and by any means of sufficient information on the terms of the offer and the Notes to be offered so as to enable an
          investor to decide to purchase or subscribe for the Notes. Consequently no key information document required by Regulation (EU) No 1286/2014 (as amended, the &#8220;PRIIPs Regulation&#8221;) for offering or selling the Notes or otherwise making them
          available to retail investors in the EEA has been prepared and therefore offering or selling the Notes or otherwise making them available to any retail investor in the EEA may be unlawful under the PRIIPs Regulation.</div>
        <div style="margin-bottom: 10pt; font-weight: bold;">Notice to Prospective Investors in the United Kingdom</div>
        <div style="margin-bottom: 10pt;">This pricing supplement and the accompanying product supplement, prospectus and prospectus supplement is not a prospectus for the purposes of Regulation (EU) 2017/1129 as it forms part of domestic law in the United
          Kingdom by virtue of the European Union (Withdrawal) Act 2018, as amended by the European Union (Withdrawal Agreement) Act 2020 (the &#8220;EUWA&#8221;) (the "UK Prospectus Regulation"). This pricing supplement and the accompanying product supplement,
          prospectus and prospectus supplement have been prepared on the basis that any offer of Notes&#160; in the United Kingdom will only be made to a legal entity which is a qualified investor under the UK Prospectus Regulation (&#8220;UK Qualified Investors&#8221;).
          Accordingly any person making or intending to make an offer in the United Kingdom of Notes which are the subject of the offering contemplated in this pricing supplement and the accompanying product supplement, prospectus and prospectus supplement
          may only do so with respect to UK Qualified Investors. Neither the Issuer nor the Agent have authorized, nor do they authorize, the making of any offer of Notes other than to UK Qualified Investors.</div>
        <div style="margin-bottom: 10pt;"><font style="font-weight: bold;">PROHIBITION OF SALES TO UK RETAIL INVESTORS</font> &#8211; The Notes are not intended to be offered, sold or otherwise made available to and should not be offered, sold or otherwise made
          available to any retail investor in the United Kingdom. For these purposes, (a) a retail investor means a person who is one (or more) of: (i) a retail client, as defined in point (8) of Article 2 of Regulation (EU) No 2017/565 as it forms part of
          domestic law in the United Kingdom by virtue of the EUWA; or (ii) a customer within the meaning of the provisions of the United Kingdom&#8217;s Financial Services and Markets Act 2000, as amended (the &#8220;FSMA&#8221;) and any rules or regulations made under the
          FSMA to implement the Insurance Distribution Directive, where that customer would not qualify as a professional client, as defined in point (8) of Article 2(1) of Regulation (EU) No 600/2014 as it forms part of domestic law in the United Kingdom
          by virtue of the EUWA; or (iii) not a qualified investor as defined in Article 2 of Regulation (EU) 2017/1129 as it forms part of domestic law in the United Kingdom by virtue of the EUWA and (b) the expression &#8220;offer&#8221; includes the communication
          in any form and by any means of sufficient information on the terms of the offer and the Notes to be offered so as to enable an investor to decide to purchase or subscribe for the Notes. Consequently no key information document required by
          Regulation (EU) No 1286/2014 as it forms part of domestic law in the United Kingdom by virtue of the EUWA (the &#8220;UK PRIIPs Regulation&#8221;) for offering or selling the Notes or otherwise making them available to retail investors in the United Kingdom
          has been prepared and therefore offering or selling the Notes or otherwise making them available to any retail investor in the United Kingdom may be unlawful under the UK PRIIPs Regulation.</div>
        <div>The communication of this pricing supplement and the accompanying product supplement, prospectus and prospectus supplement relating to the issue of the Notes offered hereby is not being made, and such documents and/or materials have not been
          approved, by an authorized person&#160; for the purposes of Section 21 of the FSMA.&#160; Accordingly, such documents and/or materials are not being distributed to, and must not be passed on to, the general public in the United Kingdom.&#160; The communication
          of such documents and/or materials as a financial promotion is only being made to those persons in the United Kingdom who have professional experience in matters relating to investments and who fall within the definition of investment
          professionals (as defined in Article 19(5) of the Financial Services and Markets Act 2000 (Financial Promotion) Order 2005, as amended (the &#8220;Financial Promotion Order&#8221;)) or who fall within Article 49(2)(a) to (d)&#160; of the Financial Promotion
          Order, or who are any other persons to whom it may otherwise lawfully be made under the Financial Promotion Order (all such persons together being referred to as &#8220;relevant persons&#8221;).&#160; In the United Kingdom the Notes offered hereby are only
          available to, and any investment or investment activity to which this pricing supplement and the accompanying product supplement, prospectus and prospectus supplement relates will be engaged in only with, relevant persons.&#160; Any person in the
          United Kingdom that</div>
        <div><br>
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          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-28</font></div>
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                </a></div>
            </div>
          </div>
        </div>
        <div style="margin-bottom: 10pt;">is not a relevant person should not act or rely on this pricing supplement and the accompanying product supplement, prospectus and prospectus supplement or any of their contents.</div>
        <div style="margin-bottom: 10pt; font-weight: bold;">Other Regulatory Restrictions in the United Kingdom</div>
        <div style="margin-bottom: 10pt;">Any invitation or inducement to engage in investment activity (within the meaning of Section 21 of the FSMA) in connection with the issue or sale of the Notes may only be communicated or caused to be communicated
          in circumstances in which Section 21(1) of the FSMA does not apply to the Issuer.</div>
        <div>All applicable provisions of the FSMA must be complied with in respect to anything done by any person in relation to the Notes in, from or otherwise involving the United Kingdom.</div>
        <div><br>
        </div>
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        <a name="CONFLICTOFINTEREST"><!--Anchor--></a>
        <div style="text-align: center; margin-bottom: 10pt; font-size: 10pt; font-weight: bold;">CONFLICT OF INTEREST</div>
        <div>Jefferies LLC, the broker-dealer subsidiary of Jefferies Financial Group Inc., is a member of FINRA and will participate in the distribution of the Notes.&#160; Accordingly, the offering is subject to the provisions of FINRA Rule 5121 relating to
          conflicts of interests and will be conducted in accordance with the requirements of Rule 5121.&#160; Jefferies LLC will not confirm sales of the Notes to any account over which it exercises discretionary authority without the prior written specific
          approval of the customer.</div>
        <div><br>
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                </a></div>
            </div>
          </div>
        </div>
        <a name="LEGALMATTERS"><!--Anchor--></a>
        <div style="text-align: center; margin-bottom: 10pt; font-size: 10pt; font-weight: bold;">LEGAL MATTERS</div>
        <div><font style="font-size: 10pt;">T</font>he validity of the Notes is being passed on for us by Sidley Austin LLP, New York, New York.</div>
        <div><br>
        </div>
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                </a></div>
            </div>
          </div>
        </div>
        <a name="EXPERTS"><!--Anchor--></a>
        <div style="text-align: center; margin-bottom: 10pt; font-size: 10pt; font-weight: bold;">EXPERTS</div>
        <div>The financial statements of Jefferies Financial Group Inc. as of November 30, 2023 and 2022, and for each of the three years in the period ended November 30, 2023, incorporated by reference in this prospectus supplement from Jefferies
          Financial Group Inc.&#8217;s Annual Report on Form 10-K, and the effectiveness of the Jefferies Financial Group Inc.&#8217;s internal control over financial reporting have been audited by Deloitte &amp; Touche LLP, an independent registered public accounting
          firm, as stated in their reports. Such financial statements have been so incorporated in reliance upon the reports of such firm given upon their authority as experts in accounting and auditing.</div>
        <div><br>
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          <div class="BRPFPageNumberArea" style="text-align: center;"><font class="BRPFPageNumber" style="font-size: 8pt; color: #000000; font-weight: normal; font-style: normal;">PS-32</font></div>
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                </a></div>
            </div>
          </div>
        </div>
        <div>
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        <div style="text-align: center; margin-top: 48pt; margin-bottom: 66pt; font-size: 12pt; font-weight: bold;">$</div>
        <div style="text-align: center; margin-bottom: 66pt; font-size: 26pt; font-weight: bold;">Jefferies</div>
        <div style="text-align: center; margin-bottom: 66pt; font-size: 14pt; font-weight: bold;">Jefferies Financial Group Inc.</div>
        <div style="text-align: center; font-size: 14pt;">Senior Autocallable Notes due January 22, 2030 Linked to the Worst-</div>
        <div style="text-align: center; font-size: 14pt;">Performing of the Nasdaq-100 Index<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup>, the Financial Select Sector SPDR<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup></div>
        <div style="text-align: center; margin-bottom: 66pt; font-size: 14pt;">Fund and the Invesco S&amp;P 500<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#174;</sup> Equal Weight ETF</div>
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        <div style="margin: 10pt 0px; font-size: 10pt; font-weight: bold; text-align: center;">PRICING SUPPLEMENT</div>
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        <div style="text-align: center; font-size: 11pt;">, 2025</div>
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end
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
