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Published on 6/3/2022 in the Prospect News Structured Products Daily.

New Issue: Jefferies prices $298,000 capped buffered leveraged notes linked to Dow

Chicago, June 3 – Jefferies Group LLC and Jefferies Group Capital Finance Inc. priced $298,000 of 0% senior capped buffered leveraged notes due May 22, 2024 tied to the Dow Jones Industrial average, according to a 424B2 filing with the Securities and Exchange Commission.

If the index finishes above its initial level, the payout at maturity will be par plus 1.5 times the index return, subject to a maximum payout of par plus 19.5%.

If the index finishes below its initial level but at or above 90% of its initial level, the payout will be par. Investors will lose 1% for each 1% index decline beyond 10%.

Jefferies LLC is the agent.

Issuers:Jefferies Group LLC and Jefferies Group Capital Finance Inc.
Issue:Senior capped buffered leveraged notes
Underlying index:Dow Jones Industrial average
Amount:$298,000
Maturity:May 22, 2024
Coupon:0%
Price:Par
Payout at maturity:Par plus 1.5 times any index gain, capped at par plus 19.5%; par if index declines by up to 10% otherwise, 1% loss for each 1% index decline beyond 10%
Initial level:35,601.98
Buffer level:32,041.78; 90% of initial level
Pricing date:Nov. 19, 2021
Settlement date:Nov. 24, 2021
Agent:Jefferies LLC
Fees:2.25%
Cusip:47233JGZ5

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