X0201 4 2003-09-30 0 0001084580 JEFFERIES GROUP INC /DE/ JEF 0001180442 FELLER LLOYD H C/O JEFFERIES & COMPANY, INC. 520 MADISON AVE 12TH FL NEW YORK NY 10022 0 1 0 0 Exec. VP, GC and Secretary Common Stock 2003-09-30 4 A 0 482.86 26.0723 A 51600 D Acquisition of deferred shares upon deferral of compensation and dividend reinvestments under the Company's Deferred Compensation Plan in a transaction exempt under Rule 16b-3(d) under the Securities Exchange Act of 1934, as amended. Calculated based on all available data, but may differ slightly from the actual report to be provided to the Reporting Person by the plan administrator due to rounding or other inconsistencies. /s/ Roland T. Kelly, by Power of Attorney 2003-10-02