X0202 4 2005-03-31 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 2005-03-31 4 A 0 574.9752 33.7291 A 55946 D Acquisition of deferred shares upon deferral of compensation and dividend reinvestments under the Jefferies Group, Inc. 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. Does not include 10 shares indirectly held by the Reporting Person by the Trustee of the Jefferies Group, Inc. Employees' Stock Ownership Plan for the benefit of the Reporting Person. /s/ Roland T. Kelly, by Power of Attorney 2005-04-01