4 2003-06-30 0 0001084580 JEFFERIES GROUP INC /DE/ JEF 0001244543 CAMPBELL W PATRICK 1 0 0 0 Common Stock 2003-06-30 4 A 0 0.048 49.79 A 47.38 D Acquisition of deferred shares as a result of dividend reinvestments under the Company's 1999 Directors' Stock Compensation Plan in a transaction exempt under Rule 16b-3(d)(1) & (2) under the Securities Exchange Act of 1934, as amended. /s/ Roland T. Kelly, by power of attorney 2003-06-30