X0202 4 2005-01-24 0 0001084580 JEFFERIES GROUP INC /DE/ JEF 0001244543 CAMPBELL W PATRICK C/O JEFFERIES & COMPANY, INC. 520 MADISON AVE., 12TH FLOOR NEW YORK NY 10022 1 0 0 0 Common Stock 2005-01-24 4 P 0 3000 37.96 A 5625 D Common Stock 2005-01-24 4 M 0 10000 11.0313 A 15625 D Common Stock 2005-01-24 4 F 0 2903.7378 37.99 D 12721 D Option - right to purchase 11.0313 2005-01-24 4 M 0 10000 0 D 2000-04-30 2005-01-31 Common Stock 10000 0 D /s/ Roland T. Kelly, by Power of Attorney 2005-01-25