X0202 4 2006-06-30 0 0001084580 JEFFERIES GROUP INC /DE/ JEF 0001211677 HANDLER RICHARD B C/O JEFFERIES & COMPANY, INC. 520 MADISON AVE., 12TH FLOOR NEW YORK NY 10022 1 1 0 0 CEO Common Stock 2006-06-30 4 A 0 1177.2975 26.5601 A 9062593 D Common Stock 2006-06-30 4 A 0 26225.4777 29.5112 A 9088818 D Acquisition of deferred shares upon 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. Does not include 107,492 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, and does not include 40 shares indirectly held by the Reporting Person as custodian for family accounts. Includes shares held by the Reporting Person as trustee for estate planning trusts. Acquisition of restricted stock units as a result of dividend reinvestments under the Jefferies Group, Inc. 2003 Incentive Compensation Plan in a transaction exempt under Rule 16b-3(d) under the Securities Exchange Act of 1934. Reporting Person disclaims beneficial ownership over shares other than shares in which which the Reporting Person has a pecuniary interest. /s/ Roland T. Kelly, by power of attorney 2006-07-05