X0202 4 2007-06-30 0 0001084580 JEFFERIES GROUP INC /DE/ JEF 0001230923 SCHENK JOSEPH A C/O JEFFERIES & COMPANY, INC. 520 MADISON AVE. 12TH FL. NEW YORK NY 10022 0 1 0 0 CFO Common Stock 2007-06-30 4 A 0 510.3952 24.3602 A 259009 D Common Stock 2007-06-30 4 A 0 632.7831 27.0669 A 259642 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 3,717 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 21,902 shares indirectly held by the Reporting Person by the Trustee under the Jefferies Group, Inc. Profit Sharing Plan for the benefit of the Reporting Person, and does not include 120 shares indirectly held by the Reporting Person as custodian for family accounts. 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. /s/ Roland T. Kelly, by power of attorney 2007-07-03