X0303 4 2008-06-30 0 0001084580 JEFFERIES GROUP INC /DE/ JEF 0001407115 Hendrickson Charles J C/O JEFFERIES & COMPANY, INC. 520 MADISON AVE., 12TH FLOOR NEW YORK NY 10022 0 1 0 0 Treasurer common stock 2008-06-30 4 A 0 217.9587 17.3011 A 30385 D 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. Does not include 3 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 2,122 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. /s/ Roland T. Kelly, by power of attorney 2008-07-02