X0303 4 2010-03-31 0 0001084580 JEFFERIES GROUP INC /DE/ JEF 0001180442 FELLER LLOYD H C/O JEFFERIES & COMPANY, INC. 520 MADISON AVE 12TH FL NEW YORK NY 10022 0 1 0 0 Exec. VP, GC and Secretary Common Stock 2010-03-31 4 A 0 58.3903 21.4237 A 157646 D Common Stock 2010-03-31 4 A 0 72.9995 23.67 A 157719 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 593 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 10.8 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. 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 2010-04-05