X0303 4 2010-01-27 0 0001084580 JEFFERIES GROUP INC /DE/ JEF 0001180442 FELLER LLOYD H C/O JEFFERIES & COMPANY, INC. 520 MADISON AVE. NEW YORK NY 10022 0 1 0 0 EVP, Secretary and GC Common Stock 2010-01-27 4 S 0 140793 27.0496 D 159179 D Common Stock 2010-01-28 4 F 0 1591 26.58 D 157588 D Weighted average price based on the following transactions: 40,193 at $27.0000; 100 at $27.0050; 2,800 at $27.0100; 100 at $27.0150; 4,500 at $27.0200; 100 at $27.0250; 3,722 at $27.0300; 400 at $27.0350; 100 at $27.0375; 1,000 at $27.0400; 2,000 at $27.0450; 35,778 at $27.0500; 1,600 at $27.0600; 1,000 at $27.0700; 100 at $27.0750; 4,300 at $27.0800; 100 at $27.0875; 6,400 at $27.0900; 1,000 at $27.0950; 100 at $27.0975; 31,000 at $27.1000; 300 at $27.1050; 100 at $27.1075; 2,500 at $27.1100; 100 at $27.1150; 600 at $27.1200 ; 200 at $27.1250; 100 at $27.1300; 200 at $27.1350; and 300 at $27.1400. Does not include 574 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. /s/ Roland T. Kelly, by power of attorney 2010-01-29