UNITED STATES
SECURITIES AND EXCHANGE COMMISSION

Washington, DC 20549


FORM 8-K

CURRENT REPORT
Pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934

Date of report (Date of earliest event reported): June 24, 2009

Jefferies Group, Inc.

(Exact name of registrant as specified in its charter)

Delaware

1-14947

95-4719745

(State or other jurisdiction

of incorporation)

(Commission

File Number)

(IRS Employer

Identification No.)


520 Madison Ave., 12th Floor, New York, New York

10022

(Address of principal executive offices)

(Zip Code)


Registrant’s telephone number, including area code: 212-284-2550

 

(Former name or former address, if changed since last report)

Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions: (see General Instruction A.2. below):

Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425)

Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12)

Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act (17 CFR 240.14d-2(b))

Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act (17 CFR 240.13e-4(c))


Item 8.01.     Other Events

On June 24, 2009, we issued a press release announcing guidance about our anticipated results for the second quarter ending June 30, 2009.  A copy of the press release is attached hereto as Exhibit 99 and is incorporated herein by reference.

Item 9.01.     Financial Statements and Exhibits

The following exhibits are filed with this report:

Number    Exhibit

99              June 24, 2009 press release




SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

 

Jefferies Group, Inc.

 

 

Date:

June 24, 2009

By:

/s/ Roland T. Kelly

Roland T. Kelly

Assistant Secretary


INDEX TO EXHIBITS

Exhibit No.            Description

99                             June 24, 2009 press release