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) January 20, 2004 Jefferies Group, Inc. (Exact name of registrant as specified in its charter) Delaware 1-14947 95-4719745 (State or other jurisdiction of (Commission File Number) (IRS Employer incorporation) Identification No.) 520 Madison Avenue, 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) Item 12. Results of Operations and Financial Condition. On January 20, 2004, Jefferies Group, Inc. issued a press release announcing financial results for the quarter and year ended December 31, 2003. A copy of the press release is attached hereto as Exhibit 99.1. 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: January 20, 2004 /s/ Lloyd H. Feller ----------------------------- Lloyd H. Feller Executive Vice President, General Counsel and Secretary INDEX TO EXHIBITS Exhibit No. Description ------------- ---------------- 99.1 January 20, 2004 press release issued by Jefferies Group, Inc.