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) July 15, 2003 Jefferies Group, Inc. (Exact name of registrant as specified in its charter) ----------------------------- ------------------------ ----------------------- Delaware 1-14947 95-4719745 ----------------------------- ------------------------ ----------------------- (State or other jurisdiction (Commission File Number) (IRS Employer of 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 July 15, 2003, Jefferies Group, Inc. issued a press release announcing financial results for the quarter ended June 27, 2003. A copy of this 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: July 15, 2003 /s/ Joseph A. Schenk ------------------------------ Joseph A. Schenk Executive Vice President and Chief Financial Officer INDEX TO EXHIBITS Exhibit No. Description ------------- ---------------- 99.1 July 15, 2003 press release issued by Jefferies Group, Inc.