Item 1.01. Entry into a Material Definitive Agreement.
On June 25, 2009, Jefferies Group, Inc. (the "Company") entered into a purchase agreement (the "Agreement") with Jefferies & Company, Inc., Citigroup Global Markets Inc., J.P. Morgan Securities Inc., BNY Mellon Capital Markets, LLC, Banc of America Securities LLC, BNP Paribas Securities Corp., Deutsche Bank Securities Inc. and Keefe, Bruyette & Woods, Inc. whereby $400 million of the Company's 8.50% Senior Notes due 2019 were sold under the Company's Registration Statement on Form S-3 (333-160214). The closing date is scheduled for June 30, 2009.
The foregoing summary of the Agreement is qualified in its entirety by reference to the text of the Agreement, a copy of which is filed as Exhibit 10.1 and is incorporated herein by reference.
Item 9.01. Financial Statements and Exhibits The following exhibit is filed with this report:

Number Exhibit 10.1 Purchase Agreement dated June 25, 2009 among Jefferies Group, Inc., Jefferies & Company, Inc., Citigroup Global Markets Inc., J.P. Morgan Securities Inc., BNY Mellon Capital Markets, LLC, Banc of America Securities LLC, BNP Paribas Securities Corp., Deutsche Bank Securities Inc. and Keefe, Bruyette & Woods, Inc.

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