Jefferies

Press Release

FOR IMMEDIATE RELEASE
Jefferies Announces Management Conference Call to Discuss 2012 Second Quarter Financial Results

NEW YORK, June 12, 2012 -- Jefferies Group, Inc. (NYSE: JEF) announced today that it will hold a conference call with management on June 19, 2012 to discuss financial results for the fiscal second quarter ended May 31, 2012. Participants on the call will include: Richard B. Handler, Chairman and Chief Executive Officer; Brian P. Friedman, Executive Committee Chairman; and Peregrine (“Peg”) Broadbent, Chief Financial Officer.

The call will be held on Tuesday, June 19, 2012, at 9:00 AM Eastern (date and time subject to change). Investors and securities industry professionals may access the management discussion by calling 877-710-9938 or 702-928-7183. A one-week replay of the call will also be available at 855-859-2056 or 404-537-3406 (conference ID # 84086805). A live audio webcast and delayed replay can also be accessed at Jefferies.com.

Jefferies’ earnings press release will be distributed via Business Wire at approximately 8:00 AM Eastern on June 19, 2012 and will be available at Jefferies.com.

Jefferies Group, Inc. (NYSE: JEF) is the global investment banking firm focused on serving clients for nearly 50 years. The firm is a leader in providing insight, expertise and execution to investors, companies and governments, and provides a full range of investment banking, sales, trading, research and strategy across the spectrum of equities, fixed income and commodities, as well as offers select asset and wealth management strategies, in the U.S., Europe and Asia.

For further information, please contact:

Richard Khaleel, Jefferies, +1 212 284 2556, rkhaleel@jefferies.com