JEFFERIES GROUP INC
15-12G, 1996-03-26
SECURITY BROKERS, DEALERS & FLOTATION COMPANIES
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<PAGE>   1


                       SECURITIES AND EXCHANGE COMMISSION

                             Washington, D.C. 20549

                                    FORM 15

Certification and Notice of Termination of Registration under Section 12(g) of
  the Securities Exchange Act of 1934 or Suspension of Duty to File Reports
  Under Sections 13 and 15(d) of the Securities Exchange Act of 1934.

                                                                  0-11669
                                                          ----------------------
                                                          Commission File Number


                             JEFFERIES GROUP, INC.
             ------------------------------------------------------
             (Exact name of registrant as specified in its charter)



       11100 Santa Monica Blvd., Los Angeles, CA 90025; (310) 445-1199
       ---------------------------------------------------------------
                 (Address, including zip code, and telephone
                   number, including area code, of registrant's
                   principal executive offices)



                        Preferred Share Purchase Rights
            --------------------------------------------------------
            (Title of each class of securities covered by this Form)
              


                          Common Stock $.01 Par Value
      -------------------------------------------------------------------
      (Titles of all other classes of securities for which a duty to file
        reports under section 13(a) or 15(d) remains)


        Please place an X in the box(es) to designate the appropriate rule
provision(s) relied upon to terminate or suspend the duty to file reports:

Rule 12g-4(a)(1)(i)     [X]                     Rule 12h-3(b)(1)(ii)    [ ]
Rule 12g-4(a)(1)(ii)    [ ]                     Rule 12h-3(b)(2)(i)     [ ]
Rule 12g-4(a)(2)(i)     [ ]                     Rule 12h-3(b)(2)(ii)    [ ]
Rule 12g-4(a)(2)(ii)    [ ]                     Rule 15d-6              [ ]
Rule 12h-3(b)(1)(i)     [ ]

        Approximate number of holders of record as of the certification or
notice date:

                          None (Rights were redeemed)
                          ---------------------------

        Pursuant to the requirements of the Securities Exchange Act of 1934,
Jefferies Group, Inc. has caused this certification/notice to be signed on its 
behalf by the undersigned duly authorized person.

DATE:     3/25/96                       BY: /s/ Jerry M. Gluck, Secretary
     -------------------------------       --------------------------------







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