-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, MzTLWJXqdYpCMpcnip7nUMH3ADEd9vDLEPcrHJmELnvy9IBPA441C9GQ8k2WoJTq o4iODXLusDk07SyQhEK4IA== 0001452861-09-000007.txt : 20091110 0001452861-09-000007.hdr.sgml : 20091110 20091110093917 ACCESSION NUMBER: 0001452861-09-000007 CONFORMED SUBMISSION TYPE: 13F-HR CONFIRMING COPY: PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091110 DATE AS OF CHANGE: 20091110 FILER: COMPANY DATA: COMPANY CONFORMED NAME: IMC-Chicago, LLC CENTRAL INDEX KEY: 0001452861 IRS NUMBER: 364368063 STATE OF INCORPORATION: IL FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13342 BUSINESS ADDRESS: STREET 1: 233 SOUTH WACKER STREET 2: SUITE 4610 CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 312-244-3313 MAIL ADDRESS: STREET 1: 233 SOUTH WACKER STREET 2: SUITE 4610 CITY: CHICAGO STATE: IL ZIP: 60606 13F-HR 1 sec13f093009.txt 09.30.2009 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Filing Form: 13F-HR Period End Date: September 30, 2009 Name of Filing Firm: IMC-Chicago, LLC DBA IMC Financial Markets Address of Filing Firm: 233 S. Wacker, Suite 4300 Chicago, IL 60606 CIK: 0001452861 CCC: ybxt@ko2 Submission/Contact: Steve Gaston Steve Gaston Chief Compliance Officer (312) 244-3313 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this submission. 13F File#: 28-13342 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F SUMMARY PAGE Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 225 Form 13F Information Table Value Total: 986376000 POT ASH SASKATCHEWAN 73755L107 251 31 P GOOGLE INC. 38259P508 545 181 P ISHARES FTSE XINHAU CHINA 25 464287184 752 230 P ALCOA INC 013817101 212 312 P AMAZON COM INC 023135106 1548 408 C ISHARES FTSE XINHAU CHINA 25 464287184 207 425 C VISA INC. 92826C839 250 429 P INTL BUSINESS MACHINES CORP 459200101 667 489 C COMPANHIA VALE DO RIO DOCE 91912E105 272 544 P COMPANHIA VALE DO RIO DOCE 91912E105 327 550 C EXXON MOBIL CORP. 30231G102 979 580 P MICROSOFT CORP 594918104 344 608 C BAIDU INC. 056752108 675 634 P HARTFORD FINANCIAL SERVICES GR 416515104 1128 786 C EXXON MOBIL CORP. 30231G102 350 805 C UNITED STATES STEEL CP 912909108 893 823 C INTL BUSINESS MACHINES CORP 459200101 502 847 P ISHARES MSCI EMERGING MKT 464287234 338 867 C ISHARES MSCI BRAZIL 464286400 1779 947 C BAIDU INC. 056752108 12496 983 C CBOE MINI S&P 500 OPEN/EURO IN 12502W107 510 1000 P APPLE INC 037833100 434 1063 P DENEDREON CORP 24823Q107 885 1432 C ISHARES MSCI EMERGING MKT 464287234 2534 1495 P PROSHARES TRUST 74347R552 451 1546 P PROSHARES TRUST 74347R297 451 1715 P DENEDREON CORP 24823Q107 273 1751 P GOLDMAN SACHS GROUP INC 38141G104 348 1816 P INTEL CORP 458140100 263 1859 P GOLDMAN SACHS GROUP INC 38141G104 7275 1882 C DIREXION SHARES ETF TRUST-FINA 25459W490 2004 1984 P PROSHARES TRUST 74347R628 223 1992 C CHESAPEAKE ENERGY CORP 165167107 937 2290 P APPLE INC 037833100 8701 2400 C PROSHARES TRUST 74347R628 3875 2957 P CHESAPEAKE ENERGY CORP 165167107 1512 3027 C J.P. MORGAN CHASE & CO 46625H100 3227 3201 C MORGAN STANLEY 617446448 883 3413 C PROSHARES ULTRASHORT S&P500 74347R883 2016 3957 P J.P. MORGAN CHASE & CO 46625H100 4123 4116 P MORGAN STANLEY 617446448 767 4324 P PROSHARES TRUST-PROSHARES 74347R743 734 4597 C PROSHARES ULTRASHORT S&P500 74347R883 514 4888 C POWERSHARES QQQ TRUST 73935A104 602 4921 P WELLS FARGO CO (NEW) 949746101 1189 5103 P AMERICAN INTL GROUP INC. 026874784 1499 5579 P WELLS FARGO CO (NEW) 949746101 3684 5645 C AMERICAN INTL GROUP INC. 026874784 1412 5807 C DIREXION SHARES ETF TRUST-FINA 25459W516 6024 6484 C PROSHARES TRUST-PROSHARES 74347R743 848 6581 P POWERSHARES QQQ TRUST 73935A104 1072 6621 C PROSHARES ULTRA S&P500 74347R107 3471 6652 C PROSHARES ULTRA S&P500 74347R107 1627 7023 P THE FINANCIAL SELECT SECTOR SP 81369Y605 785 7300 C DIREXION SHARES ETF TRUST-FINA 25459W490 503 7371 C THE FINANCIAL SELECT SECTOR SP 81369Y605 1345 8110 P PETROLEO BRASILEIRO S.A. - PET 71654V408 4510 8180 C DIREXION SHARES ETF TRUST-FINA 25459W516 3830 8284 P ISHARES S&P SMALLCAP 600 VALUE INDE 464287879 576 10263 SUN LIFE FINANCIAL SVCS OF CANADA, 866796105 323 10329 PROSHARES TRUST PROSHARES SHORT FIN 74347R230 465 10358 ISHARES S&P SMALLCAP 600 GROWTH IND 464287887 577 10680 RUSSELL 2000 INDEX 124835109 27669 10697 C PROSHARES TRUST PROSHARES SHORT OIL 74347R222 598 10972 DIREXION SHARES ETF TRUST MID CAP B 25459W730 1081 11031 ISHARE RUSSELL 2000 VALUE INDEX 464287630 623 11039 PROSHARES SHORT MIDCAP400 ETF 74347R800 526 11094 DIREXION DAILY REAL ESTATE BULL 3X 25459W755 1465 11391 PROSHARES TRUST PROSHARES ULTRAPRO 74347X864 1477 11399 RUSSELL 2000 INDEX 124835109 19810 11532 P DOW JONES US BASIC MATERIALS SECTOR 464287838 646 11782 CURRENCYSHARES SWISS FRANC TR MUTUA 23129V109 1148 11939 PROSHARES SHORT MSCI EAFE ETF 74347R370 750 12374 RYDEX ETF TRUST RYDEX INVERSE 2X S& 78355W635 284 12498 UNITED STATES NATURAL GAS D LP 912318102 1630 12564 C PETROLEO BRASILEIRO S.A. - PET 71654V408 5803 12832 P UNITED STATES NATURAL GAS D LP 912318102 6823 12987 P RYDEX ETF TRUST-RYDEX 2X RUSSELL 20 78355W726 411 13040 AMERICAN INTL GROUP, INC. CMN 026874784 595 13486 PROSHARES TRUST PROSHARES ULTRASHOR 74347R636 596 13490 DIREXION SHARESS ETF TRUST DEVELOPE 25459W789 1152 13564 UNITED STATES OIL FUND LP 91232N108 8001 13773 P PROSHARES ULTRASHORT MSCI EAF ETF 74347R339 578 13792 GENERAL ELECTRIC CO 369604103 2056 14062 C SPDR GOLD TRUST 78463V107 10993 14078 P SPDR S&P RETAIL ETF ETF 78464A714 490 14350 DEUTSCHE BK AG LDN BRH MUTUAL FUND 25154H731 324 14553 COMPANHIA VALE DO RIO DOCE ADR 91912E105 346 14970 PROSHARES ULTRA TECHNOLOGY ETF 74347R693 668 15414 PROSHARES ULTRA SMALLCAP600 ETF 74347R818 451 15813 VISA INC. CMN CLASS A 92826C839 1101 15930 UNITED STATES OIL FUND LP 91232N108 8125 16054 C CBOE S&P 500 OPEN/EURO INDEX 648815108 99949 16414 C CBOE S&P 500 OPEN/EURO INDEX 648815108 41947 16536 P ISHARES RUSSELL 1000 GROWTH INDEX F 464287614 771 16655 MCDONALDS CORP COM 580135101 962 16852 CATERPILLAR INC (DELAWARE) CMN 149123101 874 17032 TRAVELERS COS INC/THE CMN 89417E109 839 17039 AMERICAN EXPRESS CO COM 025816109 581 17146 GENERAL ELECTRIC CO 369604103 4649 17229 P BOEING CO COM 097023105 934 17248 3M COMPANY 88579Y101 1277 17309 THE HOME DEPOT, INC. CMN 437076102 463 17369 KRAFT FOODS INC 50075N104 458 17434 E. I. DU PONT DE NEMOURS AND CMN 263534109 568 17670 UNITED TECHNOLOGIES CORP COM 913017109 1079 17716 THE WALT DISNEY COMPANY COM 254687106 490 17830 COCA COLA CO COM 191216100 966 17982 MERCK & CO INC COM 589331107 574 18154 BROOKFIELD PROPERTIES CORP 112900105 205 18200 MACROSHARES MAJOR METRO HOUSING DOW 55610X103 423 18227 HEWLETT PACKARD CO COM 428236103 862 18259 MACROSHARES MAJOR METRO HOUSING UP 55610R106 479 18435 SPDR GOLD TRUST 78463V107 7285 18541 C JOHNSON & JOHNSON COM 478160104 1155 18967 PROSHARES ULTRASHORT MIDCAP400 ETF 74347R859 492 19337 CHEVRON CORPORATION 166764100 1385 19670 PROSHARES TRUST-ULTRA MSCI JAPAN PR 74347X708 1294 19956 ISHARES TRUST RUSSELL MIDCAP VALUE 464287473 708 19999 CURRENCYSHARES EURO TRUST ETF 23130C108 2976 20351 VERIZON COMMUNICATIONS 92343V104 619 20443 THE PROCTER & GAMBLE COMPANY COM 742718109 1220 21055 WAL-MART STORES INC COM 931142103 1042 21232 PROSHARES ULTRA CONSUMER SERVICES E 74347R750 650 21818 J.P. MORGAN CHASE & CO 46625H100 967 22060 PFIZER INC COM 717081103 371 22443 BARCLAYS BK PLC MUTUAL FUND 06740C519 1923 22552 PROSHARES ULTRA RUSSELL2000 ETF 74347R842 610 22899 RYDEX ETF TRUST RYDEX 2X S&P SELECT 78355W627 1312 23185 EXXON MOBIL CORP. 30231G102 1598 23295 PROSHARES ULTRASHORT QQQ ETF 74347R875 542 23550 RYDEX ETF TRUST-RYDEX INVERSE 2X S& 78355W783 692 23565 ISHARE RUSSELL 2000 INDEX 464287655 3404 23748 C RYDEX ETF TRUST RYDEX 2X S&P SELECT 78355W643 1086 24184 CISCO SYSTEMS INC COM 17275R102 581 24701 INTL BUSINESS MACHINES CORP CMN 459200101 2985 24955 MERRILL LYNCH UTIL HOLDRS 918019100 2348 25000 AT&T INC CMN 00206R102 685 25364 TALISMAN ENERGY INC (F) 87425E103 450 25953 RYDEX ETF TRUST-RYDEX INVERSE 2X S& 78355W734 922 26290 RYDEX ETF TRUST-RYDEX INVERSE 2X RU 78355W692 1124 27353 RETAIL HOLDERS TRUST 76127U101 2412 27500 DIREXION SHARESS ETF TRUST EMERGING 25459W300 3806 28052 MICROSOFT CORP COM 594918104 727 28250 RYDEX ETF TRUST RYDEX INVERSE 2X S& 78355W619 1178 29019 ISHARE RUSSELL 2000 INDEX 464287655 29111 30914 P PROSHARES TRUST ULTRA MSCI EMERGING 74347X302 2399 31000 PROSHARES TRUST-PROSHARES ULTRA RUS 74347R479 653 31039 CURRENCYSHARES JAPANESE YEN T EXCHA 23130A102 3459 31253 PROSHARES ULTRASHORT RUSSELL2 ETF 74347R834 897 31260 CHESAPEAKE ENERGY CORP COM 165167107 896 31556 STANDARD & POORS DEP RCPTS 78462F103 11303 32011 C CITIGROUP INC. 172967101 1747 32736 C HUMAN GENOME SCIENCES INC COM 444903108 618 32835 SPDR@ KBW BANK ETF MUTUAL FUND 78464A797 771 33062 SLM CORPORATION 78442P106 293 33634 POWERSHARES DB US DOLLAR IDX BEARIS 73936D206 946 33858 PROSHARES TRUST II-ULTRA GOLD PROS 74347W601 1346 34935 DIREXION ETF TRUST LARGE CAP BULL 3 25459W862 1784 34952 BANK OF AMERICA CORP 060505104 9905 36138 C PROSHARES TRUST ULTRA MSCI EAFE 74347X500 2784 36369 POWERSHARES DB US DOLLAR IDX BULLIS 73936D107 857 37583 BANK OF AMERICA CORP 060505104 22334 39050 P CITIGROUP INC. 172967101 14869 43896 P STANDARD & POORS DEP RCPTS 78462F103 42883 44685 P UNITED STATES NATURAL GAS D L ETF 912318102 529 45091 ALCOA INC 013817101 593 45223 RESEARCH IN MOTION LTD 760975102 3175 46950 PROSHARES TRUST PROSHARES ULTRASHOR 74347R651 521 47594 DIREXION SHARES ETF TRUST SMALL CAP 25459W839 613 50472 ISHARE DOW JONES U S FINANCIA SECTO 464287788 2935 55733 MARKET VECTORS TR GOLD MINERS INDEX 57060U100 2627 57998 REGIONAL BK HOLDRS TR 75902E100 4696 58600 DIREXION ETF TRUST LARGE CAP BEAR 3 25459W854 1265 59082 DENEDREON CORP 24823Q107 1791 63970 DOW JONES US REAL ESTATE INDE FUND 464287739 2889 67709 STANDARD & POORS DEP RCPTS SPDR 78462F103 7541 71422 PROSHARES TR-ULTRASHORT MSCI MEXIC 74347X872 2595 72331 PROSHARES ULTRA DOW30 ETF 74347R305 2896 76452 PROSHARES TR PROSHARES ULTRA OIL & 74347R719 2516 78402 ISHARES MSCI BRAZIL INDEX FD 464286400 5554 82115 PROSHARES TR ULTRASHORT RUSSELL 300 74347X203 2342 82488 BARRICK GOLD CORP CMN 067901108 3158 83321 PROSHARES TRUST-ULTRASHORT MS BRAZI 74347X401 2767 83508 UNITED STATES GASOLINE FD, LP EXCHA 91201T102 2784 86715 PROSHARES TR-ULTRASHORT MSCI PACIFI 74347X609 1910 86880 PROSHARES TR ULTA RUSSELL 300 ETF 74347X104 4816 90598 DELL INC 24702R101 1404 91986 PROSHARES ULTRASHORT DOW30 ETF 74347R867 3243 92194 ISHARES MSCI PACIFIC EX JAPAN INDEX 464286665 3833 94561 MERRILL LYNCH SEMI HLDRS 816636203 2498 97500 PROSHARES TRUST PROSHARES ULTRASHOR 74347R586 1453 100136 VANGUARD EUROPEAN ETF ETF 922042874 5283 106543 PROSHARES TR-ULTRASHORT MSCI EUROPE 74347X807 2635 108333 ISHARES MSCI EAFE INDEX FUND ETF 464287465 5981 109385 PROSHARES ULTRA QQQ ETF 74347R206 5972 117165 ISHARES MSCI MEXICO (FREE) INDEX FU 464286822 5228 119696 STD & PRS 400 MID-CAP DEP RCP MIDCA 595635103 15079 120374 PROSHARES TRUST PROSHARES ULTRAPRO 74347X856 5487 120751 DIREXION SHARES ETF TRUST-FIN MUTUA 25459W516 9956 121221 PROSHARES ULTRA MIDCAP400 ETF 74347R404 4914 129104 PETROLEO BRASILEIRO S.A. - PE SPONS 71654V408 6285 136930 ISHARES MSCI EMERGING MKT INDEX FUN 464287234 5945 152798 ISHARES RUSSELL 1000 INDEX FUND 464287622 9069 156091 PROSHARES TRUST PROSHARES ULTRASHOR 74347R297 7658 174012 MERRILL LYNCH HLDR SOFTWARE 12/40 83404B103 6768 175700 BANK OF AMERICA CORP CMN 060505104 3125 184679 INTEL CORP COM 458140100 3713 189742 PHARMACEUTICAL HOLDING TRUST RECEIP 71712A206 13169 201800 MORGAN STANLEY 617446448 6345 205481 BARCLAYS BK PLC IPATH INDEX LKD SEC 06738C786 5509 231474 DIAMONDS TRUST SERIES I DJIA DIAMON 252787106 23220 239155 PROSHARES TRUST PROSHARES ULTRASHOR 74347R552 2368 244365 GENERAL ELECTRIC CO CMN 369604103 4497 273869 PROSHARES ULTRASHORT S&P500 ETF 74347R883 12844 318001 SPDR GOLD TRUST ETF 78463V107 33342 337296 DIREXION SHARES ETF TRUST-FIN MUTUA 25459W490 7365 354267 PROSHARES ULTRA S&P500 ETF 74347R107 12924 376576 UNITED STATES OIL FUND LP 91232N108 15422 426150 PROSHARES TR II MUTUAL FUND 74347W502 4864 433924 PROSHARES TRUST-PROSHARES ULTRA FIN 74347R743 2749 465148 PROSHARES TRUST PROSHARES ULTRASHOR 74347R628 12295 490811 THE FINANCIAL SELECT SECTOR S MARKE 81369Y605 7822 523572 POWERSHARES QQQ TRUST MUTUAL FUND 73935A104 69831 1652803 CITIGROUP INC. CMN 172967101 9993 2064684 -----END PRIVACY-ENHANCED MESSAGE-----