-----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, EkBxyichynzRSPNJ9N+ZWSZllUYHuwocPjuDecG/IMEx/hMEKufHs+U0kD25Uj7o A5lrs4tGySzNtIwTVcB0fw== 0001085146-10-000955.txt : 20101112 0001085146-10-000955.hdr.sgml : 20101111 20101112165528 ACCESSION NUMBER: 0001085146-10-000955 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101112 DATE AS OF CHANGE: 20101112 EFFECTIVENESS DATE: 20101112 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Laurion Capital Management LP CENTRAL INDEX KEY: 0001390202 IRS NUMBER: 562504425 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12437 FILM NUMBER: 101187546 BUSINESS ADDRESS: STREET 1: 7 TIMES SQUARE, SUITE 2505 CITY: NEW YORK STATE: NY ZIP: 10021 BUSINESS PHONE: 212-938-6325 MAIL ADDRESS: STREET 1: 7 TIMES SQUARE, SUITE 2505 CITY: NEW YORK STATE: NY ZIP: 10021 13F-HR 1 laur3q10.txt LAURION CAPITAL MANAGEMENT LP UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: Septemer 30, 2010 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Laurion Capital Management LP Address: 7 Times Square, Suite 2505 New York, NY 10036 13F File Number: 028-12437 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 form. Person Signing this Report on Behalf of Reporting Manager: Name: Benjamin A. Smith Title: Partner Phone: 212.938.6300 Signature, Place, and Date of Signing: /s/ Benjamin A. Smith New York, NY November 12, 2010 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 367 Form 13F Information Table Value Total: $596,113 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3M CO COM 88579Y101 202 29000 SH CALL SOLE 202 0 0 3M CO COM 88579Y101 295 3400 SH SOLE 295 0 0 ABBOTT LABS COM 002824100 3317 63500 SH SOLE 3317 0 0 ACTIVISION BLIZZARD INC COM 00507V109 695 64200 SH SOLE 695 0 0 ADOBE SYS INC COM 00724F101 262 29300 SH PUT SOLE 262 0 0 ADOBE SYS INC COM 00724F101 967 36988 SH SOLE 967 0 0 AETNA INC NEW COM 00817Y108 771 24400 SH SOLE 771 0 0 AETNA INC NEW COM 00817Y108 280 300000 SH CALL SOLE 280 0 0 AFLAC INC COM 001055102 1482 28657 SH SOLE 1482 0 0 AIR PRODS & CHEMS INC COM 009158106 354 4275 SH SOLE 354 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 939 18705 SH SOLE 939 0 0 ALCOA INC COM 013817101 730 60271 SH SOLE 730 0 0 ALCON INC COM SHS H01301102 283 1699 SH SOLE 283 0 0 AMAZON COM INC COM 023135106 564 13800 SH CALL SOLE 564 0 0 AMAZON COM INC COM 023135106 786 17400 SH CALL SOLE 786 0 0 AMAZON COM INC COM 023135106 1179 21800 SH CALL SOLE 1179 0 0 AMAZON COM INC COM 023135106 630 21800 SH CALL SOLE 630 0 0 AMAZON COM INC COM 023135106 479 21800 SH CALL SOLE 479 0 0 AMAZON COM INC COM 023135106 1722 46900 SH CALL SOLE 1722 0 0 AMAZON COM INC COM 023135106 324 9900 SH CALL SOLE 324 0 0 AMERICAN ELEC PWR INC COM 025537101 288 7945 SH SOLE 288 0 0 AMERICAN EXPRESS CO COM 025816109 1703 135700 SH CALL SOLE 1703 0 0 AMERICAN EXPRESS CO COM 025816109 305 7250 SH SOLE 305 0 0 AMERICAN TOWER CORP CL A 029912201 446 8692 SH SOLE 446 0 0 AMGEN INC COM 031162100 884 16047 SH SOLE 884 0 0 AMR CORP COM 001765106 134 21405 SH SOLE 134 0 0 ANADARKO PETE CORP COM 032511107 3523 61760 SH SOLE 3523 0 0 APACHE CORP COM 037411105 1299 13283 SH SOLE 1299 0 0 APPLIED MATLS INC COM 038222105 297 25400 SH SOLE 297 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 275 8600 SH SOLE 275 0 0 ARRIS GROUP INC COM 04269Q100 114 11700 SH SOLE 114 0 0 ASSOCIATED BANC CORP COM 045487105 144 10900 SH SOLE 144 0 0 AT&T INC COM 00206R102 1134 700000 SH CALL SOLE 1134 0 0 AUTODESK INC COM 052769106 276 8644 SH SOLE 276 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 214 5100 SH SOLE 214 0 0 AUTOZONE INC COM 053332102 264 1152 SH SOLE 264 0 0 AVALONBAY CMNTYS INC COM 053484101 426 4100 SH SOLE 426 0 0 BAIDU INC SPON ADR REP A 056752108 258 2510 SH SOLE 258 0 0 BANK OF AMERICA CORPORATION COM 060505104 215 31800 SH PUT SOLE 215 0 0 BANK OF AMERICA CORPORATION COM 060505104 368 81800 SH PUT SOLE 368 0 0 BANK OF AMERICA CORPORATION COM 060505104 1665 126968 SH SOLE 1665 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 798 30544 SH SOLE 798 0 0 BARRICK GOLD CORP COM 067901108 963 250000 SH CALL SOLE 963 0 0 BAXTER INTL INC COM 071813109 2326 48755 SH SOLE 2326 0 0 BAXTER INTL INC COM 071813109 474 37500 SH PUT SOLE 474 0 0 BB&T CORP COM 054937107 335 500000 SH CALL SOLE 335 0 0 BB&T CORP COM 054937107 276 11469 SH SOLE 276 0 0 BB&T CORP COM 054937107 670 500000 SH CALL SOLE 670 0 0 BB&T CORP COM 054937107 230 35800 SH PUT SOLE 230 0 0 BB&T CORP COM 054937107 341 30300 SH PUT SOLE 341 0 0 BECTON DICKINSON & CO COM 075887109 202 2726 SH SOLE 202 0 0 BERKSHIRE HATHAWAY INC DEL CL A 084670108 249 2 SH SOLE 249 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 451 5449 SH SOLE 451 0 0 BIOGEN IDEC INC COM 09062X103 477 8500 SH SOLE 477 0 0 BLOCK H & R INC COM 093671105 279 21558 SH SOLE 279 0 0 BMC SOFTWARE INC COM 055921100 347 8570 SH SOLE 347 0 0 BOEING CO COM 097023105 1586 23829 SH SOLE 1586 0 0 BOEING CO COM 097023105 231 22800 SH PUT SOLE 231 0 0 BOSTON PROPERTIES INC COM 101121101 216 2600 SH SOLE 216 0 0 BOSTON SCIENTIFIC CORP COM 101137107 183 29900 SH SOLE 183 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 582 21450 SH SOLE 582 0 0 BUNGE LIMITED COM G16962105 760 12853 SH SOLE 760 0 0 CA INC COM 12673P105 442 20942 SH SOLE 442 0 0 CALPINE CORP COM NEW 131347304 219 17603 SH SOLE 219 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 442 10292 SH SOLE 442 0 0 CATERPILLAR INC DEL COM 149123101 4720 200000 SH CALL SOLE 4720 0 0 CELGENE CORP COM 151020104 708 12296 SH SOLE 708 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 121 14200 SH SOLE 121 0 0 CEPHALON INC COM 156708109 418 6696 SH SOLE 418 0 0 CF INDS HLDGS INC COM 125269100 315 3300 SH SOLE 315 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 358 9696 SH SOLE 358 0 0 CHESAPEAKE ENERGY CORP COM 165167107 2235 300000 SH PUT SOLE 2235 0 0 CHESAPEAKE ENERGY CORP COM 165167107 7510 331548 SH SOLE 7510 0 0 CIGNA CORP COM 125509109 229 6407 SH SOLE 229 0 0 CIMAREX ENERGY CO COM 171798101 572 8645 SH SOLE 572 0 0 CISCO SYS INC COM 17275R102 1816 82945 SH SOLE 1816 0 0 CITIGROUP INC COM 172967101 206 181100 SH PUT SOLE 206 0 0 CME GROUP INC COM 12572Q105 277 1063 SH SOLE 277 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 232 3600 SH SOLE 232 0 0 COLGATE PALMOLIVE CO COM 194162103 3975 51717 SH SOLE 3975 0 0 COLGATE PALMOLIVE CO COM 194162103 445 150000 SH PUT SOLE 445 0 0 COMPUTER SCIENCES CORP COM 205363104 226 4905 SH SOLE 226 0 0 CONCUR TECHNOLOGIES INC COM 206708109 232 4700 SH SOLE 232 0 0 CONOCOPHILLIPS COM 20825C104 250 30600 SH CALL SOLE 250 0 0 CONSOL ENERGY INC COM 20854P109 832 22503 SH SOLE 832 0 0 CONSOLIDATED EDISON INC COM 209115104 506 10500 SH SOLE 506 0 0 CONSOLIDATED EDISON INC COM 209115104 359 100000 SH CALL SOLE 359 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 480 14900 SH SOLE 480 0 0 CORNING INC COM 219350105 329 17978 SH SOLE 329 0 0 COSTCO WHSL CORP NEW COM 22160K105 12812 198664 SH SOLE 12812 0 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 229 4787 SH SOLE 229 0 0 CUMMINS INC COM 231021106 915 10100 SH SOLE 915 0 0 CVS CAREMARK CORPORATION COM 126650100 745 23684 SH SOLE 745 0 0 DANAHER CORP DEL COM 235851102 801 305000 SH CALL SOLE 801 0 0 DANAHER CORP DEL COM 235851102 235 313000 SH PUT SOLE 235 0 0 DARDEN RESTAURANTS INC COM 237194105 697 16300 SH SOLE 697 0 0 DEERE & CO COM 244199105 357 5119 SH SOLE 357 0 0 DEERE & CO COM 244199105 251 210900 SH PUT SOLE 251 0 0 DEERE & CO COM 244199105 2770 237300 SH CALL SOLE 2770 0 0 DELL INC COM 24702R101 362 27970 SH SOLE 362 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 117 10047 SH SOLE 117 0 0 DEVON ENERGY CORP NEW COM 25179M103 3894 60143 SH SOLE 3894 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 217 3200 SH SOLE 217 0 0 DISNEY WALT CO COM DISNEY 254687106 4162 125700 SH SOLE 4162 0 0 DOLBY LABORATORIES INC COM 25659T107 233 4100 SH SOLE 233 0 0 DOMINION RES INC VA NEW COM 25746U109 223 5100 SH SOLE 223 0 0 DOW CHEM CO COM 260543103 445 117000 SH PUT SOLE 445 0 0 DOW CHEM CO COM 260543103 430 312800 SH PUT SOLE 430 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 3017 303200 SH CALL SOLE 3017 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 237 3200 SH SOLE 237 0 0 E M C CORP MASS COM 268648102 290 14288 SH SOLE 290 0 0 EAST WEST BANCORP INC COM 27579R104 182 11200 SH SOLE 182 0 0 EATON CORP COM 278058102 231 2806 SH SOLE 231 0 0 EBAY INC COM 278642103 734 501000 SH CALL SOLE 734 0 0 EBAY INC COM 278642103 577 531600 SH PUT SOLE 577 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 803 11979 SH SOLE 803 0 0 ELAN PLC ADR 284131208 79 13700 SH SOLE 79 0 0 ELECTRONIC ARTS INC COM 285512109 327 19919 SH SOLE 327 0 0 EMERSON ELEC CO COM 291011104 202 3831 SH SOLE 202 0 0 ENCANA CORP COM 292505104 914 30246 SH SOLE 914 0 0 ENERGIZER HLDGS INC COM 29266R108 376 5600 SH SOLE 376 0 0 EOG RES INC COM 26875P101 264 100000 SH CALL SOLE 264 0 0 EOG RES INC COM 26875P101 838 100000 SH PUT SOLE 838 0 0 EOG RES INC COM 26875P101 3620 38940 SH SOLE 3620 0 0 EQT CORP COM 26884L109 581 16105 SH SOLE 581 0 0 EXELON CORP COM 30161N101 2133 50097 SH SOLE 2133 0 0 EXPEDIA INC DEL COM 30212P105 626 22200 SH SOLE 626 0 0 EXPEDIA INC DEL COM 30212P105 1800 400000 SH CALL SOLE 1800 0 0 EXPRESS SCRIPTS INC COM 302182100 419 8599 SH SOLE 419 0 0 EXXON MOBIL CORP COM 30231G102 513 8300 SH SOLE 513 0 0 FAMILY DLR STORES INC COM 307000109 755 17092 SH SOLE 755 0 0 FIFTH THIRD BANCORP COM 316773100 259 21500 SH SOLE 259 0 0 FIRSTENERGY CORP COM 337932107 597 15500 SH SOLE 597 0 0 FISERV INC COM 337738108 237 4397 SH SOLE 237 0 0 FLIR SYS INC COM 302445101 520 20242 SH SOLE 520 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 312 105900 SH PUT SOLE 312 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 1495 122172 SH SOLE 1495 0 0 FORTUNE BRANDS INC COM 349631101 393 7975 SH SOLE 393 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 780 300000 SH CALL SOLE 780 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 587 105700 SH PUT SOLE 587 0 0 GANNETT INC COM 364730101 160 13100 SH SOLE 160 0 0 GENERAL DYNAMICS CORP COM 369550108 1217 19372 SH SOLE 1217 0 0 GENERAL ELECTRIC CO COM 369604103 545 300000 SH CALL SOLE 545 0 0 GENERAL ELECTRIC CO COM 369604103 212 335800 SH PUT SOLE 212 0 0 GENERAL ELECTRIC CO COM 369604103 224 121600 SH PUT SOLE 224 0 0 GENERAL MLS INC COM 370334104 202 5520 SH SOLE 202 0 0 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 170 11145 SH SOLE 170 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 315 9900 SH PUT SOLE 315 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 384 10600 SH PUT SOLE 384 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 206 8100 SH PUT SOLE 206 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 32571 225281 SH SOLE 32571 0 0 GOOGLE INC CL A 38259P508 1497 2848 SH SOLE 1497 0 0 HALLIBURTON CO COM 406216101 557 344700 SH PUT SOLE 557 0 0 HALLIBURTON CO COM 406216101 1278 531400 SH CALL SOLE 1278 0 0 HALLIBURTON CO COM 406216101 1394 299700 SH CALL SOLE 1394 0 0 HALLIBURTON CO COM 406216101 571 308900 SH CALL SOLE 571 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 634 27620 SH SOLE 634 0 0 HECLA MNG CO COM 422704106 98 15466 SH SOLE 98 0 0 HEINZ H J CO COM 423074103 208 4400 SH SOLE 208 0 0 HERSHEY CO COM 427866108 392 8234 SH SOLE 392 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 116 10955 SH SOLE 116 0 0 HILL ROM HLDGS INC COM 431475102 205 5700 SH SOLE 205 0 0 HUMANA INC COM 444859102 342 6802 SH SOLE 342 0 0 HUNTINGTON BANCSHARES INC COM 446150104 108 19100 SH SOLE 108 0 0 INFORMATICA CORP COM 45666Q102 397 10327 SH SOLE 397 0 0 INTEL CORP COM 458140100 4333 225305 SH SOLE 4333 0 0 INTEL CORP COM 458140100 258 43300 SH PUT SOLE 258 0 0 INTEL CORP COM 458140100 202 56000 SH PUT SOLE 202 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 461 4400 SH SOLE 461 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 28476 212289 SH SOLE 28476 0 0 INTL PAPER CO COM 460146103 972 400000 SH PUT SOLE 972 0 0 INTL PAPER CO COM 460146103 672 600000 SH CALL SOLE 672 0 0 INTL PAPER CO COM 460146103 2050 500000 SH PUT SOLE 2050 0 0 INTL PAPER CO COM 460146103 4340 199527 SH SOLE 4340 0 0 INTUIT COM 461202103 822 18774 SH SOLE 822 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 1116 3934 SH SOLE 1116 0 0 ISHARES INC MSCI BRAZIL 464286400 12975 1500000 SH CALL SOLE 12975 0 0 ISHARES INC MSCI BRAZIL 464286400 480 1000000 SH PUT SOLE 480 0 0 ISHARES INC MSCI BRAZIL 464286400 365 500000 SH PUT SOLE 365 0 0 ISHARES INC MSCI BRAZIL 464286400 223 500000 SH PUT SOLE 223 0 0 ISHARES INC MSCI BRAZIL 464286400 3675 500000 SH CALL SOLE 3675 0 0 ISHARES INC MSCI BRAZIL 464286400 2671 400000 SH PUT SOLE 2671 0 0 ISHARES INC MSCI BRAZIL 464286400 3369 400000 SH CALL SOLE 3369 0 0 ISHARES SILVER TRUST ISHARES 46428Q109 8347 391700 SH SOLE 8347 0 0 ISHARES TR BARCLYS 20+ YR 464287432 37984 360000 SH SOLE 37984 0 0 ISHARES TR BARCLYS 20+ YR 464287432 816 400000 SH CALL SOLE 816 0 0 ISHARES TR DJ US REAL EST 464287739 3500 1000000 SH CALL SOLE 3500 0 0 ISHARES TR MSCI EMERG MKT 464287234 4900 250000 SH CALL SOLE 4900 0 0 ISHARES TR MSCI EMERG MKT 464287234 4908 2000000 SH PUT SOLE 4908 0 0 JDS UNIPHASE CORP COM PAR $0.001 46612J507 168 13553 SH SOLE 168 0 0 JOHNSON & JOHNSON COM 478160104 715 11538 SH SOLE 715 0 0 JOHNSON CTLS INC COM 478366107 214 7000 SH SOLE 214 0 0 JOHNSON CTLS INC COM 478366107 225 300000 SH PUT SOLE 225 0 0 JPMORGAN CHASE & CO COM 46625H100 263 34700 SH PUT SOLE 263 0 0 JPMORGAN CHASE & CO COM 46625H100 827 21733 SH SOLE 827 0 0 JUNIPER NETWORKS INC COM 48203R104 443 14599 SH SOLE 443 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 277 7400 SH SOLE 277 0 0 KIMBERLY CLARK CORP COM 494368103 261 4006 SH SOLE 261 0 0 KING PHARMACEUTICALS INC COM 495582108 122 12274 SH SOLE 122 0 0 KRAFT FOODS INC CL A 50075N104 201 6500 SH SOLE 201 0 0 LEAR CORP COM NEW 521865204 384 4862 SH SOLE 384 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 714 15300 SH SOLE 714 0 0 LILLY ELI & CO COM 532457108 1870 51204 SH SOLE 1870 0 0 LINEAR TECHNOLOGY CORP COM 535678106 750 300000 SH CALL SOLE 750 0 0 LOCKHEED MARTIN CORP COM 539830109 1997 28010 SH SOLE 1997 0 0 LOWES COS INC COM 548661107 1363 61156 SH SOLE 1363 0 0 M & T BK CORP COM 55261F104 783 9572 SH SOLE 783 0 0 MACYS INC COM 55616P104 1104 600000 SH PUT SOLE 1104 0 0 MACYS INC COM 55616P104 747 600000 SH CALL SOLE 747 0 0 MACYS INC COM 55616P104 3311 143400 SH SOLE 3311 0 0 MARATHON OIL CORP COM 565849106 872 26346 SH SOLE 872 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 2458 575000 SH CALL SOLE 2458 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 830 450000 SH PUT SOLE 830 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 2371 220000 SH CALL SOLE 2371 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1643 300000 SH CALL SOLE 1643 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 7835 670000 SH CALL SOLE 7835 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 4157 587500 SH CALL SOLE 4157 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 685 330000 SH CALL SOLE 685 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1238 150000 SH CALL SOLE 1238 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 463 500000 SH PUT SOLE 463 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 630 175000 SH CALL SOLE 630 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 201 175000 SH PUT SOLE 201 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 294 600000 SH PUT SOLE 294 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 643 100000 SH PUT SOLE 643 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 419 300000 SH PUT SOLE 419 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 515 75000 SH CALL SOLE 515 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 324 20000 SH CALL SOLE 324 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 233 220000 SH PUT SOLE 233 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1510 200000 SH CALL SOLE 1510 0 0 MASSEY ENERGY COMPANY COM 576206106 786 85000 SH CALL SOLE 786 0 0 MASTERCARD INC CL A 57636Q104 1732 7731 SH SOLE 1732 0 0 MBIA INC COM 55262C100 199 19785 SH SOLE 199 0 0 MCDONALDS CORP COM 580135101 2712 36404 SH SOLE 2712 0 0 MCKESSON CORP COM 58155Q103 1025 16584 SH SOLE 1025 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 249 4370 SH SOLE 249 0 0 MEDTRONIC INC COM 585055106 1203 35827 SH SOLE 1203 0 0 MERCK & CO INC NEW COM 58933Y105 576 15649 SH SOLE 576 0 0 METLIFE INC COM 59156R108 216 308800 SH CALL SOLE 216 0 0 METLIFE INC COM 59156R108 220 27500 SH PUT SOLE 220 0 0 METLIFE INC COM 59156R108 946 24611 SH SOLE 946 0 0 METLIFE INC COM 59156R108 498 550000 SH PUT SOLE 498 0 0 MICROSOFT CORP COM 594918104 3710 151481 SH SOLE 3710 0 0 MICROSOFT CORP COM 594918104 249 43300 SH PUT SOLE 249 0 0 MONSANTO CO NEW COM 61166W101 2073 43243 SH SOLE 2073 0 0 MONSANTO CO NEW COM 61166W101 237 10600 SH PUT SOLE 237 0 0 MORGAN STANLEY COM NEW 617446448 7981 323372 SH SOLE 7981 0 0 MORGAN STANLEY COM NEW 617446448 1708 298600 SH PUT SOLE 1708 0 0 MORGAN STANLEY COM NEW 617446448 348 43500 SH PUT SOLE 348 0 0 NATIONAL OILWELL VARCO INC COM 637071101 1155 25981 SH SOLE 1155 0 0 NETFLIX INC COM 64110L106 748 4611 SH SOLE 748 0 0 NEW YORK TIMES CO CL A 650111107 86 11100 SH SOLE 86 0 0 NEWS CORP CL B 65248E203 1389 106364 SH SOLE 1389 0 0 NICOR INC COM 654086107 316 6900 SH SOLE 316 0 0 NII HLDGS INC CL B NEW 62913F201 621 15121 SH SOLE 621 0 0 NIKE INC CL B 654106103 513 6400 SH SOLE 513 0 0 NORDSTROM INC COM 655664100 297 7988 SH SOLE 297 0 0 NORDSTROM INC COM 655664100 2250 500000 SH CALL SOLE 2250 0 0 NORTHROP GRUMMAN CORP COM 666807102 200 3302 SH SOLE 200 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 260 3322 SH SOLE 260 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 4924 300000 SH CALL SOLE 4924 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 5634 300000 SH PUT SOLE 5634 0 0 PACTIV CORP COM 695257105 231 6994 SH SOLE 231 0 0 PARTNERRE LTD COM G6852T105 200 2500 SH SOLE 200 0 0 PAYCHEX INC COM 704326107 370 13465 SH SOLE 370 0 0 PEABODY ENERGY CORP COM 704549104 476 9719 SH SOLE 476 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 362 27662 SH SOLE 362 0 0 PERRIGO CO COM 714290103 311 4842 SH SOLE 311 0 0 PFIZER INC COM 717081103 843 49122 SH SOLE 843 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 240 9700 SH SOLE 240 0 0 PHILIP MORRIS INTL INC COM 718172109 738 500000 SH CALL SOLE 738 0 0 PNC FINL SVCS GROUP INC COM 693475105 826 15917 SH SOLE 826 0 0 POLYCOM INC COM 73172K104 211 7730 SH SOLE 211 0 0 POTASH CORP SASK INC COM 73755L107 1570 10900 SH SOLE 1570 0 0 POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 4671 204500 SH SOLE 4671 0 0 PRAXAIR INC COM 74005P104 231 2559 SH SOLE 231 0 0 PROCTER & GAMBLE CO COM 742718109 12057 201052 SH SOLE 12057 0 0 PROCTER & GAMBLE CO COM 742718109 258 93800 SH PUT SOLE 258 0 0 PRUDENTIAL FINL INC COM 744320102 541 9983 SH SOLE 541 0 0 PUBLIC STORAGE COM 74460D109 1213 12500 SH SOLE 1213 0 0 QUALCOMM INC COM 747525103 392 54700 SH CALL SOLE 392 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 423 67528 SH SOLE 423 0 0 RANDGOLD RES LTD ADR 752344309 233 2300 SH SOLE 233 0 0 RAYTHEON CO COM NEW 755111507 848 500000 SH CALL SOLE 848 0 0 RAYTHEON CO COM NEW 755111507 1084 23721 SH SOLE 1084 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 237 4900 SH SOLE 237 0 0 REPUBLIC SVCS INC COM 760759100 500 16400 SH SOLE 500 0 0 ROSS STORES INC COM 778296103 262 4800 SH SOLE 262 0 0 SALESFORCE COM INC COM 79466L302 1398 12500 SH SOLE 1398 0 0 SCHLUMBERGER LTD COM 806857108 228 3700 SH SOLE 228 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1905 600000 SH CALL SOLE 1905 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 245 1000000 SH PUT SOLE 245 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1645 1000000 SH CALL SOLE 1645 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 222 600000 SH PUT SOLE 222 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 121 1050000 SH CALL SOLE 121 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 209 250000 SH PUT SOLE 209 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2515 1000000 SH CALL SOLE 2515 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 1133 500000 SH CALL SOLE 1133 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 270 1150000 SH PUT SOLE 270 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 315 500000 SH PUT SOLE 315 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 250 500000 SH CALL SOLE 250 0 0 SOUTHERN CO COM 842587107 1112 29865 SH SOLE 1112 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 60271 471200 SH SOLE 60271 0 0 SPDR SERIES TRUST S&P METALS MNG 78464A755 475 500000 SH CALL SOLE 475 0 0 SPDR SERIES TRUST S&P METALS MNG 78464A755 688 350000 SH PUT SOLE 688 0 0 SPDR SERIES TRUST S&P METALS MNG 78464A755 230 85000 SH CALL SOLE 230 0 0 SPDR SERIES TRUST S&P METALS MNG 78464A755 648 350000 SH CALL SOLE 648 0 0 SPECTRA ENERGY CORP COM 847560109 246 10925 SH SOLE 246 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 315 15800 SH SOLE 315 0 0 STARBUCKS CORP COM 855244109 1466 57300 SH SOLE 1466 0 0 STEEL DYNAMICS INC COM 858119100 275 19485 SH SOLE 275 0 0 STRYKER CORP COM 863667101 215 4300 SH SOLE 215 0 0 SUNTRUST BKS INC COM 867914103 571 22113 SH SOLE 571 0 0 SYMANTEC CORP COM 871503108 332 21894 SH SOLE 332 0 0 TARGET CORP COM 87612E106 529 9899 SH SOLE 529 0 0 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 222 15800 SH SOLE 222 0 0 TEXAS INSTRS INC COM 882508104 509 18767 SH SOLE 509 0 0 TEXAS INSTRS INC COM 882508104 486 307600 SH CALL SOLE 486 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1460 30500 SH SOLE 1460 0 0 TIMKEN CO COM 887389104 372 9700 SH SOLE 372 0 0 TITANIUM METALS CORP COM NEW 888339207 939 47068 SH SOLE 939 0 0 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 558 7800 SH SOLE 558 0 0 TRANSATLANTIC HLDGS INC COM 893521104 208 4100 SH SOLE 208 0 0 TRANSOCEAN LTD REG SHS H8817H100 898 100000 SH PUT SOLE 898 0 0 TRANSOCEAN LTD REG SHS H8817H100 370 5756 SH SOLE 370 0 0 TRAVELERS COMPANIES INC COM 89417E109 19105 366700 SH SOLE 19105 0 0 TW TELECOM INC COM 87311L104 208 11192 SH SOLE 208 0 0 UAL CORP COM NEW 902549807 457 19300 SH SOLE 457 0 0 UGI CORP NEW COM 902681105 343 12000 SH SOLE 343 0 0 UNION PAC CORP COM 907818108 354 37600 SH CALL SOLE 354 0 0 UNION PAC CORP COM 907818108 2655 150000 SH CALL SOLE 2655 0 0 UNITED PARCEL SERVICE INC CL B 911312106 293 500000 SH PUT SOLE 293 0 0 UNITED PARCEL SERVICE INC CL B 911312106 1841 27609 SH SOLE 1841 0 0 UNITED STATES OIL FUND LP UNITS 91232N108 1084 31100 SH SOLE 1084 0 0 UNITED STATES STL CORP NEW COM 912909108 302 6900 SH SOLE 302 0 0 UNITED STATES STL CORP NEW COM 912909108 1590 110000 SH CALL SOLE 1590 0 0 UNITED TECHNOLOGIES CORP COM 913017109 253 41500 SH PUT SOLE 253 0 0 UNITED TECHNOLOGIES CORP COM 913017109 2525 35447 SH SOLE 2525 0 0 UNITEDHEALTH GROUP INC COM 91324P102 577 100000 SH CALL SOLE 577 0 0 UNITEDHEALTH GROUP INC COM 91324P102 328 433800 SH PUT SOLE 328 0 0 US BANCORP DEL COM NEW 902973304 404 47900 SH PUT SOLE 404 0 0 US BANCORP DEL COM NEW 902973304 246 11400 SH SOLE 246 0 0 US BANCORP DEL COM NEW 902973304 219 56200 SH PUT SOLE 219 0 0 VALEANT PHARMACEUTICALS INTL COM 91911X104 333 13293 SH SOLE 333 0 0 VERISIGN INC COM 92343E102 314 9898 SH SOLE 314 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 20561 630900 SH SOLE 20561 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 646 18700 SH SOLE 646 0 0 VISA INC COM CL A 92826C839 14240 191764 SH SOLE 14240 0 0 WAL MART STORES INC COM 931142103 949 17728 SH SOLE 949 0 0 WALGREEN CO COM 931422109 664 19823 SH SOLE 664 0 0 WATSON PHARMACEUTICALS INC COM 942683103 615 14532 SH SOLE 615 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 1012 800000 SH CALL SOLE 1012 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 1332 800000 SH PUT SOLE 1332 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 3285 600000 SH PUT SOLE 3285 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 8730 510510 SH SOLE 8730 0 0 WELLS FARGO & CO NEW COM 949746101 377 49500 SH PUT SOLE 377 0 0 WELLS FARGO & CO NEW COM 949746101 3450 137305 SH SOLE 3450 0 0 WELLS FARGO & CO NEW COM 949746101 230 47100 SH PUT SOLE 230 0 0 WELLS FARGO & CO NEW COM 949746101 269 26900 SH PUT SOLE 269 0 0 WHIRLPOOL CORP COM 963320106 806 250000 SH CALL SOLE 806 0 0 WHITING PETE CORP NEW COM 966387102 287 3000 SH SOLE 287 0 0 WHOLE FOODS MKT INC COM 966837106 1967 53000 SH SOLE 1967 0 0 WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 210 6800 SH SOLE 210 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 417 15168 SH SOLE 417 0 0 WYNN RESORTS LTD COM 983134107 1047 12068 SH SOLE 1047 0 0 XEROX CORP COM 984121103 252 24353 SH SOLE 252 0 0 YAHOO INC COM 984332106 1360 95960 SH SOLE 1360 0 0 YAHOO INC COM 984332106 242 40900 SH PUT SOLE 242 0 0
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