-----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, ASZhTp3c89j2U/RJD+3ipcLreqko+4LYR3nIAcIOuyKuiesGzWMOnbzD61A6m66j 1wroOPz/5iUYsfQ0/IMPrA== 0000950123-09-002647.txt : 20090213 0000950123-09-002647.hdr.sgml : 20090213 20090213061944 ACCESSION NUMBER: 0000950123-09-002647 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090213 DATE AS OF CHANGE: 20090213 EFFECTIVENESS DATE: 20090213 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CAPITAL FUND MANAGEMENT S.A. CENTRAL INDEX KEY: 0001323645 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11341 FILM NUMBER: 09597579 BUSINESS ADDRESS: STREET 1: 6 BOULEVARD HAUSSMANN CITY: PARIS STATE: I0 ZIP: 75009 BUSINESS PHONE: (33) 1 494-95903 MAIL ADDRESS: STREET 1: 6 BOULEVARD HAUSSMANN CITY: PARIS STATE: I0 ZIP: 75009 FORMER COMPANY: FORMER CONFORMED NAME: CAPITAL FUND MANAGEMENT DATE OF NAME CHANGE: 20050413 13F-HR 1 y03009e13fvhr.txt FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 I. FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2008 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: Capital Fund Management S.A. Address: 6, Boulevard Haussmann 75009 Paris, France Form 13F File Number: 028-11341 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: Jacques Sauliere Title: Managing Director Phone: 011-33-1-49-49-5903 Signature, Place, and Date of Signing: /s/ Jacques Sauliere Paris, France January 14, 2009 - ---------------------------------- ------------- ---------------- Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F File Number Name: Jacques Sauliere 028-11341 Capital Fund Management S.A. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 1244 Items Form 13F Information Table Value Total: $3,044,750 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE
SHRS TITLE VALUE OR PRN SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CUSIP OF CLASS (X$1000) AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- --------- -------------- -------- ------- --- ---- ---------- -------- ------- ------ ---- 3M Co 88579Y101 COM 978 17000 Call 17000 3M Co 88579Y101 COM 351 6100 Put 6100 ADC Telecommunications Inc 000886309 COM NEW 426 77893 77893 AES Corp/The 00130H105 COM 666 80800 80800 AK Steel Holding Corp 001547108 COM 432 46373 46373 AMERIGROUP Corp 03073T102 COM 275 9300 9300 AON Corp 037389103 COM 1507 33000 Call 33000 AT&T Inc 00206R102 COM 17502 614100 Call 614100 AT&T Inc 00206R102 COM 3329 116800 Put 116800 AT&T Inc 00206R102 COM 245 8600 8600 Aaron Rents Inc 002535201 COM 338 12700 Call 12700 Abbott Laboratories 002824100 COM 3805 71300 Call 71300 Accenture Ltd G1150G111 CL A 1325 40400 Call 40400 Acuity Brands Inc 00508Y102 COM 555 15900 Call 15900 Acuity Brands Inc 00508Y102 COM 436 12500 Put 12500 Acuity Brands Inc 00508Y102 COM 489 14000 14000 Adobe Systems Inc 00724F101 COM 3658 171800 Call 171800 Adobe Systems Inc 00724F101 COM 1211 56900 Put 56900 Adobe Systems Inc 00724F101 COM 3478 163370 163370 Advance Auto Parts Inc 00751Y106 COM 1370 40700 Call 40700 Aeropostale Inc 007865108 COM 546 33900 Call 33900 Aeropostale Inc 007865108 COM 192 11900 Put 11900 Aetna Inc 00817Y108 COM 1593 55900 Call 55900 Affiliated Managers Group Inc 008252108 COM 207 4947 4947 Aflac Inc 001055102 COM 4185 91300 Call 91300 Aflac Inc 001055102 COM 511 11150 11150 Agilent Technologies Inc 00846U101 COM 705 45100 Call 45100 Agilent Technologies Inc 00846U101 COM 344 22000 Put 22000 Agilent Technologies Inc 00846U101 COM 1446 92529 92529 Air Products & Chemicals Inc 009158106 COM 2870 57100 Call 57100 Air Products & Chemicals Inc 009158106 COM 794 15800 Put 15800 Air Products & Chemicals Inc 009158106 COM 1044 20768 20768 Airgas Inc 009363102 COM 1423 36500 Call 36500 Airgas Inc 009363102 COM 316 8100 Put 8100 Akamai Technologies Inc 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116600 Alliant Energy Corp 018802108 COM 205 7030 7030 Allscripts-Misys Healthcare Solutions Inc 01988P108 COM 254 25600 25600 Altera Corp 021441100 COM 10126 606000 Call 606000 Altera Corp 021441100 COM 3305 197800 Put 197800 Altria Group Inc 02209S103 COM 4574 303700 Call 303700 Altria Group Inc 02209S103 COM 524 34800 Put 34800 Altria Group Inc 02209S103 COM 261 17300 17300 Amazon.com Inc 023135106 COM 21409 417500 Call 417500 Amazon.com Inc 023135106 COM 6533 127400 Put 127400 Amazon.com Inc 023135106 COM 5733 111793 111793 Amedisys Inc 023436108 COM 678 16400 Call 16400 Ameren Corp 023608102 COM 2358 70900 Call 70900 Ameren Corp 023608102 COM 339 10200 Put 10200 Ameren Corp 023608102 COM 416 12500 12500 America Movil SAB de CV 02364W105 SPON ADR L SHS 6861 221400 Call 221400 America Movil SAB de CV 02364W105 SPON ADR L SHS 784 25300 Put 25300 American Eagle Outfitters Inc 02553E106 COM 741 79200 Put 79200 American Eagle Outfitters Inc 02553E106 COM 255 27200 27200 American Electric Power Co Inc 025537101 COM 7531 226300 Call 226300 American Electric Power Co Inc 025537101 COM 612 18400 Put 18400 American Express Co 025816109 COM 1849 99700 Call 99700 American Tower Corp 029912201 CL A 2093 71400 Call 71400 Ameriprise Financial Inc 03076C106 COM 213 9100 Call 9100 AmerisourceBergen Corp 03073E105 COM 1223 34300 Call 34300 AmerisourceBergen Corp 03073E105 COM 1166 32700 Put 32700 Ameristar Casinos Inc 03070Q101 COM 192 22207 22207 Amgen Inc 031162100 COM 22557 390600 Call 390600 Amgen Inc 031162100 COM 2916 50500 Put 50500 Amgen Inc 031162100 COM 286 4949 4949 Anadarko Petroleum Corp 032511107 COM 1773 46000 Call 46000 Anadarko Petroleum Corp 032511107 COM 1311 34000 Put 34000 Analog Devices Inc 032654105 COM 1721 90500 90500 AngloGold Ashanti Ltd 035128206 SPONSORED ADR 208 7500 Call 7500 AngloGold Ashanti Ltd 035128206 SPONSORED ADR 327 11800 Put 11800 AnnTaylor Stores Corp 036115103 COM 132 22900 22900 Annaly Capital Management Inc 035710409 COM 1025 64600 Call 64600 Annaly Capital Management Inc 035710409 COM 544 34300 Put 34300 Annaly Capital Management Inc 035710409 COM 986 62152 62152 Ansys Inc 03662Q105 COM 519 18600 Call 18600 Apache Corp 037411105 COM 20019 268600 Call 268600 Apache Corp 037411105 COM 10837 145400 Put 145400 Apache Corp 037411105 COM 297 3981 3981 Apollo Group Inc 037604105 CL A 17308 225900 Call 225900 Apollo Group Inc 037604105 CL A 2812 36700 Put 36700
Apple Inc 037833100 COM 597 7000 Put 7000 Apple Inc 037833100 COM 7202 84380 84380 Applied Materials Inc 038222105 COM 772 76200 76200 Aqua America Inc 03836W103 COM 268 13000 13000 Arch Coal Inc 039380100 COM 3041 186700 Call 186700 Arch Coal Inc 039380100 COM 4643 285000 Put 285000 Arch Coal Inc 039380100 COM 1965 120610 120610 Archer-Daniels-Midland Co 039483102 COM 3347 116100 Call 116100 Archer-Daniels-Midland Co 039483102 COM 3725 129200 Put 129200 Archer-Daniels-Midland Co 039483102 COM 1565 54300 54300 Atheros Communications Inc 04743P108 COM 190 13300 Call 13300 Atheros Communications Inc 04743P108 COM 811 56700 Put 56700 Atmos Energy Corp 049560105 COM 665 28050 28050 AutoNation Inc 05329W102 COM 266 26900 26900 Autodesk Inc 052769106 COM 208 10600 Call 10600 Autodesk Inc 052769106 COM 210 10700 Put 10700 Autodesk Inc 052769106 COM 218 11100 11100 Automatic Data Processing Inc 053015103 COM 12510 318000 Call 318000 Automatic Data Processing Inc 053015103 COM 4414 112200 Put 112200 Autozone Inc 053332102 COM 17573 126000 Call 126000 AvalonBay Communities Inc 053484101 COM 1302 21500 Call 21500 AvalonBay Communities Inc 053484101 COM 745 12300 Put 12300 Avery Dennison Corp 053611109 COM 327 10000 Call 10000 Avery Dennison Corp 053611109 COM 229 7000 Put 7000 Avid Technology Inc 05367P100 COM 259 23717 23717 Avocent Corp 053893103 COM 214 11928 11928 BB&T Corp 054937107 COM 1917 69800 Call 69800 BHP Billiton Ltd 088606108 SPONSORED ADR 14723 343200 Call 343200 BHP Billiton Ltd 088606108 SPONSORED ADR 2428 56600 Put 56600 BJ S WHOLESALE CLUB INC 05548J106 COM 1819 53100 Call 53100 BJ S WHOLESALE CLUB INC 05548J106 COM 534 15600 Put 15600 BJ S WHOLESALE CLUB INC 05548J106 COM 994 29000 29000 BMC Software Inc 055921100 COM 1768 65700 Call 65700 BMC Software Inc 055921100 COM 1714 63700 Put 63700 BMC Software Inc 055921100 COM 1181 43900 43900 Baker Hughes Inc 057224107 COM 2739 85400 Call 85400 Baker Hughes Inc 057224107 COM 840 26186 26186 Ball Corp 058498106 COM 1323 31800 Call 31800 Ball Corp 058498106 COM 433 10400 Put 10400 Bally Technologies Inc 05874B107 COM 550 22900 Call 22900 Bally Technologies Inc 05874B107 COM 851 35400 Put 35400 Bancorpsouth Inc 059692103 COM 350 15000 Put 15000 Bank of America Corp 060505104 COM 9893 702600 Call 702600 Bank of America Corp 060505104 COM 2553 181300 Put 181300 Bank of America Corp 060505104 COM 316 22422 22422 Barnes & Noble Inc 067774109 COM 345 23000 23000 Baxter International Inc 071813109 COM 1367 25500 Call 25500 Baxter International Inc 071813109 COM 397 7400 Put 7400 Becton Dickinson & Co 075887109 COM 2072 30300 Call 30300 Bed Bath & Beyond Inc 075896100 COM 10026 394400 Call 394400 Bed Bath & Beyond Inc 075896100 COM 1721 67700 Put 67700 Bemis Co Inc 081437105 COM 277 11700 11700 Benchmark Electronics Inc 08160H101 COM 389 30500 30500 Best Buy Co Inc 086516101 COM 905 32200 Call 32200 Best Buy Co Inc 086516101 COM 829 29500 Put 29500 Big Lots Inc 089302103 COM 1362 94000 Call 94000 Big 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Put 289900 Brocade Communications Systems Inc 111621306 COM NEW 105 37000 37000 Brown-Forman Corp 115637209 CL B 623 12100 12100 Bucyrus International Inc 118759109 COM 704 38000 Call 38000 Bucyrus International Inc 118759109 COM 2576 139100 Put 139100 Bucyrus International Inc 118759109 COM 297 16063 16063 Bunge Ltd G16962105 COM 9127 176300 Call 176300 Bunge Ltd G16962105 COM 1346 26000 Put 26000 Bunge Ltd G16962105 COM 1570 30336 30336 Burger King Holdings Inc 121208201 COM 346 14500 Put 14500 Burlington Northern Santa Fe Corp 12189T104 COM 19230 254000 Call 254000 Burlington Northern Santa Fe Corp 12189T104 COM 4399 58100 Put 58100 CA Inc 12673P105 COM 491 26471 26471 CARBO Ceramics Inc 140781105 COM 206 5800 Put 5800 CF Industries Holdings Inc 125269100 COM 8967 182400 Call 182400 CF Industries Holdings Inc 125269100 COM 7379 150100 Put 150100 CH Robinson Worldwide Inc 12541W209 COM NEW 13466 244700 Call 244700 CH Robinson Worldwide Inc 12541W209 COM NEW 3902 70900 Put 70900 CLEAN HARBORS INC 184496107 COM 1098 17300 Call 17300 CLEAN HARBORS INC 184496107 COM 508 8000 Put 8000 CLEAN HARBORS INC 184496107 COM 539 8500 8500 CME Group Inc 12572Q105 COM 7804 37500 Call 37500 CME Group Inc 12572Q105 COM 5931 28500 Put 28500 CMS Energy Corp 125896100 COM 467 46241 46241
CR Bard Inc 067383109 COM 2587 30700 Call 30700 CR Bard Inc 067383109 COM 674 8000 Put 8000 CR Bard Inc 067383109 COM 910 10800 10800 CSG Systems International Inc 126349109 COM 220 12571 12571 CSX Corp 126408103 COM 13488 415400 Call 415400 CSX Corp 126408103 COM 2552 78600 Put 78600 CVS/Caremark Corp 126650100 COM 931 32400 Call 32400 Cabot Oil & Gas Corp 127097103 COM 772 29700 Call 29700 Cameron International Corp 13342B105 COM 2235 109000 Call 109000 Cameron International Corp 13342B105 COM 3188 155500 Put 155500 Cameron International Corp 13342B105 COM 296 14455 14455 Campbell Soup Co 134429109 COM 1236 41200 Call 41200 Campbell Soup Co 134429109 COM 243 8100 Put 8100 Capital One Financial Corp 14040H105 COM 4414 138400 Call 138400 Cardinal Health Inc 14149Y108 COM 620 18000 Call 18000 Cardinal Health Inc 14149Y108 COM 427 12400 Put 12400 Cardinal Health Inc 14149Y108 COM 306 8890 8890 Career Education Corp 141665109 COM 3931 219100 Call 219100 Career Education Corp 141665109 COM 2302 128300 Put 128300 Career Education Corp 141665109 COM 281 15660 15660 Carmax Inc 143130102 COM 87 11100 11100 Carnival Corp 143658300 PAIRED CTF 4434 182300 Call 182300 Carnival Corp 143658300 PAIRED CTF 771 31700 Put 31700 Carnival Corp 143658300 PAIRED CTF 566 23290 23290 Carpenter Technology Corp 144285103 COM 852 41500 41500 Caterpillar Inc 149123101 COM 4887 109400 Call 109400 Caterpillar Inc 149123101 COM 2385 53400 Put 53400 Caterpillar Inc 149123101 COM 3721 83300 83300 Celgene Corp 151020104 COM 17723 320600 Call 320600 Celgene Corp 151020104 COM 2830 51200 Put 51200 Cemex SAB de CV 151290889 SPON ADR NEW 154 16900 16900 Centerpoint Energy Inc 15189T107 COM 233 18500 Call 18500 Centerpoint Energy Inc 15189T107 COM 752 59584 59584 Centex Corp 152312104 COM 861 80900 Put 80900 Centex Corp 152312104 COM 999 93900 93900 CenturyTel Inc 156700106 COM 252 9213 9213 Cephalon Inc 156708109 COM 2958 38400 Call 38400 Cephalon Inc 156708109 COM 262 3400 Put 3400 Cephalon Inc 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Computer Sciences Corp 205363104 COM 429 12200 12200 Comstock Resources Inc 205768203 COM NEW 3482 73700 Call 73700 Comstock Resources Inc 205768203 COM NEW 1181 25000 Put 25000 Comtech Telecommunications Corp 205826209 COM NEW 3336 72800 Call 72800 Comtech Telecommunications Corp 205826209 COM NEW 1091 23800 Put 23800 Comtech Telecommunications Corp 205826209 COM NEW 302 6600 6600 Con-way Inc 205944101 COM 266 10000 Call 10000 ConAgra Foods Inc 205887102 COM 632 38300 Put 38300 ConAgra Foods Inc 205887102 COM 934 56600 56600 Concur Technologies Inc 206708109 COM 295 9000 Put 9000 Concur Technologies Inc 206708109 COM 221 6721 6721 ConocoPhillips 20825C104 COM 21026 405900 Call 405900 ConocoPhillips 20825C104 COM 11412 220300 Put 220300 Consol Energy Inc 20854P109 COM 4087 143000 Call 143000 Consol Energy Inc 20854P109 COM 5264 184200 Put 184200 Consol Energy Inc 20854P109 COM 1739 60848 60848 Consolidated Edison Inc 209115104 COM 3550 91200 Call 91200 Consolidated Edison Inc 209115104 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COM 148 10400 10400 Ecolab Inc 278865100 COM 1582 45000 Call 45000 Ecolab Inc 278865100 COM 422 12000 Put 12000 Ecolab Inc 278865100 COM 369 10500 10500
Edison International 281020107 COM 3675 114400 Call 114400 Edison International 281020107 COM 713 22200 Put 22200 Edwards Lifesciences Corp 28176E108 COM 1361 24774 24774 El Paso Corp 28336L109 COM 500 63900 63900 Elan Corp PLC 284131208 ADR 212 35400 Put 35400 Elan Corp PLC 284131208 ADR 349 58100 58100 Electronic Arts Inc 285512109 COM 165 10300 Call 10300 Electronic Arts Inc 285512109 COM 165 10300 Put 10300 Electronic Arts Inc 285512109 COM 165 10300 10300 Eli Lilly & Co 532457108 COM 3270 81200 Call 81200 Eli Lilly & Co 532457108 COM 1804 44800 44800 Embarq Corp 29078E105 COM 356 9900 Call 9900 Embarq Corp 29078E105 COM 357 9921 9921 Emerson Electric Co 291011104 COM 1841 50300 Call 50300 Emerson Electric Co 291011104 COM 897 24500 Put 24500 Emulex Corp 292475209 COM NEW 127 18200 18200 Encore Acquisition Co 29255W100 COM 694 27200 Call 27200 Energen Corp 29265N108 COM 375 12800 Call 12800 Energizer Holdings Inc 29266R108 COM 374 6900 Call 6900 Energy Conversion Devices Inc 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Consulting Inc 302941109 COM 559 12500 Put 12500 FTI Consulting Inc 302941109 COM 1738 38900 38900 Factset Research Systems Inc 303075105 COM 473 10700 Call 10700 Factset Research Systems Inc 303075105 COM 332 7500 7500 Family Dollar Stores Inc 307000109 COM 4046 155200 Call 155200 Family Dollar Stores Inc 307000109 COM 2941 112800 Put 112800 Family Dollar Stores Inc 307000109 COM 611 23425 23425 Fastenal Co 311900104 COM 3614 103700 Call 103700 Fastenal Co 311900104 COM 404 11600 Put 11600 FedEx Corp 31428X106 COM 20624 321500 Call 321500 FedEx Corp 31428X106 COM 5504 85800 Put 85800 FedEx Corp 31428X106 COM 3514 54780 54780 Fidelity National Financial Inc 31620R105 CL A 178 10000 Put 10000 Fidelity National Information Services Inc 31620M106 COM 164 10100 10100 Financial Select Sector SPDR Fund 81369Y605 SBI INT-FINL 1725 137800 Call 137800 Financial Select Sector SPDR Fund 81369Y605 SBI INT-FINL 3738 298600 Put 298600 Financial Select Sector SPDR Fund 81369Y605 SBI INT-FINL 4775 381428 381428 First American Corp 318522307 COM 246 8500 Call 8500 First American Corp 318522307 COM 433 15000 Put 15000 First American Corp 318522307 COM 381 13200 13200 First Solar Inc 336433107 COM 25826 187200 Call 187200 First Solar Inc 336433107 COM 1766 12800 Put 12800 FirstEnergy Corp 337932107 COM 3541 72900 Call 72900 FirstEnergy Corp 337932107 COM 714 14700 14700 Fiserv Inc 337738108 COM 1491 41000 Call 41000 Flir Systems Inc 302445101 COM 2826 92100 Call 92100 Flir Systems Inc 302445101 COM 703 22900 Put 22900 Flowserve Corp 34354P105 COM 2879 55900 Call 55900 Flowserve Corp 34354P105 COM 2163 42000 Put 42000 Fluor Corp 343412102 COM 1965 43800 Call 43800 Fluor Corp 343412102 COM 9472 211100 Put 211100 Fluor Corp 343412102 COM 673 15000 15000 Focus Media Holding Ltd 34415V109 SPONSORED ADR 223 24513 24513 Foot Locker Inc 344849104 COM 258 35200 35200 Forest Laboratories Inc 345838106 COM 512 20100 Call 20100 Forest Laboratories Inc 345838106 COM 327 12856 12856 Forest Oil 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General Electric Co 369604103 COM 770 47500 47500 General Mills Inc 370334104 COM 1209 19900 Call 19900 General Mills Inc 370334104 COM 3445 56700 56700 Genesee & Wyoming Inc 371559105 CL A 726 23800 Call 23800 Genuine Parts Co 372460105 COM 681 18000 18000 Genzyme Corp 372917104 COM 7964 120000 Call 120000 Genzyme Corp 372917104 COM 1633 24600 Put 24600 Genzyme Corp 372917104 COM 346 5217 5217 Gilead Sciences Inc 375558103 COM 17515 342500 Call 342500 Gilead Sciences Inc 375558103 COM 1381 27000 Put 27000 Global Payments Inc 37940X102 COM 367 11200 11200 Gold Fields Ltd 38059T106 SPONSORED ADR 818 82400 82400 Goldcorp Inc 380956409 COM 13473 427300 Call 427300 Goldcorp Inc 380956409 COM 11449 363100 Put 363100 Goldcorp Inc 380956409 COM 2993 94910 94910 Goldman Sachs Group Inc/The 38141G104 COM 20102 238200 Call 238200 Goldman Sachs Group Inc/The 38141G104 COM 3882 46000 Put 46000 Goldman Sachs Group Inc/The 38141G104 COM 2420 28680 28680 Goodrich Corp 382388106 COM 2062 55700 Call 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Illinois Tool Works Inc 452308109 COM 277 7900 Call 7900 Illinois Tool Works Inc 452308109 COM 245 7000 Put 7000 Immucor Inc 452526106 COM 752 28300 Put 28300 Ingersoll-Rand Co Ltd G4776G101 CL A 566 32600 Call 32600 Ingersoll-Rand Co Ltd G4776G101 CL A 205 11800 11800 Ingram Micro Inc 457153104 CL A 166 12400 12400 Insight Enterprises Inc 45765U103 COM 170 24615 24615 Integrated Device Technology Inc 458118106 COM 108 19242 19242 Integrys Energy Group Inc 45822P105 COM 236 5500 Call 5500 Intel Corp 458140100 COM 9711 662400 Call 662400 Intel Corp 458140100 COM 4122 281200 Put 281200 Intel Corp 458140100 COM 218 14900 14900 IntercontinentalExchange Inc 45865V100 COM 13083 158700 Call 158700 IntercontinentalExchange Inc 45865V100 COM 1830 22200 Put 22200 Interface Inc 458665106 CL A 266 57400 57400 International Business Machines Corp 459200101 COM 2020 24000 Call 24000 International Business Machines Corp 459200101 COM 2298 27300 Put 27300 International Game Technology 459902102 COM 507 42600 42600 International Paper Co 460146103 COM 1863 157900 157900 Interpublic Group of Cos Inc 460690100 COM 91 23000 23000 Intersil Corp 46069S109 CL A 112 12200 Put 12200 Intuit Inc 461202103 COM 5864 246500 Call 246500 Intuit Inc 461202103 COM 833 35000 Put 35000 Intuitive Surgical Inc 46120E602 COM NEW 6540 51500 Call 51500 Intuitive Surgical Inc 46120E602 COM NEW 3708 29200 Put 29200 Isis Pharmaceuticals Inc 464330109 COM 288 20300 Put 20300 Isis Pharmaceuticals Inc 464330109 COM 195 13723 13723 Itron Inc 465741106 COM 2193 34400 Call 34400 JB Hunt Transport Services Inc 445658107 COM 1061 40400 Call 40400 JB Hunt Transport Services Inc 445658107 COM 562 21400 Put 21400 JC Penney Co Inc 708160106 COM 762 38700 Call 38700 JC Penney Co Inc 708160106 COM 424 21500 Put 21500 JC Penney Co Inc 708160106 COM 284 14400 14400 JM Smucker Co/The 832696405 COM NEW 1491 34394 34394 JPMorgan Chase & Co 46625H100 COM 15371 487500 Call 487500 JPMorgan Chase & Co 46625H100 COM 7586 240600 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Liberty Global Inc 530555101 COM SER A 467 29355 29355 LifePoint Hospitals Inc 53219L109 COM 523 22907 22907 Lincare Holdings Inc 532791100 COM 3307 122800 Call 122800 Lincare Holdings Inc 532791100 COM 218 8100 Put 8100 Lincoln Electric Holdings Inc 533900106 COM 204 4000 Call 4000
Linear Technology Corp 535678106 COM 462 20900 Call 20900 Linear Technology Corp 535678106 COM 358 16200 Put 16200 Linear Technology Corp 535678106 COM 221 9993 9993 Lockheed Martin Corp 539830109 COM 1093 13000 Call 13000 Lockheed Martin Corp 539830109 COM 1488 17700 17700 Loews Corp 540424108 COM 455 16100 Call 16100 Ltd Brands Inc 532716107 COM 222 22100 Put 22100 Ltd Brands Inc 532716107 COM 850 84700 84700 M&T Bank Corp 55261F104 COM 1142 19900 Call 19900 M&T Bank Corp 55261F104 COM 1757 30600 Put 30600 MACY S INC 55616P104 COM 292 28200 28200 MCDONALD S CORP 580135101 COM 17283 277900 Call 277900 MCDONALD S CORP 580135101 COM 8993 144600 Put 144600 MDC Holdings Inc 552676108 COM 3236 106800 Call 106800 MONSTER WORLDWIDE INC 611742107 COM 254 21000 Put 21000 MOODY S CORP 615369105 COM 611 30400 Call 30400 Magellan Health Services Inc 559079207 COM NEW 403 10300 Call 10300 Magellan Health Services Inc 559079207 COM NEW 251 6413 6413 Manhattan Associates Inc 562750109 COM 420 26562 26562 Manpower Inc 56418H100 COM 1689 49700 Call 49700 Manpower Inc 56418H100 COM 537 15800 Put 15800 Mantech International Corp 564563104 CL A 845 15600 Call 15600 Mantech International Corp 564563104 CL A 1062 19600 Put 19600 Marathon Oil Corp 565849106 COM 4208 153800 Call 153800 Marathon Oil Corp 565849106 COM 2769 101200 Put 101200 Marathon Oil Corp 565849106 COM 1404 51306 51306 Marriott International Inc/DE 571903202 CL A 1221 62800 Call 62800 Marriott International Inc/DE 571903202 CL A 405 20800 Put 20800 Marriott International Inc/DE 571903202 CL A 249 12800 12800 Marshall & Ilsley Corp 571837103 COM 936 68600 Call 68600 Martin Marietta Materials Inc 573284106 COM 4165 42900 Call 42900 Martin Marietta Materials Inc 573284106 COM 1524 15700 Put 15700 Martin Marietta Materials Inc 573284106 COM 1990 20500 20500 Marvel Entertainment Inc 57383T103 COM 1119 36400 Call 36400 Marvel Entertainment Inc 57383T103 COM 643 20900 Put 20900 Masco Corp 574599106 COM 179 16100 Put 16100 Masco Corp 574599106 COM 1293 116200 116200 Massey Energy Co 576206106 COM 1841 133500 Put 133500 Massey Energy Co 576206106 COM 1648 119518 119518 Materials Select Sector SPDR Fund 81369Y100 SBI MATERIALS 2604 114500 Put 114500 Materials Select Sector SPDR Fund 81369Y100 SBI MATERIALS 2476 108868 108868 Mattel Inc 577081102 COM 757 47300 Call 47300 Mattel Inc 577081102 COM 266 16631 16631 Matthews International Corp 577128101 CL A 247 6726 6726 McAfee Inc 579064106 COM 4148 120000 Call 120000 McAfee Inc 579064106 COM 2289 66200 Put 66200 McAfee Inc 579064106 COM 802 23200 23200 McGraw-Hill Cos Inc/The 580645109 COM 1765 76100 Call 76100 McKesson Corp 58155Q103 COM 1627 42000 Call 42000 McKesson Corp 58155Q103 COM 778 20100 20100 MeadWestvaco Corp 583334107 COM 540 48300 48300 Medco Health Solutions Inc 58405U102 COM 3814 91000 Call 91000 Medco Health Solutions Inc 58405U102 COM 570 13600 Put 13600 Medtronic Inc 585055106 COM 1720 54748 54748 Mentor Graphics Corp 587200106 COM 95 18400 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126300 126300 Molex Inc 608554101 COM 180 12402 12402 Molson Coors Brewing Co 60871R209 CL B 3762 76900 Call 76900 Molson Coors Brewing Co 60871R209 CL B 2270 46400 Put 46400 Molson Coors Brewing Co 60871R209 CL B 378 7733 7733 Monsanto Co 61166W101 COM 9905 140800 Call 140800 Monsanto Co 61166W101 COM 3257 46300 Put 46300 Morgan Stanley 617446448 COM NEW 2291 142800 Call 142800 Morgan Stanley 617446448 COM NEW 2675 166800 Put 166800 Mosaic Co/The 61945A107 COM 9681 279800 Call 279800 Mosaic Co/The 61945A107 COM 9169 265000 Put 265000 Mosaic Co/The 61945A107 COM 1824 52718 52718 Murphy Oil Corp 626717102 COM 4240 95600 Call 95600 Murphy Oil Corp 626717102 COM 1535 34600 Put 34600 Mylan Inc/PA 628530107 COM 191 19300 19300 Myriad Genetics Inc 62855J104 COM 7468 112700 Call 112700 Myriad Genetics Inc 62855J104 COM 7607 114800 Put 114800 NASDAQ OMX GROUP INC/THE 631103108 COM 1297 52500 Call 52500 NASDAQ OMX GROUP INC/THE 631103108 COM 1404 56800 Put 56800 NSTAR 67019E107 COM 416 11400 Call 11400 NSTAR 67019E107 COM 529 14500 14500 NYSE Euronext 629491101 COM 6037 220500 Call 220500 NYSE Euronext 629491101 COM 2171 79300 Put 79300 Nabors Industries Ltd G6359F103 SHS 243 20300 20300 National Oilwell Varco Inc 637071101 COM 934 38200 Call 38200
p National Oilwell Varco Inc 637071101 COM 1053 43100 Put 43100 National Oilwell Varco Inc 637071101 COM 1384 56631 56631 National Semiconductor Corp 637640103 COM 2742 272300 Call 272300 National Semiconductor Corp 637640103 COM 776 77100 Put 77100 National Semiconductor Corp 637640103 COM 499 49600 49600 NetApp Inc 64110D104 COM 1813 129800 Call 129800 NetApp Inc 64110D104 COM 1753 125500 Put 125500 NetApp Inc 64110D104 COM 610 43640 43640 New York Community Bancorp Inc 649445103 COM 450 37600 Call 37600 New York Community Bancorp Inc 649445103 COM 134 11200 11200 Newfield Exploration Co 651290108 COM 415 21000 Call 21000 Newfield Exploration Co 651290108 COM 231 11700 Put 11700 Newmont Mining Corp 651639106 COM 871 21400 Call 21400 Newmont Mining Corp 651639106 COM 23114 567900 Put 567900 Newmont Mining Corp 651639106 COM 9789 240516 240516 NiSource Inc 65473P105 COM 734 66900 66900 Nicor Inc 654086107 COM 337 9700 9700 Nike Inc 654106103 CL B 20079 393700 Call 393700 Nike Inc 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10400 Put 10400 Omnicare Inc 681904108 COM 663 23900 Call 23900 Omnicom Group Inc 681919106 COM 417 15500 Call 15500 Omnicom Group Inc 681919106 COM 1580 58700 58700 Omniture Inc 68212S109 COM 275 25800 25800 Oracle Corp 68389X105 COM 9053 510600 Call 510600 Oracle Corp 68389X105 COM 638 36000 Put 36000 Oshkosh Corp 688239201 COM 112 12600 12600 Overseas Shipholding Group Inc 690368105 COM 282 6700 Call 6700 Owens & Minor Inc 690732102 COM 230 6100 6100 Owens-Illinois Inc 690768403 COM NEW 921 33700 Put 33700 Owens-Illinois Inc 690768403 COM NEW 330 12061 12061 PACCAR Inc 693718108 COM 4470 156300 Call 156300 PACCAR Inc 693718108 COM 246 8600 Put 8600 PDL BioPharma Inc 69329Y104 COM 210 33900 Call 33900 PDL BioPharma Inc 69329Y104 COM 142 22900 Put 22900 PDL BioPharma Inc 69329Y104 COM 443 71730 71730 PF CHANG S CHINA BISTRO INC 69333Y108 COM 238 11376 11376 PG&E Corp 69331C108 COM 898 23200 Call 23200 PNC Financial Services Group Inc 693475105 COM 4528 92400 Call 92400 PNC Financial Services Group Inc 693475105 COM 936 19100 Put 19100 POSCO 693483109 SPONSORED ADR 602 8000 Call 8000 PPG Industries Inc 693506107 COM 2563 60400 Call 60400 PPG Industries Inc 693506107 COM 590 13900 Put 13900 PPL Corp 69351T106 COM 212 6900 Call 6900 PSS World Medical Inc 69366A100 COM 256 13600 Call 13600 PSS World Medical Inc 69366A100 COM 469 24935 24935 Pactiv Corp 695257105 COM 251 10100 Put 10100 Pall Corp 696429307 COM 310 10900 10900 Panera Bread Co 69840W108 CL A 1844 35300 Call 35300 Parker Hannifin Corp 701094104 COM 3165 74400 Call 74400 Parker Hannifin Corp 701094104 COM 360 8474 8474 Patterson Cos Inc 703395103 COM 375 20000 Call 20000 Patterson Cos Inc 703395103 COM 244 13000 13000 Patterson-UTI Energy Inc 703481101 COM 360 31237 31237 Paychex Inc 704326107 COM 12662 481800 Call 481800 Paychex Inc 704326107 COM 463 17600 Put 17600 Peabody Energy Corp 704549104 COM 4921 216300 Call 216300 Peabody Energy Corp 704549104 COM 6245 274500 Put 274500 Perrigo Co 714290103 COM 753 23300 Call 23300 PetSmart Inc 716768106 COM 2974 161200 Call 161200 PetSmart Inc 716768106 COM 1319 71500 Put 71500 PetroHawk Energy Corp 716495106 COM 802 51300 Call 51300 PetroHawk Energy Corp 716495106 COM 2363 151200 Put 151200
Petroleo Brasileiro SA 71654V408 SPONSORED ADR 13976 570700 Call 570700 Petroleo Brasileiro SA 71654V408 SPONSORED ADR 8422 343900 Put 343900 Pfizer Inc 717081103 COM 8053 454700 Call 454700 Pfizer Inc 717081103 COM 2056 116100 Put 116100 Pfizer Inc 717081103 COM 289 16300 16300 Pharmaceutical HOLDRs Trust 71712A206 DEPOSITRY RCPT 221 3600 3600 Phillips-Van Heusen Corp 718592108 COM 322 16000 Call 16000 Phillips-Van Heusen Corp 718592108 COM 268 13300 13300 Piedmont Natural Gas Co 720186105 COM 646 20400 Call 20400 Piedmont Natural Gas Co 720186105 COM 694 21900 21900 Pinnacle West Capital Corp 723484101 COM 810 25200 25200 Pioneer Natural Resources Co 723787107 COM 810 50050 50050 Pitney Bowes Inc 724479100 COM 382 15000 Put 15000 Pitney Bowes Inc 724479100 COM 212 8318 8318 Plains Exploration & Production Co 726505100 COM 1248 53700 Call 53700 Plains Exploration & Production Co 726505100 COM 867 37300 Put 37300 Plantronics Inc 727493108 COM 198 15000 15000 Plum Creek Timber Co Inc 729251108 COM 6510 187400 Call 187400 Plum Creek Timber Co Inc 729251108 COM 2289 65900 Put 65900 Polaris Industries Inc 731068102 COM 203 7092 7092 Polo Ralph Lauren Corp 731572103 CL A 6866 151200 Call 151200 Polo Ralph Lauren Corp 731572103 CL A 2030 44700 Put 44700 Polycom Inc 73172K104 COM 284 21000 Call 21000 Polycom Inc 73172K104 COM 282 20900 Put 20900 Pool Corp 73278L105 COM 324 18026 18026 Popular Inc 733174106 COM 166 32200 32200 Powershares QQQ 73935A104 UNIT SER 1 27712 931800 Put 931800 Powershares QQQ 73935A104 UNIT SER 1 5345 179735 179735 Praxair Inc 74005P104 COM 11172 188200 Call 188200 Praxair Inc 74005P104 COM 4505 75900 Put 75900 Precision Castparts Corp 740189105 COM 8024 134900 Call 134900 Precision Castparts Corp 740189105 COM 3289 55300 Put 55300 Principal Financial Group Inc 74251V102 COM 240 10649 10649 Procter & Gamble Co 742718109 COM 3493 56500 Call 56500 Progress Energy Inc 743263105 COM 4101 102900 Call 102900 Progress Energy Inc 743263105 COM 558 14000 Put 14000 Progress Energy Inc 743263105 COM 689 17300 17300 Progressive Corp/The 743315103 COM 296 20000 Call 20000 Public Storage 74460D109 COM 580 7300 Put 7300 Pulte Homes Inc 745867101 COM 1246 114000 Call 114000 Pulte Homes Inc 745867101 COM 287 26300 Put 26300 QLogic Corp 747277101 COM 420 31240 31240 QUALCOMM Inc 747525103 COM 27417 765200 Call 765200 QUALCOMM Inc 747525103 COM 5020 140100 Put 140100 Quality Systems Inc 747582104 COM 222 5100 Call 5100 Quanta Services Inc 74762E102 COM 1871 94500 Call 94500 Quanta Services Inc 74762E102 COM 695 35100 Put 35100 Quanta Services Inc 74762E102 COM 315 15897 15897 Quest Diagnostics Inc/DE 74834L100 COM 4215 81200 Call 81200 Questar Corp 748356102 COM 1223 37400 Call 37400 Questar Corp 748356102 COM 412 12600 Put 12600 Quicksilver Resources Inc 74837R104 COM 65 11678 11678 RR Donnelley & Sons Co 257867101 COM 375 27601 27601 RadioShack Corp 750438103 COM 782 65500 Put 65500 RadioShack Corp 750438103 COM 781 65400 65400 Ralcorp Holdings Inc 751028101 COM 514 8800 8800 Rambus Inc 750917106 COM 924 58027 58027 Range Resources Corp 75281A109 COM 7782 226300 Call 226300 Range Resources Corp 75281A109 COM 2311 67200 Put 67200 Range Resources Corp 75281A109 COM 496 14436 14436 Raymond James Financial Inc 754730109 COM 476 27800 Call 27800 Raymond James Financial Inc 754730109 COM 274 16000 Put 16000 Rayonier Inc 754907103 COM 2188 69800 Call 69800 Rayonier Inc 754907103 COM 376 12000 Put 12000 Raytheon Co 755111507 COM NEW 7038 137900 Call 137900 Raytheon Co 755111507 COM NEW 276 5400 Put 5400 Raytheon Co 755111507 COM NEW 273 5341 5341 Red Hat Inc 756577102 COM 817 61800 61800 Regeneron Pharmaceuticals Inc 75886F107 COM 567 30900 Put 30900 Regional Bank HOLDRs Trust 75902E100 DEPOSITRY RCPT 6897 91200 Call 91200 Regional Bank HOLDRs Trust 75902E100 DEPOSITRY RCPT 250 3300 3300 Regions Financial Corp 7591EP100 COM 398 50000 Call 50000 Regions Financial Corp 7591EP100 COM 281 35300 Put 35300 Reliant Energy Inc 75952B105 COM 101 17400 17400 Rent-A-Center Inc/TX 76009N100 COM 1186 67200 Call 67200 Rent-A-Center Inc/TX 76009N100 COM 662 37500 Put 37500 Research In Motion Ltd 760975102 COM 8725 215000 Call 215000 Research In Motion Ltd 760975102 COM 19442 479100 Put 479100 Research In Motion Ltd 760975102 COM 6270 154500 154500 Retail HOLDRs Trust 76127U101 DEP RCPT 1856 24700 Call 24700 Retail HOLDRs Trust 76127U101 DEP RCPT 812 10800 Put 10800 Retail HOLDRs Trust 76127U101 DEP RCPT 1127 15000 15000 Reynolds American Inc 761713106 COM 963 23900 Call 23900 Reynolds American Inc 761713106 COM 766 19000 19000 Robert Half International Inc 770323103 COM 233 11200 Call 11200 Robert Half International Inc 770323103 COM 358 17200 Put 17200 Rockwell Automation Inc/DE 773903109 COM 413 12800 Put 12800 Ross Stores Inc 778296103 COM 1882 63300 Call 63300 Ross Stores Inc 778296103 COM 425 14300 Put 14300 Rowan Cos Inc 779382100 COM 692 43500 Call 43500 Rowan Cos Inc 779382100 COM 194 12200 Put 12200 Ryder System Inc 783549108 COM 302 7800 Call 7800 SAIC Inc 78390X101 COM 1295 66500 Call 66500 SAIC Inc 78390X101 COM 382 19600 Put 19600 SAIC Inc 78390X101 COM 324 16649 16649 SAP AG 803054204 SPONSORED ADR 1644 45400 Call 45400 SAP AG 803054204 SPONSORED ADR 610 16843 16843 SBA Communications Corp 78388J106 COM 860 52700 Call 52700
SPDR Trust Series 1 78462F103 UNIT SER 1 3628 40200 Put 40200 SPDR Trust Series 1 78462F103 UNIT SER 1 14171 157038 157038 STERIS Corp 859152100 COM 459 19200 Call 19200 SUPERVALU Inc 868536103 COM 387 26500 Put 26500 SUPERVALU Inc 868536103 COM 550 37700 37700 SYSCO Corp 871829107 COM 4941 215400 Call 215400 SYSCO Corp 871829107 COM 1450 63200 Put 63200 Safeway Inc 786514208 COM NEW 1053 44300 Call 44300 Safeway Inc 786514208 COM NEW 651 27400 Put 27400 Safeway Inc 786514208 COM NEW 1129 47479 47479 Salesforce.com Inc 79466L302 COM 5490 171500 Call 171500 Salesforce.com Inc 79466L302 COM 1175 36700 Put 36700 Salesforce.com Inc 79466L302 COM 1959 61200 61200 SanDisk Corp 80004C101 COM 627 65300 Call 65300 SanDisk Corp 80004C101 COM 146 15200 Put 15200 SanDisk Corp 80004C101 COM 610 63560 63560 Sanofi-Aventis SA 80105N105 SPONSORED ADR 1643 51100 Call 51100 Sanofi-Aventis SA 80105N105 SPONSORED ADR 646 20100 Put 20100 Schering-Plough Corp 806605101 COM 3460 203200 Call 203200 Schering-Plough Corp 806605101 COM 3416 200600 Put 200600 Schering-Plough Corp 806605101 COM 264 15500 15500 Schlumberger Ltd 806857108 COM 4110 97100 Call 97100 Schlumberger Ltd 806857108 COM 1012 23900 Put 23900 Scholastic Corp 807066105 COM 218 16064 16064 Scientific Games Corp 80874P109 CL A 2082 118700 Call 118700 Scotts Miracle-Gro Co/The 810186106 CL A 401 13500 Call 13500 Scotts Miracle-Gro Co/The 810186106 CL A 294 9900 9900 Sealed Air Corp 81211K100 COM 486 32500 32500 Sears Holdings Corp 812350106 COM 1450 37302 37302 Semiconductor HOLDRs Trust 816636203 DEP RCPT 1041 59100 Put 59100 Shaw Group Inc/The 820280105 COM 1853 90500 Call 90500 Shaw Group Inc/The 820280105 COM 348 17000 Put 17000 Shaw Group Inc/The 820280105 COM 694 33900 33900 Sherwin-Williams Co/The 824348106 COM 11807 197600 Call 197600 Sherwin-Williams Co/The 824348106 COM 825 13800 Put 13800 Sigma-Aldrich Corp 826552101 COM 608 14400 Call 14400 Silgan Holdings Inc 827048109 COM 335 7000 Put 7000 Silicon Laboratories Inc 826919102 COM 1358 54800 Call 54800 Silicon Laboratories Inc 826919102 COM 1861 75100 Put 75100 Simon Property Group Inc 828806109 COM 4304 81000 Call 81000 Simon Property Group Inc 828806109 COM 558 10500 Put 10500 Skyworks Solutions Inc 83088M102 COM 75 13500 Call 13500 Skyworks Solutions Inc 83088M102 COM 94 17000 Put 17000 Smith International Inc 832110100 COM 2447 106900 Call 106900 Smithfield Foods Inc 832248108 COM 356 25300 25300 Snap-On Inc 833034101 COM 780 19800 Call 19800 Sohu.com Inc 83408W103 COM 5605 118400 Call 118400 Sohu.com Inc 83408W103 COM 4237 89500 Put 89500 Sonic Corp 835451105 COM 362 29711 29711 Sony Corp 835699307 ADR NEW 234 10700 10700 South Financial Group Inc/The 837841105 COM 59 13716 13716 Southern Co 842587107 COM 7359 198900 Call 198900 Southern Copper Corp 84265V105 COM 2358 146800 Call 146800 Southern Copper Corp 84265V105 COM 968 60300 Put 60300 Southwest Airlines Co 844741108 COM 677 78500 Put 78500 Southwestern Energy Co 845467109 COM 9352 322800 Call 322800 Southwestern Energy Co 845467109 COM 3282 113300 Put 113300 Southwestern Energy Co 845467109 COM 926 31980 31980 Sprint Nextel Corp 852061100 COM SER 1 43 23300 23300 St Jude Medical Inc 790849103 COM 610 18500 Call 18500 Stanley Works/The 854616109 COM 310 9100 Call 9100 Staples Inc 855030102 COM 1423 79400 Call 79400 Starbucks Corp 855244109 COM 2794 295300 Call 295300 Starbucks Corp 855244109 COM 1703 180000 Put 180000 Starbucks Corp 855244109 COM 122 12909 12909 Starwood Hotels & Resorts Worldwide Inc 85590A401 COM 286 16000 Call 16000 State Street Corp 857477103 COM 6230 158400 Call 158400 Steel Dynamics Inc 858119100 COM 256 22907 22907 Stericycle Inc 858912108 COM 3844 73800 Call 73800 Stericycle Inc 858912108 COM 505 9700 Put 9700 Stericycle Inc 858912108 COM 566 10877 10877 Sterling Financial Corp/WA 859319105 COM 108 12280 12280 Strayer Education Inc 863236105 COM 3173 14800 Call 14800 Strayer Education Inc 863236105 COM 3216 15000 Put 15000 Stryker Corp 863667101 COM 707 17700 Call 17700 Stryker Corp 863667101 COM 1862 46600 46600 Sun Microsystems Inc 866810203 COM NEW 106 27800 27800 SunTrust Banks Inc 867914103 COM 573 19400 Call 19400 SunTrust Banks Inc 867914103 COM 520 17620 17620 Sunoco Inc 86764P109 COM 8505 195700 Call 195700 Sunoco Inc 86764P109 COM 3112 71600 Put 71600 Sunpower Corp 867652109 COM CL A 873 23600 Call 23600 Sybase Inc 871130100 COM 224 9045 9045 Synopsys Inc 871607107 COM 832 44900 Call 44900 Synopsys Inc 871607107 COM 298 16100 Put 16100 T Rowe Price Group Inc 74144T108 COM 262 7400 Call 7400 TCF Financial Corp 872275102 COM 210 15400 Call 15400 TCF Financial Corp 872275102 COM 149 10900 10900 TD Ameritrade Holding Corp 87236Y108 COM 428 30000 Put 30000 TECO Energy Inc 872375100 COM 125 10100 10100 TIBCO Software Inc 88632Q103 COM 218 42100 42100 TJX Cos Inc 872540109 COM 718 34900 Call 34900 TJX Cos Inc 872540109 COM 619 30100 Put 30100 TRANSOCEAN LTD G90073100 SHS 9871 208900 Call 208900 TRANSOCEAN LTD G90073100 SHS 340 7200 Put 7200 TRANSOCEAN LTD G90073100 SHS 5852 123842 123842 Taiwan Semiconductor Manufacturing Co Ltd 874039100 SPONSORED ADR 140 17700 Call 17700 Target Corp 87612E106 COM 2110 61100 Put 61100
Tech Data Corp 878237106 COM 223 12503 12503 Technology Select Sector SPDR Fund 81369Y803 SBI INT-TECH 886 57500 57500 Teekay Corp Y8564W103 COM 536 27300 27300 Tekelec 879101103 COM 328 24600 Call 24600 TeleTech Holdings Inc 879939106 COM 217 25950 25950 Telefonos de Mexico SAB de CV 879403780 SPON ADR ORD L 1815 86700 Call 86700 Telefonos de Mexico SAB de CV 879403780 SPON ADR ORD L 404 19300 Put 19300 Tellabs Inc 879664100 COM 162 39200 39200 Temple-Inland Inc 879868107 COM 87 18200 Call 18200 Tempur-Pedic International Inc 88023U101 COM 176 24800 24800 Terex Corp 880779103 COM 267 15400 Call 15400 Terex Corp 880779103 COM 580 33500 Put 33500 Terra Industries Inc 880915103 COM 4149 248900 Call 248900 Terra Industries Inc 880915103 COM 1102 66100 Put 66100 Tesoro Corp 881609101 COM 1089 82700 Call 82700 Tesoro Corp 881609101 COM 640 48600 Put 48600 Tesoro Corp 881609101 COM 532 40400 40400 Tessera Technologies Inc 88164L100 COM 191 16104 16104 Teva Pharmaceutical Industries Ltd 881624209 ADR 14338 336800 Call 336800 Teva Pharmaceutical Industries Ltd 881624209 ADR 1652 38800 Put 38800 Texas Industries Inc 882491103 COM 435 12600 Call 12600 Texas Industries Inc 882491103 COM 362 10500 10500 Texas Instruments Inc 882508104 COM 7311 471100 Call 471100 Texas Instruments Inc 882508104 COM 2561 165000 Put 165000 Texas Instruments Inc 882508104 COM 691 44500 44500 Textron Inc 883203101 COM 893 64400 64400 Thomas & Betts Corp 884315102 COM 622 25900 Call 25900 Thomas & Betts Corp 884315102 COM 226 9394 9394 Thoratec Corp 885175307 COM NEW 1001 30800 Call 30800 Tidewater Inc 886423102 COM 6544 162500 Call 162500 Tidewater Inc 886423102 COM 528 13100 Put 13100 Tiffany & Co 886547108 COM 1552 65700 Call 65700 Tiffany & Co 886547108 COM 1363 57700 Put 57700 Tiffany & Co 886547108 COM 1421 60122 60122 Tim Hortons Inc 88706M103 COM 211 7300 Call 7300 Time Warner Inc 887317105 COM 780 77502 77502 Toll Brothers Inc 889478103 COM 7258 338700 Call 338700 Toll Brothers Inc 889478103 COM 2259 105400 Put 105400 Toll Brothers Inc 889478103 COM 675 31500 31500 Toro Co 891092108 COM 439 13300 13300 Total SA 89151E109 SPONSORED ADR 2986 54000 Call 54000 Tractor Supply Co 892356106 COM 535 14800 Call 14800 Tractor Supply Co 892356106 COM 311 8597 8597 Travelers Cos Inc/The 89417E109 COM 4258 94200 Call 94200 Trimble Navigation Ltd 896239100 COM 813 37600 37600 Tyco International Ltd G9143X208 SHS 408 18900 18900 Tyson Foods Inc 902494103 CL A 113 12900 Call 12900 Tyson Foods Inc 902494103 CL A 444 50700 50700 UGI Corp 902681105 COM 676 27700 Call 27700 URS Corp 903236107 COM 2369 58100 Call 58100 URS Corp 903236107 COM 815 20000 Put 20000 URS Corp 903236107 COM 559 13700 13700 US Bancorp 902973304 COM NEW 6388 255400 Call 255400 US Bancorp 902973304 COM NEW 763 30500 Put 30500 USG Corp 903293405 COM NEW 93 11600 Put 11600 USG Corp 903293405 COM NEW 459 57100 57100 UTi Worldwide Inc G87210103 ORD 244 17018 17018 Under Armour Inc 904311107 CL A 370 15500 Put 15500 Unilever NV 904784709 N Y SHS NEW 587 23900 Call 23900 Union Pacific Corp 907818108 COM 21147 442400 Call 442400 Union Pacific Corp 907818108 COM 5019 105000 Put 105000 Union Pacific Corp 907818108 COM 922 19289 19289 Unisource Energy Corp 909205106 COM 264 9000 9000 Unit Corp 909218109 COM 1069 40000 Call 40000 Unit Corp 909218109 COM 425 15900 15900 United Bankshares Inc 909907107 COM 392 11800 Call 11800 United Bankshares Inc 909907107 COM 532 16000 Put 16000 United Parcel Service Inc 911312106 CL B 20503 371700 Call 371700 United States Steel Corp 912909108 COM 3887 104500 Call 104500 United States Steel Corp 912909108 COM 7154 192300 Put 192300 United States Steel Corp 912909108 COM 6222 167267 167267 United Technologies Corp 913017109 COM 6914 129000 Call 129000 United Technologies Corp 913017109 COM 482 9000 Put 9000 United Therapeutics Corp 91307C102 COM 2145 34300 Call 34300 United Therapeutics Corp 91307C102 COM 315 5034 5034 UnitedHealth Group Inc 91324P102 COM 2346 88200 Call 88200 Universal Health Services Inc 913903100 CL B 225 6000 6000 Urban Outfitters Inc 917047102 COM 2713 181100 Call 181100 Urban Outfitters Inc 917047102 COM 692 46200 Put 46200 Utilities Select Sector SPDR Fund 81369Y886 SBI INT-UTILS 453 15600 Put 15600 VCA Antech Inc 918194101 COM 825 41500 Call 41500 VF Corp 918204108 COM 438 8000 Call 8000 VF Corp 918204108 COM 613 11200 11200 Valero Energy Corp 91913Y100 COM 7213 333300 Call 333300 Valero Energy Corp 91913Y100 COM 7284 336600 Put 336600 Valero Energy Corp 91913Y100 COM 5532 255630 255630 Valueclick Inc 92046N102 COM 98 14300 14300 Varian Medical Systems Inc 92220P105 COM 2989 85300 Call 85300 Varian Medical Systems Inc 92220P105 COM 704 20100 Put 20100 Varian Semiconductor Equipment Associates Inc 922207105 COM 1078 59500 Call 59500 Varian Semiconductor Equipment Associates Inc 922207105 COM 564 31100 Put 31100 Varian Semiconductor Equipment Associates Inc 922207105 COM 298 16458 16458 VeriSign Inc 92343E102 COM 3007 157600 Call 157600 VeriSign Inc 92343E102 COM 1996 104600 Put 104600 Verizon Communications Inc 92343V104 COM 15906 469200 Call 469200 Verizon Communications Inc 92343V104 COM 3010 88800 Put 88800 Vertex Pharmaceuticals Inc 92532F100 COM 3518 115800 Call 115800 Vertex Pharmaceuticals Inc 92532F100 COM 1054 34700 Put 34700
VistaPrint Ltd G93762204 SHS 205 11000 Call 11000 Vulcan Materials Co 929160109 COM 2345 33700 Put 33700 WESCO International Inc 95082P105 COM 258 13400 13400 WGL Holdings Inc 92924F106 COM 327 10000 Call 10000 WGL Holdings Inc 92924F106 COM 538 16472 16472 WHITNEY HOLDING CORP/LA 966612103 COM 163 10220 10220 WR Berkley Corp 084423102 COM 1017 32800 Call 32800 WW Grainger Inc 384802104 COM 8467 107400 Call 107400 Wabtec Corp 929740108 COM 485 12200 Call 12200 Wabtec Corp 929740108 COM 290 7300 Put 7300 Wal-Mart Stores Inc 931142103 COM 8252 147200 Call 147200 Wal-Mart Stores Inc 931142103 COM 482 8600 Put 8600 Walgreen Co 931422109 COM 2677 108500 Call 108500 Walgreen Co 931422109 COM 792 32100 Put 32100 Walt Disney Co/The 254687106 COM DISNEY 810 35679 35679 Walter Industries Inc 93317Q105 COM 3215 183600 Call 183600 Walter Industries Inc 93317Q105 COM 1220 69700 Put 69700 Waste Connections Inc 941053100 COM 594 18800 18800 Waste Management Inc 94106L109 COM 5183 156400 Call 156400 Waste Management Inc 94106L109 COM 205 6200 Put 6200 Waters Corp 941848103 COM 803 21900 Call 21900 Watson Pharmaceuticals Inc 942683103 COM 409 15400 Call 15400 Watson Pharmaceuticals Inc 942683103 COM 816 30700 30700 Weatherford International Ltd G95089101 COM 2601 240390 240390 Webster Financial Corp 947890109 COM 201 14600 14600 WellPoint Inc 94973V107 COM 362 8600 Put 8600 WellPoint Inc 94973V107 COM 4023 95500 95500 Wells Fargo & Co 949746101 COM 8994 305100 Call 305100 Wells Fargo & Co 949746101 COM 1503 51000 Put 51000 Werner Enterprises Inc 950755108 COM 208 12000 Call 12000 Werner Enterprises Inc 950755108 COM 177 10200 10200 Westamerica Bancorporation 957090103 COM 1494 29200 Call 29200 Westamerica Bancorporation 957090103 COM 665 13002 13002 Western Digital Corp 958102105 COM 672 58700 Put 58700 Western Digital Corp 958102105 COM 306 26700 26700 Weyerhaeuser Co 962166104 COM 4588 149900 Call 149900 Weyerhaeuser Co 962166104 COM 1610 52600 Put 52600 Whirlpool Corp 963320106 COM 6012 145400 Call 145400 Whirlpool Corp 963320106 COM 401 9700 9700 Whiting Petroleum Corp 966387102 COM 532 15900 Put 15900 Whole Foods Market Inc 966837106 COM 398 42209 42209 Williams Cos Inc 969457100 COM 582 40200 40200 Williams-Sonoma Inc 969904101 COM 389 49500 Put 49500 Worthington Industries Inc 981811102 COM 161 14600 14600 Wyeth 983024100 COM 6703 178700 Call 178700 Wyeth 983024100 COM 1065 28400 Put 28400 Wyeth 983024100 COM 233 6200 6200 Wynn Resorts Ltd 983134107 COM 1990 47100 Call 47100 Wynn Resorts Ltd 983134107 COM 4230 100100 Put 100100 XTO Energy Inc 98385X106 COM 10105 286500 Call 286500 XTO Energy Inc 98385X106 COM 2786 79000 Put 79000 XTO Energy Inc 98385X106 COM 1120 31755 31755 Xcel Energy Inc 98389B100 COM 731 39400 Call 39400 Xcel Energy Inc 98389B100 COM 822 44300 44300 Xerox Corp 984121103 COM 381 47800 47800 Xilinx Inc 983919101 COM 8142 456900 Call 456900 Xilinx Inc 983919101 COM 3493 196000 Put 196000 Yum! Brands Inc 988498101 COM 7437 236100 Call 236100 Yum! Brands Inc 988498101 COM 252 8000 8000 Zimmer Holdings Inc 98956P102 COM 893 22097 22097 eBay Inc 278642103 COM 3517 251900 Call 251900 eBay Inc 278642103 COM 219 15679 15679 iShares Nasdaq Biotechnology Index Fund 464287556 NASDQ BIO INDX 711 10000 Call 10000 iShares Russell 2000 Index Fund 464287655 RUSSELL 2000 3284 66700 Put 66700 iShares Russell 2000 Index Fund 464287655 RUSSELL 2000 2992 60765 60765 inVentiv Health Inc 46122E105 COM 180 15590 15590 j2 Global Communications Inc 46626E205 COM NEW 232 11600 Call 11600 priceline.com Inc 741503403 COM NEW 11349 154100 Call 154100 priceline.com Inc 741503403 COM NEW 6908 93800 Put 93800
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