-----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, TlQ/BtgdUgrYAhbPHEXJTVTHAN7z/KYEZVjrVPAltYDtF1FA/QBc2vvF/eacaffu WZu4q2rHHM39+gjbc0H+qg== 0000919574-07-005280.txt : 20071114 0000919574-07-005280.hdr.sgml : 20071114 20071113184331 ACCESSION NUMBER: 0000919574-07-005280 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070930 FILED AS OF DATE: 20071114 DATE AS OF CHANGE: 20071113 EFFECTIVENESS DATE: 20071114 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: 071240195 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 d825090_13f-hr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F Cover Page Report for the Calendar Year or Quarter Ended: September 30, 2007 Check here if Amendment: |_|; Amendment Number: ____ This Amendment (Check only one): |_| is a restatement |_| adds new holding entries. Institutional Manager Filing this Report: Name: Capital Fund Management S.A. Address: 6, Boulevard Haussman 75009 Paris, France 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 November 14, 2007 - -------------------- ------------- ----------------- [Signature] [City, State] [Date] 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 managers(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 SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 1405 Form 13F Information Table Value Total: $3,940,025 (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. No. Form 13F File Number Name FORM 13F INFORMATION TABLE September 30, 2007
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION MNGRS SOLE SHARED NONE - -------------- -------------- ----- ------- ------- -------- ---------- ----- ---- ----------- 3COM CORP COM 885535104 1,338 270,750 Sole 270750 AAR CORP COM 000361105 1,007 33,200 Sole 33200 ABBOTT LABS COM 002824100 812 15,136 Sole 15136 ABERCROMBIE & FITCH CO CL A 002896207 1,235 15,300 Call Sole 15300 ABERCROMBIE & FITCH CO CL A 002896207 404 5,000 Sole 5000 ABM INDS INC COM 000957100 985 49,300 Sole 49300 ACCENTURE LTD BERMUDA CL A G1150G111 4,461 110,820 Sole 110820 ACE LTD ORD G0070K103 4,081 67,371 Sole 67371 ACTUANT CORP CL A NEW 00508X203 611 9,400 Call Sole 9400 ACTUANT CORP CL A NEW 00508X203 1,676 25,800 Sole 25800 ACUITY BRANDS INC COM 00508Y102 1,605 31,800 Sole 31800 ADC TELECOMMUNICATIONS COM NEW 000886309 261 13,300 Call Sole 13300 ADC TELECOMMUNICATIONS COM NEW 000886309 304 15,500 Put Sole 15500 ADC TELECOMMUNICATIONS COM NEW 000886309 3,014 153,715 Sole 153715 ADOBE SYS INC COM 00724F101 5,619 128,700 Call Sole 128700 ADOBE SYS INC COM 00724F101 2,096 48,000 Put Sole 48000 ADOBE SYS INC COM 00724F101 18,626 426,613 Sole 426613 ADTRAN INC COM 00738A106 1,327 57,600 Call Sole 57600 ADTRAN INC COM 00738A106 981 42,600 Put Sole 42600 ADVANCED MEDICAL OPTICS INC COM 00763M108 251 8,200 Sole 8200 ADVANCED MICRO DEVICES INC COM 007903107 544 41,200 Call Sole 41200 ADVANCED MICRO DEVICES INC COM 007903107 766 58,000 Put Sole 58000 ADVANCED MICRO DEVICES INC COM 007903107 1,294 98,047 Sole 98047 ADVANTA CORP CL B 007942204 498 18,150 Sole 18150 AEROPOSTALE COM 007865108 1,154 60,550 Call Sole 60550 AEROPOSTALE COM 007865108 335 17,600 Put Sole 17600 AES CORP COM 00130H105 311 15,500 Put Sole 15500 AETNA INC NEW COM 00817Y108 3,218 59,300 Call Sole 59300 AETNA INC NEW COM 00817Y108 3,093 57,000 Put Sole 57000 AFFILIATED COMPUTER SERVICES INC CL A 008190100 1,312 26,115 Sole 26115 AFFILIATED MANAGERS GROUP INC COM 008252108 1,135 8,900 Call Sole 8900 AFFYMETRIX INC COM 00826T108 896 35,300 Call Sole 35300 AFFYMETRIX INC COM 00826T108 1,050 41,400 Put Sole 41400 AFFYMETRIX INC COM 00826T108 233 9,180 Sole 9180 AFLAC INC COM 001055102 2,407 42,200 Call Sole 42200 AGCO CORP COM 001084102 2,975 58,600 Call Sole 58600 AGCO CORP COM 001084102 3,833 75,500 Put Sole 75500 AGCO CORP COM 001084102 1,462 28,800 Sole 28800 AGNICO EAGLE MINES LTD COM 008474108 4,681 94,000 Call Sole 94000 AGNICO EAGLE MINES LTD COM 008474108 9,930 199,400 Put Sole 199400 AK STL HLDG CORP COM 001547108 9,300 211,600 Call Sole 211600 AK STL HLDG CORP COM 001547108 6,518 148,300 Put Sole 148300 AK STL HLDG CORP COM 001547108 795 18,100 Sole 18100 AKAMAI TECHNOLOGIES INC COM 00971T101 11,078 385,600 Call Sole 385600 AKAMAI TECHNOLOGIES INC COM 00971T101 11,432 397,900 Put Sole 397900 AKAMAI TECHNOLOGIES INC COM 00971T101 3,060 106,511 Sole 106511 ALASKA COMMUNICATIONS SYS GR COM 01167P101 571 39,500 Sole 39500 ALBANY INTL CORP CL A 012348108 255 6,800 Sole 6800 ALCOA INC COM 013817101 2,536 64,835 Sole 64835 ALEXANDER & BALDWIN INC COM 014482103 536 10,694 Sole 10694 ALLEGHANY CORP DEL COM 017175100 893 2,200 Sole 2200 ALLEGHENY ENERGY INC COM 017361106 1,133 21,688 Sole 21688 ALLEGHENY TECHNOLOGIES INC COM 01741R102 15,030 136,700 Call Sole 136700 ALLEGHENY TECHNOLOGIES INC COM 01741R102 12,314 112,000 Put Sole 112000 ALLERGAN INC COM 018490102 452 7,005 Sole 7005 ALLIANT TECHSYSTEMS INC COM 018804104 584 5,341 Sole 5341 ALLIED CAPITAL CORP NEW COM 01903Q108 250 8,502 Sole 8502 ALLIED WASTE INDS INC COM PAR$0.1 NEW 019589308 769 60,322 Sole 60322 ALLSTATE CORP COM 020002101 1,538 26,900 Call Sole 26900 ALLSTATE CORP COM 020002101 406 7,100 Put Sole 7100 ALPHA NATURAL RESOURCES INC COM 02076X102 706 30,400 Put Sole 30400 ALTRIA GROUP INC COM 02209S103 5,196 74,727 Sole 74727 AMAZON COM INC COM 023135106 1,228 13,182 Sole 13182 AMBAC FINL GROUP INC COM 023139108 484 7,699 Sole 7699 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 15,328 239,500 Call Sole 239500 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 16,704 261,000 Put Sole 261000 AMERICAN AXLE & MFG HLDGS IN COM 024061103 788 31,200 Call Sole 31200 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,947 74,000 Put Sole 74000 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,507 57,291 Sole 57291 AMERICAN ELEC PWR INC COM 025537101 613 13,300 Call Sole 13300 AMERICAN ELEC PWR INC COM 025537101 737 16,000 Put Sole 16000 AMERICAN ELEC PWR INC COM 025537101 2,306 50,051 Sole 50051 AMERICAN EQTY INVT LIFE HLD COM 025676206 741 69,600 Sole 69600 AMERICAN EXPRESS CO COM 025816109 1,466 24,700 Call Sole 24700 AMERICAN EXPRESS CO COM 025816109 2,025 34,100 Put Sole 34100 AMERICAN EXPRESS CO COM 025816109 10,009 168,587 Sole 168587 AMERICAN FINL GROUP INC OHIO COM 025932104 693 24,300 Sole 24300 AMERICAN FINL RLTY TR COM 02607P305 464 57,600 Sole 57600 AMERICAN GREETINGS CORP CL A 026375105 2,147 81,340 Sole 81340 AMERICAN INTL GROUP INC COM 026874107 6,616 97,797 Sole 97797 AMERICAN STD COS INC DEL COM 029712106 1,500 42,100 Call Sole 42100 AMERICAN STD COS INC DEL COM 029712106 346 9,700 Put Sole 9700 AMERICAN STS WTR CO COM 029899101 554 14,200 Sole 14200 AMERICAN TOWER CORP CL A 029912201 1,789 41,100 Call Sole 41100 AMERICAN TOWER CORP CL A 029912201 514 11,800 Put Sole 11800 AMERICAN TOWER CORP CL A 029912201 2,081 47,800 Sole 47800 AMERICREDIT CORP COM 03060R101 183 10,400 Call Sole 10400 AMERICREDIT CORP COM 03060R101 1,437 81,750 Sole 81750 AMERIGROUP CORP COM 03073T102 940 27,252 Sole 27252 AMERIPRISE FINL INC COM 03076C106 3,061 48,500 Call Sole 48500 AMERIPRISE FINL INC COM 03076C106 1,287 20,400 Put Sole 20400 AMERISOURCEBERGEN CORP COM 03073E105 807 17,794 Sole 17794 AMERON INTL INC COM 030710107 402 3,800 Sole 3800 AMGEN INC COM 031162100 249 4,400 Call Sole 4400 AMGEN INC COM 031162100 11,107 196,342 Sole 196342 AMR CORP COM 001765106 5,459 244,900 Call Sole 244900 AMR CORP COM 001765106 5,272 236,500 Put Sole 236500 AMSURG CORP COM 03232P405 505 21,899 Sole 21899 ANADARKO PETE CORP COM 032511107 1,677 31,200 Call Sole 31200 ANADARKO PETE CORP COM 032511107 3,621 67,372 Sole 67372 ANALOG DEVICES INC COM 032654105 5,393 149,136 Sole 149136 ANALOGIC CORP COM PAR $0.05 032657207 1,354 21,230 Sole 21230 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 3,207 68,400 Call Sole 68400 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 2,016 43,000 Put Sole 43000 ANHEUSER BUSCH COS INC COM 035229103 371 7,429 Sole 7429 ANIXTER INTL INC COM 035290105 519 6,300 Call Sole 6300 ANNALY CAP MGMT INC COM 035710409 270 16,927 Sole 16927 ANNTAYLOR STORES CORP COM 036115103 1,172 37,000 Call Sole 37000 ANNTAYLOR STORES CORP COM 036115103 4,052 127,953 Sole 127953 ANTHRACITE CAP INC COM 037023108 636 69,900 Sole 69900 SMITH A O COM 831865209 579 13,200 Sole 13200 AON CORP COM 037389103 439 9,800 Call Sole 9800 AON CORP COM 037389103 1,017 22,700 Put Sole 22700 AON CORP COM 037389103 2,743 61,211 Sole 61211 APACHE CORP COM 037411105 1,207 13,400 Call Sole 13400 APACHE CORP COM 037411105 9,500 105,482 Sole 105482 APARTMENT INVT & MGMT CO CL A 03748R101 769 17,047 Sole 17047 APOLLO GROUP INC CL A 037604105 8,686 144,400 Call Sole 144400 APOLLO GROUP INC CL A 037604105 3,320 55,200 Put Sole 55200 APOLLO GROUP INC CL A 037604105 2,959 49,189 Sole 49189 APPLE INC COM 037833100 2,901 18,900 Call Sole 18900 APPLE INC COM 037833100 4,804 31,300 Put Sole 31300 APPLE INC COM 037833100 4,417 28,779 Sole 28779 APPLERA CORP COM AP BIO GRP 038020103 1,336 38,557 Sole 38557 APPLIED INDL TECHNOLOGIES IN COM 03820C105 265 8,600 Sole 8600 APPLIED MATLS INC COM 038222105 4,653 224,768 Sole 224768 APPLIED MICRO CIRCUITS CORP COM 03822W109 248 78,608 Sole 78608 APRIA HEALTHCARE GROUP INC COM 037933108 1,072 41,200 Sole 41200 ARCH COAL INC COM 039380100 466 13,800 Call Sole 13800 ARCH COAL INC COM 039380100 3,499 103,700 Put Sole 103700 ARCHER DANIELS MIDLAND CO COM 039483102 2,428 73,400 Call Sole 73400 ARCHER DANIELS MIDLAND CO COM 039483102 2,206 66,700 Put Sole 66700 ARCHER DANIELS MIDLAND CO COM 039483102 1,194 36,100 Sole 36100 GALLAGHER ARTHUR J & CO COM 363576109 2,486 85,800 Sole 85800 ARVINMERITOR INC COM 043353101 357 21,200 Call Sole 21200 ASHLAND INC COM 044209104 434 7,200 Call Sole 7200 ASHLAND INC COM 044209104 1,108 18,400 Sole 18400 ASPEN TECHNOLOGY INC COM 045327103 929 64,900 Sole 64900 ASTRAZENECA PLC SPONSORED ADR 046353108 265 5,300 Call Sole 5300 ASTRAZENECA PLC SPONSORED ADR 046353108 502 10,027 Sole 10027 AT&T INC COM 00206R102 212 5,000 Call Sole 5000 ATHEROS COMMUNICATIONS INC COM 04743P108 659 22,000 Call Sole 22000 ATHEROS COMMUNICATIONS INC COM 04743P108 1,675 55,900 Put Sole 55900 ATHEROS COMMUNICATIONS INC COM 04743P108 1,331 44,403 Sole 44403 ATWOOD OCEANICS INC COM 050095108 207 2,700 Call Sole 2700 ATWOOD OCEANICS INC COM 050095108 1,793 23,422 Sole 23422 AUTODESK INC COM 052769106 9,864 197,400 Call Sole 197400 AUTODESK INC COM 052769106 8,995 180,000 Put Sole 180000 AUTODESK INC COM 052769106 3,185 63,735 Sole 63735 AUTOMATIC DATA PROCESSING INC COM 053015103 10,918 237,700 Sole 237700 AUTOZONE INC COM 053332102 3,496 30,100 Call Sole 30100 AUTOZONE INC COM 053332102 12,964 111,622 Sole 111622 AVALONBAY CMNTYS INC COM 053484101 248 2,100 Call Sole 2100 AVALONBAY CMNTYS INC COM 053484101 1,702 14,414 Sole 14414 AVERY DENNISON CORP COM 053611109 254 4,451 Sole 4451 AVNET INC COM 053807103 438 11,000 Call Sole 11000 AVNET INC COM 053807103 266 6,663 Sole 6663 AVOCENT CORP COM 053893103 356 12,234 Sole 12234 AVON PRODS INC COM 054303102 1,172 31,234 Sole 31234 BAKER HUGHES INC COM 057224107 9,037 100,000 Call Sole 100000 BAKER HUGHES INC COM 057224107 15,670 173,400 Put Sole 173400 BAKER HUGHES INC COM 057224107 895 9,900 Sole 9900 BALL CORP COM 058498106 629 11,700 Call Sole 11700 BALL CORP COM 058498106 265 4,930 Sole 4930 BALLY TECHNOLOGIES INC COM 05874B107 230 6,500 Sole 6500 BANCO BRADESCO SA SP ADR PFD NEW 059460303 1,380 47,000 Call Sole 47000 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 810 16,000 Call Sole 16000 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 476 9,400 Put Sole 9400 BANK OF AMERICA CORPORATION COM 060505104 3,293 65,500 Call Sole 65500 BANK OF NEW YORK MELLON CORP COM 064058100 53,224 1,205,800 Put Sole 1205800 BARNES & NOBLE INC COM 067774109 2,409 68,313 Sole 68313 BARNES GROUP INC COM 067806109 373 11,700 Sole 11700 BARR PHARMACEUTICALS INC COM 068306109 626 11,000 Call Sole 11000 BARR PHARMACEUTICALS INC COM 068306109 854 15,005 Sole 15005 BARRICK GOLD CORP COM 067901108 1,285 31,900 Call Sole 31900 BARRICK GOLD CORP COM 067901108 3,923 97,400 Put Sole 97400 BB&T CORP COM 054937107 2,088 51,700 Call Sole 51700 BB&T CORP COM 054937107 214 5,300 Put Sole 5300 BEA SYS INC COM 073325102 243 17,500 Call Sole 17500 BEA SYS INC COM 073325102 1,337 96,393 Sole 96393 BEAR STEARNS COS INC COM 073902108 5,146 41,900 Call Sole 41900 BEAR STEARNS COS INC COM 073902108 7,722 62,874 Sole 62874 BEARINGPOINT INC COM 074002106 179 44,200 Sole 44200 BEAZER HOMES USA INC COM 07556Q105 350 42,400 Sole 42400 BEBE STORES INC COM 075571109 1,073 73,331 Sole 73331 BECKMAN COULTER INC COM 075811109 347 4,700 Sole 4700 BED BATH & BEYOND INC COM 075896100 3,234 94,779 Sole 94779 BELDEN INC COM 077454106 366 7,800 Call Sole 7800 BELDEN INC COM 077454106 352 7,500 Put Sole 7500 BENCHMARK ELECTRS INC COM 08160H101 237 9,930 Sole 9930 BEST BUY CO INC COM 086516101 2,375 51,600 Call Sole 51600 BEST BUY CO INC COM 086516101 1,924 41,800 Put Sole 41800 BEST BUY CO INC COM 086516101 13,199 286,800 Sole 286800 BHP BILLITON LTD SPONSORED ADR 088606108 896 11,400 Call Sole 11400 BIG LOTS INC COM 089302103 1,032 34,600 Call Sole 34600 BIG LOTS INC COM 089302103 1,375 46,063 Sole 46063 BIOGEN IDEC INC COM 09062X103 2,034 30,658 Sole 30658 BIOTECH HOLDRS TR DEPOSTRY RCPTS 09067D201 1,178 6,700 Sole 6700 BIOVAIL CORP COM 09067J109 313 18,000 Put Sole 18000 BIOVAIL CORP COM 09067J109 268 15,428 Sole 15428 BJS WHOLESALE CLUB INC COM 05548J106 1,104 33,291 Sole 33291 BJ SVCS CO COM 055482103 3,093 116,500 Call Sole 116500 BJ SVCS CO COM 055482103 531 20,000 Put Sole 20000 BLACK & DECKER CORP COM 091797100 4,161 49,947 Sole 49947 BLACK BOX CORP DEL COM 091826107 342 8,000 Sole 8000 BLACKBAUD INC COM 09227Q100 584 23,120 Sole 23120 BLACKBOARD INC COM 091935502 211 4,600 Call Sole 4600 BLACKBOARD INC COM 091935502 225 4,900 Put Sole 4900 BLACKROCK INC COM 09247X101 711 4,100 Call Sole 4100 BLACKROCK INC COM 09247X101 434 2,500 Put Sole 2500 BLYTH INC COM 09643P108 967 47,300 Sole 47300 BMC SOFTWARE INC COM 055921100 1,081 34,600 Call Sole 34600 BMC SOFTWARE INC COM 055921100 1,618 51,800 Put Sole 51800 BMC SOFTWARE INC COM 055921100 546 17,488 Sole 17488 BOB EVANS FARMS INC COM 096761101 914 30,300 Sole 30300 BORDERS GROUP INC COM 099709107 2,179 163,500 Sole 163500 BOSTON PROPERTIES INC COM 101121101 364 3,500 Call Sole 3500 BOSTON PROPERTIES INC COM 101121101 353 3,400 Put Sole 3400 BOSTON PROPERTIES INC COM 101121101 399 3,844 Sole 3844 BOSTON SCIENTIFIC CORP COM 101137107 401 28,739 Sole 28739 BOWATER INC COM 102183100 324 21,700 Sole 21700 BRADY CORP CL A 104674106 1,274 35,500 Sole 35500 BRIGGS & STRATTON CORP COM 109043109 1,201 47,700 Sole 47700 BRINK S CO COM 109696104 749 13,400 Sole 13400 BRINKER INTL INC COM 109641100 417 15,200 Call Sole 15200 BRINKER INTL INC COM 109641100 277 10,100 Put Sole 10100 BRISTOL MYERS SQUIBB CO COM 110122108 7,050 244,626 Sole 244626 BROADCOM CORP CL A 111320107 29,713 815,400 Call Sole 815400 BROADCOM CORP CL A 111320107 27,997 768,300 Put Sole 768300 BROADCOM CORP CL A 111320107 518 14,223 Sole 14223 BROCADE COMMUNICATIONS SYSTEMS INC COM 111621306 258 30,100 Call Sole 30100 BROCADE COMMUNICATIONS SYSTEMS INC COM 111621306 336 39,300 Put Sole 39300 BROCADE COMMUNICATIONS SYSTEMS INC COM 111621306 137 16,002 Sole 16002 BROWN SHOE INC NEW COM 115736100 1,030 53,100 Sole 53100 BROWN FORMAN CORP CL B 115637209 3,176 42,396 Sole 42396 BRUNSWICK CORP COM 117043109 1,124 49,148 Sole 49148 BUCYRUS INTL INC NEW CL A 118759109 7,453 102,200 Call Sole 102200 BUCYRUS INTL INC NEW CL A 118759109 5,499 75,400 Put Sole 75400 BUNGE LIMITED COM G16962105 6,006 55,900 Call Sole 55900 BUNGE LIMITED COM G16962105 1,956 18,200 Put Sole 18200 BURLINGTON NORTHN SANTA FE C COM 12189T104 10,203 125,700 Call Sole 125700 BURLINGTON NORTHN SANTA FE C COM 12189T104 2,873 35,400 Put Sole 35400 CA INC COM 12673P105 761 29,578 Sole 29578 CABOT MICROELECTRONICS CORP COM 12709P103 645 15,098 Sole 15098 CACI INTL INC CL A 127190304 1,504 29,431 Sole 29431 CALIFORNIA WTR SVC GROUP COM 130788102 266 6,900 Sole 6900 CALLAWAY GOLF CO COM 131193104 1,366 85,334 Sole 85334 CAMDEN PPTY TR SH BEN INT 133131102 469 7,300 Sole 7300 CAMECO CORP COM 13321L108 7,385 159,700 Call Sole 159700 CAMECO CORP COM 13321L108 5,646 122,100 Put Sole 122100 CAMERON INTERNATIONAL CORP COM 13342B105 2,390 25,900 Call Sole 25900 CAMPBELL SOUP CO COM 134429109 4,967 134,235 Sole 134235 CAPITAL ONE FINL CORP COM 14040H105 15,113 227,500 Call Sole 227500 CAPITAL ONE FINL CORP COM 14040H105 5,022 75,600 Put Sole 75600 CAPITOL FED FINL COM 14057C106 383 11,200 Sole 11200 CARBO CERAMICS INC COM 140781105 380 7,500 Sole 7500 CARDINAL HEALTH INC COM 14149Y108 2,860 45,731 Sole 45731 CAREER EDUCATION CORP COM 141665109 862 30,800 Call Sole 30800 CARMAX INC COM 143130102 964 47,400 Call Sole 47400 CARMAX INC COM 143130102 946 46,508 Sole 46508 CARNIVAL CORP PAIRED CTF 143658300 465 9,600 Call Sole 9600 CARNIVAL CORP PAIRED CTF 143658300 1,266 26,135 Sole 26135 CARPENTER TECHNOLOGY CORP COM 144285103 1,807 13,900 Call Sole 13900 CARPENTER TECHNOLOGY CORP COM 144285103 2,925 22,500 Put Sole 22500 CARPENTER TECHNOLOGY CORP COM 144285103 925 7,111 Sole 7111 CARRIZO OIL & GAS INC COM 144577103 408 9,100 Put Sole 9100 CARTER INC COM 146229109 410 20,557 Sole 20557 CASEYS GEN STORES INC COM 147528103 1,496 54,006 Sole 54006 CASH AMER INTL INC COM 14754D100 293 7,800 Sole 7800 CATERPILLAR INC DEL COM 149123101 9,655 123,100 Call Sole 123100 CATERPILLAR INC DEL COM 149123101 604 7,700 Put Sole 7700 CATERPILLAR INC DEL COM 149123101 4,352 55,494 Sole 55494 CATO CORP NEW CL A 149205106 679 33,200 Sole 33200 CB RICHARD ELLIS GROUP INC CL A 12497T101 348 12,500 Call Sole 12500 CB RICHARD ELLIS GROUP INC CL A 12497T101 228 8,200 Put Sole 8200 CBRL GROUP INC COM 12489V106 2,699 66,163 Sole 66163 CBS CORP NEW CL B 124857202 4,652 147,680 Sole 147680 CELGENE CORP COM 151020104 5,855 82,100 Call Sole 82100 CELGENE CORP COM 151020104 4,443 62,300 Put Sole 62300 CELGENE CORP COM 151020104 6,144 86,166 Sole 86166 CEMEX SAB DE CV SPON ADR NEW 151290889 3,124 104,400 Call Sole 104400 CEMEX SAB DE CV SPON ADR NEW 151290889 2,430 81,200 Put Sole 81200 CENTERPOINT ENERGY INC COM 15189T107 258 16,100 Sole 16100 CENTRAL GARDEN & PET CO COM 153527106 404 45,370 Sole 45370 CENTURY ALUM CO COM 156431108 879 16,700 Call Sole 16700 CENTURY ALUM CO COM 156431108 1,711 32,500 Put Sole 32500 CENTURYTEL INC COM 156700106 2,431 52,600 Sole 52600 CENVEO INC COM 15670S105 774 35,800 Sole 35800 CEPHALON INC COM 156708109 3,755 51,400 Call Sole 51400 CEPHALON INC COM 156708109 687 9,400 Put Sole 9400 CEPHALON INC COM 156708109 3,271 44,767 Sole 44767 CERADYNE INC COM 156710105 4,469 59,000 Call Sole 59000 CERADYNE INC COM 156710105 2,946 38,900 Put Sole 38900 CERNER CORP COM 156782104 1,172 19,600 Call Sole 19600 CERNER CORP COM 156782104 586 9,800 Put Sole 9800 CERNER CORP COM 156782104 275 4,600 Sole 4600 CH ROBINSON WORLDWIDE INC COM NEW 12541W209 6,504 119,800 Call Sole 119800 CH ROBINSON WORLDWIDE INC COM NEW 12541W209 896 16,500 Put Sole 16500 CHARLES RIV LABS INTL INC COM 159864107 452 8,054 Sole 8054 SCHWAB CHARLES CORP NEW COM 808513105 1,395 64,600 Call Sole 64600 SCHWAB CHARLES CORP NEW COM 808513105 4,180 193,500 Put Sole 193500 SCHWAB CHARLES CORP NEW COM 808513105 10,640 492,582 Sole 492582 CHECK POINT SOFTWARE TECH LT COM M22465104 433 17,200 Call Sole 17200 CHEMICAL FINL CORP COM 163731102 228 9,400 Sole 9400 CHESAPEAKE ENERGY CORP COM 165167107 6,001 170,200 Call Sole 170200 CHESAPEAKE ENERGY CORP COM 165167107 9,492 269,200 Put Sole 269200 CHESAPEAKE ENERGY CORP COM 165167107 7,294 206,872 Sole 206872 CHEVRON CORP NEW COM 166764100 13,257 141,666 Sole 141666 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 1,959 45,500 Call Sole 45500 CHICAGO BRIDGE & IRON CO NV N Y REGISTRY SH 167250109 1,770 41,100 Put Sole 41100 CHICAGO BRIDGE & IRON CO NV N Y REGISTRY SH 167250109 789 18,314 Sole 18314 CHICOS FAS INC COM 168615102 550 39,166 Sole 39166 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 3,182 36,900 Call Sole 36900 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 13,476 156,300 Put Sole 156300 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 6,251 72,500 Sole 72500 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 9,820 119,700 Call Sole 119700 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 5,144 62,700 Put Sole 62700 CHINA NETCOM GROUP CORP HK L SPONSORED ADR 16940Q101 278 5,300 Sole 5300 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 320 2,600 Call Sole 2600 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 763 6,200 Put Sole 6200 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 451 5,900 Call Sole 5900 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 627 8,200 Put Sole 8200 CHINA UNICOM LTD SPONSORED ADR 16945R104 386 18,500 Put Sole 18500 CHOICEPOINT INC COM 170388102 1,766 46,562 Sole 46562 CHRISTOPHER & BANKS CORP COM 171046105 976 80,500 Sole 80500 CHUBB CORP COM 171232101 2,628 49,000 Call Sole 49000 CHUBB CORP COM 171232101 590 11,000 Put Sole 11000 CHURCH & DWIGHT INC COM 171340102 1,439 30,600 Sole 30600 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 1,015 14,400 Put Sole 14400 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 4,411 130,000 Call Sole 130000 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 7,349 216,600 Put Sole 216600 CIENA CORP COM NEW 171779309 13,743 360,900 Call Sole 360900 CIENA CORP COM NEW 171779309 10,293 270,300 Put Sole 270300 CIGNA CORP COM 125509109 6,763 126,900 Call Sole 126900 CIGNA CORP COM 125509109 7,903 148,300 Put Sole 148300 CIGNA CORP COM 125509109 612 11,491 Sole 11491 CIMAREX ENERGY CO COM 171798101 518 13,900 Call Sole 13900 CIMAREX ENERGY CO COM 171798101 2,127 57,096 Sole 57096 CINCINNATI BELL INC NEW COM 171871106 58 11,837 Sole 11837 CINCINNATI FINL CORP COM 172062101 609 14,070 Sole 14070 CINTAS CORP COM 172908105 8,048 216,920 Sole 216920 CISCO SYS INC COM 17275R102 2,602 78,537 Sole 78537 CIT GROUP INC COM 125581108 933 23,200 Call Sole 23200 CITIGROUP INC COM 172967101 1,628 34,888 Sole 34888 CITIZENS COMMUNICATIONS CO COM 17453B101 4,734 330,563 Sole 330563 CITRIX SYS INC COM 177376100 1,310 32,500 Call Sole 32500 CITRIX SYS INC COM 177376100 250 6,200 Put Sole 6200 CITRIX SYS INC COM 177376100 5,896 146,240 Sole 146240 CITY NATL CORP COM 178566105 648 9,319 Sole 9319 CKE RESTAURANTS INC COM 12561E105 1,107 68,286 Sole 68286 CLARCOR INC COM 179895107 1,153 33,700 Sole 33700 CLEAN HARBORS INC COM 184496107 312 7,000 Sole 7000 CLEVELAND CLIFFS INC COM 185896107 9,430 107,200 Call Sole 107200 CLEVELAND CLIFFS INC COM 185896107 6,026 68,500 Put Sole 68500 CLOROX CO DEL COM 189054109 2,034 33,349 Sole 33349 CME GROUP INC COM 12572Q105 6,696 11,400 Call Sole 11400 CME GROUP INC COM 12572Q105 2,937 5,000 Put Sole 5000 CME GROUP INC COM 12572Q105 4,258 7,249 Sole 7249 COACH INC COM 189754104 14,573 308,300 Call Sole 308300 COACH INC COM 189754104 10,934 231,300 Put Sole 231300 COACH INC COM 189754104 3,351 70,898 Sole 70898 COCA COLA ENTERPRISES INC COM 191219104 3,943 162,800 Sole 162800 COGENT COMM GROUP INC COM NEW 19239V302 847 36,290 Sole 36290 COGNEX CORP COM 192422103 910 51,217 Sole 51217 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5,300 66,419 Sole 66419 COLDWATER CREEK INC COM 193068103 1,303 119,987 Sole 119987 COLGATE PALMOLIVE CO COM 194162103 828 11,604 Sole 11604 COLLECTIVE BRANDS INC COM 19421W100 1,198 54,313 Sole 54313 COLUMBIA SPORTSWEAR CO COM 198516106 248 4,488 Sole 4488 COMCAST CORP NEW CL A SPL 20030N200 2,033 84,868 Sole 84868 COMCAST CORP NEW CL A 20030N101 9,307 384,916 Sole 384916 COMERICA INC COM 200340107 4,476 87,284 Sole 87284 COMMERCE BANCORP INC NJ COM 200519106 1,737 44,800 Call Sole 44800 COMMERCE BANCORP INC NJ COM 200519106 892 23,000 Put Sole 23000 COMMERCE BANCORP INC NJ COM 200519106 242 6,230 Sole 6230 COMMERCIAL METALS CO COM 201723103 1,823 57,600 Call Sole 57600 COMMERCIAL METALS CO COM 201723103 750 23,700 Put Sole 23700 COMMERCIAL METALS CO COM 201723103 249 7,878 Sole 7878 COMMSCOPE INC COM 203372107 583 11,600 Call Sole 11600 COMPASS MINERALS INTL INC COM 20451N101 453 13,300 Sole 13300 COMPUCREDIT CORP COM 20478N100 295 13,600 Sole 13600 COMPUTER SCIENCES CORP COM 205363104 201 3,600 Call Sole 3600 COMPUTER SCIENCES CORP COM 205363104 296 5,300 Put Sole 5300 COMPUTER SCIENCES CORP COM 205363104 9,637 172,392 Sole 172392 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 1,092 20,413 Sole 20413 CONAGRA FOODS INC COM 205887102 10,729 410,594 Sole 410594 CONOCOPHILLIPS COM 20825C104 1,510 17,200 Call Sole 17200 CONOCOPHILLIPS COM 20825C104 2,844 32,400 Put Sole 32400 CONOCOPHILLIPS COM 20825C104 6,398 72,900 Sole 72900 CONSECO INC COM NEW 208464883 713 44,552 Sole 44552 CONSOL ENERGY INC COM 20854P109 3,514 75,400 Call Sole 75400 CONSOL ENERGY INC COM 20854P109 9,064 194,500 Put Sole 194500 CONSOL ENERGY INC COM 20854P109 1,565 33,579 Sole 33579 CONSOLIDATED EDISON INC COM 209115104 2,292 49,498 Sole 49498 CONSTELLATION BRANDS INC CL A 21036P108 2,239 92,500 Sole 92500 CONTINENTAL AIRLS INC CL B 210795308 6,411 194,100 Call Sole 194100 CONTINENTAL AIRLS INC CL B 210795308 8,581 259,800 Put Sole 259800 CONTINENTAL AIRLS INC CL B 210795308 1,088 32,939 Sole 32939 COOPER COS INC COM NEW 216648402 2,915 55,600 Sole 55600 COOPER TIRE & RUBR CO COM 216831107 388 15,900 Sole 15900 COPART INC COM 217204106 1,116 32,438 Sole 32438 CORINTHIAN COLLEGES INC COM 218868107 2,493 156,666 Sole 156666 CORN PRODS INTL INC COM 219023108 271 5,900 Call Sole 5900 CORN PRODS INTL INC COM 219023108 1,108 24,158 Sole 24158 CORNING INC COM 219350105 6,298 255,500 Call Sole 255500 CORNING INC COM 219350105 7,213 292,600 Put Sole 292600 COSTAR GROUP INC COM 22160N109 331 6,200 Sole 6200 COSTCO WHSL CORP NEW COM 22160K105 1,878 30,600 Call Sole 30600 COSTCO WHSL CORP NEW COM 22160K105 10,084 164,313 Sole 164313 COVANTA HLDG CORP COM 22282E102 313 12,780 Sole 12780 COVENTRY HEALTH CARE INC COM 222862104 734 11,800 Call Sole 11800 COVENTRY HEALTH CARE INC COM 222862104 435 7,000 Put Sole 7000 COVENTRY HEALTH CARE INC COM 222862104 340 5,463 Sole 5463 CRANE CO COM 224399105 398 8,300 Call Sole 8300 CREE INC COM 225447101 1,934 62,200 Sole 62200 CROSSTEX ENERGY INC COM 22765Y104 766 20,200 Sole 20200 CROWN HOLDINGS INC COM 228368106 312 13,700 Put Sole 13700 CSG SYS INTL INC COM 126349109 674 31,701 Sole 31701 CSK AUTO CORP COM 125965103 708 66,500 Sole 66500 CSX CORP COM 126408103 3,525 82,500 Call Sole 82500 CSX CORP COM 126408103 1,940 45,400 Put Sole 45400 CUMMINS INC COM 231021106 3,261 25,500 Call Sole 25500 CUMMINS INC COM 231021106 448 3,500 Put Sole 3500 CVB FINL CORP COM 126600105 250 21,338 Sole 21338 CVS CAREMARK CORPORATION COM 126650100 2,683 67,700 Call Sole 67700 CVS CAREMARK CORPORATION COM 126650100 634 16,000 Put Sole 16000 CVS CAREMARK CORPORATION COM 126650100 2,489 62,796 Sole 62796 CYMER INC COM 232572107 764 19,900 Call Sole 19900 CYMER INC COM 232572107 614 16,000 Put Sole 16000 CYPRESS SEMICONDUCTOR CORP COM 232806109 310 10,600 Put Sole 10600 CYPRESS SEMICONDUCTOR CORP COM 232806109 380 13,000 Sole 13000 CYTEC INDS INC COM 232820100 458 6,700 Call Sole 6700 DAIMLERCHRYSLER AG ORD D1668R123 3,457 34,500 Call Sole 34500 DAIMLERCHRYSLER AG ORD D1668R123 3,166 31,600 Put Sole 31600 DARDEN RESTAURANTS INC COM 237194105 410 9,800 Call Sole 9800 DARDEN RESTAURANTS INC COM 237194105 737 17,600 Put Sole 17600 DARDEN RESTAURANTS INC COM 237194105 3,801 90,813 Sole 90813 DAVITA INC COM 23918K108 4,427 70,076 Sole 70076 DEAN FOODS CO NEW COM 242370104 1,218 47,608 Sole 47608 DEERE & CO COM 244199105 1,707 11,500 Call Sole 11500 DEERE & CO COM 244199105 5,729 38,602 Sole 38602 DEL MONTE FOODS CO COM 24522P103 780 74,321 Sole 74321 DELL INC COM 24702R101 11,638 421,649 Sole 421649 DENBURY RES INC COM NEW 247916208 288 6,441 Sole 6441 DENTSPLY INTL INC NEW COM 249030107 634 15,235 Sole 15235 DEVON ENERGY CORP NEW COM 25179M103 2,929 35,200 Call Sole 35200 DEVON ENERGY CORP NEW COM 25179M103 8,761 105,300 Put Sole 105300 DEVON ENERGY CORP NEW COM 25179M103 3,123 37,541 Sole 37541 DEVRY INC DEL COM 251893103 1,666 45,020 Sole 45020 DIAMOND OFFSHORE DRILLING INC COM 25271C102 15,725 138,800 Call Sole 138800 DIAMOND OFFSHORE DRILLING INC COM 25271C102 11,250 99,300 Put Sole 99300 DIAMOND OFFSHORE DRILLING INC COM 25271C102 1,192 10,522 Sole 10522 DIEBOLD INC COM 253651103 3,644 80,223 Sole 80223 DIGITAL RIV INC COM 25388B104 1,956 43,717 Sole 43717 DILLARDS INC CL A 254067101 704 32,227 Sole 32227 DIONEX CORP COM 254546104 223 2,808 Sole 2808 DOLLAR TREE STORES INC COM 256747106 7,396 182,445 Sole 182445 DOMINION RES INC VA NEW COM 25746U109 1,956 23,200 Call Sole 23200 DOMINION RES INC VA NEW COM 25746U109 15,241 180,792 Sole 180792 DOMINOS PIZZA INC COM 25754A201 325 19,595 Sole 19595 DONALDSON INC COM 257651109 1,691 40,500 Sole 40500 DOVER CORP COM 260003108 3,363 66,000 Sole 66000 DOWNEY FINL CORP COM 261018105 665 11,500 Call Sole 11500 DOWNEY FINL CORP COM 261018105 341 5,900 Put Sole 5900 DPL INC COM 233293109 898 34,200 Sole 34200 DTE ENERGY CO COM 233331107 276 5,700 Call Sole 5700 DTE ENERGY CO COM 233331107 1,620 33,449 Sole 33449 DUKE ENERGY CORP NEW COM 26441C105 2,118 113,300 Call Sole 113300 DUKE ENERGY CORP NEW COM 26441C105 1,168 62,505 Sole 62505 DUN & BRADSTREET CORP DEL NE COM 26483E100 1,095 11,100 Sole 11100 DYCOM INDS INC COM 267475101 1,339 43,700 Sole 43700 E TRADE FINANCIAL CORP COM 269246104 1,190 91,200 Call Sole 91200 E TRADE FINANCIAL CORP COM 269246104 377 28,900 Put Sole 28900 EARTHLINK INC COM 270321102 963 121,644 Sole 121644 EASTMAN CHEM CO COM 277432100 334 5,000 Call Sole 5000 EASTMAN CHEM CO COM 277432100 3,671 55,008 Sole 55008 EASTMAN KODAK CO COM 277461109 2,114 79,000 Sole 79000 EATON CORP COM 278058102 1,486 15,000 Call Sole 15000 EATON CORP COM 278058102 555 5,600 Put Sole 5600 EATON VANCE CORP COM NON VTG 278265103 2,354 58,900 Sole 58900 EBAY INC COM 278642103 3,847 98,600 Call Sole 98600 EBAY INC COM 278642103 242 6,200 Put Sole 6200 EBAY INC COM 278642103 659 16,885 Sole 16885 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 2,624 56,055 Sole 56055 EDISON INTL COM 281020107 1,874 33,800 Call Sole 33800 EDISON INTL COM 281020107 3,561 64,226 Sole 64226 EL PASO CORP COM 28336L109 1,063 62,644 Sole 62644 ELAN PLC ADR 284131208 631 30,000 Put Sole 30000 ELAN PLC ADR 284131208 2,631 125,040 Sole 125040 ELECTRONIC ARTS INC COM 285512109 1,094 19,541 Sole 19541 ELECTRONIC DATA SYS NEW COM 285661104 5,982 273,900 Sole 273900 EMBARQ CORP COM 29078E105 245 4,400 Call Sole 4400 E M C CORP MASS COM 268648102 13,635 655,552 Sole 655552 EMCOR GROUP INC COM 29084Q100 216 6,900 Sole 6900 EMULEX CORP COM NEW 292475209 383 20,000 Call Sole 20000 EMULEX CORP COM NEW 292475209 1,641 85,600 Put Sole 85600 ENCANA CORP COM 292505104 5,808 93,900 Call Sole 93900 ENCANA CORP COM 292505104 6,686 108,100 Put Sole 108100 ENERGIZER HLDGS INC COM 29266R108 1,186 10,700 Sole 10700 ENERGY CONVERSION DEVICES INC COM 292659109 482 21,200 Call Sole 21200 ENERGY CONVERSION DEVICES INC COM 292659109 1,395 61,400 Put Sole 61400 ENERSYS COM 29275Y102 368 20,700 Sole 20700 ENPRO INDS INC COM 29355X107 601 14,800 Sole 14800 ENSCO INTL INC COM 26874Q100 7,007 124,900 Call Sole 124900 ENSCO INTL INC COM 26874Q100 6,659 118,700 Put Sole 118700 ENTEGRIS INC COM 29362U104 642 74,020 Sole 74020 ENTERCOM COMMUNICATIONS CORP CL A 293639100 1,291 66,800 Sole 66800 EOG RES INC COM 26875P101 6,539 90,400 Call Sole 90400 EOG RES INC COM 26875P101 10,119 139,900 Put Sole 139900 EQUINIX INC COM NEW 29444U502 1,845 20,800 Call Sole 20800 EQUINIX INC COM NEW 29444U502 958 10,800 Put Sole 10800 EQUINIX INC COM NEW 29444U502 367 4,139 Sole 4139 EQUITY LIFESTYLE PPTYS INC COM 29472R108 487 9,400 Sole 9400 EQUITY RESIDENTIAL SH BEN INT 29476L107 364 8,600 Sole 8600 ERIE INDTY CO CL A 29530P102 342 5,602 Sole 5602 ESSEX PPTY TR INC COM 297178105 717 6,100 Call Sole 6100 ESTERLINE TECHNOLOGIES CORP COM 297425100 679 11,900 Sole 11900 ETHAN ALLEN INTERIORS INC COM 297602104 1,415 43,297 Sole 43297 EVEREST RE GROUP LTD COM G3223R108 904 8,200 Call Sole 8200 EVEREST RE GROUP LTD COM G3223R108 342 3,100 Put Sole 3100 EVEREST RE GROUP LTD COM G3223R108 209 1,894 Sole 1894 EXPEDIA INC DEL COM 30212P105 1,243 38,981 Sole 38981 EXPEDITORS INTL WASH INC COM 302130109 1,670 35,300 Call Sole 35300 EXPEDITORS INTL WASH INC COM 302130109 1,296 27,400 Put Sole 27400 EXPRESS SCRIPTS INC COM 302182100 2,947 52,800 Call Sole 52800 EXPRESS SCRIPTS INC COM 302182100 2,026 36,300 Put Sole 36300 EXPRESS SCRIPTS INC COM 302182100 631 11,296 Sole 11296 EXXON MOBIL CORP COM 30231G102 12,146 131,225 Sole 131225 F5 NETWORKS INC COM 315616102 327 8,800 Call Sole 8800 F5 NETWORKS INC COM 315616102 1,819 48,900 Put Sole 48900 F5 NETWORKS INC COM 315616102 1,785 47,992 Sole 47992 FACTSET RESH SYS INC COM 303075105 514 7,500 Call Sole 7500 FACTSET RESH SYS INC COM 303075105 1,803 26,300 Sole 26300 FAIR ISAAC CORP COM 303250104 1,202 33,300 Sole 33300 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 641 34,300 Call Sole 34300 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 430 23,000 Put Sole 23000 FAMILY DLR STORES INC COM 307000109 282 10,600 Call Sole 10600 FAMILY DLR STORES INC COM 307000109 252 9,500 Put Sole 9500 FAMILY DLR STORES INC COM 307000109 6,354 239,234 Sole 239234 FASTENAL CO COM 311900104 341 7,500 Call Sole 7500 FBL FINL GROUP INC CL A 30239F106 201 5,100 Sole 5100 FEDERAL NATL MTG ASSN COM 313586109 11,493 189,000 Call Sole 189000 FEDERAL NATL MTG ASSN COM 313586109 5,199 85,500 Put Sole 85500 FEDERAL SIGNAL CORP COM 313855108 346 22,500 Sole 22500 FEDERATED INVS INC PA CL B 314211103 446 11,235 Sole 11235 FEDEX CORP COM 31428X106 13,695 130,736 Sole 130736 FIDELITY NATL INFORMATION SV COM 31620M106 3,797 85,567 Sole 85567 FIFTH THIRD BANCORP COM 316773100 1,386 40,900 Call Sole 40900 FIFTH THIRD BANCORP COM 316773100 285 8,400 Put Sole 8400 FIFTH THIRD BANCORP COM 316773100 8,214 242,452 Sole 242452 FINANCIAL FED CORP COM 317492106 964 34,400 Sole 34400 FIRST AMERN CORP CALIF COM 318522307 3,547 96,853 Sole 96853 FIRST HORIZON NATL CORP COM 320517105 4,497 168,676 Sole 168676 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 801 20,600 Sole 20600 FIRST MARBLEHEAD CORP COM 320771108 262 6,900 Call Sole 6900 FIRST MARBLEHEAD CORP COM 320771108 1,096 28,900 Put Sole 28900 FIRST MARBLEHEAD CORP COM 320771108 239 6,300 Sole 6300 FIRSTENERGY CORP COM 337932107 541 8,535 Sole 8535 FISERV INC COM 337738108 1,037 20,388 Sole 20388 FLIR SYS INC COM 302445101 1,363 24,600 Call Sole 24600 FLIR SYS INC COM 302445101 282 5,100 Put Sole 5100 FLUOR CORP NEW COM 343412102 3,398 23,600 Call Sole 23600 FLUOR CORP NEW COM 343412102 4,723 32,800 Put Sole 32800 FLUOR CORP NEW COM 343412102 2,779 19,300 Sole 19300 F M C CORP COM NEW 302491303 1,831 35,200 Sole 35200 FMC TECHNOLOGIES INC COM 30249U101 1,603 27,800 Call Sole 27800 FMC TECHNOLOGIES INC COM 30249U101 4,613 80,000 Put Sole 80000 FMC TECHNOLOGIES INC COM 30249U101 750 13,008 Sole 13008 FOOT LOCKER INC COM 344849104 2,295 149,723 Sole 149723 FOREST LABS INC COM 345838106 8,185 219,500 Sole 219500 FORMFACTOR INC COM 346375108 3,230 72,800 Call Sole 72800 FORMFACTOR INC COM 346375108 2,467 55,600 Put Sole 55600 FORTUNE BRANDS INC COM 349631101 998 12,242 Sole 12242 FOSSIL INC COM 349882100 246 6,581 Sole 6581 FOUNDATION COAL HLDGS INC COM 35039W100 286 7,300 Call Sole 7300 FOUNDRY NETWORKS INC COM 35063R100 1,054 59,300 Call Sole 59300 FOUNDRY NETWORKS INC COM 35063R100 801 45,100 Put Sole 45100 FOUNDRY NETWORKS INC COM 35063R100 1,342 75,521 Sole 75521 FRANKLIN RES INC COM 354613101 8,466 66,400 Call Sole 66400 FRANKLIN RES INC COM 354613101 4,909 38,500 Put Sole 38500 FEDERAL HOME LN MTG CORP COM 313400301 1,587 26,900 Call Sole 26900 FEDERAL HOME LN MTG CORP COM 313400301 7,478 126,719 Sole 126719 FREEPORT-MCMORAN COPPER & GO COM 35671D857 21,828 208,100 Call Sole 208100 FREEPORT-MCMORAN COPPER & GO COM 35671D857 18,419 175,600 Put Sole 175600 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 500 108,500 Sole 108500 FRONTIER FINL CORP WASH COM 35907K105 898 38,474 Sole 38474 FRONTIER OIL CORP COM 35914P105 5,955 143,000 Call Sole 143000 FRONTIER OIL CORP COM 35914P105 3,798 91,200 Put Sole 91200 FRONTIER OIL CORP COM 35914P105 1,321 31,714 Sole 31714 FTI CONSULTING INC COM 302941109 262 5,200 Sole 5200 FURNITURE BRANDS INTL INC COM 360921100 752 74,139 Sole 74139 G & K SVCS INC CL A 361268105 458 11,400 Sole 11400 GAMESTOP CORP NEW CL A 36467W109 2,237 39,700 Call Sole 39700 GAMESTOP CORP NEW CL A 36467W109 1,713 30,400 Put Sole 30400 GAMESTOP CORP NEW CL A 36467W109 423 7,512 Sole 7512 GANNETT INC COM 364730101 10,813 247,432 Sole 247432 GAP INC DEL COM 364760108 9,178 497,696 Sole 497696 GARMIN LTD ORD G37260109 1,170 9,800 Call Sole 9800 GARTNER INC COM 366651107 873 35,700 Sole 35700 GENCORP INC COM 368682100 121 10,100 Sole 10100 GENERAL CABLE CORP DEL NEW COM 369300108 4,839 72,100 Call Sole 72100 GENERAL CABLE CORP DEL NEW COM 369300108 2,450 36,500 Put Sole 36500 GENERAL GROWTH PPTYS INC COM 370021107 209 3,900 Call Sole 3900 GENERAL GROWTH PPTYS INC COM 370021107 252 4,700 Put Sole 4700 GENERAL GROWTH PPTYS INC COM 370021107 1,082 20,186 Sole 20186 GENERAL MLS INC COM 370334104 20,998 361,970 Sole 361970 GENERAL MTRS CORP COM 370442105 3,142 85,600 Call Sole 85600 GENERAL MTRS CORP COM 370442105 1,266 34,500 Put Sole 34500 GENERAL MTRS CORP COM 370442105 6,211 169,247 Sole 169247 GEN-PROBE INC NEW COM 36866T103 586 8,800 Call Sole 8800 GENTEX CORP COM 371901109 981 45,754 Sole 45754 GENZYME CORP COM 372917104 4,359 70,348 Sole 70348 GEORGIA GULF CORP COM PAR $0.01 373200203 274 19,700 Sole 19700 GETTY IMAGES INC COM 374276103 482 17,310 Sole 17310 GFI GROUP INC COM 361652209 723 8,400 Call Sole 8400 GFI GROUP INC COM 361652209 319 3,700 Put Sole 3700 GFI GROUP INC COM 361652209 2,236 25,965 Sole 25965 GILEAD SCIENCES INC COM 375558103 10,446 255,600 Call Sole 255600 GILEAD SCIENCES INC COM 375558103 5,816 142,300 Put Sole 142300 GLATFELTER COM 377316104 466 31,400 Sole 31400 GLOBAL PMTS INC COM 37940X102 354 8,000 Call Sole 8000 GLOBAL PMTS INC COM 37940X102 327 7,400 Put Sole 7400 GLOBAL PMTS INC COM 37940X102 2,420 54,729 Sole 54729 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1,429 79,000 Call Sole 79000 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1,299 71,800 Put Sole 71800 GOLDCORP INC NEW COM 380956409 3,609 118,100 Call Sole 118100 GOLDCORP INC NEW COM 380956409 8,046 263,300 Put Sole 263300 GOLDCORP INC NEW COM 380956409 593 19,405 Sole 19405 GOLDMAN SACHS GROUP INC COM 38141G104 31,774 146,600 Call Sole 146600 GOLDMAN SACHS GROUP INC COM 38141G104 7,044 32,500 Put Sole 32500 GOLDMAN SACHS GROUP INC COM 38141G104 6,776 31,261 Sole 31261 GOODRICH CORP COM 382388106 1,406 20,600 Call Sole 20600 GOODRICH CORP COM 382388106 580 8,500 Put Sole 8500 GOODYEAR TIRE & RUBR CO COM 382550101 5,039 165,700 Sole 165700 GRANT PRIDECO INC COM 38821G101 3,789 69,500 Call Sole 69500 GRANT PRIDECO INC COM 38821G101 4,073 74,700 Put Sole 74700 GRANT PRIDECO INC COM 38821G101 1,039 19,059 Sole 19059 GREIF INC CL A 397624107 1,159 19,100 Sole 19100 GRIFFON CORP COM 398433102 204 13,500 Sole 13500 GUESS INC COM 401617105 1,657 33,800 Call Sole 33800 GUESS INC COM 401617105 799 16,300 Put Sole 16300 GUESS INC COM 401617105 6,719 137,033 Sole 137033 BLOCK H & R INC COM 093671105 4,538 214,238 Sole 214238 HAIN CELESTIAL GROUP INC COM 405217100 979 30,470 Sole 30470 HALLIBURTON CO COM 406216101 9,193 239,400 Call Sole 239400 HALLIBURTON CO COM 406216101 11,378 296,300 Put Sole 296300 HALLIBURTON CO COM 406216101 7,101 184,909 Sole 184909 HARLEY DAVIDSON INC COM 412822108 9,090 196,700 Call Sole 196700 HARLEY DAVIDSON INC COM 412822108 305 6,600 Put Sole 6600 HARLEYSVILLE GROUP INC COM 412824104 556 17,400 Sole 17400 HARRIS CORP DEL COM 413875105 1,589 27,500 Call Sole 27500 HARTE-HANKS INC COM 416196103 445 22,600 Sole 22600 HARTFORD FINL SVCS GROUP INC COM 416515104 1,814 19,600 Call Sole 19600 HAWAIIAN ELEC INDUSTRIES COM 419870100 680 31,300 Sole 31300 FULLER H B CO COM 359694106 1,080 36,400 Sole 36400 HCC INS HLDGS INC COM 404132102 1,467 51,217 Sole 51217 HDFC BANK LTD ADR REPS 3 SHS 40415F101 3,075 28,700 Call Sole 28700 HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,260 21,100 Put Sole 21100 HEALTH MGMT ASSOC INC NEW CL A 421933102 1,340 193,132 Sole 193132 HEALTH NET INC COM 42222G108 1,308 24,197 Sole 24197 HEALTHWAYS INC COM 422245100 335 6,200 Call Sole 6200 HECLA MNG CO COM 422704106 465 51,900 Sole 51900 HELIX ENERGY SOLUTIONS GROUP INC COM 42330P107 289 6,800 Call Sole 6800 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 467 11,000 Put Sole 11000 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 380 8,958 Sole 8958 HELMERICH & PAYNE INC COM 423452101 220 6,700 Call Sole 6700 SCHEIN HENRY INC COM 806407102 402 6,600 Call Sole 6600 SCHEIN HENRY INC COM 806407102 466 7,658 Sole 7658 MILLER HERMAN INC COM 600544100 2,387 87,945 Sole 87945 HERSHEY CO COM 427866108 5,652 121,781 Sole 121781 HESS CORP COM 42809H107 4,710 70,800 Call Sole 70800 HESS CORP COM 42809H107 1,151 17,300 Put Sole 17300 HESS CORP COM 42809H107 1,643 24,700 Sole 24700 HEWITT ASSOCS INC COM 42822Q100 571 16,300 Sole 16300 HILLENBRAND INDS INC COM 431573104 1,607 29,200 Sole 29200 HEINZ H J CO COM 423074103 10,319 223,357 Sole 223357 HLTH CORPORATION COM 40422Y101 1,481 104,488 Sole 104488 HOLLY CORP COM PAR $0.01 435758305 909 15,200 Call Sole 15200 HOLLY CORP COM PAR $0.01 435758305 299 5,000 Put Sole 5000 HOME DEPOT INC COM 437076102 11,317 348,860 Sole 348860 HORACE MANN EDUCATORS CORP N COM 440327104 670 34,000 Sole 34000 HORMEL FOODS CORP COM 440452100 326 9,100 Sole 9100 HOSPIRA INC COM 441060100 531 12,800 Sole 12800 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 415 10,200 Call Sole 10200 HOST HOTELS & RESORTS INC COM 44107P104 5,512 245,636 Sole 245636 HRPT PPTYS TR COM SH BEN INT 40426W101 1,123 113,512 Sole 113512 HUANENG PWR INTL INC SPON ADR H SHS 443304100 549 10,400 Call Sole 10400 HUANENG PWR INTL INC SPON ADR H SHS 443304100 264 5,000 Put Sole 5000 HUB GROUP INC CL A 443320106 234 7,801 Sole 7801 HUDSON CITY BANCORP COM 443683107 461 30,000 Sole 30000 HUMANA INC COM 444859102 6,464 92,500 Call Sole 92500 HUMANA INC COM 444859102 4,011 57,400 Put Sole 57400 HUMANA INC COM 444859102 6,555 93,800 Sole 93800 ICICI BK LTD ADR 45104G104 3,448 65,400 Call Sole 65400 ICICI BK LTD ADR 45104G104 1,434 27,200 Put Sole 27200 IDACORP INC COM 451107106 586 17,900 Sole 17900 IDEX CORP COM 45167R104 378 10,400 Sole 10400 IDT CORP CL B 448947309 560 66,900 Sole 66900 IMATION CORP COM 45245A107 697 28,400 Sole 28400 IMCLONE SYS INC COM 45245W109 474 11,456 Sole 11456 IMMUCOR INC COM 452526106 215 6,000 Put Sole 6000 IMMUCOR INC COM 452526106 1,140 31,882 Sole 31882 INDYMAC BANCORP INC COM 456607100 382 16,200 Sole 16200 INFINITY PPTY & CAS CORP COM 45665Q103 776 19,303 Sole 19303 INFORMATICA CORP COM 45666Q102 187 11,900 Sole 11900 INGERSOLL-RAND COMPANY LTD CL A G4776G101 1,705 31,300 Call Sole 31300 INGERSOLL-RAND COMPANY LTD CL A G4776G101 915 16,800 Put Sole 16800 INLAND REAL ESTATE CORP COM NEW 457461200 555 35,804 Sole 35804 INPUT/OUTPUT INC COM 457652105 292 21,100 Sole 21100 INSIGHT ENTERPRISES INC COM 45765U103 472 18,296 Sole 18296 INSITUFORM TECHNOLOGIES INC CL A 457667103 285 18,700 Sole 18700 INTEGRATED DEVICE TECHNOLOGY COM 458118106 395 25,500 Call Sole 25500 INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,108 71,572 Sole 71572 INTEL CORP COM 458140100 8,352 322,981 Sole 322981 INTERFACE INC CL A 458665106 244 13,500 Sole 13500 INTERMEC INC COM 458786100 350 13,400 Sole 13400 INTERNATIONAL BANCSHARES COR COM 459044103 323 14,900 Sole 14900 INTERNATIONAL BUSINESS MACHS COM 459200101 280 2,378 Sole 2378 INTERNATIONAL GAME TECHNOLOG COM 459902102 242 5,615 Sole 5615 INTERNATIONAL RECTIFIER CORP COM 460254105 264 8,000 Call Sole 8000 INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,481 32,300 Sole 32300 INTERPUBLIC GROUP COS INC COM 460690100 370 35,625 Sole 35625 INTERSIL CORP CL A 46069S109 2,129 63,700 Call Sole 63700 INTERSIL CORP CL A 46069S109 485 14,500 Put Sole 14500 INTERSIL CORP CL A 46069S109 7,323 219,049 Sole 219049 INTUIT COM 461202103 1,144 37,756 Sole 37756 INTUITIVE SURGICAL INC COM NEW 46120E602 1,104 4,800 Call Sole 4800 INTUITIVE SURGICAL INC COM NEW 46120E602 1,150 5,000 Put Sole 5000 INTUITIVE SURGICAL INC COM NEW 46120E602 7,372 32,052 Sole 32052 INVENTIV HEALTH INC COM 46122E105 272 6,200 Sole 6200 INVERNESS MED INNOVATIONS IN COM 46126P106 274 4,949 Sole 4949 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 2,029 47,200 Call Sole 47200 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 744 17,300 Put Sole 17300 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 547 12,729 Sole 12729 INVITROGEN CORP COM 46185R100 507 6,200 Put Sole 6200 INVITROGEN CORP COM 46185R100 1,261 15,432 Sole 15432 ISHARES TR 20+ YR TRS BD 464287432 2,070 23,334 Sole 23334 ISIS PHARMACEUTICALS INC COM 464330109 720 48,072 Sole 48072 ISTAR FINL INC COM 45031U101 647 19,038 Sole 19038 ITT EDUCATIONAL SERVICES INC COM 45068B109 243 2,000 Put Sole 2000 ITT EDUCATIONAL SERVICES INC COM 45068B109 1,059 8,700 Sole 8700 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 344 10,508 Sole 10508 JABIL CIRCUIT INC COM 466313103 4,623 202,400 Sole 202400 JACOBS ENGR GROUP INC DEL COM 469814107 2,728 36,100 Call Sole 36100 JACOBS ENGR GROUP INC DEL COM 469814107 446 5,900 Put Sole 5900 HUNT J B TRANS SVCS INC COM 445658107 297 11,300 Call Sole 11300 PENNEY J C INC COM 708160106 1,730 27,300 Call Sole 27300 PENNEY J C INC COM 708160106 589 9,300 Put Sole 9300 PENNEY J C INC COM 708160106 2,851 44,993 Sole 44993 JDS UNIPHASE CORP COM PAR $0.001 46612J507 1,646 110,000 Call Sole 110000 JDS UNIPHASE CORP COM PAR $0.001 46612J507 1,726 115,400 Put Sole 115400 JEFFERIES GROUP INC NEW COM 472319102 468 16,800 Call Sole 16800 JEFFERIES GROUP INC NEW COM 472319102 665 23,900 Put Sole 23900 SMUCKER J M CO COM NEW 832696405 1,725 32,293 Sole 32293 WILEY JOHN & SONS INC CL A 968223206 1,033 23,000 Sole 23000 JONES APPAREL GROUP INC COM 480074103 858 40,600 Sole 40600 JONES LANG LASALLE INC COM 48020Q107 206 2,000 Call Sole 2000 JOY GLOBAL INC COM 481165108 13,163 258,800 Call Sole 258800 JOY GLOBAL INC COM 481165108 10,258 201,700 Put Sole 201700 JPMORGAN CHASE & CO COM 46625H100 2,821 61,563 Sole 61563 JUNIPER NETWORKS INC COM 48203R104 593 16,200 Call Sole 16200 JUNIPER NETWORKS INC COM 48203R104 912 24,900 Put Sole 24900 JUNIPER NETWORKS INC COM 48203R104 17,212 470,151 Sole 470151 KB HOME COM 48666K109 586 23,400 Call Sole 23400 KB HOME COM 48666K109 6,739 268,898 Sole 268898 KELLWOOD CO COM 488044108 269 15,800 Sole 15800 KEYCORP NEW COM 493267108 710 21,971 Sole 21971 KINROSS GOLD CORP COM NO PAR 496902404 697 46,500 Call Sole 46500 KINROSS GOLD CORP COM NO PAR 496902404 312 20,800 Put Sole 20800 KNIGHT CAPITAL GROUP INC CLA 499005106 280 23,400 Call Sole 23400 KOHLS CORP COM 500255104 4,059 70,800 Call Sole 70800 KOOKMIN BK NEW SPONSORED ADR 50049M109 804 9,800 Call Sole 9800 KOOKMIN BK NEW SPONSORED ADR 50049M109 844 10,300 Put Sole 10300 KORN FERRY INTL COM NEW 500643200 1,017 61,600 Sole 61600 KROGER CO COM 501044101 13,534 474,541 Sole 474541 K-SWISS INC CL A 482686102 545 23,800 Sole 23800 L-1 IDENTITY SOLUTIONS INC COM 50212A106 234 12,400 Sole 12400 L-3 COMMUNICATIONS HLDGS INC COM 502424104 715 7,000 Put Sole 7000 L-3 COMMUNICATIONS HLDGS INC COM 502424104 693 6,781 Sole 6781 LABORATORY CORP AMER HLDGS COM NEW 50540R409 271 3,466 Sole 3466 LAM RESEARCH CORP COM 512807108 10,242 192,300 Call Sole 192300 LAM RESEARCH CORP COM 512807108 10,769 202,200 Put Sole 202200 LAMAR ADVERTISING CO CL A 512815101 8,410 171,745 Sole 171745 LANCASTER COLONY CORP COM 513847103 836 21,900 Sole 21900 LANCE INC COM 514606102 249 10,800 Sole 10800 LANDSTAR SYS INC COM 515098101 281 6,700 Call Sole 6700 LAS VEGAS SANDS CORP COM 517834107 6,898 51,700 Call Sole 51700 LAS VEGAS SANDS CORP COM 517834107 667 5,000 Put Sole 5000 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1,056 25,100 Sole 25100 LA-Z-BOY INC COM 505336107 246 33,300 Sole 33300 LEE ENTERPRISES INC COM 523768109 545 35,000 Sole 35000 LEGG MASON INC COM 524901105 12,913 153,200 Call Sole 153200 LEGG MASON INC COM 524901105 7,755 92,000 Put Sole 92000 LEGG MASON INC COM 524901105 324 3,839 Sole 3839 LEGGETT & PLATT INC COM 524660107 3,193 166,673 Sole 166673 LEHMAN BROS HLDGS INC COM 524908100 1,451 23,500 Call Sole 23500 LENNAR CORP CL A 526057104 8,057 355,700 Sole 355700 LEUCADIA NATL CORP COM 527288104 362 7,504 Sole 7504 LIFE TIME FITNESS INC COM 53217R207 307 5,000 Call Sole 5000 LIFEPOINT HOSPITALS INC COM 53219L109 1,061 35,344 Sole 35344 LINCOLN NATL CORP IND COM 534187109 317 4,800 Call Sole 4800 LINEAR TECHNOLOGY CORP COM 535678106 679 19,400 Call Sole 19400 LINEAR TECHNOLOGY CORP COM 535678106 1,575 45,000 Put Sole 45000 LINEAR TECHNOLOGY CORP COM 535678106 652 18,640 Sole 18640 LIONS GATE ENTMNT CORP COM NEW 535919203 213 20,689 Sole 20689 LITTELFUSE INC COM 537008104 449 12,588 Sole 12588 LOEWS CORP CAROLNA GP STK 540424207 206 2,500 Call Sole 2500 LONGS DRUG STORES CORP COM 543162101 1,277 25,700 Sole 25700 LOUISIANA PAC CORP COM 546347105 513 30,240 Sole 30240 LOWES COS INC COM 548661107 846 30,200 Call Sole 30200 LOWES COS INC COM 548661107 925 33,000 Put Sole 33000 LOWES COS INC COM 548661107 512 18,288 Sole 18288 LIMITED BRANDS INC COM 532716107 3,317 144,917 Sole 144917 LUBRIZOL CORP COM 549271104 291 4,467 Sole 4467 MACK CALI RLTY CORP COM 554489104 3,045 74,079 Sole 74079 MAGELLAN HEALTH SVCS INC COM NEW 559079207 643 15,851 Sole 15851 MANPOWER INC COM 56418H100 349 5,425 Sole 5425 MARATHON OIL CORP COM 565849106 13,616 238,800 Call Sole 238800 MARATHON OIL CORP COM 565849106 10,412 182,600 Put Sole 182600 MARKEL CORP COM 570535104 1,597 3,300 Sole 3300 MARRIOTT INTL INC NEW CL A 571903202 939 21,592 Sole 21592 MARSH & MCLENNAN COS INC COM 571748102 4,360 170,997 Sole 170997 MARSHALL & ILSLEY CORP COM 571834100 464 10,600 Call Sole 10600 MARTIN MARIETTA MATLS INC COM 573284106 13,635 102,100 Call Sole 102100 MARTIN MARIETTA MATLS INC COM 573284106 5,342 40,000 Put Sole 40000 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 6,311 385,500 Call Sole 385500 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 7,599 464,200 Put Sole 464200 MASCO CORP COM 574599106 1,262 54,487 Sole 54487 MASSEY ENERGY CO COM 576206106 5,814 266,449 Sole 266449 MAXIM INTEGRATED PRODS INC COM 57772K101 1,371 46,700 Call Sole 46700 MAXIMUS INC COM 577933104 523 12,000 Sole 12000 MB FINANCIAL INC NEW COM 55264U108 351 10,157 Sole 10157 MBIA INC COM 55262C100 3,327 54,500 Call Sole 54500 MBIA INC COM 55262C100 372 6,100 Put Sole 6100 MCAFEE INC COM 579064106 1,064 30,502 Sole 30502 MCCLATCHY CO CL A 579489105 238 11,930 Sole 11930 MCCORMICK & CO INC COM VTG 579780206 3,635 101,067 Sole 101067 MCDERMOTT INTL INC COM 580037109 11,346 209,800 Call Sole 209800 MCDERMOTT INTL INC COM 580037109 6,847 126,600 Put Sole 126600 MCDONALDS CORP COM 580135101 855 15,700 Call Sole 15700 MCDONALDS CORP COM 580135101 14,405 264,461 Sole 264461 MCG CAPITAL CORP COM 58047P107 214 14,875 Sole 14875 MCGRATH RENTCORP COM 580589109 354 10,641 Sole 10641 MCGRAW HILL COS INC COM 580645109 300 5,900 Call Sole 5900 MCGRAW HILL COS INC COM 580645109 341 6,700 Put Sole 6700 MCGRAW HILL COS INC COM 580645109 5,971 117,284 Sole 117284 M D C HLDGS INC COM 552676108 3,172 77,486 Sole 77486 MEADWESTVACO CORP COM 583334107 1,716 58,100 Sole 58100 MEDAREX INC COM 583916101 434 30,653 Sole 30653 MEDCATH CORP COM 58404W109 438 15,939 Sole 15939 MEDCO HEALTH SOLUTIONS INC COM 58405U102 7,204 79,700 Call Sole 79700 MEDCO HEALTH SOLUTIONS INC COM 58405U102 3,055 33,800 Put Sole 33800 MEDCO HEALTH SOLUTIONS INC COM 58405U102 5,722 63,300 Sole 63300 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 482 15,800 Call Sole 15800 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 268 8,800 Sole 8800 MEDTRONIC INC COM 585055106 5,121 90,774 Sole 90774 MEMC ELECTR MATLS INC COM 552715104 12,867 218,600 Call Sole 218600 MEMC ELECTR MATLS INC COM 552715104 16,222 275,600 Put Sole 275600 MEMC ELECTR MATLS INC COM 552715104 947 16,093 Sole 16093 MENTOR CORP MINN COM 587188103 299 6,500 Call Sole 6500 MENTOR CORP MINN COM 587188103 806 17,500 Sole 17500 MENTOR GRAPHICS CORP COM 587200106 481 31,854 Sole 31854 MERCURY GENL CORP NEW COM 589400100 1,073 19,900 Sole 19900 MERRILL LYNCH & CO INC COM 590188108 7,114 99,800 Call Sole 99800 MERRILL LYNCH & CO INC COM 590188108 1,590 22,300 Put Sole 22300 MGI PHARMA INC COM 552880106 697 25,100 Call Sole 25100 MGIC INVT CORP WIS COM 552848103 853 26,400 Put Sole 26400 MICROCHIP TECHNOLOGY INC COM 595017104 607 16,700 Call Sole 16700 MICRON TECHNOLOGY INC COM 595112103 990 89,200 Put Sole 89200 MICRON TECHNOLOGY INC COM 595112103 4,751 428,040 Sole 428040 MICROS SYS INC COM 594901100 1,991 30,605 Sole 30605 MICROSOFT CORP COM 594918104 1,739 59,032 Sole 59032 MID-AMER APT CMNTYS INC COM 59522J103 713 14,300 Sole 14300 MIDDLEBY CORP COM 596278101 586 9,083 Sole 9083 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 1,577 18,800 Call Sole 18800 MILLIPORE CORP COM 601073109 249 3,281 Sole 3281 MINE SAFETY APPLIANCES CO COM 602720104 693 14,700 Sole 14700 MOLEX INC COM 608554101 887 32,954 Sole 32954 MOLSON COORS BREWING CO CL B 60871R209 11,186 112,232 Sole 112232 MONSANTO CO NEW COM 61166W101 17,285 201,600 Call Sole 201600 MONSANTO CO NEW COM 61166W101 3,327 38,800 Put Sole 38800 MONSANTO CO NEW COM 61166W101 9,157 106,800 Sole 106800 MONSTER WORLDWIDE INC COM 611742107 344 10,100 Call Sole 10100 MORGAN STANLEY COM NEW 617446448 9,905 157,224 Sole 157224 MOTOROLA INC COM 620076109 217 11,700 Call Sole 11700 MOTOROLA INC COM 620076109 840 45,312 Sole 45312 MUELLER INDS INC COM 624756102 383 10,600 Sole 10600 MURPHY OIL CORP COM 626717102 2,139 30,600 Call Sole 30600 MURPHY OIL CORP COM 626717102 797 11,400 Put Sole 11400 MURPHY OIL CORP COM 626717102 937 13,400 Sole 13400 MYRIAD GENETICS INC COM 62855J104 318 6,100 Call Sole 6100 MYRIAD GENETICS INC COM 62855J104 631 12,109 Sole 12109 NABORS INDUSTRIES LTD SHS G6359F103 2,446 79,500 Call Sole 79500 NABORS INDUSTRIES LTD SHS G6359F103 1,388 45,100 Put Sole 45100 NASDAQ STOCK MARKET INC COM 631103108 1,213 32,200 Call Sole 32200 NASDAQ STOCK MARKET INC COM 631103108 3,802 100,900 Put Sole 100900 NASDAQ STOCK MARKET INC COM 631103108 6,909 183,367 Sole 183367 NATIONAL CITY CORP COM 635405103 743 29,600 Call Sole 29600 NATIONAL CITY CORP COM 635405103 849 33,822 Sole 33822 NATIONAL FUEL GAS CO N J COM 636180101 2,730 58,329 Sole 58329 NATIONAL OILWELL VARCO INC COM 637071101 36,443 252,200 Call Sole 252200 NATIONAL OILWELL VARCO INC COM 637071101 27,022 187,000 Put Sole 187000 NATIONAL OILWELL VARCO INC COM 637071101 1,142 7,900 Sole 7900 NATIONAL SEMICONDUCTOR CORP COM 637640103 1,280 47,200 Call Sole 47200 NATIONAL SEMICONDUCTOR CORP COM 637640103 1,318 48,600 Put Sole 48600 NATIONAL SEMICONDUCTOR CORP COM 637640103 11,223 413,815 Sole 413815 NATIONWIDE FINL SVCS INC CL A 638612101 1,755 32,600 Sole 32600 NAVIGATORS GROUP INC COM 638904102 505 9,300 Sole 9300 NAVTEQ CORP COM 63936L100 491 6,300 Call Sole 6300 NBTY INC COM 628782104 727 17,900 Call Sole 17900 NBTY INC COM 628782104 321 7,900 Put Sole 7900 NBTY INC COM 628782104 683 16,830 Sole 16830 NCR CORP NEW COM 62886E108 309 6,200 Call Sole 6200 NCR CORP NEW COM 62886E108 3,648 73,244 Sole 73244 NEKTAR THERAPEUTICS COM 640268108 280 31,703 Sole 31703 NETWORK APPLIANCE INC COM 64120L104 525 19,500 Call Sole 19500 NETWORK APPLIANCE INC COM 64120L104 1,703 63,300 Put Sole 63300 NEW YORK CMNTY BANCORP INC COM 649445103 533 28,000 Put Sole 28000 NEW YORK CMNTY BANCORP INC COM 649445103 1,103 57,900 Sole 57900 NEW YORK TIMES CO CL A 650111107 2,334 118,100 Sole 118100 NEWALLIANCE BANCSHARES INC COM 650203102 736 50,117 Sole 50117 NEWCASTLE INVT CORP COM 65105M108 192 10,900 Sole 10900 NEWELL RUBBERMAID INC COM 651229106 3,820 132,538 Sole 132538 NEWFIELD EXPL CO COM 651290108 429 8,900 Call Sole 8900 NEWFIELD EXPL CO COM 651290108 458 9,500 Put Sole 9500 NEWMONT MINING CORP COM 651639106 9,952 222,500 Call Sole 222500 NEWMONT MINING CORP COM 651639106 6,459 144,400 Put Sole 144400 NEWMONT MINING CORP COM 651639106 4,360 97,464 Sole 97464 NICOR INC COM 654086107 631 14,700 Sole 14700 NII HLDGS INC CL B NEW 62913F201 1,528 18,600 Call Sole 18600 NII HLDGS INC CL B NEW 62913F201 279 3,400 Put Sole 3400 NIKE INC CL B 654106103 16,636 283,606 Sole 283606 NOBLE CORPORATION SHS G65422100 5,533 112,800 Call Sole 112800 NOBLE CORPORATION SHS G65422100 6,009 122,500 Put Sole 122500 NOBLE CORPORATION SHS G65422100 7,187 146,516 Sole 146516 NOBLE ENERGY INC COM 655044105 3,054 43,600 Call Sole 43600 NOBLE ENERGY INC COM 655044105 3,642 52,000 Put Sole 52000 NORDSON CORP COM 655663102 434 8,643 Sole 8643 NORDSTROM INC COM 655664100 6,682 142,500 Call Sole 142500 NORDSTROM INC COM 655664100 2,040 43,500 Put Sole 43500 NORDSTROM INC COM 655664100 1,168 24,900 Sole 24900 NORFOLK SOUTHERN CORP COM 655844108 1,755 33,800 Call Sole 33800 NORFOLK SOUTHERN CORP COM 655844108 1,137 21,900 Put Sole 21900 NORTEL NETWORKS CORP NEW COM NEW 656568508 1,080 63,600 Call Sole 63600 NORTEL NETWORKS CORP NEW COM NEW 656568508 372 21,900 Put Sole 21900 NORTHEAST UTILS COM 664397106 2,326 81,402 Sole 81402 NORTHERN TR CORP COM 665859104 2,187 33,000 Call Sole 33000 NORTHWEST NAT GAS CO COM 667655104 443 9,700 Sole 9700 NOVELL INC COM 670006105 1,910 250,004 Sole 250004 NOVELLUS SYS INC COM 670008101 3,658 134,200 Call Sole 134200 NOVELLUS SYS INC COM 670008101 2,309 84,700 Put Sole 84700 NU SKIN ENTERPRISES INC CL A 67018T105 343 21,215 Sole 21215 NUCOR CORP COM 670346105 21,106 354,900 Call Sole 354900 NUCOR CORP COM 670346105 17,454 293,500 Put Sole 293500 NVIDIA CORP COM 67066G104 7,531 207,800 Call Sole 207800 NVIDIA CORP COM 67066G104 4,940 136,300 Put Sole 136300 NVIDIA CORP COM 67066G104 2,954 81,503 Sole 81503 OCCIDENTAL PETE CORP DEL COM 674599105 1,551 24,200 Call Sole 24200 OCCIDENTAL PETE CORP DEL COM 674599105 1,781 27,800 Put Sole 27800 OCCIDENTAL PETE CORP DEL COM 674599105 10,414 162,510 Sole 162510 ODYSSEY RE HLDGS CORP COM 67612W108 516 13,900 Sole 13900 OFFICE DEPOT INC COM 676220106 1,677 81,350 Sole 81350 OFFICEMAX INC DEL COM 67622P101 2,156 62,900 Call Sole 62900 OFFICEMAX INC DEL COM 67622P101 308 9,000 Put Sole 9000 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 364 1,900 Sole 1900 OIL STS INTL INC COM 678026105 497 10,300 Call Sole 10300 OIL STS INTL INC COM 678026105 473 9,800 Put Sole 9800 OIL STS INTL INC COM 678026105 734 15,191 Sole 15191 OLD REP INTL CORP COM 680223104 641 34,200 Sole 34200 OLIN CORP COM PAR $1 680665205 396 17,700 Call Sole 17700 OLIN CORP COM PAR $1 680665205 378 16,900 Put Sole 16900 OMNICOM GROUP INC COM 681919106 14,144 294,119 Sole 294119 ON SEMICONDUCTOR CORP COM 682189105 289 23,000 Put Sole 23000 ON SEMICONDUCTOR CORP COM 682189105 147 11,668 Sole 11668 ONEOK INC NEW COM 682680103 241 5,084 Sole 5084 ONYX PHARMACEUTICALS INC COM 683399109 709 16,300 Call Sole 16300 ONYX PHARMACEUTICALS INC COM 683399109 3,075 70,653 Sole 70653 OPTIONSXPRESS HLDGS INC COM 684010101 1,123 42,950 Sole 42950 ORACLE CORP COM 68389X105 17,088 789,295 Sole 789295 OSHKOSH TRUCK CORP COM 688239201 1,109 17,900 Call Sole 17900 OSHKOSH TRUCK CORP COM 688239201 310 5,000 Put Sole 5000 OSI PHARMACEUTICALS INC COM 671040103 299 8,800 Put Sole 8800 OSI PHARMACEUTICALS INC COM 671040103 424 12,486 Sole 12486 OTTER TAIL CORP COM 689648103 409 11,478 Sole 11478 OVERSEAS SHIPHOLDING GROUP I COM 690368105 1,006 13,100 Call Sole 13100 OWENS & MINOR INC NEW COM 690732102 674 17,700 Sole 17700 OWENS ILL INC COM NEW 690768403 730 17,600 Call Sole 17600 OWENS ILL INC COM NEW 690768403 203 4,900 Put Sole 4900 OWENS ILL INC COM NEW 690768403 1,061 25,600 Sole 25600 OXFORD INDS INC COM 691497309 845 23,400 Sole 23400 PACCAR INC COM 693718108 1,699 19,928 Sole 19928 PACIFIC CAP BANCORP NEW COM 69404P101 444 16,900 Sole 16900 PACIFIC SUNWEAR CALIF INC COM 694873100 1,657 111,939 Sole 111939 PACTIV CORP COM 695257105 295 10,300 Sole 10300 PALL CORP COM 696429307 2,586 66,467 Sole 66467 PALM INC NEW COM 696643105 786 48,300 Call Sole 48300 PALM INC NEW COM 696643105 729 44,800 Put Sole 44800 PALM INC NEW COM 696643105 787 48,367 Sole 48367 PAN AMERICAN SILVER CORP COM 697900108 1,870 64,700 Call Sole 64700 PAN AMERICAN SILVER CORP COM 697900108 659 22,800 Put Sole 22800 PANERA BREAD CO CL A 69840W108 2,056 50,400 Call Sole 50400 PANERA BREAD CO CL A 69840W108 1,167 28,600 Put Sole 28600 PAPA JOHNS INTL INC COM 698813102 425 17,400 Sole 17400 PAR PHARMACEUTICAL COS INC COM 69888P106 386 20,800 Sole 20800 PAREXEL INTL CORP COM 699462107 792 19,200 Sole 19200 PARKER HANNIFIN CORP COM 701094104 2,337 20,900 Call Sole 20900 PARKER HANNIFIN CORP COM 701094104 291 2,600 Put Sole 2600 PARKER HANNIFIN CORP COM 701094104 5,562 49,739 Sole 49739 PATTERSON COMPANIES INC COM 703395103 579 15,000 Call Sole 15000 PATTERSON COMPANIES INC COM 703395103 3,942 102,085 Sole 102085 PATTERSON-UTI ENERGY INC COM 703481101 339 15,000 Call Sole 15000 PATTERSON-UTI ENERGY INC COM 703481101 691 30,600 Put Sole 30600 PAYCHEX INC COM 704326107 13,428 327,509 Sole 327509 PEABODY ENERGY CORP COM 704549104 8,971 187,400 Call Sole 187400 PEABODY ENERGY CORP COM 704549104 16,510 344,900 Put Sole 344900 PEABODY ENERGY CORP COM 704549104 922 19,265 Sole 19265 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 596 15,300 Sole 15300 PENTAIR INC COM 709631105 375 11,300 Put Sole 11300 PENTAIR INC COM 709631105 838 25,242 Sole 25242 PEP BOYS MANNY MOE & JACK COM 713278109 687 49,000 Sole 49000 PEPSIAMERICAS INC COM 71343P200 529 16,300 Sole 16300 PEPSICO INC COM 713448108 207 2,826 Sole 2826 PERINI CORP COM 713839108 878 15,700 Call Sole 15700 PERRIGO CO COM 714290103 2,063 96,619 Sole 96619 PETROCHINA CO LTD SPONSORED ADR 71646E100 2,102 11,357 Sole 11357 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 3,367 44,600 Call Sole 44600 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4,643 61,500 Put Sole 61500 PFF BANCORP INC COM 69331W104 189 12,300 Sole 12300 PFIZER INC COM 717081103 12,146 497,168 Sole 497168 PG&E CORP COM 69331C108 11,850 247,900 Sole 247900 PHARMACEUTICAL PROD DEV INC COM 717124101 284 8,025 Sole 8025 PICO HLDGS INC COM NEW 693366205 270 6,500 Sole 6500 PIEDMONT NAT GAS INC COM 720186105 1,332 53,100 Sole 53100 PIER 1 IMPORTS INC COM 720279108 957 202,400 Sole 202400 PIONEER DRILLING CO COM 723655106 144 11,845 Sole 11845 PIONEER NAT RES CO COM 723787107 720 16,000 Call Sole 16000 PMI GROUP INC COM 69344M101 288 8,822 Sole 8822 PNC FINL SVCS GROUP INC COM 693475105 8,070 118,500 Call Sole 118500 PNC FINL SVCS GROUP INC COM 693475105 1,314 19,300 Put Sole 19300 PNC FINL SVCS GROUP INC COM 693475105 504 7,399 Sole 7399 POLYCOM INC COM 73172K104 494 18,400 Call Sole 18400 POLYCOM INC COM 73172K104 747 27,800 Put Sole 27800 POLYCOM INC COM 73172K104 914 34,020 Sole 34020 POLYONE CORP COM 73179P106 254 34,000 Sole 34000 POPULAR INC COM 733174106 1,743 141,936 Sole 141936 POSCO SPONSORED ADR 693483109 1,466 8,200 Call Sole 8200 POSCO SPONSORED ADR 693483109 536 3,000 Put Sole 3000 POTLATCH CORP NEW COM 737630103 400 8,885 Sole 8885 POWERWAVE TECHNOLOGIES INC COM 739363109 782 126,900 Sole 126900 PPG INDS INC COM 693506107 2,486 32,900 Call Sole 32900 PPG INDS INC COM 693506107 280 3,700 Put Sole 3700 PPL CORP COM 69351T106 6,875 148,478 Sole 148478 PRAXAIR INC COM 74005P104 243 2,900 Call Sole 2900 PRAXAIR INC COM 74005P104 838 10,000 Put Sole 10000 PRECISION CASTPARTS CORP COM 740189105 962 6,500 Call Sole 6500 PRICELINE COM INC COM NEW 741503403 692 7,800 Sole 7800 PROASSURANCE CORP COM 74267C106 1,336 24,800 Sole 24800 PROGRESS ENERGY INC COM 743263105 811 17,300 Call Sole 17300 PROGRESS ENERGY INC COM 743263105 8,016 171,095 Sole 171095 PROGRESS SOFTWARE CORP COM 743312100 1,474 48,644 Sole 48644 PROGRESSIVE CORP OHIO COM 743315103 485 25,000 Call Sole 25000 PROGRESSIVE CORP OHIO COM 743315103 1,354 69,757 Sole 69757 PROLOGIS SH BEN INT 743410102 5,381 81,100 Call Sole 81100 PROLOGIS SH BEN INT 743410102 2,734 41,200 Put Sole 41200 PRUDENTIAL FINL INC COM 744320102 8,041 82,400 Call Sole 82400 PRUDENTIAL FINL INC COM 744320102 654 6,700 Put Sole 6700 PRUDENTIAL FINL INC COM 744320102 5,904 60,500 Sole 60500 PUBLIC STORAGE COM 74460D109 3,115 39,600 Sole 39600 PULTE HOMES INC COM 745867101 2,036 149,600 Sole 149600 QUALCOMM INC COM 747525103 820 19,400 Call Sole 19400 QUALCOMM INC COM 747525103 10,321 244,220 Sole 244220 QUANEX CORP COM 747620102 1,132 24,100 Sole 24100 QUEST DIAGNOSTICS INC COM 74834L100 329 5,700 Call 5700 QUEST DIAGNOSTICS INC COM 74834L100 1,346 23,300 23300 QUESTAR CORP COM 748356102 856 16,300 16300 QUICKSILVER RESOURCES INC COM 74837R104 1,016 21,600 Call 21600 QUICKSILVER RESOURCES INC COM 74837R104 541 11,500 Put 11500 QUIKSILVER INC COM 74838C106 2,041 142,700 142700 QWEST COMMUNICATIONS INTL IN COM 749121109 735 80,200 80200 RADIOSHACK CORP COM 750438103 2,025 98,007 98007 RALCORP HLDGS INC NEW COM 751028101 1,580 28,300 28300 RAMBUS INC DEL COM 750917106 1,974 103,300 Call 103300 RAMBUS INC DEL COM 750917106 4,237 221,700 Put 221700 RAMBUS INC DEL COM 750917106 4,544 237,764 237764 RANGE RES CORP COM 75281A109 752 18,500 Call 18500 RANGE RES CORP COM 75281A109 923 22,700 Put 22700 RANGE RES CORP COM 75281A109 1,348 33,161 33161 RAYTHEON CO COM NEW 755111507 4,160 65,178 65178 RC2 CORP COM 749388104 418 15,100 15100 REALTY INCOME CORP COM 756109104 1,302 46,600 46600 RED HAT INC COM 756577102 986 49,600 Put 49600 RED HAT INC COM 756577102 2,647 133,235 133235 REDWOOD TR INC COM 758075402 767 23,100 23100 REGAL BELOIT CORP COM 758750103 297 6,200 Put 6200 REGAL BELOIT CORP COM 758750103 1,362 28,430 28430 REGIONS FINANCIAL CORP NEW COM 7591EP100 215 7,300 Call 7300 REGIONS FINANCIAL CORP NEW COM 7591EP100 262 8,900 Put 8900 REGIS CORP MINN COM 758932107 1,185 37,140 37140 REINSURANCE GROUP AMER INC COM 759351109 1,576 27,800 27800 RELIANT ENERGY INC COM 75952B105 822 32,100 Call 32100 RELIANT ENERGY INC COM 75952B105 307 12,000 Put 12000 RELIANT ENERGY INC COM 75952B105 1,390 54,315 54315 REPUBLIC AWYS HLDGS INC COM 760276105 829 39,158 39158 REPUBLIC SVCS INC COM 760759100 612 18,711 18711 RESEARCH IN MOTION LTD COM 760975102 16,364 166,052 166052 RESOURCES CONNECTION INC COM 76122Q105 237 10,251 10251 RESPIRONICS INC COM 761230101 211 4,399 4399 REYNOLDS AMERICAN INC COM 761713106 9,241 145,326 145326 ROBERT HALF INTL INC COM 770323103 259 8,683 8683 ROCKWELL AUTOMATION INC COM 773903109 605 8,700 Call 8700 ROPER INDS INC NEW COM 776696106 207 3,161 3161 ROSS STORES INC COM 778296103 4,034 157,349 157349 ROWAN COS INC COM 779382100 4,408 120,500 Call 120500 ROWAN COS INC COM 779382100 4,854 132,700 Put 132700 RUBY TUESDAY INC COM 781182100 430 23,467 23467 RYLAND GROUP INC COM 783764103 2,306 107,605 107605 SAFECO CORP COM 786429100 212 3,471 3471 SAFETY INS GROUP INC COM 78648T100 604 16,795 16795 SAFEWAY INC COM NEW 786514208 666 20,100 Call 20100 SAFEWAY INC COM NEW 786514208 4,248 128,294 128294 SALESFORCE COM INC COM 79466L302 1,180 23,000 Call 23000 SALESFORCE COM INC COM 79466L302 1,098 21,400 Put 21400 SALESFORCE COM INC COM 79466L302 1,195 23,293 23293 SANDISK CORP COM 80004C101 14,602 265,000 Call 265000 SANDISK CORP COM 80004C101 29,495 535,300 Put 535300 SANDISK CORP COM 80004C101 3,143 57,050 57050 SARA LEE CORP COM 803111103 8,237 493,501 493501 SBA COMMUNICATIONS CORP COM 78388J106 238 6,757 6757 SCANSOURCE INC COM 806037107 363 12,900 12900 SCHERING PLOUGH CORP COM 806605101 367 11,600 Call 11600 SCHERING PLOUGH CORP COM 806605101 389 12,300 Put 12300 SCHERING PLOUGH CORP COM 806605101 498 15,736 15736 SCHLUMBERGER LTD COM 806857108 4,148 39,500 Call 39500 SCHLUMBERGER LTD COM 806857108 8,253 78,600 Put 78600 SCHLUMBERGER LTD COM 806857108 9,813 93,461 93461 SCHNITZER STL INDS CL A 806882106 4,998 68,200 Call 68200 SCHNITZER STL INDS CL A 806882106 6,127 83,600 Put 83600 SCHOLASTIC CORP COM 807066105 2,208 63,344 63344 SCIELE PHARMA INC COM 808627103 365 14,024 14024 SCIENTIFIC GAMES CORP CL A 80874P109 384 10,200 Call 10200 SCOTTS MIRACLE GRO CO CL A 810186106 1,505 35,202 35202 SEAGATE TECHNOLOGY SHS G7945J104 4,469 174,700 Call 174700 SEAGATE TECHNOLOGY SHS G7945J104 1,187 46,400 Put 46400 SEAGATE TECHNOLOGY SHS G7945J104 1,583 61,881 61881 SEARS HLDGS CORP COM 812350106 471 3,700 Call 3700 SEARS HLDGS CORP COM 812350106 1,048 8,237 8237 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 954 24,900 24900 SEMTECH CORP COM 816850101 793 38,705 38705 SEPRACOR INC COM 817315104 980 35,653 35653 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 3,201 86,100 Call 86100 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 465 12,500 Put 12500 SHERWIN WILLIAMS CO COM 824348106 3,128 47,600 Call 47600 SHERWIN WILLIAMS CO COM 824348106 296 4,500 Put 4500 SHERWIN WILLIAMS CO COM 824348106 632 9,624 9624 SHIRE PLC SPONSORED ADR 82481R106 693 9,363 9363 SILGAN HOLDINGS INC COM 827048109 796 14,800 14800 SIMON PPTY GROUP INC NEW COM 828806109 6,280 62,800 Call 62800 SIMON PPTY GROUP INC NEW COM 828806109 910 9,100 Put 9100 SIMPSON MANUFACTURING CO INC COM 829073105 223 7,000 7000 SINCLAIR BROADCAST GROUP INC CL A 829226109 564 46,857 46857 SIRF TECHNOLOGY HLDGS INC COM 82967H101 320 15,000 Put 15000 SIRF TECHNOLOGY HLDGS INC COM 82967H101 211 9,865 9865 SKYWEST INC COM 830879102 214 8,500 Call 8500 SKYWEST INC COM 830879102 244 9,700 Put 9700 SKYWEST INC COM 830879102 232 9,232 9232 SMITH INTL INC COM 832110100 3,049 42,700 Call 42700 SMITH INTL INC COM 832110100 4,862 68,100 Put 68100 SMITHFIELD FOODS INC COM 832248108 1,635 51,900 51900 SONIC CORP COM 835451105 1,804 77,086 77086 SONUS NETWORKS INC COM 835916107 111 18,200 Call 18200 SONUS NETWORKS INC COM 835916107 168 27,600 Put 27600 SONY CORP ADR NEW 835699307 213 4,437 4437 SOUTHERN COPPER CORP COM 84265V105 978 7,900 Put 7900 SOUTHERN COPPER CORP COM 84265V105 1,921 15,513 15513 SOUTHERN UN CO NEW COM 844030106 2,663 85,600 85600 SOUTHWEST AIRLS CO COM 844741108 1,014 68,500 Call 68500 SOUTHWEST AIRLS CO COM 844741108 342 23,100 Put 23100 SOUTHWEST AIRLS CO COM 844741108 163 11,033 11033 SOUTHWESTERN ENERGY CO COM 845467109 2,335 55,800 Call 55800 SOUTHWESTERN ENERGY CO COM 845467109 1,783 42,600 Put 42600 SOVEREIGN BANCORP INC COM 845905108 394 23,100 Call 23100 SOVEREIGN BANCORP INC COM 845905108 443 26,003 26003 SPARTECH CORP COM NEW 847220209 815 47,800 47800 SPRINT NEXTEL CORP COM FON 852061100 566 29,814 29814 SPX CORP COM 784635104 574 6,200 Call 6200 SRA INTL INC CL A 78464R105 699 24,900 24900 ST JOE CO COM 790148100 259 7,700 Call 7700 ST JOE CO COM 790148100 427 12,700 Put 12700 ST JOE CO COM 790148100 464 13,800 13800 ST JUDE MED INC COM 790849103 1,269 28,800 Call 28800 ST JUDE MED INC COM 790849103 264 6,000 Put 6000 ST MARY LD & EXPL CO COM 792228108 1,238 34,700 34700 STAGE STORES INC COM NEW 85254C305 589 32,300 32300 STANDARD MICROSYSTEMS CORP COM 853626109 1,090 28,367 28367 STANDARD PAC CORP NEW COM 85375C101 840 152,947 152947 STAPLES INC COM 855030102 644 29,965 29965 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,463 24,087 24087 STATE AUTO FINL CORP COM 855707105 275 9,400 9400 STEEL DYNAMICS INC COM 858119100 10,223 218,900 Call 218900 STEEL DYNAMICS INC COM 858119100 9,209 197,200 Put 197200 STEELCASE INC CL A 858155203 1,115 62,021 62021 STERICYCLE INC COM 858912108 503 8,800 Call 8800 STEWART INFORMATION SVCS COR COM 860372101 226 6,600 6600 STRAYER ED INC COM 863236105 808 4,790 4790 STRYKER CORP COM 863667101 708 10,300 Call 10300 STRYKER CORP COM 863667101 578 8,400 Put 8400 SUN MICROSYSTEMS INC COM 866810104 2,320 412,800 412800 SUNCOR ENERGY INC COM 867229106 13,899 146,600 Call 146600 SUNCOR ENERGY INC COM 867229106 8,580 90,500 Put 90500 SUNCOR ENERGY INC COM 867229106 652 6,873 6873 SUNOCO INC COM 86764P109 5,429 76,700 Call 76700 SUNOCO INC COM 86764P109 11,445 161,700 Put 161700 SUNOCO INC COM 86764P109 1,288 18,200 18200 SUNRISE SENIOR LIVING INC COM 86768K106 1,012 28,600 28600 SUNTRUST BKS INC COM 867914103 1,034 13,660 13660 SUPERIOR ENERGY SVCS INC COM 868157108 213 6,000 Put 6000 SUPERIOR ESSEX INC COM 86815V105 291 7,803 7803 SUPERVALU INC COM 868536103 4,823 123,628 123628 SWS GROUP INC COM 78503N107 812 45,900 45900 SYBASE INC COM 871130100 414 17,900 17900 SYMANTEC CORP COM 871503108 2,289 118,137 118137 SYNOPSYS INC COM 871607107 2,885 106,543 106543 SYNOVUS FINL CORP COM 87161C105 437 15,562 15562 SYSCO CORP COM 871829107 363 10,200 Call 10200 SYSCO CORP COM 871829107 1,854 52,086 52086 PRICE T ROWE GROUP INC COM 74144T108 1,721 30,900 Call 30900 PRICE T ROWE GROUP INC COM 74144T108 668 12,000 Put 12000 TAKE-TWO INTERACTIVE SOFTWARE INC COM 874054109 6,967 407,909 407909 TANGER FACTORY OUTLET CTRS I COM 875465106 1,157 28,500 28500 TARGET CORP COM 87612E106 1,757 27,645 27645 TD AMERITRADE HLDG CORP COM 87236Y108 384 21,100 Call 21100 TD AMERITRADE HLDG CORP COM 87236Y108 2,050 112,500 Put 112500 TD AMERITRADE HLDG CORP COM 87236Y108 754 41,400 41400 TECH DATA CORP COM 878237106 4,965 123,746 123746 TEKTRONIX INC COM 879131100 1,762 63,532 63532 TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 2,041 62,100 Call 62100 TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 602 18,300 Put 18300 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 244 5,000 Call 5000 TELLABS INC COM 879664100 5,298 556,521 556521 TEMPLE-INLAND INC COM 879868107 3,655 69,448 69448 TEMPUR PEDIC INTL INC COM 88023U101 1,666 46,600 Call 46600 TEMPUR PEDIC INTL INC COM 88023U101 236 6,600 Put 6600 TEMPUR PEDIC INTL INC COM 88023U101 972 27,201 27201 TENET HEALTHCARE CORP COM 88033G100 488 145,300 145300 TERADYNE INC COM 880770102 311 22,500 Call 22500 TERADYNE INC COM 880770102 342 24,800 Put 24800 TEREX CORP NEW COM 880779103 10,941 122,900 Call 122900 TEREX CORP NEW COM 880779103 10,852 121,900 Put 121900 TERRA INDS INC COM 880915103 353 11,300 Call 11300 TESORO CORP COM 881609101 7,828 170,100 Call 170100 TESORO CORP COM 881609101 3,797 82,500 Put 82500 TESSERA TECHNOLOGIES INC COM 88164L100 360 9,600 Call 9600 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,948 43,800 Call 43800 TEXAS INDS INC COM 882491103 1,123 14,300 Call 14300 TEXAS INDS INC COM 882491103 1,232 15,700 Put 15700 TEXAS INDS INC COM 882491103 2,372 30,219 30219 TEXAS INSTRS INC COM 882508104 553 15,100 Call 15100 TEXTRON INC COM 883203101 1,599 25,700 Call 25700 TEXTRON INC COM 883203101 299 4,800 Put 4800 TEXTRON INC COM 883203101 4,093 65,790 65790 THERMO FISHER SCIENTIFIC INC COM 883556102 208 3,600 Call 3600 THOMAS & BETTS CORP COM 884315102 446 7,600 7600 THOR INDS INC COM 885160101 346 7,700 Call 7700 THOR INDS INC COM 885160101 2,151 47,800 47800 TIDEWATER INC COM 886423102 6,938 110,400 Call 110400 TIDEWATER INC COM 886423102 3,808 60,600 Put 60600 TIDEWATER INC COM 886423102 1,653 26,300 26300 TIFFANY & CO NEW COM 886547108 9,172 175,200 175200 TIME WARNER INC COM 887317105 10,684 581,892 581892 TITANIUM METALS CORP COM NEW 888339207 738 22,000 Call 22000 TITANIUM METALS CORP COM NEW 888339207 1,406 41,900 Put 41900 TJX COS INC NEW COM 872540109 2,166 74,507 74507 TORCHMARK CORP COM 891027104 4,533 72,737 72737 TORO CO COM 891092108 2,012 34,200 34200 TRACTOR SUPPLY CO COM 892356106 1,060 23,000 Call 23000 TRACTOR SUPPLY CO COM 892356106 613 13,299 13299 TRANSATLANTIC HLDGS INC COM 893521104 274 3,900 3900 TRANSOCEAN INC ORD G90078109 17,715 156,700 Call 156700 TRANSOCEAN INC ORD G90078109 8,739 77,300 Put 77300 TRAVELERS COMPANIES INC COM 89417E109 7,665 152,260 152260 TREDEGAR CORP COM 894650100 269 15,600 15600 TRIARC COS INC CL B SER 1 895927309 243 19,400 19400 TRIMBLE NAVIGATION LTD COM 896239100 375 9,555 9555 TYCO INTL LTD BERMUDA SHS G9143X208 10,820 244,017 244017 TYSON FOODS INC CL A 902494103 794 44,500 Call 44500 UGI CORP NEW COM 902681105 839 32,300 32300 ULTRA PETROLEUM CORP COM 903914109 1,290 20,800 Call 20800 ULTRA PETROLEUM CORP COM 903914109 2,364 38,100 Put 38100 ULTRA PETROLEUM CORP COM 903914109 977 15,744 15744 UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E107 6,788 51,600 Call 51600 UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E107 11,708 89,000 Put 89000 UNION PAC CORP COM 907818108 12,244 108,300 Call 108300 UNION PAC CORP COM 907818108 2,612 23,100 Put 23100 UNISOURCE ENERGY CORP COM 909205106 1,151 38,500 38500 UNIT CORP COM 909218109 257 5,300 Call 5300 UNIT CORP COM 909218109 494 10,200 Put 10200 UNIT CORP COM 909218109 207 4,275 4275 UNITED STATES STL CORP NEW COM 912909108 26,178 247,100 Call 247100 UNITED STATES STL CORP NEW COM 912909108 49,633 468,500 Put 468500 UNITED THERAPEUTICS CORP DEL COM 91307C102 1,242 18,665 18665 UNITEDHEALTH GROUP INC COM 91324P102 3,652 75,400 Call 75400 UNITEDHEALTH GROUP INC COM 91324P102 935 19,300 Put 19300 UNIVERSAL CORP VA COM 913456109 1,278 26,100 26100 UNIVERSAL FST PRODS INC COM 913543104 316 10,573 10573 UNUM GROUP COM 91529Y106 379 15,500 Call 15500 UNUM GROUP COM 91529Y106 1,431 58,464 58464 URBAN OUTFITTERS INC COM 917047102 349 16,000 Put 16000 URS CORP NEW COM 903236107 299 5,300 5300 US BANCORP DEL COM NEW 902973304 205 6,300 Call 6300 US BANCORP DEL COM NEW 902973304 3,149 96,800 96800 USG CORP COM NEW 903293405 1,130 30,100 Call 30100 USG CORP COM NEW 903293405 1,821 48,500 Put 48500 UST INC COM 902911106 278 5,600 Call 5600 UST INC COM 902911106 368 7,422 7422 VAIL RESORTS INC COM 91879Q109 335 5,386 5386 VALEANT PHARMACEUTICALS INTL COM 91911X104 1,546 99,900 99900 VALERO ENERGY CORP NEW COM 91913Y100 21,424 318,900 Call 318900 VALERO ENERGY CORP NEW COM 91913Y100 14,887 221,600 Put 221600 VALSPAR CORP COM 920355104 1,614 59,300 59300 VALUECLICK INC COM 92046N102 1,463 65,135 65135 VARIAN MED SYS INC COM 92220P105 213 5,087 5087 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 524 9,800 Call 9800 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 268 5,000 Put 5000 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 1,105 20,650 20650 VECTOR GROUP LTD COM 92240M108 204 9,110 9110 VERIFONE HLDGS INC COM 92342Y109 291 6,560 6560 VERIZON COMMUNICATIONS COM 92343V104 5,344 120,690 120690 VERTEX PHARMACEUTICALS INC COM 92532F100 3,200 83,300 Call 83300 VERTEX PHARMACEUTICALS INC COM 92532F100 326 8,500 Put 8500 VERTEX PHARMACEUTICALS INC COM 92532F100 824 21,441 21441 VF CORP COM 918204108 202 2,500 Call 2500 VF CORP COM 918204108 1,372 16,986 16986 VIRGIN MEDIA INC COM 92769L101 588 24,216 24216 VISHAY INTERTECHNOLOGY INC COM 928298108 225 17,300 Call 17300 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 904 24,900 Call 24900 VORNADO RLTY TR SH BEN INT 929042109 940 8,600 Call 8600 VULCAN MATLS CO COM 929160109 508 5,700 Call 5700 W HLDG CO INC COM 929251106 412 184,000 184000 WABTEC CORP COM 929740108 315 8,400 Call 8400 WACHOVIA CORP NEW COM 929903102 5,035 100,400 Call 100400 WACHOVIA CORP NEW COM 929903102 567 11,300 Put 11300 WALGREEN CO COM 931422109 510 10,800 Call 10800 WALTER INDS INC COM 93317Q105 215 8,000 Call 8000 WALTER INDS INC COM 93317Q105 229 8,516 8516 WARNACO GROUP INC COM NEW 934390402 339 8,685 8685 WASHINGTON MUT INC COM 939322103 2,189 62,000 Call 62000 WASHINGTON MUT INC COM 939322103 331 9,378 9378 WASHINGTON POST CO CL B 939640108 1,188 1,480 1480 WASTE CONNECTIONS INC COM 941053100 1,134 35,700 35700 WATERS CORP COM 941848103 475 7,100 Call 7100 WATERS CORP COM 941848103 683 10,200 Put 10200 WATSON PHARMACEUTICALS INC COM 942683103 1,688 52,100 52100 WATSON WYATT WORLDWIDE INC CL A 942712100 1,748 38,900 38900 WEATHERFORD INTERNATIONAL LT COM G95089101 12,408 184,700 Call 184700 WEATHERFORD INTERNATIONAL LT COM G95089101 7,591 113,000 Put 113000 WEIGHT WATCHERS INTL INC NEW COM 948626106 2,653 46,084 46084 WELLCARE HEALTH PLANS INC COM 94946T106 253 2,400 Call 2400 WELLS FARGO & CO NEW COM 949746101 13,076 367,104 367104 WENDYS INTL INC COM 950590109 237 6,795 6795 WERNER ENTERPRISES INC COM 950755108 1,162 67,778 67778 WESCO INTL INC COM 95082P105 356 8,300 Call 8300 WESTERN DIGITAL CORP COM 958102105 4,064 160,500 Call 160500 WESTERN DIGITAL CORP COM 958102105 5,082 200,700 Put 200700 WESTERN DIGITAL CORP COM 958102105 200 7,902 7902 W-H ENERGY SVCS INC COM 92925E108 2,744 37,200 Put 37200 W-H ENERGY SVCS INC COM 92925E108 734 9,954 9954 WHIRLPOOL CORP COM 963320106 2,700 30,300 30300 WHOLE FOODS MKT INC COM 966837106 6,360 129,900 Call 129900 WHOLE FOODS MKT INC COM 966837106 602 12,300 Put 12300 WILLIAMS COS INC DEL COM 969457100 409 12,000 Call 12000 WILLIAMS COS INC DEL COM 969457100 2,285 67,100 67100 WILLIAMS SONOMA INC COM 969904101 672 20,600 Call 20600 WILLIAMS SONOMA INC COM 969904101 6,231 191,006 191006 WIND RIVER SYSTEMS INC COM 973149107 266 22,570 22570 WINNEBAGO INDS INC COM 974637100 1,020 42,700 42700 WRIGLEY WM JR CO COM 982526105 2,053 31,958 31958 WOLVERINE WORLD WIDE INC COM 978097103 1,351 49,300 49300 WORLD ACCEP CORP DEL COM 981419104 218 6,585 6585 WORTHINGTON INDS INC COM 981811102 332 14,100 Put 14100 WORTHINGTON INDS INC COM 981811102 2,731 115,927 115927 BERKLEY W R CORP COM 084423102 225 7,600 7600 GRACE W R & CO DEL NEW COM 38388F108 279 10,400 Call 10400 GRAINGER W W INC COM 384802104 903 9,900 Call 9900 WYNN RESORTS LTD COM 983134107 1,985 12,600 Call 12600 XEROX CORP COM 984121103 208 12,000 Call 12000 XEROX CORP COM 984121103 1,009 58,200 Put 58200 XEROX CORP COM 984121103 344 19,857 19857 XILINX INC COM 983919101 3,660 140,000 Call 140000 XILINX INC COM 983919101 2,643 101,100 Put 101100 XILINX INC COM 983919101 1,408 53,858 53858 XL CAP LTD CL A G98255105 5,236 66,117 66117 XTO ENERGY INC COM 98385X106 5,498 88,900 Call 88900 XTO ENERGY INC COM 98385X106 1,868 30,200 Put 30200 XTO ENERGY INC COM 98385X106 822 13,300 13300 YAHOO INC COM 984332106 8,332 310,400 Call 310400 YAHOO INC COM 984332106 18,293 681,500 Put 681500 YUM BRANDS INC COM 988498101 616 18,200 Put 18200 ZALE CORP NEW COM 988858106 1,257 54,303 54303 ZIONS BANCORPORATION COM 989701107 1,037 15,100 Call 15100 ZIONS BANCORPORATION COM 989701107 206 3,000 Put 3000 ZOLTEK COS INC COM 98975W104 2,107 48,300 Put 48300 ZOLTEK COS INC COM 98975W104 1,322 30,309 30309 ZUMIEZ INC COM 989817101 1,260 28,400 Call 28400 ZUMIEZ INC COM 989817101 1,921 43,300 Put 43300 ZUMIEZ INC COM 989817101 1,090 24,560 24560
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