-----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, UQ5/qnYT/QxcBFURs3gfJvDQvpT0LwkJUKuDqz8q5Xv4MlV1oHMGslBkbNeTd0nO c8gXgW2CXgVk56CG1rYFbQ== 0000919574-07-004026.txt : 20070814 0000919574-07-004026.hdr.sgml : 20070814 20070814145238 ACCESSION NUMBER: 0000919574-07-004026 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070630 FILED AS OF DATE: 20070814 DATE AS OF CHANGE: 20070814 EFFECTIVENESS DATE: 20070814 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: 071054176 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 d800311_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: June 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 August 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: 1072 Form 13F Information Table Value Total: $5,308,116 (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 June 30, 2007
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 VALUE SHRS OR SH/ PUT/ INVSTMNT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRTN MNGRS SOLE SHARED NONE - -------------- -------------- ----- ------- ------- -------- ------- ----- ---- ------ ---- 3COM CORP COM 885535104 557 134750 Sole 134750 ACE LTD ORD G0070K103 10216 163400 Sole 163400 A D C TELECOMMUNICATIONS COM NEW 000886309 1791 97700 Call Sole 97700 A D C TELECOMMUNICATIONS COM NEW 000886309 2531 138100 Put Sole 138100 A D C TELECOMMUNICATIONS COM NEW 000886309 5961 325215 Sole 325215 AEROPOSTALE COM 007865108 642 15400 Call Sole 15400 AEROPOSTALE COM 007865108 934 22400 Put Sole 22400 AEROPOSTALE COM 007865108 1921 46100 Sole 46100 AES CORP COM 00130H105 5983 273440 Sole 273440 AGCO CORP COM 001084102 1459 33600 Call Sole 33600 AGCO CORP COM 001084102 781 18000 Put Sole 18000 AGCO CORP COM 001084102 3603 83000 Sole 83000 AK STL HLDG CORP COM 001547108 6943 185800 Call Sole 185800 AK STL HLDG CORP COM 001547108 5277 141200 Put Sole 141200 AK STL HLDG CORP COM 001547108 2508 67100 Sole 67100 ALLIANCE DATA SYSTEMS CORP COM 018581108 626 8100 Sole 8100 AMBAC FINL GROUP INC COM 023139108 11736 134599 Sole 134599 AMERIGROUP CORP COM 03073T102 3581 150448 Sole 150448 AMR CORP COM 001765106 7122 270300 Call Sole 270300 AMR CORP COM 001765106 7354 279100 Put Sole 279100 AMR CORP COM 001765106 4528 171849 Sole 171849 SMITH A O COM 831865209 279 7000 Sole 7000 AON CORP COM 037389103 13316 312511 Sole 312511 AT&T INC COM 00206R102 62009 1494193 Sole 1494193 AVALONBAY CMNTYS INC COM 053484101 499 4200 Call Sole 4200 ABERCROMBIE & FITCH CO CL A 002896207 3693 50600 Call Sole 50600 ABERCROMBIE & FITCH CO CL A 002896207 5240 71800 Put Sole 71800 ABERCROMBIE & FITCH CO CL A 002896207 10560 144698 Sole 144698 ACCENTURE LTD BERMUDA CL A G1150G111 10829 252472 Sole 252472 ACTIVISION INC NEW COM NEW 004930202 1298 69500 Call Sole 69500 ADOBE SYS INC COM 00724F101 6039 150400 Call Sole 150400 ADOBE SYS INC COM 00724F101 4236 105500 Put Sole 105500 ADOBE SYS INC COM 00724F101 12973 323110 Sole 323110 ADVANCED MEDICAL OPTICS INC COM 00763M108 1412 40488 Sole 40488 ADVANCED MICRO DEVICES INC COM 007903107 658 46000 Call Sole 46000 ADVANCED MICRO DEVICES INC COM 007903107 378 26400 Put Sole 26400 ADVANCED MICRO DEVICES INC COM 007903107 1946 136100 Sole 136100 ADVANTA CORP CL B 007942204 212 6800 Sole 6800 AETNA INC NEW COM 00817Y108 6047 122400 Call Sole 122400 AETNA INC NEW COM 00817Y108 2179 44100 Put Sole 44100 AETNA INC NEW COM 00817Y108 8785 177833 Sole 177833 AFFILIATED COMPUTER SERVICES CL A 008190100 4652 82015 Sole 82015 AGILENT TECHNOLOGIES INC COM 00846U101 373 9700 Call Sole 9700 AGILENT TECHNOLOGIES INC COM 00846U101 12139 315800 Sole 315800 AGNICO EAGLE MINES LTD COM 008474108 2044 56000 Call Sole 56000 AGNICO EAGLE MINES LTD COM 008474108 3730 102200 Put Sole 102200 AKAMAI TECHNOLOGIES INC COM 00971T101 12311 253100 Call Sole 253100 AKAMAI TECHNOLOGIES INC COM 00971T101 23960 492600 Put Sole 492600 ALASKA AIR GROUP INC COM 011659109 2167 77772 Sole 77772 ALCAN INC COM 013716105 11829 145500 Call Sole 145500 ALCAN INC COM 013716105 3545 43600 Put Sole 43600 ALCAN INC COM 013716105 6244 76800 Sole 76800 ALCATEL-LUCENT SPONSORED ADR 013904305 531 37900 Sole 37900 ALCOA INC COM 013817101 9704 239437 Sole 239437 ALCOA INC COM 013817101 1686 12500 Call Sole 12500 ALCOA INC COM 013817101 270 2000 Put Sole 2000 ALCOA INC COM 013817101 256 1900 Sole 1900 ALIGN TECHNOLOGY INC COM 016255101 766 31700 Call Sole 31700 ALLEGHENY TECHNOLOGIES INC COM 01741R102 10194 97200 Call Sole 97200 ALLEGHENY TECHNOLOGIES INC COM 01741R102 10908 104000 Put Sole 104000 ALLERGAN INC COM 018490102 2478 42992 Sole 42992 ALLIED WASTE INDS INC COM PAR$0.1 NEW 019589308 4461 331422 Sole 331422 ALLSTATE CORP COM 020002101 19640 319300 Sole 319300 ALTERA CORP COM 021441100 232 10500 Call Sole 10500 ALTERA CORP COM 021441100 2711 122483 Sole 122483 ALTRIA GROUP INC COM 02209S103 41102 586000 Sole 586000 AMAZON COM INC COM 023135106 684 10000 Call Sole 10000 AMERCO COM 023586100 596 7900 Sole 7900 AMERICREDIT CORP COM 03060R101 4965 187000 Sole 187000 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 19093 308300 Call Sole 308300 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 5078 82000 Put Sole 82000 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 20121 784156 Sole 784156 AMERICAN FINL GROUP INC OHIO COM 025932104 229 6700 Sole 6700 AMERICAN GREETINGS CORP CL A 026375105 1809 63840 Sole 63840 AMERICAN INTL GROUP INC COM 026874107 33501 478374 Sole 478374 AMERICAN TOWER CORP CL A 029912201 239 5700 Call Sole 5700 AMERISOURCEBERGEN CORP COM 03073E105 4161 84116 Sole 84116 AMGEN INC COM 031162100 663 12000 Call Sole 12000 AMKOR TECHNOLOGY INC COM 031652100 1430 90800 Call Sole 90800 AMKOR TECHNOLOGY INC COM 031652100 532 33800 Put Sole 33800 AMKOR TECHNOLOGY INC COM 031652100 2838 180176 Sole 180176 ANADARKO PETROLEUM CORP COM 032511107 1981 38100 Call Sole 38100 ANADARKO PETROLEUM CORP COM 032511107 4008 77100 Put Sole 77100 ANADARKO PETROLEUM CORP COM 032511107 23623 454372 Sole 454372 ANALOG DEVICES INC COM 032654105 3576 95000 Call Sole 95000 ANALOG DEVICES INC COM 032654105 1404 37300 Put Sole 37300 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 2670 70600 Call Sole 70600 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1044 27600 Put Sole 27600 ANIXTER INTL INC COM 035290105 3181 42300 Sole 42300 ANNTAYLOR STORES CORP COM 036115103 3158 89153 Sole 89153 ANNALY CAP MGMT INC COM 035710409 5181 359300 Sole 359300 ANTHRACITE CAP INC COM 037023108 151 12900 Sole 12900 APACHE CORP COM 037411105 3867 47400 Call Sole 47400 APACHE CORP COM 037411105 2994 36700 Put Sole 36700 APARTMENT INVT & MGMT CO CL A 03748R101 207 4100 Put Sole 4100 APARTMENT INVT & MGMT CO CL A 03748R101 8486 168313 Sole 168313 APOLLO GROUP INC CL A 037604105 4282 73290 Sole 73290 APOLLO INVT CORP COM 03761U106 5708 265237 Sole 265237 APPLEBEES INTERNATIONAL INC COM 037899101 836 34700 Put Sole 34700 APPLEBEES INTERNATIONAL INC COM 037899101 790 32800 Sole 32800 APPLERA CORP COM AP BIO GRP 038020103 5490 179757 Sole 179757 APPLIED MATLS INC COM 038222105 397 20000 Put Sole 20000 APPLIED MATLS INC COM 038222105 13738 691406 Sole 691406 APPLIED MICRO CIRCUITS CORP COM 03822W109 515 205908 Sole 205908 APRIA HEALTHCARE GROUP INC COM 037933108 3265 113500 Sole 113500 ARCH COAL INC COM 039380100 4869 139900 Call Sole 139900 ARCH COAL INC COM 039380100 3344 96100 Put Sole 96100 ARCHER DANIELS MIDLAND CO COM 039483102 7518 227200 Call Sole 227200 ARCHER DANIELS MIDLAND CO COM 039483102 4451 134500 Put Sole 134500 ARCHER DANIELS MIDLAND CO COM 039483102 24520 741000 Sole 741000 ARKANSAS BEST CORP DEL COM 040790107 3904 100187 Sole 100187 ARMOR HOLDINGS INC COM 042260109 2571 29600 Sole 29600 ARROW ELECTRS INC COM 042735100 4227 110001 Sole 110001 ARTHROCARE CORP COM 043136100 469 10684 Sole 10684 GALLAGHER ARTHUR J & CO COM 363576109 1149 41200 Sole 41200 ARVINMERITOR INC COM 043353101 3434 154700 Sole 154700 ASBURY AUTOMOTIVE GROUP INC COM 043436104 210 8400 Sole 8400 ASHFORD HOSPITALITY TR INC COM SHS 044103109 134 11400 Sole 11400 ASHLAND INC NEW COM 044209104 7437 116300 Sole 116300 ATHEROS COMMUNICATIONS INC COM 04743P108 1490 48300 Call Sole 48300 ATHEROS COMMUNICATIONS INC COM 04743P108 3692 119700 Put Sole 119700 ATHEROS COMMUNICATIONS INC COM 04743P108 932 30224 Sole 30224 ATMEL CORP COM 049513104 2531 455200 Sole 455200 ATMOS ENERGY CORP COM 049560105 1082 36000 Sole 36000 AUTODESK INC COM 052769106 3555 75500 Call Sole 75500 AUTODESK INC COM 052769106 1351 28700 Put Sole 28700 AUTOMATIC DATA PROCESSING IN COM 053015103 10857 224000 Sole 224000 AVAYA INC COM 053499109 4885 290063 Sole 290063 AVIS BUDGET GROUP COM 053774105 2924 102855 Sole 102855 AVNET INC COM 053807103 6745 170163 Sole 170163 AVOCENT CORP COM 053893103 378 13024 Sole 13024 BEARINGPOINT INC COM 074002106 159 21700 Sole 21700 BHP BILLITON LTD SPONSORED ADR 088606108 2504 41900 Call Sole 41900 BHP BILLITON LTD SPONSORED ADR 088606108 1332 22300 Put Sole 22300 BIOTECH HOLDRS TR DEPOSTRY RCPTS 09067D201 471 2800 Sole 2800 BISYS GROUP INC COM 055472104 345 29200 Sole 29200 BJ SVCS CO COM 055482103 2395 84200 Call Sole 84200 BJ SVCS CO COM 055482103 5290 186000 Put Sole 186000 BMC SOFTWARE INC COM 055921100 997 32905 Sole 32905 BOSTON PROPERTIES INC COM 101121101 4290 42007 Sole 42007 BP PLC SPONSORED ADR 055622104 2258 31300 Call Sole 31300 BP PLC SPONSORED ADR 055622104 765 10600 Sole 10600 BAKER HUGHES INC COM 057224107 13730 163200 Call Sole 163200 BAKER HUGHES INC COM 057224107 12577 149500 Put Sole 149500 BAKER HUGHES INC COM 057224107 281 3342 Sole 3342 BARNES & NOBLE INC COM 067774109 4247 110400 Sole 110400 BARRICK GOLD CORP COM 067901108 672 23100 Call Sole 23100 BARRICK GOLD CORP COM 067901108 448 15400 Put Sole 15400 BARRICK GOLD CORP COM 067901108 14006 481800 Sole 481800 BAXTER INTL INC COM 071813109 220 3900 Call Sole 3900 BAXTER INTL INC COM 071813109 254 4500 Put Sole 4500 BAXTER INTL INC COM 071813109 214 3800 Sole 3800 BEAR STEARNS COS INC COM 073902108 4298 30700 Call Sole 30700 BEAR STEARNS COS INC COM 073902108 574 4100 Put Sole 4100 BEAR STEARNS COS INC COM 073902108 39640 283141 Sole 283141 BEAZER HOMES USA INC COM 07556Q105 247 10000 Call Sole 10000 BEAZER HOMES USA INC COM 07556Q105 5133 208070 Sole 208070 BEBE STORES INC COM 075571109 291 18200 Call Sole 18200 BEBE STORES INC COM 075571109 415 25900 Put Sole 25900 BEBE STORES INC COM 075571109 265 16546 Sole 16546 BECKMAN COULTER INC COM 075811109 1798 27800 Sole 27800 BELDEN CDT INC COM 077454106 708 12800 Call Sole 12800 BEST BUY INC COM 086516101 3314 71000 Call Sole 71000 BEST BUY INC COM 086516101 1741 37300 Put Sole 37300 BEST BUY INC COM 086516101 6081 130289 Sole 130289 BIG LOTS INC COM 089302103 9828 334063 Sole 334063 BARRETT BILL CORP COM 06846N104 239 6500 Call Sole 6500 BARRETT BILL CORP COM 06846N104 203 5500 Sole 5500 BIOVAIL CORP COM 09067J109 227 8928 Sole 8928 BLACK BOX CORP DEL COM 091826107 228 5500 Sole 5500 BLACKBOARD INC COM 091935502 265 6300 Sole 6300 BOB EVANS FARMS INC COM 096761101 280 7600 Sole 7600 BOEING CO COM 097023105 288 3000 Call Sole 3000 BORDERS GROUP INC COM 099709107 2773 145500 Sole 145500 BOSTON SCIENTIFIC CORP COM 101137107 1014 66112 Sole 66112 BOWATER INC COM 102183100 3016 120900 Sole 120900 BRIGGS & STRATON CORP COM 109043109 2506 79400 Sole 79400 BRINKER INTL INC COM 109641100 3414 116649 Sole 116649 BROADCOM CORP CL A 111320107 8614 294500 Call Sole 294500 BROADCOM CORP CL A 111320107 6897 235800 Put Sole 235800 BROCADE COMMUNICATIONS SYS I COM 111621108 272 34800 Call Sole 34800 BROCADE COMMUNICATIONS SYS I COM 111621108 830 106200 Put Sole 106200 BROCADE COMMUNICATIONS SYS I COM 111621108 12305 1573574 Sole 1573574 BROOKS AUTOMATION INC COM 114340102 2882 158782 Sole 158782 BUCYRUS INTL INC NEW CL A 118759109 2874 40600 Call Sole 40600 BUCYRUS INTL INC NEW CL A 118759109 3518 49700 Put Sole 49700 BUCYRUS INTL INC NEW CL A 118759109 1824 25768 Sole 25768 BUNGE LIMITED COM G16962105 262 3100 Call Sole 3100 BURLINGTON NORTHN SANTA FE C COM 12189T104 3789 44500 Call Sole 44500 BURLINGTON NORTHN SANTA FE C COM 12189T104 1141 13400 Put Sole 13400 CA INC COM 12673P105 914 35373 Sole 35373 CACI INTL INC CL A 127190304 2708 55431 Sole 55431 CAMDEN PPTY TR SH BEN INT 133131102 3911 58400 Sole 58400 CB RICHARD ELLIS GROUP INC CL A 12497T101 234 6400 Put Sole 6400 CBRL GROUP INC COM 12489V106 7232 170255 Sole 170255 CBS CORP NEW CL B 124857202 10362 310980 Sole 310980 CEC ENTMT INC COM 125137109 535 15200 Sole 15200 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 578 11000 Call Sole 11000 CHESAPEAKE ENERGY CORP COM 165167107 13113 379000 Call Sole 379000 CHESAPEAKE ENERGY CORP COM 165167107 15497 447900 Put Sole 447900 CHESAPEAKE ENERGY CORP COM 165167107 24108 696772 Sole 696772 CIENA CORP COM NEW 171779309 5398 149400 Call Sole 149400 CIENA CORP COM NEW 171779309 1944 53800 Put Sole 53800 CIT GROUP INC COM 125581108 12238 223200 Sole 223200 CMS ENERGY CORP COM 125896100 1802 104791 Sole 104791 COLUMBIA SPORTSWEAR CO COM 198516106 1611 23451 Sole 23451 CONOCOPHILLIPS COM 20825C104 28221 359500 Call Sole 359500 CONOCOPHILLIPS COM 20825C104 4341 55300 Put Sole 55300 CONOCOPHILLIPS COM 20825C104 40836 520200 Sole 520200 CONSECO INC COM NEW 208464883 1869 89452 Sole 89452 CONSOL ENERGY INC COM 20854P109 6511 141200 Call Sole 141200 CONSOL ENERGY INC COM 20854P109 6884 149300 Put Sole 149300 BARD C R INC COM 067383109 2073 25090 Sole 25090 CSG SYS INTL INC COM 126349109 2829 106701 Sole 106701 CVS CORP COM 126650100 6958 190900 Call Sole 190900 CVS CORP COM 126650100 1381 37900 Put Sole 37900 CABOT OIL & GAS CORP COM 127097103 2279 61800 Call Sole 61800 CABOT OIL & GAS CORP COM 127097103 1247 33800 Put Sole 33800 CADENCE DESIGN SYSTEM INC COM 127387108 1684 76700 Sole 76700 CAMECO CORP COM 13321L108 6038 119000 Call Sole 119000 CAMECO CORP COM 13321L108 8915 175700 Put Sole 175700 CAMECO CORP COM 13321L108 786 15500 Sole 15500 CAMERON INTERNATIONAL CORP COM 13342B105 3745 52400 Call Sole 52400 CAMERON INTERNATIONAL CORP COM 13342B105 493 6900 Put Sole 6900 CAMPBELL SOUP CO COM 134429109 1043 26866 Sole 26866 CAPITAL ONE FINL CORP COM 14040H105 3126 39849 Sole 39849 CARDINAL HEALTH INC COM 14149Y108 12708 179900 Sole 179900 CAREER EDUCATION CORP COM 141665109 7932 234893 Sole 234893 CARNIVAL CORP PAIRED CTF 143658300 8575 175835 Sole 175835 CARPENTER TECHNOLOGY CORP COM 144285103 2919 22400 Call Sole 22400 CARPENTER TECHNOLOGY CORP COM 144285103 6151 47200 Put Sole 47200 CARPENTER TECHNOLOGY CORP COM 144285103 2684 20600 Sole 20600 CARTER INC COM 146229109 2531 97557 Sole 97557 CASEYS GEN STORES INC COM 147528103 232 8500 Sole 8500 CATERPILLAR INC COM 149123101 814 10400 Call Sole 10400 CATERPILLAR INC COM 149123101 384 4900 Put Sole 4900 CELGENE CORP COM 151020104 338 5900 Call Sole 5900 CELGENE CORP COM 151020104 1480 25814 Sole 25814 CENTERPOINT ENERGY INC COM 15189T107 4721 271325 Sole 271325 CENTRAL EUROPEAN DIST CORP COM 153435102 239 6900 Call Sole 6900 CENTURY ALUM CO COM 156431108 1590 29100 Call Sole 29100 CENTURY ALUM CO COM 156431108 1229 22500 Put Sole 22500 CENTURY ALUM CO COM 156431108 5819 106520 Sole 106520 CENTURYTEL INC COM 156700106 4400 89700 Sole 89700 CEPHALON INC COM 156708109 21874 272095 Sole 272095 CERADYNE INC COM 156710105 5599 75700 Call Sole 75700 CERADYNE INC COM 156710105 444 6000 Put Sole 6000 CERADYNE INC COM 156710105 2508 33912 Sole 33912 CERNER CORP COM 156782104 721 13000 Call Sole 13000 CHAMPION ENTERPRISES INC COM 158496109 99 10100 Sole 10100 CHARLES RIV LABS INTL INC COM 159864107 2705 52400 Sole 52400 CHECKFREE CORP NEW COM 162813109 230 5729 Sole 5729 CHEVRON CORP NEW COM 166764100 691 8200 Call Sole 8200 CHEVRON CORP NEW COM 166764100 31532 374316 Sole 374316 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 2136 56600 Call Sole 56600 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 883 23400 Put Sole 23400 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 1425 37752 Sole 37752 CHICAGO MERCANTILE HLDGS INC CL A 167760107 2458 4600 Call Sole 4600 CHICAGO MERCANTILE HLDGS INC CL A 167760107 695 1300 Put Sole 1300 CHICOS FAS INC COM 168615102 341 14000 Call Sole 14000 CHICOS FAS INC COM 168615102 1974 81100 Put Sole 81100 CHICOS FAS INC COM 168615102 448 18400 Sole 18400 CHILDRENS PL RETAIL STORES I COM 168905107 883 17100 Call Sole 17100 CHILDRENS PL RETAIL STORES I COM 168905107 2296 44466 Sole 44466 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 799 13500 Call Sole 13500 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 355 6000 Put Sole 6000 CHRISTOPHER & BANKS CORP COM 171046105 206 12000 Sole 12000 CHUBB CORP COM 171232101 11091 204854 Sole 204854 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 24471 549300 Call Sole 549300 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 23959 537800 Put Sole 537800 CIGNA CORP COM 125509109 2167 41500 Call Sole 41500 CIGNA CORP COM 125509109 491 9400 Put Sole 9400 CIGNA CORP COM 125509109 7895 151191 Sole 151191 CIMAREX ENERGY CO COM 171798101 359 9100 Call Sole 9100 CIMAREX ENERGY CO COM 171798101 4824 122396 Sole 122396 CIRCUIT CITY STORE INC COM 172737108 235 15600 Sole 15600 CITIZENS COMMUNICATIONS CO COM 17453B101 690 45163 Sole 45163 CITRIX SYS INC COM 177376100 236 7000 Call Sole 7000 CITRIX SYS INC COM 177376100 443 13149 Sole 13149 CLARCOR INC COM 179895107 232 6200 Sole 6200 CLEVELAND CLIFFS INC COM 185896107 1049 13500 Call Sole 13500 CLEVELAND CLIFFS INC COM 185896107 1111 14300 Put Sole 14300 CLEVELAND CLIFFS INC COM 185896107 6672 85900 Sole 85900 CLOROX CO DEL COM 189054109 1906 30700 Sole 30700 COACH INC COM 189754104 11028 232700 Call Sole 232700 COACH INC COM 189754104 2720 57400 Put Sole 57400 COCA COLA ENTERPRISES INC COM 191219104 6648 277000 Sole 277000 COGENT COMM GROUP INC COM NEW 19239V302 935 31300 Call Sole 31300 COGENT COMM GROUP INC COM NEW 19239V302 711 23800 Put Sole 23800 COGENT INC COM 19239Y108 254 17300 Put Sole 17300 COLDWATER CREEK INC COM 193068103 4088 175988 Sole 175988 COLGATE PALMOLIVE CO COM 194162103 2069 31904 Sole 31904 COLONIAL PPTYS TR COM SH BEN INT 195872106 211 5800 Sole 5800 COMCAST CORP NEW CL A 20030N101 8148 289744 Sole 289744 COMMSCOPE INC COM 203372107 2161 37040 Sole 37040 COMMERCIAL METALS CO COM 201723103 929 27500 Call Sole 27500 COMMERCIAL METALS CO COM 201723103 5791 171476 Sole 171476 COMPUTER SCIENCES CORP COM 205363104 10943 185000 Sole 185000 COMPUWARE CORP COM 205638109 1989 167686 Sole 167686 CON-WAY INC COM 205944101 3744 74527 Sole 74527 CONAGRA FOODS INC COM 205887102 11509 428482 Sole 428482 CONEXANT SYSTEMS INC COM 207142100 753 546000 Sole 546000 CONSTELLATION BRANDS INC CL A 21036P108 6500 267700 Sole 267700 CONTINENTAL AIRLS INC CL B 210795308 2412 71200 Call Sole 71200 CONTINENTAL AIRLS INC CL B 210795308 925 27300 Put Sole 27300 CONTINENTAL AIRLS INC CL B 210795308 11476 338839 Sole 338839 CONVERGYS CORP COM 212485106 2877 118700 Sole 118700 COOPER COS INC COM NEW 216648402 4442 83300 Sole 83300 COOPER TIRE & RUBR CO COM 216831107 1469 53200 Sole 53200 CORINTHIAN COLLEGES INC COM 218868107 1974 121166 Sole 121166 CORN PRODS INTL INC COM 219023108 3093 68058 Sole 68058 CORNING INC COM 219350105 3232 126500 Call Sole 126500 CORNING INC COM 219350105 9648 377600 Put Sole 377600 CORNING INC COM 219350105 363 14189 Sole 14189 CORUS BANKSHARES INC COM 220873103 635 36800 Sole 36800 COUNTRYWIDE FINANCIAL CORP COM 222372104 7063 194302 Sole 194302 COVANTA HLDG CORP COM 22282E102 4091 165980 Sole 165980 COVENTRY HEALTH CARE INC COM 222862104 1947 33770 Sole 33770 CREE INC COM 225447101 233 9000 Sole 9000 CUMMINS INC COM 231021106 17981 177657 Sole 177657 CYMER INC COM 232572107 2441 60716 Sole 60716 CYPRESS SEMICONDUCTOR CORP COM 232806109 487 20900 Put Sole 20900 CYTEC INDS INC COM 232820100 1645 25801 Sole 25801 DADE BEHRING 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MONSANTO CO NEW COM 61166W101 6274 92900 Put Sole 92900 MONSANTO CO NEW COM 61166W101 4451 65900 Sole 65900 MONSTER WORLDWIDE INC COM 611742107 494 12009 Sole 12009 MORGAN STANLEY COM NEW 617446448 46883 558924 Sole 558924 MOSAIC CO COM 61945A107 351 9000 Put Sole 9000 MOTOROLA INC COM 620076109 9160 517487 Sole 517487 MUELLER INDS INS COM 624756102 1219 35400 Sole 35400 MURPHY OIL CORP COM 626717102 4309 72500 Sole 72500 NAVTEQ CORP COM 63936L100 618 14600 Put Sole 14600 NAVTEQ CORP COM 63936L100 1394 32928 Sole 32928 NBTY INC COM 628782104 3318 76800 Sole 76800 NCR CORP NEW COM 62886E108 3184 60600 Sole 60600 NEKTAR THERAPEUTICS COM 640268108 884 93100 Sole 93100 NETFLIX COM INC COM 64110L106 3056 157600 Sole 157600 NEWALLIANCE BANCSHARES INC COM 650203102 510 34617 Sole 34617 NII HLDGS INC CL B NEW 62913F201 412 5100 Call Sole 5100 NABORS INDUSTRIES LTD SHS G6359F103 1729 51800 Call Sole 51800 NABORS INDUSTRIES LTD SHS G6359F103 1926 57700 Put Sole 57700 NABORS INDUSTRIES LTD SHS G6359F103 750 22462 Sole 22462 NASDAQ STOCK MARKET INC COM 631103108 3322 111800 Call Sole 111800 NASDAQ STOCK MARKET INC COM 631103108 3934 132400 Put Sole 132400 NASDAQ STOCK MARKET INC COM 631103108 5965 200770 Sole 200770 NATIONAL CITY CORP COM 635405103 240 7200 Put Sole 7200 NATIONAL CITY CORP COM 635405103 11639 349300 Sole 349300 NATIONAL OILWELL VARCO INC COM 637071101 12144 116500 Call Sole 116500 NATIONAL OILWELL VARCO INC COM 637071101 9924 95200 Put Sole 95200 NATIONAL SEMICONDUCTOR CORP COM 637640103 913 32300 Call Sole 32300 NATIONAL SEMICONDUCTOR CORP COM 637640103 17431 616598 Sole 616598 NAVIGANT CONSULTING INC COM 63935N107 316 17000 Sole 17000 NETGEAR INC COM 64111Q104 261 7200 Call Sole 7200 NEW CENTURY FINANCIAL CORP M COM 6435EV108 18 44600 Sole 44600 NEW YORK CMNTY BANCORP INC COM 649445103 2291 134600 Sole 134600 NEW YORK TIMES CO CL A 650111107 2210 87000 Sole 87000 NEWCASTLE INVT CORP COM 65105M108 406 16200 Sole 16200 NEWELL RUBBERMAID INC COM 651229106 5299 180038 Sole 180038 NEWFIELD EXPL CO COM 651290108 1025 22500 Call Sole 22500 NEWFIELD EXPL CO COM 651290108 2496 54800 Put Sole 54800 NEWFIELD EXPL CO COM 651290108 1339 29400 Sole 29400 NEWMONT MINING CORP COM 651639106 7519 192500 Call Sole 192500 NEWMONT MINING CORP COM 651639106 11464 293500 Put Sole 293500 NEWMONT MINING CORP COM 651639106 273 6998 Sole 6998 NISOURCE INC COM 65473P105 4886 235940 Sole 235940 NIKE INC CL B 654106103 1539 26400 Sole 26400 NOBLE CORPORATION SHS G65422100 9957 102100 Call Sole 102100 NOBLE CORPORATION SHS G65422100 12278 125900 Put Sole 125900 NOBLE ENERGY INC COM 655044105 661 10600 Call Sole 10600 NOBLE ENERGY INC COM 655044105 3469 55600 Put Sole 55600 NORDSTROM INC COM 655664100 3113 60900 Call Sole 60900 NORDSTROM INC COM 655664100 2510 49100 Put Sole 49100 NORDSTROM INC COM 655664100 8363 163600 Sole 163600 NORFOLK SOUTHERN CORP COM 655844108 3254 61900 Call Sole 61900 NORFOLK SOUTHERN CORP COM 655844108 3485 66300 Put Sole 66300 NORFOLK SOUTHERN CORP COM 655844108 773 14700 Sole 14700 NORTEL NETWORKS CORP NEW COM NEW 656568508 1123 46700 Call Sole 46700 NORTEL NETWORK CORP NEW COM NEW 656568508 1150 47800 Put Sole 47800 NORTEL NETWORKS CORP NEW COM NEW 656568508 507 21070 Sole 21070 NORTHROP GRUMMAN CORP COM 666807102 12880 165400 Sole 165400 NOVELLUS SYS INC COM 670008101 12549 442325 Sole 442325 NUCOR CORP COM 670346105 8375 142800 Call Sole 142800 NUCOR CORP COM 670346105 3660 62400 Put Sole 62400 NUCOR CORP COM 670346105 5137 87585 Sole 87585 NVIDIA CORP COM 67066G104 14677 355300 Call Sole 355300 NVIDIA CORP COM 67066G104 21047 509500 Put Sole 509500 ODYSSEY RE HLDGS CORP COM 67612W108 257 6000 Sole 6000 ON SEMICONDUCTOR CORP COM 682189105 867 80862 Sole 80862 OSI PHARMACEUTICALS INC COM 671040103 2881 79563 Sole 79563 OCCIDENTAL PETE CORP DEL COM 674599105 3658 63200 Put Sole 63200 OCCIDENTAL PETE CORP DEL COM 674599105 4371 75510 Sole 75510 OFFICE DEPOT INC COM 676220106 12241 403991 Sole 403991 OFFICEMAX INC DEL COM 67622P101 6191 157527 Sole 157527 OIL STS INTL INC COM 678026105 3220 77891 Sole 77891 OLD REP INTL CORP COM 680223104 1786 84000 Sole 84000 OLIN CORP COM PAR $1 680665205 1588 75600 Sole 75600 OMNICARE INC COM 681904108 7569 209900 Sole 209900 ONEOK INC NEW COM 682680103 444 8800 Call Sole 8800 ONEOK INC NEW COM 682680103 3579 71000 Sole 71000 ORACLE CORP COM 68389X105 35231 1787452 Sole 1787452 OSHKOSH TRUCK CORP COM 688239201 606 9637 Sole 9637 OVERSEAS SHIPHOLDING GROUP I COM 690368105 6760 83047 Sole 83047 OWENS ILL INC COM NEW 690768403 4155 118700 Sole 118700 PAN AMERICAN SILVER CORP COM 697900108 448 17000 Call Sole 17000 PAN AMERICAN SILVER CORP COM 697900108 695 26400 Put Sole 26400 PDL BIOPHARMA INC COM 69329Y104 1217 52225 Sole 52225 PEP BOYS MANNY MOE & JACK COM 713278109 1566 77700 Sole 77700 PG&E CORP COM 69331C108 761 16800 Sole 16800 PMI GROUP INC COM 69344M101 6066 135800 Sole 135800 POPULAR INC COM 733174106 3611 224700 Sole 224700 PACIFIC CAP BANCORP NEW COM 69404P101 208 7700 Sole 7700 PACIFIC SUNWEAR CALIF INC COM 694873100 7844 356525 Sole 356525 PALM INC NEW COM 696643105 4683 292300 Call Sole 292300 PALM INC NEW COM 696643105 4769 297700 Put Sole 297700 PALM INC NEW COM 696643105 8934 557679 Sole 557679 PATTERSON COMPANIES INC COM 703395103 947 25407 Sole 25407 PATTERSON UTI ENERGY INC COM 703481101 1738 66300 Call Sole 66300 PATTERNSON UTI ENERGY INC COM 703481101 1033 39400 Put Sole 39400 PATTERNSON UTI ENERGY INC COM 703481101 17172 655172 Sole 655172 PAYCHEX INC COM 704326107 861 22005 Sole 22005 PEABODY ENERGY CORP COM 704549104 7392 152800 Call Sole 152800 PEABODY ENERGY CORP COM 704549104 6435 133000 Put Sole 133000 PEABODY ENERGY CORP COM 704549104 800 16534 Sole 16534 PEPSI BOTTLING GROUP INC COM 713409100 4008 118999 Sole 118999 PEPSICO INC COM 713448108 395 6097 Sole 6097 PERFORMANCE FOOD GROUP CO COM 713755106 851 26200 Sole 26200 PETROCHINA CO LTD SPONSORED ADR 71646E100 4178 28100 Call Sole 28100 PETROCHINA CO LTD SPONSORED ADR 71646E100 3776 25400 Put Sole 25400 PETROCHINA CO LTD SPONSORED ADR 71646E100 1104 7425 Sole 7425 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 32537 268300 Call Sole 268300 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 11448 94400 Put Sole 94400 PFIZER INC COM 717081103 44987 1759368 Sole 1759368 PHARMACEUTICAL PROD DEV INC COM 717124101 4140 108187 Sole 108187 PIER 1 IMPORTS INC COM 720279108 1093 128700 Sole 128700 PINNACLE WEST CAP CORP COM 723484101 243 6102 Sole 6102 PIONEER NAT RES CO COM 723787107 950 19500 Call Sole 19500 PIONEER NAT RES CO COM 723787107 229 4700 Put Sole 4700 PLAINS EXPL& PRODTN CO COM 726505100 339 7100 Call Sole 7100 PLANTRONICS INC NEW COM 727493108 1526 58200 Sole 58200 PLUM CREEK TIMBER CO INC COM 729251108 467 11200 Call Sole 11200 PLUM CREEK TIMBER CO INC COM 729251108 1162 27900 Put Sole 27900 POGO PRODUCING CO COM 730448107 6339 124800 Sole 124800 POLYONE CORP COM 73179P106 79 11000 Sole 11000 POLYCOM INC COM 73172K104 316 9400 Call Sole 9400 POLYCOM INC COM 73172K104 433 12900 Put Sole 12900 POTLATCH CORP NEW COM 737630103 857 19900 Sole 19900 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 6635 139400 Sole 139400 PRECISION CASTPARTS CORP COM 740189105 7439 61300 Call Sole 61300 PRECISION CASTPARTS CORP COM 740189105 3920 32300 Put Sole 32300 PRIDE INTL INC DEL COM 74153Q102 5413 144500 Sole 144500 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 542 9300 Sole 9300 PROGRESS SOFTWARE CORP COM 743312100 305 9600 Sole 9600 PROGRESSIVE CORP OHIO COM 743315103 9910 414137 Sole 414137 PROLOGIS SH BEN INT 743410102 1633 28700 Call Sole 28700 PRUDENTIAL FINL INC COM 744320102 233 2400 Call Sole 2400 PSYCHIATRIC SOLUTIONS INC COM 74439H108 3331 91875 Sole 91875 PUBLIC STORAGE INC COM 74460D109 8343 108600 Sole 108600 PULTE HOMES INC COM 745867101 1708 76100 Call Sole 76100 QUALCOMM INC COM 747525103 17786 409900 Call Sole 409900 QUALCOMM INC COM 747525103 7350 169400 Put Sole 169400 QUALCOMM INC COM 747525103 1070 24653 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15100 DONNELLEY R R & SONS CO COM 257867101 2510 57691 Sole 57691 RADIOSHACK CORP COM 750438103 2638 79600 Sole 79600 RALCORP HLDGS INC NEW COM 751028101 230 4300 Sole 4300 RANDGOLD RES LTD ADR 752344309 539 24300 Call Sole 24300 RANDGOLD RES LTD ADR 752344309 708 31900 Put Sole 31900 RANGE RES CORP COM 75281A109 1683 45000 Call Sole 45000 RANGE RES CORP COM 75281A109 3285 87800 Put Sole 87800 RANGE RES CORP COM 75281A109 1889 50489 Sole 50489 RAYTHEON CO COM NEW 755111507 4434 82278 Sole 82278 REGAL BELOIT CORP COM 758750103 2366 50830 Sole 50830 REGIONS FINANCIAL CORP NEW COM 7591EP100 10698 323209 Sole 323209 REINSURANCE GROUP AMER INC COM 759351109 229 3800 Sole 3800 RELIANT ENERGY INC COM 75952B105 1450 53815 Sole 53815 RESEARCH IN MOTION LTD COM 760975102 43258 216300 Call Sole 216300 RESEARCH IN MOTION LTD COM 760975102 19799 99000 Put Sole 99000 REYNOLDS AMERICAN INC COM 761713106 10015 153600 Sole 153600 ROSS STORES INC COM 778296103 9486 307972 Sole 307972 ROWAN COS INC COM 779382100 5631 137400 Call Sole 137400 ROWAN COS INC COM 779382100 4065 99200 Put Sole 99200 RUBY TUESDAY INC COM 781182100 231 8767 Sole 8767 RYDER SYS INC COM 783549108 3497 64995 Sole 64995 RYLAND GROUP INC COM 783764103 1614 43200 Call Sole 43200 RYLAND GROUP INC COM 783764103 3105 83100 Put Sole 83100 RYLAND GROUP INC COM 783764103 5344 143005 Sole 143005 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 1275 33500 Sole 33500 SPX CORP COM 784635104 3548 40400 Sole 40400 SAFECO CORP COM 786429100 889 14281 Sole 14281 SAFEWAY INC COM NEW 786514208 14368 422201 Sole 422201 SAKS INC COM 79377W108 890 41700 Sole 41700 SALESFORCE COM INC COM 79466L302 1217 28400 Put Sole 28400 SANDISK CORP COM 80004C101 22233 454300 Call Sole 454300 SANDISK CORP COM 80004C101 36411 744000 Put Sole 744000 SANDISK CORP COM 80004C101 723 14765 Sole 14765 SARA LEE CORP COM 803111103 5353 307628 Sole 307628 SCHLUMBERGER LTD COM 806857108 24030 282900 Call Sole 282900 SCHLUMBERGER LTD COM 806857108 31470 370500 Put Sole 370500 SCOTTS MIRACLE GRO CO CL A 810186106 240 5600 Call Sole 5600 SCOTTS MIRACLE GRO CO CL A 810186106 3006 70002 Sole 70002 SEARS HLDGS CORP COM 812350106 3305 19500 Call Sole 19500 SEARS HLDGS CORP COM 812350106 2187 12900 Put Sole 12900 SEARS HLDGS CORP COM 812350106 33932 200186 Sole 200186 SEMPRA ENERGY COM 816851109 326 5500 Call Sole 5500 SEMTECH CORP COM 816850101 2638 152216 Sole 152216 SERVICE CORP INTL COM 817565104 155 12100 Sole 12100 SHERWIN WILLIAMS CO COM 824348106 884 13300 Call Sole 13300 SIERRA HEALTH SVCS INC COM 826322109 948 22800 Sole 22800 SILGAN HOLDINGS INC COM 827048109 260 4700 Sole 4700 SIMON PPTY GROUP INC NEW COM 828806109 558 6000 Put Sole 6000 SKYWEST INC COM 830879102 3068 128732 Sole 128732 SKYWORKS SOLUTIONS INC COM 83088M102 883 120158 Sole 120158 SMITH INTL INC COM 832110100 9060 154500 Call Sole 154500 SMITH INTL INC COM 832110100 3565 60800 Put Sole 60800 SMITHFIELD FOODS INC COM 832248108 3529 114600 Sole 114600 SOLECTRON CORP COM 834182107 1185 322100 Sole 322100 SOUTHERN COPPER CORP COM 84265V105 20907 221800 Call Sole 221800 SOUTHERN COPPER CORP COM 84265V105 1084 11500 Put Sole 11500 SOUTHERN COPPER CORP COM 84265V105 9654 102417 Sole 102417 SOUTHWEST AIRLS CO COM 844741108 1167 78271 Sole 78271 SOUTHWESTERN ENERGY CO COM 845467109 4134 92900 Call Sole 92900 SOUTHWESTERN ENERGY CO COM 845467109 5122 115100 Put Sole 115100 SPARTECH CORP COM NEW 847220209 210 7900 Sole 7900 SPRINT NEXTEL CORP COM FON 852061100 24053 1161400 Sole 1161400 ST JOE CO COM 790148100 505 10900 Put Sole 10900 ST JUDE MED INC COM 790849103 3751 90400 Sole 90400 ST MARY LD & EXPL CO COM 792228108 223 6100 Sole 6100 STANCORP FINL GROUP INC COM 852891100 771 14700 Call Sole 14700 STANCORP FINL GROUP INC COM 852891100 813 15500 Sole 15500 STANDARD PAC CORP NEW COM 85375C101 1066 60807 Sole 60807 STAPLES INC COM 855030102 710 29900 Put Sole 29900 STEEL DYNAMICS INC COM 858119100 1433 34200 Call Sole 34200 STEEL DYNAMICS INC COM 858119100 1446 34500 Put Sole 34500 STEEL DYNAMICS INC COM 858119100 13406 319882 Sole 319882 STEELCASE INC CL A 858155203 871 47102 Sole 47102 STERICYCLE INC COM 858912108 253 5700 Sole 5700 STRAYER ED INC COM 863236105 2893 21965 Sole 21965 STRYKER CORP COM 863667101 2132 33800 Call Sole 33800 STRYKER CORP COM 863667101 2139 33900 Put Sole 33900 STRYKER CORP COM 863667101 265 4200 Sole 4200 SUN MICROSYSTEMS INC COM 866810104 123 23300 Sole 23300 SUNCOR ENERGY INC COM 867229106 10539 117200 Call Sole 117200 SUNCOR ENERGY INC COM 867229106 10584 117700 Put Sole 117700 SUNOCO INC COM 86764P109 4797 60200 Call Sole 60200 SUNOCO INC COM 86764P109 2677 33600 Put Sole 33600 SUNOCO INC COM 86764P109 6550 82200 Sole 82200 SUPERIOR ENERGY SVCS INC COM 868157108 1058 26500 Call Sole 26500 SUPERIOR ENERGY SVCS INC COM 868157108 427 10700 Put Sole 10700 SUPERIOR ENERGY SVCS INC COM 868157108 1565 39200 Sole 39200 SUPERVALU INC COM 868536103 10070 217395 Sole 217395 SYBASE INC COM 871130100 872 36500 Sole 36500 SYMANTEC CORP COM 871503108 22333 1105577 Sole 1105577 SYNOPSYS INC COM 871607107 1324 50083 Sole 50083 SYSCO CORP COM 871829107 8456 256319 Sole 256319 TIBCO SOFTWARE INC COM 88632Q103 1599 176700 Sole 176700 TJX COS INC NEW COM 872540109 11490 417800 Sole 417800 TXU CORP COM 873168108 2002 29751 Sole 29751 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 222 11100 Put Sole 11100 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 6728 336894 Sole 336894 TECH DATA CORP COM 878237106 2754 71600 Sole 71600 TELETECH HOLDINGS INC COM 879939106 2896 89200 Sole 89200 ERICSSON L M TEL CO ADR B SEK 10 294821608 1197 30000 Put Sole 30000 TELEPHONE & DATA SYS INC COM 879433100 313 5000 Sole 5000 TELIK INC COM 87959M109 88 26175 Sole 26175 TEMPLE INLAND INC COM 879868107 951 15448 Sole 15448 TEMPUR PEDIC INTL INC COM 88023U101 4261 164501 Sole 164501 TENET HEALTHCARE CORP COM 88033G100 1381 212100 Sole 212100 TERADYNE INC COM 880770102 1004 57100 Call Sole 57100 TERADYNE INC COM 880770102 313 17800 Put Sole 17800 TERADYNE INC COM 880770102 3291 187198 Sole 187198 TEREX CORP NEW COM 880779103 3163 38900 Call Sole 38900 TEREX CORP NEW COM 880779103 1935 23800 Put Sole 23800 TEREX CORP NEW COM 880779103 13602 167306 Sole 167306 TERRA INDS INC COM 880915103 859 33800 Call Sole 33800 TERRA INDS INC COM 880915103 847 33315 Sole 33315 TESORO CORP COM 881609101 3166 55400 Call Sole 55400 TESORO CORP COM 881609101 3166 55400 Put Sole 55400 TESORO CORP COM 881609101 25363 443800 Sole 443800 TESSERA TECHNOLOGIES INC COM 88164L100 203 5000 Call Sole 5000 TESSERA TECHNOLOGIES INC COM 88164L100 516 12726 Sole 12726 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1910 46300 Sole 46300 TEXAS INDS INC COM 882491103 494 6300 Call Sole 6300 TEXAS INSTRS INC COM 882508104 444 11800 Call Sole 11800 THERMO FISHER SCIENTIFIC INC COM 883556102 543 10500 Call Sole 10500 THERMO FISHER SCIENTIFIC INC COM 883556102 962 18600 Sole 18600 TIDEWATER INC COM 886423102 5125 72300 Call Sole 72300 TIDEWATER INC COM 886423102 1460 20600 Put Sole 20600 TIDEWATER INC COM 886423102 8144 114898 Sole 114898 TIFFANY & CO NEW COM 886547108 1013 19100 Call Sole 19100 TIMBERLAND CO CL A 887100105 2197 87223 Sole 87223 TIME WARNER INC COM 887317105 37781 1795692 Sole 1795692 TITANIUM METALS CORP COM NEW 888339207 3177 99600 Call Sole 99600 TITANIUM METALS CORP COM NEW 888339207 3209 100600 Put Sole 100600 TOLL BROTHERS INC COM 889478103 4931 197400 Call Sole 197400 TOLL BROTHERS INC COM 889478103 2770 110900 Put Sole 110900 TORO CO COM 891092108 1884 32000 Sole 32000 TRANSOCEAN INC ORD G90078109 22637 213600 Call Sole 213600 TRANSOCEAN INC ORD G90078109 10195 96200 Put Sole 96200 TRAVELERS COMPANIES INC COM 89417E109 15322 286400 Sole 286400 TRIDENT MICROSYSTEMS INC COM 895919108 2730 148800 Call Sole 148800 TRIDENT MICROSYSTEMS INC COM 895919108 1097 59800 Put Sole 59800 TRIMBLE NAVIGATION LTD COM 896239100 479 14887 Sole 14887 TYCO INTL LTD NEW COM 902124106 17005 503256 Sole 503256 TYSON FOODS INC CL A 902494103 5442 236203 Sole 236203 USANA HEALTH SCIENCES INC COM 90328M107 2002 44746 Sole 44746 USEC INC COM 90333E108 818 37200 Put Sole 37200 U S G CORP COM NEW 903293405 2084 42500 Call Sole 42500 U S G CORP COM NEW 903293405 5414 110400 Put Sole 110400 U S G CORP COM NEW 903293405 8206 167339 Sole 167339 UST INC COM 902911106 9614 178997 Sole 178997 ULTRA PETROLEUM CORP COM 903914109 972 17600 Call Sole 17600 ULTRA PETROLEUM CORP COM 903914109 2226 40300 Put Sole 40300 UNIONBANCAL CORP COM 908906100 901 15100 Sole 15100 UNISOURCE ENERGY CORP COM 909205106 1365 41500 Sole 41500 UNIT CORP COM 909218109 421 6700 Call Sole 6700 UNIT CORP COM 909218109 2485 39500 Sole 39500 UNITED ONLINE INC COM 911268100 216 13100 Sole 13100 UNITED STATES STL CORP NEW COM 912909108 2458 22600 Call Sole 22600 UNITED STATES STl CORP NEW COM 912909108 6884 63300 Put Sole 63300 UNITED STATES STL CORP NEW COM 912909108 1707 15700 Sole 15700 UNITED THERAPEUTICS CORP DEL COM 91307C102 497 7800 Call Sole 7800 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