-----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, Fz0YKScxH0fjkrsoIJOKafA7zm9LWI7mow4kHztlsWKmw6RhNjCPDoy/EOB0enoY oBY8SOLONeShXdWvuoOJ8Q== 0000919574-07-002716.txt : 20070515 0000919574-07-002716.hdr.sgml : 20070515 20070515122412 ACCESSION NUMBER: 0000919574-07-002716 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070331 FILED AS OF DATE: 20070515 DATE AS OF CHANGE: 20070515 EFFECTIVENESS DATE: 20070515 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: 07850828 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 d773691_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: March 31, 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: 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 May 15, 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: 1,050 Form 13F Information Table Value Total: $4,056,001 (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
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 TITLE VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER OF CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION MGRS SOLE SHARED NONE - -------------- -------- ----- ------- ------- --- ---- ---------- ---- ---- ------ ---- 3COM CORP COM 885535104 1,153 294,950 SOLE 294950 ACE LTD ORD G0070K103 3,475 60,900 SOLE 60900 ADC TELECOMMUNICATIONS COM NEW 000886309 1,706 101,900 CALL SOLE 101900 ADC TELECOMMUNICATIONS COM NEW 000886309 1,555 92,900 PUT SOLE 92900 AEROPOSTALE COM 007865108 563 14,000 CALL SOLE 14000 AES CORP COM 00130H105 4,816 223,800 SOLE 223800 AGCO CORP COM 001084102 628 17,000 SOLE 17000 AK STL HLDG CORP COM 001547108 2,100 89,800 CALL SOLE 89800 AK STL HLDG CORP COM 001547108 4,982 213,000 PUT SOLE 213000 AK STL HLDG CORP COM 001547108 580 24,800 SOLE 24800 ALLIANCE DATA SYSTEMS CORP COM 018581108 3,802 61,700 SOLE 61700 AMBAC FINL GROUP INC COM 023139108 216 2,500 CALL SOLE 2500 AMBAC FINL GROUP INC COM 023139108 233 2,700 PUT SOLE 2700 AMBAC FINL GROUP INC COM 023139108 1,054 12,199 SOLE 12199 AMERIGROUP CORP COM 03073T102 3,069 100,948 SOLE 100948 AMR CORP COM 001765106 10,259 336,900 CALL SOLE 336900 AMR CORP COM 001765106 929 30,500 PUT SOLE 30500 AMR CORP COM 001765106 4,268 140,157 SOLE 140157 AMYLIN PHARMACEUTICALS INC COM 032346108 430 11,500 CALL SOLE 11500 AON CORP COM 037389103 941 24,800 CALL SOLE 24800 AON CORP COM 037389103 1,014 26,700 PUT SOLE 26700 AON CORP COM 037389103 2,937 77,370 SOLE 77370 AVALONBAY CMNTYS INC COM 053484101 4,825 37,114 SOLE 37114 ABERCROMBIE & FITCH CO CL A 002896207 1,249 16,500 CALL SOLE 16500 ABERCROMBIE & FITCH CO CL A 002896207 1,097 14,500 PUT SOLE 14500 ABERCROMBIE & FITCH CO CL A 002896207 9,610 126,977 SOLE 126977 ACCENTURE LTD BERMUDA CL A G1150G111 10,443 270,972 SOLE 270972 ACCREDITED HOME LENDRS HLDG COM 00437P107 133 14,400 CALL SOLE 14400 ACCREDITED HOME LENDRS HLDG COM 00437P107 3,246 350,200 PUT SOLE 350200 ACCREDITED HOME LENDRS HLDG COM 00437P107 1,968 212,335 SOLE 212335 ACTIVISION INC NEW COM NEW 004930202 1,614 85,200 CALL SOLE 85200 ACTIVISION INC NEW COM NEW 004930202 905 47,800 PUT SOLE 47800 ACTIVISION INC NEW COM NEW 004930202 7,950 419,767 SOLE 419767 ADOBE SYS INC COM 00724F101 3,014 72,289 SOLE 72289 ADTRAN INC COM 00738A106 450 18,500 CALL SOLE 18500 ADVANCE AUTO PARTS INC COM 00751Y106 1,569 40,700 SOLE 40700 ADVANCED MEDICAL OPTICS INC COM 00763M108 1,414 38,018 SOLE 38018 ADVANCED MICRO DEVICES INC COM 007903107 487 37,300 CALL SOLE 37300 ADVANCED MICRO DEVICES INC COM 007903107 1,062 81,300 PUT SOLE 81300 ADVANCED MICRO DEVICES INC COM 007903107 8,805 674,200 SOLE 674200 AETNA INC NEW COM 00817Y108 12,366 282,400 CALL SOLE 282400 AETNA INC NEW COM 00817Y108 2,452 56,000 PUT SOLE 56000 AETNA INC NEW COM 00817Y108 4,945 112,933 SOLE 112933 AFFILIATED COMPUTER SERVICES CL A 008190100 3,763 63,915 SOLE 63915 AFFYMETRIX INC COM 00826T108 271 9,000 PUT SOLE 9000 AFLAC INC COM 001055102 999 21,224 SOLE 21224 AGILENT TECHNOLOGIES INC COM 00846U101 1,863 55,300 SOLE 55300 AGNICO-EAGLE MINES LTD COM 008474108 2,005 56,600 CALL SOLE 56600 AGNICO-EAGLE MINES LTD COM 008474108 4,006 113,100 PUT SOLE 113100 AGNICO-EAGLE MINES LTD COM 008474108 289 8,169 SOLE 8169 AKAMAI TECHNOLOGIES INC COM 00971T101 5,970 119,600 CALL SOLE 119600 AKAMAI TECHNOLOGIES INC COM 00971T101 3,794 76,000 PUT SOLE 76000 AKAMAI TECHNOLOGIES INC COM 00971T101 456 9,141 SOLE 9141 ALASKA AIR GROUP INC COM 011659109 1,783 46,800 SOLE 46800 ALCAN INC COM 013716105 1,952 37,400 CALL SOLE 37400 ALCAN INC COM 013716105 1,848 35,400 PUT SOLE 35400 ALCAN INC COM 013716105 9,480 181,600 SOLE 181600 ALCATEL-LUCENT SPONSORED ADR 013904305 372 31,500 CALL SOLE 31500 ALCATEL-LUCENT SPONSORED ADR 013904305 364 30,800 PUT SOLE 30800 ALCOA INC COM 013817101 1,787 52,700 SOLE 52700 ALLEGHENY TECHNOLOGIES INC COM 01741R102 13,571 127,200 CALL SOLE 127200 ALLEGHENY TECHNOLOGIES INC COM 01741R102 10,061 94,300 PUT SOLE 94300 ALLERGAN INC COM 018490102 1,441 13,000 SOLE 13000 ALLIED WASTE INDS INC COM PAR $0.1 NEW 019589308 2,129 169,100 SOLE 169100 ALLSTATE CORP COM 020002101 835 13,900 CALL SOLE 13900 ALLSTATE CORP COM 020002101 10,006 166,600 SOLE 166600 ALLTEL CORP COM 020039103 5,871 94,695 SOLE 94695 ALTRIA GROUP INC COM 02209S103 53,186 605,699 SOLE 605699 AMERICREDIT CORP COM 03060R101 350 15,300 CALL SOLE 15300 AMERICREDIT CORP COM 03060R101 1,472 64,400 SOLE 64400 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 4,664 97,600 CALL SOLE 97600 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 5,113 170,500 CALL SOLE 170500 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3,617 120,600 PUT SOLE 120600 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 8,640 288,100 SOLE 288100 AMERICAN GREETINGS CORP CL A 026375105 413 17,800 SOLE 17800 AMERICAN INTL GROUP INC COM 026874107 19,492 289,974 SOLE 289974 AMERICAN TOWER CORP CL A 029912201 1,363 35,000 CALL SOLE 35000 AMERICAN TOWER CORP CL A 029912201 1,391 35,700 PUT SOLE 35700 AMERISOURCEBERGEN CORP COM 03073E105 2,206 41,816 SOLE 41816 AMERON INTL INC COM 030710107 257 3,900 CALL SOLE 3900 AMGEN INC COM 031162100 1,671 29,900 CALL SOLE 29900 AMGEN INC COM 031162100 257 4,600 PUT SOLE 4600 AMKOR TECHNOLOGY INC COM 031652100 1,220 97,776 SOLE 97776 ANADARKO PETE CORP COM 032511107 2,342 54,500 CALL SOLE 54500 ANADARKO PETE CORP COM 032511107 2,317 53,900 PUT SOLE 53900 ANADARKO PETE CORP COM 032511107 17,883 416,072 SOLE 416072 ANDERSONS INC COM 034164103 466 10,500 CALL SOLE 10500 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1,400 31,400 CALL SOLE 31400 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1,405 31,500 PUT SOLE 31500 ANNTAYLOR STORES CORP COM 036115103 2,678 69,053 SOLE 69053 ANNALY CAP MGMT INC COM 035710409 1,495 96,600 SOLE 96600 APACHE CORP COM 037411105 2,906 41,100 CALL SOLE 41100 APACHE CORP COM 037411105 3,358 47,500 PUT SOLE 47500 APACHE CORP COM 037411105 11,120 157,282 SOLE 157282 APARTMENT INVT & MGMT CO CL A 03748R101 346 6,000 PUT SOLE 6000 APARTMENT INVT & MGMT CO CL A 03748R101 3,831 66,413 SOLE 66413 APOLLO GROUP INC CL A 037604105 685 15,600 CALL SOLE 15600 APOLLO GROUP INC CL A 037604105 1,809 41,200 PUT SOLE 41200 APOLLO GROUP INC CL A 037604105 792 18,038 SOLE 18038 APOLLO INVT CORP COM 03761U106 4,578 213,932 SOLE 213932 APPLE INC COM 037833100 23,339 251,200 CALL SOLE 251200 APPLE INC COM 037833100 27,334 294,200 PUT SOLE 294200 APPLERA CORP COM AP BIO GRP 038020103 3,941 133,278 SOLE 133278 APPLIED MATLS INC COM 038222105 6,093 332,600 SOLE 332600 APRIA HEALTHCARE GROUP INC COM 037933108 1,977 61,300 SOLE 61300 ARCH COAL INC COM 039380100 1,743 56,800 CALL SOLE 56800 ARCH COAL INC COM 039380100 3,483 113,500 PUT SOLE 113500 ARCHER DANIELS MIDLAND CO COM 039483102 8,540 232,700 CALL SOLE 232700 ARCHER DANIELS MIDLAND CO COM 039483102 11,234 306,100 PUT SOLE 306100 ARCHER DANIELS MIDLAND CO COM 039483102 10,856 295,800 SOLE 295800 ARKANSAS BEST CORP DEL COM 040790107 3,487 98,087 SOLE 98087 ARMOR HOLDINGS INC COM 042260109 2,922 43,400 SOLE 43400 ARROW ELECTRS INC COM 042735100 3,228 85,501 SOLE 85501 ARTHROCARE CORP COM 043136100 2,569 71,284 SOLE 71284 GALLAGHER ARTHUR J & CO COM 363576109 728 25,700 SOLE 25700 ARVINMERITOR INC COM 043353101 1,015 55,600 SOLE 55600 ASHLAND INC NEW COM 044209104 6,278 95,700 SOLE 95700 ATHEROS COMMUNICATIONS INC COM 04743P108 3,762 157,200 CALL SOLE 157200 ATHEROS COMMUNICATIONS INC COM 04743P108 2,204 92,100 PUT SOLE 92100 ATHEROS COMMUNICATIONS INC COM 04743P108 1,416 59,159 SOLE 59159 ATMEL CORP COM 049513104 1,059 210,600 SOLE 210600 ATMOS ENERGY CORP COM 049560105 425 13,600 SOLE 13600 ATWOOD OCEANICS INC COM 050095108 704 12,000 CALL SOLE 12000 ATWOOD OCEANICS INC COM 050095108 558 9,500 PUT SOLE 9500 AUTODESK INC COM 052769106 3,173 84,400 CALL SOLE 84400 AUTODESK INC COM 052769106 1,790 47,600 PUT SOLE 47600 AUTODESK INC COM 052769106 3,131 83,267 SOLE 83267 AUTOMATIC DATA PROCESSING INC COM 053015103 9,554 197,400 SOLE 197400 AUTONATION INC COM 05329W102 818 38,500 SOLE 38500 AVAYA INC COM 053499109 1,459 123,500 CALL SOLE 123500 AVAYA INC COM 053499109 125 10,600 PUT SOLE 10600 AVAYA INC COM 053499109 3,898 330,100 SOLE 330100 AVERY DENNISON CORP COM 053611109 758 11,800 SOLE 11800 AVIS BUDGET GROUP COM 053774105 454 16,600 CALL SOLE 16600 AVIS BUDGET GROUP COM 053774105 803 29,399 SOLE 29399 AVNET INC COM 053807103 1,399 38,700 SOLE 38700 AVOCENT CORP COM 053893103 2,436 90,324 SOLE 90324 BHP BILLITON LTD SPONSORED ADR 088606108 6,754 139,400 CALL SOLE 139400 BHP BILLITON LTD SPONSORED ADR 088606108 2,122 43,800 PUT SOLE 43800 BISYS GROUP INC COM 055472104 606 52,900 SOLE 52900 BJ SVCS CO COM 055482103 831 29,800 CALL SOLE 29800 BJ SVCS CO COM 055482103 817 29,300 PUT SOLE 29300 BJ SVCS CO COM 055482103 862 30,900 SOLE 30900 BOSTON PROPERTIES INC COM 101121101 5,824 49,607 SOLE 49607 BP PLC SPONSORED ADR 055622104 11,649 179,900 CALL SOLE 179900 BP PLC SPONSORED ADR 055622104 1,943 30,000 PUT SOLE 30000 BAKER HUGHES INC COM 057224107 384 5,800 CALL SOLE 5800 BAKER HUGHES INC COM 057224107 6,005 90,800 PUT SOLE 90800 BAKER HUGHES INC COM 057224107 688 10,400 SOLE 10400 BALL CORP COM 058498106 1,464 31,930 SOLE 31930 BALLY TECHNOLOGIES INC COM 05874B107 1,166 49,448 SOLE 49448 BANK OF AMERICA CORPORATION COM 060505104 3,621 70,963 SOLE 70963 BARNES & NOBLE INC COM 067774109 2,560 64,900 SOLE 64900 BARR PHARMACEUTICALS INC COM 068306109 4,334 93,500 SOLE 93500 BARRICK GOLD CORP COM 067901108 1,936 67,800 CALL SOLE 67800 BARRICK GOLD CORP COM 067901108 2,036 71,300 PUT SOLE 71300 BARRICK GOLD CORP COM 067901108 10,942 383,270 SOLE 383270 BEAR STEARNS COS INC COM 073902108 10,555 70,200 CALL SOLE 70200 BEAR STEARNS COS INC COM 073902108 3,819 25,400 PUT SOLE 25400 BEAR STEARNS COS INC COM 073902108 21,672 144,141 SOLE 144141 BEAZER HOMES USA INC COM 07556Q105 2,128 73,306 SOLE 73306 BEBE STORES INC COM 075571109 1,264 72,700 CALL SOLE 72700 BEBE STORES INC COM 075571109 793 45,600 PUT SOLE 45600 BECKMAN COULTER INC COM 075811109 1,546 24,200 SOLE 24200 BED BATH & BEYOND INC COM 075896100 2,262 56,300 CALL SOLE 56300 BED BATH & BEYOND INC COM 075896100 422 10,500 PUT SOLE 10500 BENCHMARK ELECTRS INC COM 08160H101 2,265 109,650 SOLE 109650 BEST BUY CO INC COM 086516101 3,669 75,300 CALL SOLE 75300 BEST BUY CO INC COM 086516101 1,247 25,600 PUT SOLE 25600 BIOGEN IDEC INC COM 09062X103 1,394 31,400 CALL SOLE 31400 BIOGEN IDEC INC COM 09062X103 1,420 32,000 PUT SOLE 32000 BIOGEN IDEC INC COM 09062X103 3,658 82,415 SOLE 82415 BOEING CO COM 097023105 4,908 55,200 CALL SOLE 55200 BOEING CO COM 097023105 1,058 11,900 PUT SOLE 11900 BOEING CO COM 097023105 729 8,200 SOLE 8200 BORDERS GROUP INC COM 099709107 598 29,300 SOLE 29300 BOWATER INC COM 102183100 1,265 53,100 SOLE 53100 BOYD GAMING CORP COM 103304101 1,148 24,101 SOLE 24101 BRIGGS & STRATTON CORP COM 109043109 706 22,900 SOLE 22900 BRINKS CO COM 109696104 298 4,700 CALL SOLE 4700 BRINKER INTL INC COM 109641100 2,130 65,149 SOLE 65149 BROADCOM CORP CL A 111320107 5,199 162,100 CALL SOLE 162100 BROADCOM CORP CL A 111320107 731 22,800 PUT SOLE 22800 BROADCOM CORP CL A 111320107 4,026 125,526 SOLE 125526 BROOKS AUTOMATION INC COM 114340102 742 43,282 SOLE 43282 BRUNSWICK CORP COM 117043109 853 26,795 SOLE 26795 BUCYRUS INTL INC NEW CL A 118759109 4,053 78,700 CALL SOLE 78700 BUCYRUS INTL INC NEW CL A 118759109 618 12,000 PUT SOLE 12000 BURLINGTON NORTHN SANTA FE C COM 12189T104 1,995 24,800 CALL SOLE 24800 BURLINGTON NORTHN SANTA FE C COM 12189T104 249 3,100 PUT SOLE 3100 CACI INTL INC CL A 127190304 784 16,731 SOLE 16731 CAMDEN PPTY TR SH BEN INT 133131102 4,760 67,700 SOLE 67700 CB RICHARD ELLIS GROUP INC CL A 12497T101 629 18,400 CALL SOLE 18400 CB RICHARD ELLIS GROUP INC CL A 12497T101 537 15,700 PUT SOLE 15700 CBRL GROUP INC COM 12489V106 3,246 70,100 SOLE 70100 CBS CORP NEW CL B 124857202 13,395 437,880 SOLE 437880 CDW CORP COM 12512N105 1,644 26,763 SOLE 26763 CHESAPEAKE ENERGY CORP COM 165167107 5,910 191,400 CALL SOLE 191400 CHESAPEAKE ENERGY CORP COM 165167107 9,770 316,400 PUT SOLE 316400 CHESAPEAKE ENERGY CORP COM 165167107 20,010 648,000 SOLE 648000 CIENA CORP COM NEW 171779309 811 29,000 CALL SOLE 29000 CIENA CORP COM NEW 171779309 3,988 142,700 PUT SOLE 142700 CIENA CORP COM NEW 171779309 295 10,550 SOLE 10550 CIT GROUP INC COM 125581108 8,748 165,300 SOLE 165300 CMS ENERGY CORP COM 125896100 1,034 58,091 SOLE 58091 COLUMBIA SPORTSWEAR CO COM 198516106 1,009 16,200 SOLE 16200 CONOCOPHILLIPS COM 20825C104 22,473 328,800 CALL SOLE 328800 CONOCOPHILLIPS COM 20825C104 30,347 444,000 PUT SOLE 444000 CONOCOPHILLIPS COM 20825C104 26,048 381,100 SOLE 381100 CONSECO INC COM NEW 208464883 3,091 178,652 SOLE 178652 CONSOL ENERGY INC COM 20854P109 6,961 177,900 CALL SOLE 177900 CONSOL ENERGY INC COM 20854P109 5,275 134,800 PUT SOLE 134800 CSG SYS INTL INC COM 126349109 764 30,518 SOLE 30518 CSX CORP COM 126408103 2,828 70,600 SOLE 70600 CVS CORP COM 126650100 10,981 321,654 SOLE 321654 CABOT OIL & GAS CORP COM 127097103 1,636 24,300 CALL SOLE 24300 CABOT OIL & GAS CORP COM 127097103 2,195 32,600 PUT SOLE 32600 CAMECO CORP COM 13321L108 2,268 55,400 CALL SOLE 55400 CAMECO CORP COM 13321L108 4,847 118,400 PUT SOLE 118400 CAMERON INTERNATIONAL CORP COM 13342B105 3,158 50,300 CALL SOLE 50300 CAMERON INTERNATIONAL CORP COM 13342B105 942 15,000 PUT SOLE 15000 CAMPBELL SOUP CO COM 134429109 4,384 112,566 SOLE 112566 CAPITAL ONE FINL CORP COM 14040H105 1,004 13,300 CALL SOLE 13300 CAPITAL ONE FINL CORP COM 14040H105 4,534 60,084 SOLE 60084 CARDINAL HEALTH INC COM 14149Y108 5,048 69,200 SOLE 69200 CARMAX INC COM 143130102 672 27,398 SOLE 27398 CARNIVAL CORP PAIRED CTF 143658300 5,166 110,235 SOLE 110235 CARPENTER TECHNOLOGY CORP COM 144285103 3,744 31,000 CALL SOLE 31000 CARPENTER TECHNOLOGY CORP COM 144285103 1,618 13,400 PUT SOLE 13400 CARTER INC COM 146229109 645 25,457 SOLE 25457 CATERPILLAR INC DEL COM 149123101 831 12,400 CALL SOLE 12400 CATERPILLAR INC DEL COM 149123101 3,439 51,300 PUT SOLE 51300 CATERPILLAR INC DEL COM 149123101 1,005 14,989 SOLE 14989 CELGENE CORP COM 151020104 949 18,084 SOLE 18084 CENTERPOINT ENERGY INC COM 15189T107 449 25,000 CALL SOLE 25000 CENTERPOINT ENERGY INC COM 15189T107 3,233 180,225 SOLE 180225 CENTURY ALUM CO COM 156431108 820 17,500 CALL SOLE 17500 CENTURY ALUM CO COM 156431108 853 18,200 PUT SOLE 18200 CENTURY ALUM CO COM 156431108 3,587 76,520 SOLE 76520 CENTURYTEL INC COM 156700106 1,225 27,100 SOLE 27100 CEPHALON INC COM 156708109 5,754 80,803 SOLE 80803 CERADYNE INC COM 156710105 1,982 36,200 CALL SOLE 36200 CERADYNE INC COM 156710105 1,358 24,800 PUT SOLE 24800 CERADYNE INC COM 156710105 5,983 109,291 SOLE 109291 CHARLES RIV LABS INTL INC COM 159864107 615 13,300 SOLE 13300 CHECKFREE CORP NEW COM 162813109 2,401 64,729 SOLE 64729 CHEVRON CORP NEW COM 166764100 2,899 39,200 CALL SOLE 39200 CHEVRON CORP NEW COM 166764100 4,844 65,500 PUT SOLE 65500 CHEVRON CORP NEW COM 166764100 28,431 384,416 SOLE 384416 CHICAGO BRIDGE & IRON CO NV N Y REGISTRY SH 167250109 1,095 35,600 CALL SOLE 35600 CHICAGO BRIDGE & IRON CO NV N Y REGISTRY SH 167250109 338 11,000 PUT SOLE 11000 CHICAGO MERCANTILE HLDGS INC CL A 167760107 266 500 CALL SOLE 500 CHICAGO MERCANTILE HLDGS INC CL A 167760107 1,502 2,820 SOLE 2820 CHICOS FAS INC COM 168615102 1,835 75,100 CALL SOLE 75100 CHICOS FAS INC COM 168615102 836 34,200 PUT SOLE 34200 CHILDRENS PL RETAIL STORES I COM 168905107 2,203 39,500 SOLE 39500 CHOICEPOINT INC COM 170388102 386 10,300 SOLE 10300 CHUBB CORP COM 171232101 4,733 91,600 SOLE 91600 COMPANIA VALE DO RIO DOCE SPONSORED ADR 204412209 10,979 296,800 CALL SOLE 296800 COMPANIA VALE DO RIO DOCE SPONSORED ADR 204412209 5,918 160,000 PUT SOLE 160000 CIGNA CORP COM 125509109 2,511 17,600 CALL SOLE 17600 CIGNA CORP COM 125509109 3,838 26,900 PUT SOLE 26900 CIGNA CORP COM 125509109 899 6,300 SOLE 6300 CIMAREX ENERGY CO COM 171798101 407 11,000 CALL SOLE 11000 CIMAREX ENERGY CO COM 171798101 1,359 36,700 SOLE 36700 CINCINNATI FINL CORP COM 172062101 617 14,553 SOLE 14553 CITIGROUP INC COM 172967101 1,027 20,000 CALL SOLE 20000 CITIGROUP INC COM 172967101 596 11,600 PUT SOLE 11600 CITIGROUP INC COM 172967101 3,142 61,200 SOLE 61200 CITRIX SYS INC COM 177376100 725 22,649 SOLE 22649 CLEAN HARBORS INC COM 184496107 226 5,000 PUT SOLE 5000 CLEVELAND CLIFFS INC COM 185896107 3,431 53,600 CALL SOLE 53600 CLEVELAND CLIFFS INC COM 185896107 2,893 45,200 PUT SOLE 45200 CLEVELAND CLIFFS INC COM 185896107 1,479 23,100 SOLE 23100 COACH INC COM 189754104 7,743 154,700 CALL SOLE 154700 COACH INC COM 189754104 1,942 38,800 PUT SOLE 38800 COCA-COLA ENTERPRISES INC COM 191219104 2,991 147,700 SOLE 147700 COGENT COMM GROUP INC COM NEW 19239V302 695 29,400 CALL SOLE 29400 COGENT COMM GROUP INC COM NEW 19239V302 1,590 67,300 PUT SOLE 67300 COGENT INC COM 19239Y108 196 14,600 CALL SOLE 14600 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 467 5,290 SOLE 5290 COLDWATER CREEK INC COM 193068103 3,957 195,100 SOLE 195100 COMCAST CORP NEW CL A 20030N101 47,024 1,812,084 SOLE 1812084 COMMSCOPE INC COM 203372107 232 5,400 CALL SOLE 5400 COMMERCIAL METALS CO COM 201723103 567 18,100 PUT SOLE 18100 COMMERCIAL METALS CO COM 201723103 2,843 90,676 SOLE 90676 COMPASS BANCSHARES INC COM 20449H109 908 13,200 SOLE 13200 COMPUCREDIT CORP COM 20478N100 581 18,600 SOLE 18600 COMPUTER SCIENCES CORP COM 205363104 2,195 42,100 SOLE 42100 CON-WAY INC COM 205944101 2,767 55,527 SOLE 55527 CONAGRA FOODS INC COM 205887102 7,428 298,198 SOLE 298198 CONEXANT SYSTEMS INC COM 207142100 697 422,300 SOLE 422300 CONSTELLATION BRANDS INC CL A 21036P108 1,978 93,400 SOLE 93400 CONTINENTAL AIRLS INC CL B 210795308 6,354 174,600 CALL SOLE 174600 CONTINENTAL AIRLS INC CL B 210795308 1,900 52,200 PUT SOLE 52200 CONTINENTAL AIRLS INC CL B 210795308 11,896 326,900 SOLE 326900 CONVERGYS CORP COM 212485106 1,298 51,100 SOLE 51100 COOPER COS INC COM NEW 216648402 3,880 79,800 SOLE 79800 COOPER TIE & RUBR CO COM 216831107 1,202 65,700 SOLE 65700 COPART INC COM 217204106 411 14,668 SOLE 14668 CORINTHIAN COLLEGES INC COM 218868107 592 43,056 SOLE 43056 CORN PRODS INTL INC COM 219023108 1,233 34,658 SOLE 34658 CORNING INC COM 219350105 6,820 299,900 CALL SOLE 299900 CORNING INC COM 219350105 4,402 193,600 PUT SOLE 193600 CORUS BANKSHARES INC COM 220873103 881 51,660 SOLE 51660 COSTCO WHSL CORP NEW COM 22160K105 10,641 197,643 SOLE 197643 COUNTRYWIDE FINANCIAL CORP COM 222372104 6,180 183,700 SOLE 183700 COVANTA HDLG CORP COM 22282E102 3,320 149,680 SOLE 149680 COVENTRY HEALTH CARE INC COM 222862104 1,009 18,000 CALL SOLE 18000 COVENTRY HEALTH CARE INC COM 222862104 224 4,000 PUT SOLE 4000 COVENTRY HEALTH CARE INC COM 222862104 1,396 24,900 SOLE 24900 CREE INC COM 225447101 3,202 194,529 SOLE 194529 CUMMINS INC COM 231021106 3,781 26,125 SOLE 26125 CYMER INC COM 232572107 3,865 93,016 SOLE 93016 CYTECINDS INC COM 232820100 1,226 21,800 SOLE 21800 DADE BEHRING HLDGS INC COM 23342J206 3,635 82,900 SOLE 82900 DENBURY RES INC COM NEW 247916208 352 11,800 PUT SOLE 11800 DENBURY RES INC COM NEW 247916208 465 15,600 SOLE 15600 DIAMONDS TR UNIT SER 1 252787106 12,254 99,152 SOLE 99152 DIRECTV GROUP INC COM 25459L106 20,295 879,707 SOLE 879707 DR HORTON INC COM 23331A109 2,112 96,000 CALL SOLE 96000 DR HORTON INC COM 23331A109 975 44,300 SOLE 44300 DRS TECHNOLOGIES INC COM 23330X100 1,111 21,300 SOLE 21300 DTE ENERGY CO COM 233331107 3,501 73,100 SOLE 73100 DAVITA INC COM 23918K108 4,673 87,647 SOLE 87647 DAIMLERCHRYSLER AG ORD D1668R123 218 2,664 SOLE 2664 DARDEN RESTAURANTS INC COM 237194105 4,430 107,558 SOLE 107558 DEVRY INC DEL COM 251893103 1,735 59,100 SOLE 59100 DEAN FOODS CO NEW COM 242370104 5,291 113,208 SOLE 113208 DELL INC COM 24702R101 1,873 80,700 CALL SOLE 80700 DELL INC COM 24702R101 696 30,000 PUT SOLE 30000 DELUXE CORP COM 248019101 1,100 32,800 SOLE 32800 DEVON ENERGY CORP NEW COM 25179M103 4,257 61,500 CALL SOLE 61500 DEVON ENERGY CORP NEW COM 25179M103 2,803 40,500 PUT SOLE 40500 DEVON ENERGY CORP NEW COM 25179M103 19,493 281,614 SOLE 281614 DIAMOND OFFSHORE DRILLING INC COM 25271C102 5,116 63,200 CALL SOLE 63200 DIAMOND OFFSHORE DRILLING INC COM 25271C102 5,124 63,300 PUT SOLE 63300 DIAMOND OFFSHORE DRILLING INC COM 25271C102 251 3,100 SOLE 3100 DIEBOLD INC COM 253651103 234 4,900 SOLE 4900 DIGITAL RIV INC COM 25388B104 5,354 96,900 CALL SOLE 96900 DIGITAL RIV INC COM 25388B104 3,033 54,900 PUT SOLE 54900 DILLARDS INC CL A 254067101 2,950 90,128 SOLE 90128 DIODES INC COM 254543101 279 8,000 CALL SOLE 8000 DOLLAR GEN CORP COM 256669102 1,794 84,800 SOLE 84800 DOLLAR TREE STORES INC COM 256747106 5,409 141,451 SOLE 141451 DOW CHEM CO COM 260543103 11,707 255,273 SOLE 255273 DUKE ENERGY CORP NEW COM 26441C105 609 30,000 PUT SOLE 30000 DUKE ENERGY CORP NEW COM 26441C105 2,418 119,184 SOLE 119184 DYCOM INDS INC COM 267475101 263 10,100 SOLE 10100 E TRADE FINANCIAL CORP COM 269246104 2,020 95,200 CALL SOLE 95200 E TRADE FINANCIAL CORP COM 269246104 556 26,200 PUT SOLE 26200 E TRADE FINANCIAL CORP COM 269246104 4,371 205,999 SOLE 205999 EL PASO CORP COM 28336L109 181 12,500 CALL SOLE 12500 EL PASO CORP COM 28336L109 7,769 536,900 SOLE 536900 EMC CORP MASS COM 268648102 1,403 101,315 SOLE 101315 ENSCO INTL INC COM 26874Q100 1,697 31,200 CALL SOLE 31200 ENSCO INTL INC COM 26874Q100 6,517 119,800 PUT SOLE 119800 EOG RES INC COM 26875P101 12,649 177,300 CALL SOLE 177300 EOG RES INC COM 26875P101 11,550 161,900 PUT SOLE 161900 SCRIPPS E W CO OHIO CL A 811054204 425 9,513 SOLE 9513 EARTHLINK INC COM 270321102 845 114,928 SOLE 114928 EASTMAN CHEM CO COM 277432100 456 7,200 CALL SOLE 7200 EASTMAN CHEM CO COM 277432100 1,381 21,808 SOLE 21808 EASTMAN KODAK CO COM 277461109 9,956 441,300 SOLE 441300 EDISON INTL COM 281020107 1,263 25,700 CALL SOLE 25700 EDISON INTL COM 281020107 4,687 95,400 SOLE 95400 ELAN PLC ADR 284131208 462 34,800 PUT SOLE 34800 ELECTRONIC DATA SYS NEW COM 285661104 3,604 130,200 SOLE 130200 EMDEON CORP COM 290849108 1,095 72,361 SOLE 72361 EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M102 252 5,500 CALL SOLE 5500 ENCANA CORP COM 292505104 10,111 199,700 CALL SOLE 199700 ENCANA CORP COM 292505104 1,909 37,700 PUT SOLE 37700 ENERGY CONVERSION DEVICES INC COM 292659109 779 22,300 CALL SOLE 22300 ENERGY CONVERSION DEVICES INC COM 292659109 1,380 39,500 PUT SOLE 39500 ENERGY EAST CORP COM 29266M109 1,099 45,100 SOLE 45100 SELECT SECTOR SPRD TR SBI INT-ENERGY 81369Y506 301 5,000 SOLE 5000 ENTEGRIS INC COM 29362U104 912 85,200 SOLE 85200 ENTERCOM COMMUNICATIONS CORP CL A 293639100 690 24,500 SOLE 24500 EQUIFAX INC COM 294429105 1,101 30,200 SOLE 30200 EQUINIX INC COM NEW 29444U502 1,978 23,100 CALL SOLE 23100 EQUINIX INC COM NEW 29444U502 471 5,500 PUT SOLE 5500 EQUINIX INC COM NEW 29444U502 765 8,939 SOLE 8939 EQUITY RESIDENTIAL SH BEN INT 29476L107 207 4,300 PUT SOLE 4300 EQUITY RESIDENTIAL SH BEN INT 29476L107 3,034 62,903 SOLE 62903 LAUDER ESTEE COS INC CL A 518439104 227 4,645 SOLE 4645 EVEREST RE GROUP LTD COM G3223R108 1,000 10,400 SOLE 10400 EXELIXIS INC COM 30161Q104 100 10,085 SOLE 10085 EXPEDIA INC DEL COM 30212P105 420 18,100 PUT SOLE 18100 EXPEDITORS INTL WASH INC COM 302130109 248 6,000 CALL SOLE 6000 EXPRESS SCRIPTS INC COM 302182100 8,960 111,000 CALL SOLE 111000 EXPRESS SCRIPTS INC COM 302182100 2,196 27,200 PUT SOLE 27200 EXPRESS SCRIPTS INC COM 302182100 23,604 292,413 SOLE 292413 EXXON MOBIL CORP COM 30231G102 7,696 102,000 CALL SOLE 102000 EXXON MOBIL CORP COM 30231G102 11,898 157,700 PUT SOLE 157700 F5 NETWORKS INC COM 315616102 6,728 100,900 CALL SOLE 100900 F5 NETWORKS INC COM 315616102 4,294 64,400 PUT SOLE 64400 FMC CORP COM NEW 302491303 1,267 16,800 SOLE 16800 FMC TECHNOLOGIES INC COM 30249U101 774 11,100 CALL SOLE 11100 FMC TECHNOLOGIES INC COM 30249U101 244 3,500 PUT SOLE 3500 FOOT LOCKER INC COM 344849104 5,893 250,214 SOLE 250214 FOUNDRY NETWORKS INC COM 35063R100 1,152 84,900 CALL SOLE 84900 FACTSET RESH SYS INC COM 303075105 585 9,300 CALL SOLE 9300 FACTSET RESH SYS INC COM 303075105 251 4,000 PUT SOLE 4000 FAIR ISAAC CORP COM 303250104 727 18,800 SOLE 18800 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 398 23,800 SOLE 23800 FAMILY DLR STORES INC COM 307000109 4,746 160,234 SOLE 160234 FEDERAL NATL MTG ASSN COM 313586109 868 15,900 PUT SOLE 15900 FEDEX CORP COM 31428X106 13,025 121,239 SOLE 121239 FEDERATED DEPT STORES INC DE COM 31410H101 5,253 116,600 CALL SOLE 116600 FEDERATED DEPT STORES INC DE COM 31410H101 3,176 70,500 PUT SOLE 70500 FEDERATED DEPT STORES INC DE COM 31410H101 18,525 411,200 SOLE 411200 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y605 4,276 120,000 SOLE 120000 FIRST AMERN CORP CALIF COM 318522307 4,968 97,950 SOLE 97950 FIRST DATA CORP COM 319963104 707 26,300 SOLE 26300 FLIR SYS INC COM 302445101 1,945 54,520 SOLE 54520 FLORIDA ROCK INDS INC COM 341140101 1,157 17,200 SOLE 17200 FLUOR CORP NEW COM 343412102 449 5,000 CALL SOLE 5000 FLUOR CORP NEW COM 343412102 449 5,000 PUT SOLE 5000 FORD MTR CO DEL COM PAR $0.01 345370860 1,747 221,460 SOLE 221460 FOREST OIL CORP COM PAR $0.01 346091705 4,437 132,968 SOLE 132968 FORMFACTOR INC COM 346375108 340 7,600 CALL SOLE 7600 FORMFACTOR INC COM 346375108 635 14,200 PUT SOLE 14200 FORMFACTOR INC COM 346375108 1,518 33,919 SOLE 33919 FORTUNE BRANDS INC COM 349631101 996 12,642 SOLE 12642 FOUNDATION COAL HLDGS INC COM 35039W100 1,123 32,700 CALL SOLE 32700 FEDERALHOME LN MTG CORP COM 313400301 10,995 184,828 SOLE 184828 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 11,815 178,500 CALL SOLE 178500 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 27,892 421,400 PUT SOLE 421400 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 8,044 121,527 SOLE 121527 FRIEDMAN BILLINGS RAMSEY GROUP INC CL A 358434108 835 151,200 SOLE 151200 FRONTIER OIL CORP COM 35914P105 3,228 98,900 CALL SOLE 98900 FRONTIER OIL CORP COM 35914P105 3,071 94,100 PUT SOLE 94100 FRONTIER OIL CORP COM 35914P105 5,827 178,514 SOLE 178514 FRONTLINE LTD SHS G3682E127 987 27,800 CALL SOLE 27800 FRONTLINE LTD SHS G3682E127 2,197 61,900 PUT SOLE 61900 FURNITURE BRANDS INTL INC COM 360921100 595 37,700 SOLE 37700 36866T COM 36866T103 1,459 31,000 CALL SOLE 31000 GEN-PROBE INC NEW COM 36866T103 852 18,100 PUT SOLE 18100 GAMESTOP CORP NEW CL A 36467W109 290 8,900 CALL SOLE 8900 GAMESTOP CORP NEW CL A 36467W109 717 22,000 PUT SOLE 22000 GAMESTOP CORP NEW CL A 36467W109 8,231 252,712 SOLE 252712 GANNETT INC COM 364730101 9,316 165,500 SOLE 165500 GAP INC DEL COM 364760108 10,113 587,598 SOLE 587598 GARMIN LTD ORD G37260109 4,332 80,000 CALL SOLE 80000 GENERAL CABLE CORP DEL NEW COM 369300108 2,522 47,200 CALL SOLE 47200 GENERAL CABLE CORP DEL NEW COM 369300108 3,649 68,300 PUT SOLE 68300 GENERAL CABLE CORP DEL NEW COM 369300108 1,539 28,800 SOLE 28800 GENERAL DYNAMICS CORP COM 369550108 1,459 19,100 SOLE 19100 GENERAL ELECTRIC CO COM 369604103 2,115 59,800 SOLE 59800 GENERAL GROWTH PPTYS INC COM 370021107 1,582 24,500 CALL SOLE 24500 GENERAL GROWTH PPTYS INC COM 370021107 1,801 27,886 SOLE 27886 GENERAL MLS INC COM 370334104 8,342 143,280 SOLE 143280 GENERAL MTRS CORP COM 370442105 1,048 34,200 PUT SOLE 34200 GEORGIA GULF CORP COM PAR $0.01 373200203 1,237 76,300 SOLE 76300 GILEAD SCIENCES INC COM 375558103 10,348 135,000 CALL SOLE 135000 GILEAD SCIENCES INC COM 375558103 7,895 103,000 PUT SOLE 103000 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1,159 20,982 SOLE 20982 GLOBAL PMTS INC COM 37940X102 2,903 85,229 SOLE 85229 GOLD FIELDS LTD ADR 38059T106 2,364 127,900 CALL SOLE 127900 GOLD FIELDS LTD ADR 38059T106 4,276 231,400 PUT SOLE 231400 GOLDCORP INC COM 380956409 7,026 292,500 CALL SOLE 292500 GOLDCORP INC COM 380956409 11,145 464,000 PUT SOLE 464000 GOLDCORP INC COM 380956409 420 17,500 SOLE 17500 GOLDMAN SACHS GROUP INC/THE COM 38141G104 6,490 31,411 SOLE 31411 GOODRICH CORP COM 382388106 1,040 20,200 CALL SOLE 20200 GOODRICH CORP COM 382388106 505 9,800 PUT SOLE 9800 GOODRICH CORP COM 382388106 480 9,319 SOLE 9319 GOODYEAR TIRE & RUBBER CO/THE COM 382550101 1,750 56,100 SOLE 56100 GOOGLE INC CL A 38259P508 11,866 25,900 CALL SOLE 25900 GOOGLE INC CL A 38259P508 19,243 42,000 PUT SOLE 42000 GOOGLE INC CL A 38259P508 962 2,100 SOLE 2100 GRANT PRIDECO INC COM 38821G101 3,364 67,500 CALL SOLE 67500 GRANT PRIDECO INC COM 38821G101 4,585 92,000 PUT SOLE 92000 GREAT ATLANTIC & PAC TEA INC COM 390064103 1,331 40,100 CALL SOLE 40100 GREAT ATLANTIC & PAC TEA INC COM 390064103 1,297 39,100 PUT SOLE 39100 GUESS INC COM 401617105 3,272 80,800 CALL SOLE 80800 GUESS INC COM 401617105 3,725 92,000 PUT SOLE 92000 GUESS INC COM 401617105 7,645 188,809 SOLE 188809 GUITAR CTR MGMT INC COM 402040109 451 10,000 PUT SOLE 10000 BLOCK H & R INC COM 093671105 2,496 118,638 SOLE 118638 HCC INS HLDGS INC COM 404132102 3,564 115,717 SOLE 115717 HALLIBURTON CO COM 406216101 12,144 382,600 CALL SOLE 382600 HALLIBURTON CO COM 406216101 8,024 252,800 PUT SOLE 252800 HALLIBURTON CO COM 406216101 946 29,811 SOLE 29811 HANOVER INS GROUP INC COM 410867105 710 15,400 SOLE 15400 HARLEY DAVIDSON INC COM 412822108 1,862 31,700 CALL SOLE 31700 HARLEY DAVIDSON INC COM 412822108 7,655 130,298 SOLE 130298 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 1,325 95,300 CALL SOLE 95300 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 1,440 103,600 PUT SOLE 103600 HARRIS CORP DEL COM 413875105 2,517 49,400 SOLE 49400 HARTFORD FINL SVCS GROUP INC COM 416515104 7,238 75,732 SOLE 75732 HEALTH MGMT ASSOC INC NEW CL A 421933102 3,693 339,732 SOLE 339732 HEALTHEXTRAS INC COM 422211102 265 9,200 CALL SOLE 9200 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1,260 33,800 PUT SOLE 33800 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1,561 41,858 SOLE 41858 HELMERICH & PAYNE INC COM 423452101 258 8,500 CALL SOLE 8500 HELMERICH & PAYNE INC COM 423452101 637 21,000 PUT SOLE 21000 HELMERICH & PAYNE INC COM 423452101 1,247 41,100 SOLE 41100 MILLER HERMAN INC COM 600544100 695 20,746 SOLE 20746 HESS CORP COM 42809H107 7,594 136,900 CALL SOLE 136900 HESS CORP COM 42809H107 4,854 87,500 PUT SOLE 87500 HESS CORP COM 42809H107 17,412 313,900 SOLE 313900 HEWLETT-PACKARD CO COM 428236103 25,577 637,200 SOLE 637200 HEXCEL CORP NEW COM 428291108 250 12,600 CALL SOLE 12600 HILLENBRAND INDS INC COM 431573104 2,529 42,600 SOLE 42600 HOLLY CORP COM PAR $0.01 435758305 3,226 54,400 CALL SOLE 54400 HOLLY CORP COM PAR $0.01 435758305 1,577 26,600 PUT SOLE 26600 HOLLY CORP COM PAR $0.01 435758305 3,339 56,303 SOLE 56303 HOME DEPOT INC COM 437076102 1,293 35,200 SOLE 35200 HOST HOTELS & RESORTS INC COM 44107P104 237 9,000 PUT SOLE 9000 HOST HOTELS & RESORTS INC COM 44107P104 4,503 171,136 SOLE 171136 HUMAN GENOME SCIENCES INC COM 444903108 188 17,700 SOLE 17700 HUMANA INC COM 444859102 963 16,600 PUT SOLE 16600 HUMANA INC COM 444859102 2,309 39,800 SOLE 39800 HUNTINGTON BANCSHARES INC COM 446150104 352 16,129 SOLE 16129 IAC INTERACTIVECORP COM NEW 44919P300 1,090 28,892 SOLE 28892 IPSCO INC COM 462622101 3,469 26,400 PUT SOLE 26400 IRON MTN INC COM 462846106 1,097 42,000 SOLE 42000 ISTAR FINL INC COM 45031U101 4,605 98,338 SOLE 98338 IMCLONE SYS INC COM 45245W109 265 6,490 SOLE 6490 IMMUCOR INC COM 452526106 476 16,164 SOLE 16164 INDYMAC BANCORP INC COM 456607100 2,504 78,115 SOLE 78115 INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,925 124,827 SOLE 124827 INTEL CORP COM 458140100 5,206 272,135 SOLE 272135 INTERMUNE INC COM 45884X103 562 22,808 SOLE 22808 INTERDIGITAL COMMUNICATIONS COM 45866A105 1,586 50,086 SOLE 50086 INTERMEC INC COM 458786100 440 19,700 CALL SOLE 19700 INTERMEC INC COM 458786100 666 29,800 PUT SOLE 29800 INTL PAPER CO COM 460146103 1,092 30,000 CALL SOLE 30000 INTERNATIONAL RECTIFIER CORP COM 460254105 718 18,800 CALL SOLE 18800 INTERNATIONAL RECTIFIER CORP COM 460254105 997 26,100 SOLE 26100 INTERPUBLIC GROUP COS INC COM 460690100 213 17,281 SOLE 17281 INTERSIL CORP CL A 46069S109 546 20,600 CALL SOLE 20600 INTERSIL CORP CL A 46069S109 1,782 67,257 SOLE 67257 INTUIT COM 461202103 7,651 279,631 SOLE 279631 INTUITIVE SURGICAL INC COM NEW 46120E602 3,185 26,200 CALL SOLE 26200 INTUITIVE SURGICAL INC COM NEW 46120E602 717 5,900 PUT SOLE 5900 INVESTORS FINL SERVICES CORP COM 461915100 407 7,000 CALL SOLE 7000 INVESTORS FINL SERVICES CORP COM 461915100 413 7,100 PUT SOLE 7100 ISIS PHARMACEUTICALS INC COM 464330109 103 11,100 SOLE 11100 PENNEY JC INC COM 708160106 1,446 17,600 CALL SOLE 17600 PENNEY JC INC COM 708160106 17,261 210,093 SOLE 210093 SMUCKER J M CO COM NEW 832696405 459 8,600 SOLE 8600 JOY GLOBAL INC COM 481165108 4,479 104,400 CALL SOLE 104400 JOY GLOBAL INC COM 481165108 2,986 69,600 PUT SOLE 69600 JOY GLOBAL INC COM 481165108 7,800 181,828 SOLE 181828 JP MORGAN CHASE & CO COM 46625H100 1,084 22,400 PUT SOLE 22400 JABIL CIRCUIT INC COM 466313103 2,860 133,600 SOLE 133600 JARDEN CORP COM 471109108 2,899 75,700 SOLE 75700 JETBLUE AWYS CORP COM 477143101 337 29,268 SOLE 29268 JOHNSON & JOHNSON COM 478160104 47,097 781,556 SOLE 781556 JOHNSON CTLS INC COM 478366107 539 5,700 CALL SOLE 5700 JONES APPAREL GROUP INC COM 480074103 446 14,500 SOLE 14500 JONES LANG LASALLE INC COM 48020Q107 355 3,400 CALL SOLE 3400 JUNIPER NETWORKS INC COM 48203R104 10,576 537,400 CALL SOLE 537400 JUNIPER NETWORKS INC COM 48203R104 12,170 618,400 PUT SOLE 618400 JUNIPER NETWORKS INC COM 48203R104 3,574 181,600 SOLE 181600 KB HOME COM 48666K109 13,970 327,398 SOLE 327398 KIMCO REALTY CORP COM 49446R109 3,490 71,600 SOLE 71600 KINROSS GOLD CORP COM NO PAR 496902404 1,696 123,000 CALL SOLE 123000 KINROSS GOLD CORP COM NO PAR 496902404 426 30,900 PUT SOLE 30900 KNIGHT CAPITAL GROUP INC CLA 499005106 3,886 245,320 SOLE 245320 KOMAG INC COM NEW 500453204 897 27,400 CALL SOLE 27400 KOMAG INC COM NEW 500453204 226 6,900 PUT SOLE 6900 KRAFT FOODS INC CL A 50075N104 14,288 451,281 SOLE 451281 KROGER CO COM 501044101 6,243 220,997 SOLE 220997 KRONOS INC COM 501052104 498 9,300 SOLE 9300 L-1 IDENTITY SOLUTIONS INC COM 50212A106 249 15,100 CALL SOLE 15100 L-1 IDENTITY SOLUTIONS INC COM 50212A106 634 38,400 PUT SOLE 38400 L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,137 13,000 CALL SOLE 13000 L-3 COMMUNICATIONS HLDGS INC COM 502424104 350 4,000 PUT SOLE 4000 L-3 COMMUNICATIONS HLDGS INC COM 502424104 4,777 54,614 SOLE 54614 LCA-VISION INC COM PAR $0.001 501803308 902 21,900 CALL SOLE 21900 LCA-VISION INC COM PAR $0.001 501803308 387 9,400 PUT SOLE 9400 LIBERTY PPTY TR SH BEN INT 531172104 2,203 45,208 SOLE 45208 LAM RESEARCH CORP COM 512807108 2,076 43,859 SOLE 43859 LAS VEGAS SANDS CORP COM 517834107 10,644 122,900 CALL SOLE 122900 LAS VEGAS SANDS CORP COM 517834107 10,350 119,500 PUT SOLE 119500 LAS VEGAS SANDS CORP COM 517834107 289 3,332 SOLE 3332 LEAR CORP COM 521865105 1,537 42,100 SOLE 42100 LEGG MASON INC COM 524901105 3,702 39,300 CALL SOLE 39300 LEGG MASON INC COM 524901105 3,024 32,100 PUT SOLE 32100 LEGGETT & PLATT INC COM 524660107 1,781 78,571 SOLE 78571 LENNAR CORP CL A 526057104 4,018 95,200 SOLE 95200 LEVEL 3 COMMUNICATIONS INC COM 52729N100 2,566 420,700 SOLE 420700 LEXMARK INTL NEW CL A 529771107 8,407 143,800 SOLE 143800 LIFEPOINT HOSPITALS INC COM 53219L109 1,647 43,100 SOLE 43100 LINCARE HLDGS INC COM 532791100 5,416 147,788 SOLE 147788 LINCOLN NATL CORP IND COM 534187109 242 3,575 SOLE 3575 LOEWS CORP CAROLNA GP STK 540424207 1,323 17,500 CALL SOLE 17500 LOEWS CORP CAROLNA GP STK 540424207 1,540 20,371 SOLE 20371 LONGS DRUG STORES CORP COM 543162101 413 8,000 CALL SOLE 8000 LOWES COS INC COM 548661107 302 9,600 SOLE 9600 LIMITED BRANDS INC COM 532716107 10,532 404,148 SOLE 404148 LUFKIN INDS INC COM 549764108 202 3,600 CALL SOLE 3600 LUFKIN INDS INC COM 549764108 264 4,700 PUT SOLE 4700 LYONDELL CHEMICAL CO COM 552078107 8,695 290,125 SOLE 290125 MACK CALI RLTY CORP COM 554489104 3,652 76,679 SOLE 76679 MBIA INC COM 55262C100 7,886 120,415 SOLE 120415 M D C HLDGS INC COM 552676108 1,202 25,000 CALL SOLE 25000 M D C HLDGS INC COM 552676108 2,105 43,798 SOLE 43798 MEMC ELECTR MATLS INC COM 552715104 15,624 257,900 CALL SOLE 257900 MEMC ELECTR MATLS INC COM 552715104 10,396 171,600 PUT SOLE 171600 MEMC ELECTR MATLS INC COM 552715104 946 15,619 SOLE 15619 MGI PHARMA INC COM 552880106 382 17,000 CALL SOLE 17000 MGI PHARMA INC COM 552880106 512 22,800 PUT SOLE 22800 MGIC INVT CORP WIS COM 552848103 8,114 137,713 SOLE 137713 MILLS CORP COM 601148109 747 29,600 SOLE 29600 MACROVISION CORP COM 555904101 1,348 53,800 CALL SOLE 53800 MACROVISION CORP COM 555904101 200 7,994 SOLE 7994 MAGELLAN HEALTH SVCS INC COM NEW 559079207 2,379 56,651 SOLE 56651 MANOR CARE INC NEW COM 564055101 681 12,531 SOLE 12531 MANPOWER INC COM 56418H100 2,722 36,900 SOLE 36900 MARATHON OIL CORP COM 565849106 8,578 86,800 CALL SOLE 86800 MARATHON OIL CORP COM 565849106 1,917 19,400 PUT SOLE 19400 MARATHON OIL CORP COM 565849106 1,626 16,450 SOLE 16450 MARSH & MCLENNAN COS INC COM 571748102 3,509 119,800 SOLE 119800 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 3,540 210,600 CALL SOLE 210600 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 3,387 201,500 PUT SOLE 201500 MASSEY ENERGY CO COM 576206106 1,890 78,800 SOLE 78800 MCAFEE INC COM 579064106 2,428 83,502 SOLE 83502 MCCORMICK & CO INC COM NON VTG 579780206 1,389 36,067 SOLE 36067 MCDERMOTT INTL INC COM 580037109 1,225 25,000 CALL SOLE 25000 MCDERMOTT INTL INC COM 580037109 333 6,800 PUT SOLE 6800 MCDONALDS CORP COM 580135101 3,829 85,000 CALL SOLE 85000 MCDONALDS CORP COM 580135101 1,315 29,200 PUT SOLE 29200 MCDONALDS CORP COM 580135101 6,256 138,867 SOLE 138867 MCKESSON CORP COM 58155Q103 2,084 35,600 SOLE 35600 MEDCO HEALTH SOLUTIONS INC COM 58405U102 9,211 127,000 CALL SOLE 127000 MEDCO HEALTH SOLUTIONS INC COM 58405U102 2,829 39,000 PUT SOLE 39000 MEDCO HEALTH SOLUTIONS INC COM 58405U102 4,627 63,800 SOLE 63800 MEDIMMUNE INC COM 584699102 7,461 205,035 SOLE 205035 MEDTRONIC INC COM 585055106 28,014 571,014 SOLE 571014 MENTOR CORP MINN COM 587188103 3,045 66,200 SOLE 66200 MENTOR GRAPHICS CORP COM 587200106 2,426 148,500 SOLE 148500 MERCK & CO INC COM 589331107 41,988 950,596 SOLE 950596 MERIDIAN GOLD INC COM 589975101 1,519 59,500 CALL SOLE 59500 MERIDIAN GOLD INC COM 589975101 2,198 86,100 PUT SOLE 86100 MERITAGE HOMES CORP COM 59001A102 334 10,400 CALL SOLE 10400 MERRILL LYNCH & CO INC COM 590188108 466 5,700 PUT SOLE 5700 MERRILL LYNCH & CO INC COM 590188108 6,395 78,300 SOLE 78300 MICROSTRATEGY INC CL A NEW 594972408 822 6,500 CALL SOLE 6500 MICROSTRATEGY INC CL A NEW 594972408 265 2,100 PUT SOLE 2100 MICRON TECHNOLOGY INC COM 595112103 12,642 1,046,538 SOLE 1046538 MICROS SYS INC COM 594901100 637 11,800 CALL SOLE 11800 MIDCAP SPDR TR UNIT SER 1 595635103 8,982 58,109 SOLE 58109 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 1,637 20,890 SOLE 20890 MOHAWK INDS INC COM 608190104 3,822 46,576 SOLE 46576 MOLEX INC COM 608554101 2,260 80,141 SOLE 80141 MOLSON COORS BREWING CO CL B 60871R209 4,741 50,105 SOLE 50105 MONSANTO CO NEW COM 61166W101 868 15,800 CALL SOLE 15800 MONSANTO CO NEW COM 61166W101 2,066 37,600 PUT SOLE 37600 MONSTER WORLDWIDE INC COM 611742107 1,999 42,200 CALL SOLE 42200 MOODYS CORP COM 615369105 2,078 33,489 SOLE 33489 MORGAN STANLEY COM NEW 617446448 2,946 37,400 CALL SOLE 37400 MORGAN STANLEY COM NEW 617446448 669 8,500 PUT SOLE 8500 MORGAN STANLEY COM NEW 617446448 19,236 244,235 SOLE 244235 MOSAIC CO COM 61945A107 553 20,740 SOLE 20740 MUELLER INDS INC COM 624756102 686 22,800 SOLE 22800 NAVTEQ CORP COM 63936L100 1,035 30,000 CALL SOLE 30000 NAVTEQ CORP COM 63936L100 1,418 41,100 PUT SOLE 41100 NBTY INC COM 628782104 1,087 20,500 CALL SOLE 20500 NBTY INC COM 628782104 424 8,000 SOLE 8000 NCI BUILDING SYS INC COM 628852105 263 5,500 PUT SOLE 5500 NETFLIX COM INC COM 64110L106 2,171 93,600 SOLE 93600 NABORS INDUSTRIES LTD SHS G6359F103 694 23,400 CALL SOLE 23400 NASDAQ STOCK MARKET INC COM 631103108 7,720 262,500 CALL SOLE 262500 NASDAQ STOCK MARKET INC COM 631103108 6,426 218,500 PUT SOLE 218500 NASDAQ STOCK MARKET INC COM 631103108 4,831 164,270 SOLE 164270 NATIONAL CITY CORP COM 635405103 6,500 174,492 SOLE 174492 NATIONAL INSTRS CORP COM 636518102 340 12,946 SOLE 12946 NATIONAL OILWELL VARCO INC COM 637071101 11,739 150,900 CALL SOLE 150900 NATIONAL OILWELL VARCO INC COM 637071101 6,161 79,200 PUT SOLE 79200 NATIONAL SEMICONDUCTOR CORP COM 637640103 799 33,100 PUT SOLE 33100 NATIONAL SEMICONDUCTOR CORP COM 637640103 10,482 434,198 SOLE 434198 NETWORK APPLIANCE INC COM 64120L104 9,014 246,813 SOLE 246813 NEW YORK TIMES CO CL A 650111107 1,850 78,700 SOLE 78700 NEWELL RUBBERMAID INC COM 651229106 2,243 72,138 SOLE 72138 NEWFIELD EXPL CO COM 651290108 767 18,400 CALL SOLE 18400 NEWFIELD EXPL CO COM 651290108 1,631 39,100 PUT SOLE 39100 NEWFIELD EXPL CO COM 651290108 4,396 105,400 SOLE 105400 NEWMONT MINING CORP COM 651639106 7,659 182,400 CALL SOLE 182400 NEWMONT MINING CORP COM 651639106 5,240 124,800 PUT SOLE 124800 NEWMONT MINING CORP COM 651639106 924 22,000 SOLE 22000 NISOURCE INC COM 65473P105 1,172 47,940 SOLE 47940 NIKE INC CL B 654106103 234 2,200 SOLE 2200 NOBLE CORPORATION SHS G65422100 1,991 25,300 CALL SOLE 25300 NOBLE CORPORATION SHS G65422100 606 7,700 PUT SOLE 7700 NOBLE ENERGY INC COM 655044105 3,048 51,100 CALL SOLE 51100 NOBLE ENERGY INC COM 655044105 1,193 20,000 PUT SOLE 20000 NOKIA CORP SPONSORED ADR 654902204 367 16,000 PUT SOLE 16000 NORDSTROM INC COM 655664100 5,400 102,000 CALL SOLE 102000 NORDSTROM INC COM 655664100 2,938 55,500 PUT SOLE 55500 NORDSTROM INC COM 655664100 7,724 145,900 SOLE 145900 NORFOLK SOUTHERN CORP COM 655844108 481 9,500 CALL SOLE 9500 NORFOLK SOUTHERN CORP COM 655844108 6,406 126,600 SOLE 126600 NORTEL NETWORKS CORP NEW COM NEW 656568508 611 25,400 CALL SOLE 25400 NORTEL NETWORKS CORP NEW COM NEW 656568508 863 35,900 PUT SOLE 35900 NORTEL NETWORKS CORP NEW COM NEW 656568508 4,792 199,270 SOLE 199270 NORTHROP GRUMMAN CORP COM 666807102 2,138 28,800 SOLE 28800 NOVELLUS SYS INC COM 670008101 6,197 193,525 SOLE 193525 NUANCE COMMUNICATIONS INC COM 67020Y100 170 11,100 CALL SOLE 11100 NUCOR CORP COM 670346105 9,906 152,100 CALL SOLE 152100 NUCOR CORP COM 670346105 6,559 100,700 PUT SOLE 100700 NUCOR CORP COM 670346105 14,953 229,585 SOLE 229585 NVIDIA CORP COM 67066G104 3,534 122,800 CALL SOLE 122800 NVIDIA CORP COM 67066G104 2,098 72,900 PUT SOLE 72900 NVIDIA CORP COM 67066G104 3,952 137,308 SOLE 137308 ON SEMICONDUCTOR CORP COM 682189105 670 75,100 CALL SOLE 75100 ON SEMICONDUCTOR CORP COM 682189105 3,887 435,762 SOLE 435762 OSI PHARMACEUTICALS INC COM 671040103 1,966 59,563 SOLE 59563 OCCIDENTAL PETE CORP DEL COM 674599105 13,989 283,700 SOLE 283700 OFFICE DEPOT INC COM 676220106 3,732 106,200 CALL SOLE 106200 OFFICE DEPOT INC COM 676220106 6,866 195,400 SOLE 195400 OFFICEMAX INC DEL COM 67622P101 5,798 109,927 SOLE 109927 OIL STS INTL INC COM 678026105 2,609 81,300 SOLE 81300 OLD REP INTL CORP COM 680223104 482 21,800 SOLE 21800 OLIN CORP COM PAR $1 680665205 181 10,700 SOLE 10700 OMNICARE INC COM 681904108 1,742 43,800 SOLE 43800 ONEOK INC NEW COM 682680103 761 16,900 SOLE 16900 ONYX PHARMACEUTICALS INC COM 683399109 1,498 60,287 SOLE 60287 ORACLE CORP COM 68389X105 30,172 1,664,200 SOLE 1664200 OVERSEAS SHIPHOLDING GROUP COM 690368105 2,513 40,147 SOLE 40147 PAN AMERICAN SILVER CORP COM 697900108 583 19,700 CALL SOLE 19700 PAN AMERICAN SILVER CORP COM 697900108 743 25,100 PUT SOLE 25100 PDL BIOPHARMA INC COM 69329Y104 5,000 230,432 SOLE 230432 PEP BOYS-MANNY MOE & JACK COM 713278109 351 18,400 SOLE 18400 PF CHANGS CHINA BISTRO INC COM 69333Y108 306 7,300 PUT SOLE 7300 PF CHANGS CHINA BISTRO INC COM 69333Y108 268 6,400 SOLE 6400 PG&E CORP COM 69331C108 656 13,600 SOLE 13600 PMI GROUP INC COM 69344M101 3,473 76,800 SOLE 76800 POPULAR INC COM 733174106 2,358 142,400 SOLE 142400 PUBLIC STORAGE INC COM 74460D109 303 3,200 PUT SOLE 3200 PUBLIC STORAGE INC COM 74460D109 8,530 90,102 SOLE 90102 PACIFIC ETHANOL INC COM 69423U107 409 24,000 PUT SOLE 24000 PACIFIC SUNWEAR CALIF INC COM 694873100 4,790 229,966 SOLE 229966 PALM INC NEW COM 696643105 9,101 501,974 SOLE 501974 PARALLEL PETE CORP DEL COM 699157103 336 14,644 SOLE 14644 PATTERSON COMPANIES INC COM 703395103 3,035 85,507 SOLE 85507 PATTERSON UTI ENERGY INC COM 703481101 6,885 306,800 CALL SOLE 306800 PATTERSON UTI ENERGY INC COM 703481101 1,687 75,200 PUT SOLE 75200 PATTERSON UTI ENERGY INC COM 703481101 14,195 632,566 SOLE 632566 PAYLESS SHOESOURCE INC COM 704379106 415 12,500 CALL SOLE 12500 PAYLESS SHOESOURCE INC COM 704379106 505 15,200 PUT SOLE 15200 PEABODY ENERGY CORP COM 704549104 7,030 174,700 CALL SOLE 174700 PEABODY ENERGY CORP COM 704549104 9,658 240,000 PUT SOLE 240000 PENTAIR INC COM 709631105 302 9,700 PUT SOLE 9700 PEPSI BOTTLING GROUP INC COM 713409100 1,240 38,899 SOLE 38899 PEPSICO INC COM 713448108 4,483 70,536 SOLE 70536 PERFORMANCE FOOD GROUP CO COM 713755106 759 24,600 SOLE 24600 PETROCHINA CO LTD APONSORED ADR 71646E100 8,957 76,500 CALL SOLE 76500 PETROCHINA CO LTD APONSORED ADR 71646E100 234 2,000 PUT SOLE 2000 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 20,887 209,900 CALL SOLE 209900 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 9,414 94,600 PUT SOLE 94600 PETSMART INC COM 716768106 579 17,552 SOLE 17552 PFIZER INC COM 717081103 227 9,000 PUT SOLE 9000 PFIZER INC COM 717081103 23,989 949,668 SOLE 949668 PHARMACEUTICAL PROD DEV INC COM 717124101 542 16,100 CALL SOLE 16100 PHARMACEUTICAL PROD DEV INC COM 717124101 3,938 116,887 SOLE 116887 PIONEER NAT RES CO COM 723787107 660 15,300 CALL SOLE 15300 PIONEER NAT RES CO COM 723787107 2,364 54,825 SOLE 54825 PLAINS EXPL& PRODTN CO COM 726505100 203 4,500 CALL SOLE 4500 PLAINS EXPL& PRODTN CO COM 726505100 1,147 25,400 SOLE 25400 PLANTRONICS INC NEW COM 727493108 276 11,700 SOLE 11700 POGO PRODUCING CO COM 730448107 2,910 60,500 SOLE 60500 POLARIS INDS INC COM 731068102 249 5,200 PUT SOLE 5200 POTLATCH CORP NEW COM 737630103 980 21,400 SOLE 21400 NASDAQ 100 TR UNIT SER 1 631100104 6,695 153,800 SOLE 153800 POWERWAVE TECHNOLOGIES INC COM 739363109 441 77,500 SOLE 77500 PRICELINE COM INC COM NEW 741503403 3,908 73,375 SOLE 73375 PRIDE INTL INC DEL COM 74153Q102 3,871 128,600 SOLE 128600 PROCTER & GAMBLE CO COM 742718109 20,339 322,022 SOLE 322022 PROGRESSIVE CORP OHIO COM 743315103 8,340 382,237 SOLE 382237 PSYCHIATRIC SOLUTIONS INC COM 74439H108 302 7,500 CALL SOLE 7500 PSYCHIATRIC SOLUTIONS INC COM 74439H108 1,068 26,500 PUT SOLE 26500 PSYCHIATRIC SOLUTIONS INC COM 74439H108 4,031 100,000 SOLE 100000 PULTE HOMES INC COM 745867101 2,077 78,500 CALL SOLE 78500 QUALCOMM INC COM 747525103 563 13,200 CALL SOLE 13200 QUALCOMM INC COM 747525103 30,726 720,246 SOLE 720246 QUALITY SYS INC COM 747582104 244 6,100 CALL SOLE 6100 QUEST DIAGNOSTICS INC COM 74834L100 3,611 72,400 SOLE 72400 QUESTAR CORP COM 748356102 1,633 18,300 CALL SOLE 18300 QUESTAR CORP COM 748356102 830 9,300 PUT SOLE 9300 QUICKSILVER RESOURCES INC COM 74837R104 1,006 25,300 CALL SOLE 25300 QUICKSILVER RESOURCES INC COM 74837R104 1,464 36,800 PUT SOLE 36800 QUIKSILVER INC COM 74838C106 2,572 221,700 SOLE 221700 QWEST COMMUNICATIONS INTL IN COM 749121109 580 64,500 SOLE 64500 RAMBUS INC DEL COM 750917106 7,049 331,700 CALL SOLE 331700 RAMBUS INC DEL COM 750917106 13,507 635,600 PUT SOLE 635600 RED HAT INC COM 756577102 2,514 109,635 SOLE 109635 RF MICRODEVICES INC COM 749941100 166 26,600 CALL SOLE 26600 RPC INC COM 749660106 385 23,100 CALL SOLE 23100 RPC INC COM 749660106 385 23,100 PUT SOLE 23100 DONNELLEY R R & SONS CO COM 257867101 2,261 61,800 SOLE 61800 RADIAN GROUP INC COM 750236101 779 14,200 SOLE 14200 RADIOSHACK CORP COM 750438103 1,420 52,546 SOLE 52546 RANGE RES CORP COM 75281A109 822 24,600 CALL SOLE 24600 RAYTHEON CO COM NEW 755111507 266 5,078 SOLE 5078 REGAL-BELOIT CORP COM 758750103 2,265 48,830 SOLE 48830 REGIONS FINANCIAL CORP NEW COM 7591EP100 4,743 134,109 SOLE 134109 RELIANT ENERGY INC COM 75952B105 658 32,400 CALL SOLE 32400 RELIANT ENERGY INC COM 75952B105 1,914 94,200 PUT SOLE 94200 RELIANT ENERGY INC COM 75952B105 244 12,000 SOLE 12000 REYNOLDS AMERICAN INC COM 761713106 2,428 38,900 SOLE 38900 ROBERT HALF INTL INC COM 770323103 489 13,200 CALL SOLE 13200 ROBERT HALF INTL INC COM 770323103 333 9,000 PUT SOLE 9000 ROCKWELL AUTOMATION INC COM 773903109 353 5,900 CALL SOLE 5900 ROSS STORES INC COM 778296103 1,337 38,872 SOLE 38872 ROWAN COS INC COM 779382100 2,263 69,700 CALL SOLE 69700 ROWAN COS INC COM 779382100 4,159 128,100 PUT SOLE 128100 ROWAN COS INC COM 779382100 448 13,800 SOLE 13800 ROYAL GOLD INC COM 780287108 325 10,800 PUT SOLE 10800 RYDER SYS INC COM 783549108 1,884 38,192 SOLE 38192 RYLAND GROUP INC COM 783764103 3,590 85,100 CALL SOLE 85100 RYLAND GROUP INC COM 783764103 278 6,600 PUT SOLE 6600 RYLAND GROUP INC COM 783764103 3,186 75,505 SOLE 75505 SBA COMMUNICATIONS CORP COM 78388J106 369 12,500 CALL SOLE 12500 SBA COMMUNICATIONS CORP COM 78388J106 263 8,900 PUT SOLE 8900 SLM CORP COM 78442P106 9,083 222,075 SOLE 222075 SPDR TR UNIT SER 1 78462F103 18,183 128,050 SOLE 128050 SPX CORP COM 784635104 1,460 20,800 SOLE 20800 STMICROELECTRONICS NV NY REGISTRY 861012102 770 40,100 SOLE 40100 SAFEWAY INC COM NEW 786514208 319 8,700 CALL SOLE 8700 SAFEWAY INC COM NEW 786514208 403 11,000 PUT SOLE 11000 SAFEWAY INC COM NEW 786514208 7,713 210,500 SOLE 210500 SALESFORCE.COM INC COM 79466L302 5,177 120,900 CALL SOLE 120900 SALESFORCE.COM INC COM 79466L302 1,160 27,100 PUT SOLE 27100 SANDISK CORP COM 80004C101 15,475 353,300 CALL SOLE 353300 SANDISK CORP COM 80004C101 32,346 738,500 PUT SOLE 738500 SARA LEE CORP COM 803111103 1,543 91,200 SOLE 91200 SCHLUMBERGER LTD COM 806857108 19,341 279,900 CALL SOLE 279900 SCHLUMBERGER LTD COM 806857108 21,656 313,400 PUT SOLE 313400 SCOTTS MIRACLE-GRO CO CL A 810186106 1,246 28,302 SOLE 28302 SEAGATE TECHNOLOGY SHS G7945J104 3,523 151,200 CALL SOLE 151200 SEAGATE TECHNOLOGY SHS G7945J104 3,509 150,600 PUT SOLE 150600 SEARS HLDGS CORP COM 812350106 9,350 51,900 CALL SOLE 51900 SEARS HLDGS CORP COM 812350106 8,468 47,000 PUT SOLE 47000 SEARS HLDGS CORP COM 812350106 18,010 99,964 SOLE 99964 SEMTECH CORP COM 816850101 610 45,216 SOLE 45216 SERVICEMASTER CO COM 81760N109 312 20,300 SOLE 20300 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 524 19,500 PUT SOLE 19500 SHIRE PLC SPONSORED ADR 82481R106 217 3,511 SOLE 3511 SHUFFLE MASTER INC COM 825549108 1,843 100,989 SOLE 100989 SIERRA HEALTH SVCS INC COM 826322109 1,256 30,500 SOLE 30500 SIRF TECHNOLOGY HLDGS INC COM 82967H101 1,133 40,800 CALL SOLE 40800 SIRF TECHNOLOGY HLDGS INC COM 82967H101 5,027 181,100 PUT SOLE 181100 SIRF TECHNOLOGY HLDGS INC COM 82967H101 2,262 81,477 SOLE 81477 SKYWEST INC COM 830879102 2,241 83,532 SOLE 83532 SKYWORKS SOLUTIONS INC COM 83088M102 657 114,176 SOLE 114176 SMITH INTL INC COM 832110100 5,353 111,400 CALL SOLE 111400 SMITH INTL INC COM 832110100 1,811 37,700 PUT SOLE 37700 SMITHFIELD FOODS INC COM 832248108 3,819 127,500 SOLE 127500 SOLECTRON CORP COM 834182107 777 246,800 SOLE 246800 SOUTHERN COPPER CORP COM 84265V105 7,976 111,300 CALL SOLE 111300 SOUTHERN COPPER CORP COM 84265V105 10,620 148,200 PUT SOLE 148200 SOUTHERN COPPER CORP COM 84265V105 5,331 74,387 SOLE 74387 SOUTHWEST AIRLS CO COM 844741108 6,850 466,000 SOLE 466000 SOUTHWESTERN ENERGY CO COM 845467109 5,209 127,100 CALL SOLE 127100 SOUTHWESTERN ENERGY CO COM 845467109 2,201 53,700 PUT SOLE 53700 SOVEREIGN BANCORP INC COM 845905108 232 9,100 PUT SOLE 9100 SOVEREIGN BANCORP INC COM 845905108 234 9,200 SOLE 9200 SPECTRA ENERGY CORP COM 847560109 714 27,192 SOLE 27192 SPRINT NEXTEL CORP COM FON 852061100 347 18,300 SOLE 18300 ST JUDE MED INC COM 790849103 1,538 40,900 SOLE 40900 STANCORP FINL GROUP INC COM 852891100 649 13,200 SOLE 13200 STANDARD PAC CORP NEW COM 85375C101 620 29,707 SOLE 29707 STAPLES INC COM 855030102 10,273 397,580 SOLE 397580 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 888 13,700 PUT SOLE 13700 STATE STR CORP COM 857477103 298 4,600 SOLE 4600 STEEL DYNAMICS INC COM 858119100 2,890 66,900 CALL SOLE 66900 STEEL DYNAMICS INC COM 858119100 5,892 136,400 PUT SOLE 136400 STEEL DYNAMICS INC COM 858119100 8,148 188,600 SOLE 188600 STRAYER ED INC COM 863236105 1,121 8,965 SOLE 8965 STRYKER CORP COM 863667101 7,275 109,700 CALL SOLE 109700 STRYKER CORP COM 863667101 1,970 29,700 PUT SOLE 29700 SUNCOR ENERGY INC COM 867229106 3,978 52,100 CALL SOLE 52100 SUNCOR ENERGY INC COM 867229106 10,078 132,000 PUT SOLE 132000 SUNOCO INC COM 86764P109 6,199 88,000 CALL SOLE 88000 SUNOCO INC COM 86764P109 8,192 116,300 PUT SOLE 116300 SUPERIOR ENERGY SVCS INC COM 868157108 358 10,400 CALL SOLE 10400 SUPERIOR ENERGY SVCS INC COM 868157108 958 27,800 PUT SOLE 27800 SYBASE INC COM 871130100 1,127 44,600 SOLE 44600 SYMANTEC CORP COM 871503108 1,886 109,000 CALL SOLE 109000 SYMANTEC CORP COM 871503108 522 30,200 PUT SOLE 30200 SYMANTEC CORP COM 871503108 6,971 402,963 SOLE 402963 SYNOPSYS INC COM 871607107 2,696 102,783 SOLE 102783 SYSCO CORP COM 871829107 7,389 218,419 SOLE 218419 THORNBURG MTG INC COM 885218107 944 36,300 PUT SOLE 36300 THORNBURG MTG INC COM 885218107 801 30,800 SOLE 30800 TIBCO SOFTWARE INC COM 88632Q103 1,089 127,800 SOLE 127800 TJX COS INC NEW COM 872540109 7,754 287,600 SOLE 287600 TXU CORP COM 873168108 8,413 131,251 SOLE 131251 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 377 18,700 CALL SOLE 18700 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 2,131 105,787 SOLE 105787 TARGET CORP COM 87612E106 2,015 33,998 SOLE 33998 TECH DATA CORP COM 878237106 2,303 64,300 SOLE 64300 TEKTRONIX INC COM 879131100 217 7,700 CALL SOLE 7700 TELETECH HOLDINGS INC COM 879939106 3,342 91,100 SOLE 91100 TEMPUR PEDIC INTL INC COM 88023U101 1,069 41,123 SOLE 41123 TENET HEALTHCARE CORP COM 88033G100 2,593 403,300 SOLE 403300 TERADYNE INC COM 880770102 496 30,000 PUT SOLE 30000 TEREX CORP NEW COM 880779103 5,224 72,800 CALL SOLE 72800 TEREX CORP NEW COM 880779103 2,182 30,400 PUT SOLE 30400 TEREX CORP NEW COM 880779103 1,608 22,406 SOLE 22406 TESORO CORP COM 881609101 1,858 18,500 CALL SOLE 18500 TESORO CORP COM 881609101 3,696 36,800 PUT SOLE 36800 TESORO CORP COM 881609101 8,607 85,700 SOLE 85700 TESSERA TECHNOLOGIES INC COM 88164L100 477 12,000 CALL SOLE 12000 TESSERA TECHNOLOGIES INC COM 88164L100 1,101 27,700 PUT SOLE 27700 TESSERA TECHNOLOGIES INC COM 88164L100 1,448 36,426 SOLE 36426 TEXAS INSTRS INC COM 882508104 1,120 37,200 CALL SOLE 37200 TEXTRON INC COM 883203101 2,227 24,795 SOLE 24795 THOR INDS INC COM 885160101 2,623 66,600 SOLE 66600 TIDEWATER INC COM 886423102 4,540 77,500 CALL SOLE 77500 TIDEWATER INC COM 886423102 2,232 38,100 PUT SOLE 38100 TIDEWATER INC COM 886423102 1,558 26,600 SOLE 26600 TIMBERLAND CO CL A 887100105 2,263 86,923 SOLE 86923 TIME WARNER INC COM 887317105 35,744 1,812,592 SOLE 1812592 TITANIUM METALS CORP COM NEW 888339207 3,610 100,600 CALL SOLE 100600 TITANIUM METALS CORP COM NEW 888339207 3,111 86,700 PUT SOLE 86700 TODCO COM 88889T107 1,803 44,700 CALL SOLE 44700 TODCO COM 88889T107 1,924 47,700 PUT SOLE 47700 TODCO COM 88889T107 2,230 55,300 SOLE 55300 TOLL BROTHERS INC COM 889478103 227 8,300 CALL SOLE 8300 TOLL BROTHERS INC COM 889478103 312 11,400 PUT SOLE 11400 TOTAL SA SPONSORED ADR 89151E109 775 11,100 CALL SOLE 11100 TOTAL SA SPONSORED ADR 89151E109 523 7,500 PUT SOLE 7500 TRACTOR SUPPLY CO COM 892356106 525 10,200 CALL SOLE 10200 TRANSACTION SYS ARCHITECTS COM 893416107 327 10,100 PUT SOLE 10100 TRANSOCEAN INC ORD G90078109 8,840 108,200 CALL SOLE 108200 TRANSOCEAN INC ORD G90078109 2,982 36,500 PUT SOLE 36500 TRAVELERS COMPANIES INC COM 89417E109 5,358 103,500 SOLE 103500 TRIBUNE CO NEW COM 896047107 337 10,500 SOLE 10500 TRIDENT MICROSYSTEMS INC COM 895919108 2,106 105,000 CALL SOLE 105000 TRIDENT MICROSYSTEMS INC COM 895919108 1,372 68,400 PUT SOLE 68400 TRIMBLE NAVIGATION LTD COM 896239100 896 33,400 CALL SOLE 33400 TRIMBLE NAVIGATION LTD COM 896239100 582 21,700 PUT SOLE 21700 TYCO INTL LTD NEW COM 902124106 11,310 358,465 SOLE 358465 TYSON FOODS INC CL A 902494103 1,539 79,303 SOLE 79303 URBAN OUTFITTERS INC COM 917047102 260 9,800 CALL SOLE 9800 URBAN OUTFITTERS INC COM 917047102 618 23,300 PUT SOLE 23300 URBAN OUTFITTERS INC COM 917047102 6,682 252,051 SOLE 252051 USEC INC COM 90333E108 533 32,800 CALL SOLE 32800 USEC INC COM 90333E108 1,427 87,800 PUT SOLE 87800 USG CORP COM NEW 903293405 3,753 80,400 CALL SOLE 80400 USG CORP COM NEW 903293405 5,746 123,100 PUT SOLE 123100 USG CORP COM NEW 903293405 7,861 168,399 SOLE 168399 UST INC COM 902911106 748 12,900 CALL SOLE 12900 UST INC COM 902911106 4,777 82,397 SOLE 82397 UTSTARCOM INC COM 918076100 170 20,500 CALL SOLE 20500 UTSTARCOM INC COM 918076100 146 17,600 PUT SOLE 17600 ULTRA PETROLEUM CORP COM 903914109 584 11,000 CALL SOLE 11000 ULTRA PETROLEUM CORP COM 903914109 3,337 62,800 PUT SOLE 62800 UNIONBANCAL CORP COM 908906100 1,135 17,900 SOLE 17900 UNIT CORP COM 909218109 582 11,500 CALL SOLE 11500 UNIT CORP COM 909218109 632 12,500 PUT SOLE 12500 UNIT CORP COM 909218109 1,998 39,500 SOLE 39500 UNITED PARCEL SERVICE INC CL B 911312106 10,285 146,718 SOLE 146718 UNITED STATES STL CORP NEW COM 912909108 14,489 146,100 CALL SOLE 146100 UNITED STATES STL CORP NEW COM 912909108 23,424 236,200 PUT SOLE 236200 UNITED STATES STL CORP NEW COM 912909108 4,383 44,200 SOLE 44200 UNITED THERAPEUTICS CORP DEL COM 91307C102 457 8,500 SOLE 8500 UNITEDHEALTH GROUP INC COM 91324P102 2,649 50,000 CALL SOLE 50000 UNITEDHEALTH GROUP INC COM 91324P102 1,769 33,400 PUT SOLE 33400 UNITEDHEALTH GROUP INC COM 91324P102 2,686 50,700 SOLE 50700 UNIVERSAL COMPRESSION HLDGS COM 913431102 765 11,300 CALL SOLE 11300 UNIVERSAL COMPRESSION HLDGS COM 913431102 2,843 42,000 SOLE 42000 UNIVERSAL HLTH SVCS INC CL B 913903100 4,168 72,793 SOLE 72793 UNUM GROUP COM 91529Y106 454 19,700 CALL SOLE 19700 UNUM GROUP COM 91529Y106 1,333 57,900 SOLE 57900 VALASSIS COMMUNICATIONS INC COM 918866104 841 48,900 SOLE 48900 VALEANT PHARMACEUTICALS INTL COM 91911X104 754 43,600 SOLE 43600 VALERO ENERGY CORP NEW COM 91913Y100 19,037 295,200 CALL SOLE 295200 VALERO ENERGY CORP NEW COM 91913Y100 17,632 273,400 PUT SOLE 273400 VALERO ENERGY CORP NEW COM 91913Y100 3,908 60,600 SOLE 60600 VALUECLICK INC COM 92046N102 711 27,200 CALL SOLE 27200 VALUECLICK INC COM 92046N102 1,038 39,721 SOLE 39721 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 491 9,200 PUT SOLE 9200 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 1,858 34,800 SOLE 34800 VEECO INSTRS INC DEL COM 922417100 395 20,267 SOLE 20267 VENTANA MED SYS INC COM 92276H106 205 4,896 SOLE 4896 VERISIGN INC COM 92343E102 3,278 130,500 CALL SOLE 130500 VERISIGN INC COM 92343E102 5,187 206,500 PUT SOLE 206500 VERISIGN INC COM 92343E102 641 25,500 SOLE 25500 VERIZON COMMUNICATIONS COM 92343V104 37,082 977,888 SOLE 977888 VERTEX PHARMACEUTICALS INC COM 92532F100 538 19,179 SOLE 19179 VIROPHARMA INC COM 928241108 1,207 84,100 CALL SOLE 84100 VIROPHARMA INC COM 928241108 700 48,800 PUT SOLE 48800 VIROPHARMA INC COM 928241108 171 11,950 SOLE 11950 VISHAY INTERTECHNOLOGY INC COM 928298108 530 37,900 SOLE 37900 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 1,082 40,300 CALL SOLE 40300 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 403 15,000 PUT SOLE 15000 W-H ENERGY SVCS INC COM 92925E108 514 11,000 CALL SOLE 11000 WESCO INTL INC COM 95082P105 2,530 40,300 CALL SOLE 40300 WESCO INTL INC COM 95082P105 4,907 78,154 SOLE 78154 WRIGLEY WM JR CO COM 982526105 662 13,000 CALL SOLE 13000 WRIGLEY WM JR CO COM 982526105 2,755 54,093 SOLE 54093 GRACE W R & CO DEL NEW COM 38388F108 264 10,000 CALL SOLE 10000 GRACE W R & CO DEL NEW COM 38388F108 877 33,200 PUT SOLE 33200 WYNN RESORTS LTD COM 983134107 5,009 52,800 CALL SOLE 52800 WYNN RESORTS LTD COM 983134107 2,258 23,800 PUT SOLE 23800 WYNN RESORTS LTD COM 983134107 2,688 28,332 SOLE 28332 WABTEC CORP COM 929740108 1,017 29,500 SOLE 29500 WACHOVIA CORP 2ND NEW COM 929903102 655 11,900 SOLE 11900 WALGREEN CO COM 931422109 11,551 251,702 SOLE 251702 WALTER INDS INC COM 93317Q105 3,099 125,216 SOLE 125216 WASHINGTON MUT INC COM 939322103 695 17,200 PUT SOLE 17200 WASHINGTON MUT INC COM 939322103 8,381 207,552 SOLE 207552 WASHINGTON POST CO CL B 939640108 1,634 2,140 SOLE 2140 WASTE MGMT INC DEL COM 94106L109 7,257 210,901 SOLE 210901 WATERS CORP COM 941848103 580 10,000 CALL SOLE 10000 WATSON PHARMACEUTICALS INC COM 942683103 1,163 44,000 SOLE 44000 WEATHERFORD INTERNATIONAL LT COM G95089101 7,248 160,700 CALL SOLE 160700 WEATHERFORD INTERNATIONAL LT COM G95089101 4,952 109,800 PUT SOLE 109800 WEIGHT WATCHERS INTL INC NEW COM 948626106 2,926 63,479 SOLE 63479 WELLS FARGO & CO NEW COM 949746101 561 16,300 PUT SOLE 16300 WELLS FARGO & CO NEW COM 949746101 1,219 35,400 SOLE 35400 WENDYS INTL INC COM 950590109 1,803 57,594 SOLE 57594 WERNER ENTERPRISES INC COM 950755108 2,175 119,700 SOLE 119700 WESTERN DIGITAL CORP COM 958102105 333 19,800 CALL SOLE 19800 WESTERN DIGITAL CORP COM 958102105 3,292 195,850 SOLE 195850 WESTWOOD ONE INC COM 961815107 78 11,300 SOLE 11300 WEYERHAEUSER CO COM 962166104 3,970 53,121 SOLE 53121 WHIRLPOOL CORP COM 963320106 7,939 93,500 SOLE 93500 WHOLE FOODS MKT INC COM 966837106 336 7,500 CALL SOLE 7500 WHOLE FOODS MKT INC COM 966837106 21,865 487,513 SOLE 487513 WILLIAMS COS INC DEL COM 969457100 1,659 58,300 CALL SOLE 58300 WILLIAMS COS INC DEL COM 969457100 1,964 69,000 PUT SOLE 69000 WORLD FUEL SVCS CORP COM 981475106 569 12,300 CALL SOLE 12300 WORTHINGTON INDS INC COM 981811102 1,530 74,327 SOLE 74327 WYETH COM 983024100 16,645 332,696 SOLE 332696 XL CAPITAL LTD CL A G98255105 6,333 90,528 SOLE 90528 XTO ENERGY INC COM 98385X106 5,717 104,300 CALL SOLE 104300 XTO ENERGY INC COM 98385X106 1,754 32,000 PUT SOLE 32000 XTO ENERGY INC COM 98385X106 981 17,900 SOLE 17900 XEROX CORP COM 984121103 1,539 91,100 SOLE 91100 YRC WORLDWIDE INC COM 984249102 10,478 260,506 SOLE 260506 YAHOO INC COM 984332106 21,953 701,600 CALL SOLE 701600 YAHOO INC COM 984332106 20,351 650,400 PUT SOLE 650400 ZALE CORP NEW COM 988858106 1,546 58,609 SOLE 58609 ZEBRA TECHNOLOGIES INC CL A 989207105 367 9,500 SOLE 9500 ZOLTEK COS INC COM 98975W104 590 16,900 PUT SOLE 16900 ZOLTEK COS INC COM 98975W104 1,168 33,424 SOLE 33424 AQUANTIVE INC COM 03839G105 516 18,500 CALL SOLE 18500 AQUANTIVE INC COM 03839G105 237 8,500 PUT SOLE 8500 AQUANTIVE INC COM 03839G105 626 22,439 SOLE 22439 EBAY INC COM 278642103 332 10,000 CALL SOLE 10000 ISHARES TR RUSSELL 2000 464287655 540 6,789 SOLE 6789 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 202 7,300 CALL SOLE 7300 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 308 11,104 SOLE 11104
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