-----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, ArFeu3jsJn8dv95ltjg8vnmj5Qkqsv9yViizMHO6ZPNcxTEgcrsJB/FxRrcaiCz0 +Xt6ylF9uTyG0zhW86YvUw== 0000919574-07-000832.txt : 20070214 0000919574-07-000832.hdr.sgml : 20070214 20070213183231 ACCESSION NUMBER: 0000919574-07-000832 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20061231 FILED AS OF DATE: 20070214 DATE AS OF CHANGE: 20070213 EFFECTIVENESS DATE: 20070214 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: 07612515 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 d745374_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: December 31, 2006 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 February 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: 893 Form 13F Information Table Value Total: $2,224,204 (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 - -------------- -------- ----- ------- ------- --- ---- ---------- ---- ---- ------ ---- ACE LTD ORD G0070K103 2065 34100 SOLE AES CORP COM 00130H105 994 45100 SOLE AK STL HLDG CORP COM 001547108 1159 68600 CALL SOLE AK STL HLDG CORP COM 001547108 960 56800 PUT SOLE AK STL HLDG CORP COM 001547108 353 20900 SOLE AMBAC FINL GROUP INC COM 023139108 1728 19400 SOLE AMR CORP COM 001765106 1309 43300 CALL SOLE AMR CORP COM 001765106 459 15200 SOLE AON CORP COM 037389103 512 14500 SOLE AT&T INC COM 00206R102 1502 42000 PUT SOLE AT&T INC COM 00206R102 7908 221200 SOLE ABERCROMBIE & FITCH CO CL A 002896207 1817 26100 SOLE ADOLOR CORP COM 00724X102 127 16940 SOLE ADVANCED MICRO DEVICES INC COM 007903107 989 48600 CALL SOLE ADVANCED MICRO DEVICES INC COM 007903107 1807 88800 PUT SOLE ADVANCED MICRO DEVICES INC COM 007903107 650 31952 SOLE AETNA INC NEW COM 00817Y108 2608 60400 CALL SOLE AETNA INC NEW COM 00817Y108 2431 56300 PUT SOLE AETNA INC NEW COM 00817Y108 1162 26900 SOLE AFFILIATED COMPUTER SERVICES INC CL A 008190100 1371 28076 SOLE AFLAC INC COM 001055102 2364 51400 SOLE AGILENT TECHNOLOGIES INC COM 00846U101 2460 70600 SOLE AGNICO EAGLE MINES LTD COM 008474108 4351 105500 CALL SOLE AGNICO EAGLE MINES LTD COM 008474108 6949 168500 PUT SOLE AIRTRAN HLDGS INC COM 00949P108 203 17300 CALL SOLE AKAMAI TECHNOLOGIES INC COM 00971T101 3692 69500 CALL SOLE AKAMAI TECHNOLOGIES INC COM 00971T101 4621 87000 PUT SOLE ALASKA AIR GROUP INC COM 011659109 514 13000 SOLE ALCAN INC COM 013716105 5610 115100 CALL SOLE ALCAN INC COM 013716105 4801 98500 PUT SOLE ALCOA INC COM 013817101 582 19400 SOLE ALKERMES INC COM 01642T108 156 11705 SOLE ALLEGHENY ENERGY INC COM 017361106 477 10400 SOLE ALLEGHENY TECHNOLOGIES INC COM 01741R102 16894 186300 CALL SOLE ALLEGHENY TECHNOLOGIES INC COM 01741R102 21591 238100 PUT SOLE ALLEGHENY TECHNOLOGIES INC COM 01741R102 308 3400 SOLE ALLERGAN INC COM 018490102 228 1900 SOLE ALLIANT TECHSYSTEMS INC COM 018804104 680 8700 SOLE ALLIED WASTE INDS INC COM PAR$0.1 NEW 019589308 661 53800 SOLE ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 227 8400 CALL SOLE ALLSTATE CORP COM 020002101 3275 50300 SOLE ALLTEL CORP COM 020039103 2316 38300 SOLE ALTRIA GROUP INC COM 02209S103 6505 75800 SOLE AMEDISYS INC COM 023436108 493 14999 CALL SOLE AMERICREDIT CORP COM 03060R101 654 26000 SOLE AMERICA MOVIL S A DE C V SPON ADR A SHS 02364W105 1736 38400 CALL SOLE AMERICA MOVIL S A DE C V SPON ADR A SHS 02364W105 565 12500 PUT SOLE AMERICAN EAGLE OUTFITTERS NE COM 02553E106 5150 165000 SOLE AMERICAN ELEC PWR INC COM 025537101 1869 43900 SOLE AMERICAN EXPRESS CO COM 025816109 3179 52400 SOLE AMERICAN GREETINGS CORP CL A 026375105 420 17600 SOLE AMERICAN SCIENCE & ENGR INC COM 029429107 607 10200 CALL SOLE AMERICAN SCIENCE & ENGR INC COM 029429107 1315 22100 PUT SOLE AMERICAN SCIENCE & ENGINEERING INC COM 029429107 399 6712 SOLE AMERISOURCEBERGEN CORP COM 03073E105 2019 44900 SOLE AMERISTAR CASINOS INC COM 03070Q101 289 9402 SOLE AMGEN INC COM 031162100 7910 115800 CALL SOLE AMGEN INC COM 031162100 4249 62200 PUT SOLE AMGEN INC COM 031162100 1790 26200 SOLE AMKOR TECHNOLOGY INC COM 031652100 280 29950 SOLE ANADARKO PETE CORP COM 032511107 2620 60200 CALL SOLE ANADARKO PETE CORP COM 032511107 4147 95300 SOLE ANALOG DEVICES INC COM 032654105 664 20200 CALL SOLE ANDERSONS INC COM 034164103 3065 72300 CALL SOLE ANDERSONS INC COM 034164103 899 21200 PUT SOLE ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1474 31300 CALL SOLE ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 5830 123800 PUT SOLE ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 824 17500 SOLE ANIXTER INTL INC COM 035290105 244 4500 CALL SOLE ANNTAYLOR STORES CORP COM 036115103 1553 47300 SOLE ANNALY CAPITAL MGMT INC COM 035710409 568 40800 SOLE APACHE CORP COM 037411105 12936 194500 CALL SOLE APACHE CORP COM 037411105 4775 71800 PUT SOLE APACHE CORP COM 037411105 2002 30100 SOLE APARTMENT INVT & MGMT CO CL A 03748R101 1210 21600 SOLE APPLE COMPUTER INC COM 037833100 6380 75195 SOLE APPLIED MATLS INC COM 038222105 1301 70500 SOLE APRIA HEALTHCARE GROUP INC COM 037933108 858 32200 SOLE ARCH COAL INC COM 039380100 4901 163200 CALL SOLE ARCH COAL INC COM 039380100 8841 294400 PUT SOLE ARCHER DANIELS MIDLAND CO COM 039483102 6459 202100 CALL SOLE ARCHER DANIELS MIDLAND CO COM 039483102 17236 539300 PUT SOLE ARCHER DANIELS MIDLAND CO COM 039483102 4957 155100 SOLE ARKANSAS BEST CORP DEL COM 040790107 417 11592 SOLE ARMOR HOLDINGS INC COM 042260109 653 11900 SOLE GALLAGHER ARTHUR J & CO COM 363576109 369 12500 SOLE ARVINMERITOR INC COM 043353101 547 30000 SOLE ASHLAND INC NEW COM 044209104 623 9000 CALL SOLE ATHEROS COMMUNICATIONS INC COM 04743P108 5833 273600 CALL SOLE ATHEROS COMMUNICATIONS INC COM 04743P108 9948 466600 PUT SOLE ATHEROS COMMUNICATIONS INC COM 04743P108 1337 62708 SOLE ATMEL CORP COM 049513104 114 18900 SOLE ATMOS ENERGY CORP COM 049560105 214 6700 SOLE AUTODESK INC COM 052769106 5357 132400 CALL SOLE AUTODESK INC COM 052769106 11863 293200 PUT SOLE AUTODESK INC COM 052769106 2834 70050 SOLE AUTOMATIC DATA PROCESSING IN COM 053015103 1256 25500 SOLE AVAYA INC COM 053499109 1746 124900 CALL SOLE AVAYA INC COM 053499109 1068 76400 PUT SOLE AVAYA INC COM 053499109 2307 165000 SOLE AVIS BUDGET GROUP COM 053774105 1119 51580 SOLE AVNET INC COM 053807103 648 25400 SOLE BHP BILLITON LTD SPONSORED ADR 088606108 2969 74700 CALL SOLE BHP BILLITON LTD SPONSORED ADR 088606108 13463 338700 PUT SOLE BHP BILLITON LTD SPONSORED ADR 088606108 2206 55500 SOLE BISYS GROUP INC COM 055472104 1056 81800 SOLE BJ SVCS CO COM 055482103 894 30500 CALL SOLE BJ SVCS CO COM 055482103 264 9000 PUT SOLE BJ SVCS CO COM 055482103 821 28000 SOLE BMC SOFTWARE INC COM 055921100 650 20200 SOLE BOSTON PROPERTIES INC COM 101121101 358 3200 SOLE BP PLC SPONSORED ADR 055622104 2013 30000 PUT SOLE BP PLC SPONSORED ADR 055622104 208 3100 SOLE BAKER HUGHES INC COM 057224107 926 12400 PUT SOLE BANK OF AMERICA CORPORATION COM 060505104 1484 27800 SOLE BARNES & NOBLE INC COM 067774109 417 10500 SOLE BARR PHARMACEUTICALS INC COM 068306109 336 6700 SOLE BARRICK GOLD CORP COM 067901108 2121 69100 CALL SOLE BARRICK GOLD CORP COM 067901108 2794 91000 PUT SOLE BARRICK GOLD CORP COM 067901108 982 32000 SOLE BAUSCH & LOMB INC COM 071707103 437 8400 SOLE BAXTER INTL INC COM 071813109 3410 73500 SOLE BEAR STEARNS COS INC COM 073902108 1319 8100 SOLE BEAZER HOMES USA INC COM 07556Q105 6699 142500 CALL SOLE BEAZER HOMES USA INC COM 07556Q105 3366 71600 PUT SOLE BEST BUY INC COM 086516101 12184 247700 CALL SOLE BEST BUY INC COM 086516101 8775 178400 PUT SOLE BEST BUY INC COM 086516101 2474 50300 SOLE BOEING CO COM 097023105 595 6700 PUT SOLE BOEING CO COM 097023105 2177 24500 SOLE BORDERS GROUP INC COM 099709107 590 26400 SOLE BOWATER INC COM 102183100 450 20000 SOLE BOYD GAMING CORP COM 103304101 1427 31500 SOLE BRIGGS & STRATTON CORP COM 109043109 523 19400 SOLE BRINKS CO COM 109696104 403 6300 SOLE BRINKER INTL INC COM 109641100 679 22500 SOLE BRISTOL MYERS SQUIBB CO COM 110122108 511 19400 SOLE BROADCOM CORP CL A 111320107 21586 668100 CALL SOLE BROADCOM CORP CL A 111320107 18901 585000 PUT SOLE BROADCOM CORP CL A 111320107 1844 57068 SOLE BROOKS AUTOMATION INC COM 114340102 167 11611 SOLE BRUNSWICK CORP COM 117043109 839 26300 SOLE BUCYRUS INTL INC CL A 118759109 2314 44700 CALL SOLE BUCYRUS INTL INC CL A 118759109 2764 53400 PUT SOLE BURLINGTON NORTHN SANTA FE C COM 12189T104 236 3200 PUT SOLE CACI INTL INC CL A 127190304 266 4700 SOLE CBRL GROUP INC COM 12489V106 1088 24300 SOLE CHESAPEAKE ENERGY CORP COM 165167107 6109 210300 CALL SOLE CHESAPEAKE ENERGY CORP COM 165167107 3036 104500 PUT SOLE CIENA CORP COM NEW 171779309 2157 77826 SOLE CMS ENERGY CORP COM 125896100 531 31800 SOLE CONOCOPHILLIPS COM 20825C104 720 10000 CALL SOLE CONOCOPHILLIPS COM 20825C104 16469 228900 PUT SOLE CONSOL ENERGY INC COM 20854P109 4607 143400 CALL SOLE CONSOL ENERGY INC COM 20854P109 8701 270800 PUT SOLE CONSOL ENERGY INC COM 20854P109 1748 54400 SOLE CSG SYS INTL INC COM 126349109 532 19918 SOLE CV THERAPEUTICS INC COM 126667104 3653 261707 SOLE CVS CORP COM 126650100 1855 60000 PUT SOLE CVS CORP COM 126650100 3505 113400 SOLE CAMECO CORP COM 13321L108 13211 326600 CALL SOLE CAMECO CORP COM 13321L108 22114 546700 PUT SOLE CAMPBELL SOUP CO COM 134429109 1808 46500 SOLE CAPITAL ONE FINL CORP COM 14040H105 3288 42800 SOLE CARDINAL HEALTH INC COM 14149Y108 2893 44900 SOLE CAREER EDUCATION CORP COM 141665109 2647 106803 SOLE CARMAX INC COM 143130102 713 13300 CALL SOLE CARMAX INC COM 143130102 778 14500 SOLE CARPENTER TECHNOLOGY CORP COM 144285103 205 2000 SOLE CATERPILLAR INC DEL COM 149123101 1128 18400 CALL SOLE CATERPILLAR INC DEL COM 149123101 1000 16300 PUT SOLE CELGENE CORP COM 151020104 1651 28700 CALL SOLE CENTENE CORP DEL COM 15135B101 231 9400 PUT SOLE CENTERPOINT ENERGY INC COM 15189T107 764 46100 SOLE CENTEX CORP COM 152312104 1469 26100 CALL SOLE CENTURY ALUM CO COM 156431108 804 18000 CALL SOLE CENTURY ALUM CO COM 156431108 1103 24700 PUT SOLE CENTURY ALUM CO COM 156431108 502 11246 SOLE CENTURYTEL INC COM 156700106 751 17200 SOLE CERADYNE INC COM 156710105 288 5100 SOLE CHARLES RIV LABS INTL INC COM 159864107 389 9000 SOLE SCHWAB CHARLES CORP NEW COM 808513105 580 30000 PUT SOLE SCHWAB CHARLES CORP NEW COM 808513105 2582 133516 SOLE CHEESECAKE FACTORY INC COM 163072101 681 27700 SOLE CHENIERE ENERGY INC COM NEW 16411R208 330 11441 SOLE CHEVRON CORP NEW COM 166764100 2279 31000 CALL SOLE CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 1460 53400 CALL SOLE CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 364 13300 PUT SOLE CHICAGO MERCANTILE HLDGS INC CL A 167760107 33949 66600 CALL SOLE CHICAGO MERCANTILE HLDGS INC CL A 167760107 33949 66600 PUT SOLE CHICAGO MERCANTILE HLDGS CL A 167760107 1020 2000 SOLE CHICO S FAS INC COM 168615102 641 31000 CALL SOLE CHICO S FAS INC COM 168615102 263 12700 PUT SOLE CHILDRENS PL RETAIL STORES COM 168905107 260 4100 SOLE CHUBB CORP COM 171232101 3016 57000 SOLE COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 2989 100500 CALL SOLE COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 4806 161600 PUT SOLE CIMAREX ENERGY CO COM 171798101 540 14800 PUT SOLE CIMAREX ENERGY CO COM 171798101 1073 29400 SOLE CINCINNATI FINL CORP COM 172062101 934 20611 SOLE CINTAS CORP COM 172908105 1362 34300 SOLE CIRCUIT CITY STORE INC COM 172737108 1499 79000 SOLE CITIZENS COMMUNICATIONS CO COM 17453B101 730 50800 SOLE CITRIX SYS INC COM 177376100 549 20279 SOLE CLAIRES STORES INC COM 179584107 1070 32300 SOLE CLEAR CHANNEL COMMUNICATIONS COM 184502102 892 25100 SOLE CLEVELAND CLIFFS INC COM 185896107 969 20000 CALL SOLE CLEVELAND CLIFFS INC COM 185896107 954 19700 PUT SOLE CLEVELAND CLIFFS INC COM 185896107 615 12700 SOLE COACH INC COM 189754104 679 15800 CALL SOLE COACH INC COM 189754104 258 6000 PUT SOLE COCA COLA ENTERPRISES INC COM 191219104 984 48200 SOLE COGENT COMM GROUP INC COM NEW 19239V302 1314 81000 CALL SOLE COGENT COMM GROUP INC COM NEW 19239V302 1236 76200 PUT SOLE COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 571 7400 CALL SOLE COMCAST CORP NEW CL A SPL 20030N200 348 8300 SOLE COMERICA INC COM 200340107 1549 26400 SOLE COMMERCE BANCORP INC NJ COM 200519106 748 21200 SOLE COMMERCIAL METALS CO COM 201723103 2812 109000 CALL SOLE COMMERCIAL METALS CO COM 201723103 2436 94400 PUT SOLE COMMERCIAL METALS CO COM 201723103 562 21800 SOLE COMPUTER SCIENCES CORP COM 205363104 2161 40500 SOLE COMPUWARE CORP COM 205638109 430 51614 SOLE COMTECH TELECOMMUNICATIONS CORP COM NEW 205826209 289 7600 CALL SOLE COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1230 58253 SOLE CON-WAY INC COM 205944101 1017 23100 SOLE CONAGRA FOODS INC COM 205887102 2014 74582 SOLE CONEXANT SYSTEMS INC COM 207142100 520 255000 SOLE CONSTELLATION BRANDS INC CL A 21036P108 357 12300 SOLE CONTINENTAL AIRLS INC CL B 210795308 7256 175900 CALL SOLE CONTINENTAL AIRLS INC CL B 210795308 2925 70900 PUT SOLE COOPER COS INC COM NEW 216648402 1019 22900 SOLE COOPER TIRE & RUBR CO COM 216831107 325 22700 SOLE CORINTHIAN COLLEGES INC COM 218868107 1012 74263 SOLE CORN PRODS INTL INC COM 219023108 325 9400 SOLE CORNING INC COM 219350105 1802 96300 CALL SOLE CORNING INC COM 219350105 2932 156700 PUT SOLE CORNING INC COM 219350105 642 34300 SOLE COVENTRY HEALTH CARE INC COM 222862104 1176 23500 SOLE CREE INC COM 225447101 4171 240800 CALL SOLE CREE INC COM 225447101 3821 220600 PUT SOLE CUMMINS INC COM 231021106 4207 35600 SOLE CYMER INC COM 232572107 220 5000 SOLE CYTEC INDS INC COM 232820100 254 4500 SOLE CYTYC CORP COM 232946103 301 10639 SOLE DIAMONDS TR UNIT SER 1 252787106 1026 8250 SOLE DIRECTV GROUP INC COM 25459L106 793 31800 SOLE D R HORTON INC COM 23331A109 2959 111700 CALL SOLE D R HORTON INC COM 23331A109 3830 144600 PUT SOLE D R HORTON INC COM 23331A109 525 19800 SOLE DRS TECHNOLOGIES INC COM 23330X100 753 14300 SOLE DTE ENERGY CO COM 233331107 837 17300 SOLE DUKE REALTY CORP COM NEW 264411505 507 12400 SOLE DAVITA INC COM 23918K108 791 13900 SOLE DAKTRONICS INC COM 234264109 277 7527 SOLE DARDEN RESTAURANTS INC COM 237194105 374 9300 SOLE DECKERS OUTDOOR CORP COM 243537107 474 7900 CALL SOLE DEERE & CO COM 244199105 4468 47000 CALL SOLE DEERE & CO COM 244199105 4535 47700 PUT SOLE DEERE & CO COM 244199105 951 10000 SOLE DELL INC COM 24702R101 1066 42500 CALL SOLE DELL INC COM 24702R101 2737 109100 SOLE DELTA PETE CORP COM NEW 247907207 560 24191 SOLE DELUXE CORP COM 248019101 338 13400 SOLE DEVON ENERGY CORP NEW COM 25179M103 2858 42600 CALL SOLE DEVON ENERGY CORP NEW COM 25179M103 4159 62000 PUT SOLE DEVON ENERGY CORP NEW COM 25179M103 792 11800 SOLE DIAMOND OFFSHORE DRILLING IN COM 25271C102 3070 38400 CALL SOLE DIAMOND OFFSHORE DRILLING IN COM 25271C102 3557 44500 PUT SOLE DIGITAL INSIGHT CORP COM 25385P106 250 6500 CALL SOLE DIGITAL RIV INC COM 25388B104 4324 77500 CALL SOLE DIGITAL RIV INC COM 25388B104 1244 22300 PUT SOLE DOLLAR GEN CORP COM 256669102 1441 89700 SOLE DOLLAR TREE STORES INC COM 256747106 1276 42403 SOLE DUKE ENERGY CORP NEW COM 26441C105 4034 121484 SOLE DYCOM INDS INC COM 267475101 317 15000 SOLE E TRADE FINANCIAL CORP COM 269246104 596 26600 CALL SOLE E TRADE FINANCIAL CORP COM 269246104 1551 69200 SOLE EGL INC COM 268484102 331 11100 SOLE EL PASO CORP COM 28336L109 160 10500 CALL SOLE EL PASO CORP COM 28336L109 1368 89500 SOLE EOG RES INC COM 26875P101 5995 96000 CALL SOLE EOG RES INC COM 26875P101 7644 122400 PUT SOLE EOG RES INC COM 26875P101 974 15600 SOLE EARTHLINK INC COM 270321102 288 40513 SOLE EASTMAN CHEM CO COM 277432100 943 15900 SOLE ECHOSTAR COMMUNICATIONS NEW CL A 278762109 360 9462 SOLE EDISON INTL COM 281020107 1965 43200 SOLE ELAN PLC ADR 284131208 242 16400 CALL SOLE ELAN PLC ADR 284131208 447 30300 PUT SOLE ELAN PLC ADR 284131208 264 17900 SOLE ELECTRONIC ARTS INC COM 285512109 2100 41700 CALL SOLE ELECTRONIC ARTS INC COM 285512109 330 6551 SOLE ELECTRONIC DATA SYS NEW COM 285661104 2119 76900 SOLE LILLY ELI & CO COM 532457108 745 14300 SOLE EMERSON ELEC CO COM 291011104 481 10900 SOLE ENCANA CORP COM 292505104 8050 175200 CALL SOLE ENCANA CORP COM 292505104 12177 265000 PUT SOLE ENCANA CORP COM 292505104 1314 28600 SOLE ENERGIZER HLDGS INC COM 29266R108 220 3100 SOLE ENERGY CONVERSION DEVICES IN COM 292659109 2144 63100 PUT SOLE ENERGY CONVERSION DEVICES IN COM 292659109 1082 31837 SOLE ENERGY EAST CORP COM 29266M109 429 17300 SOLE ENTERCOM COMMUNICATIONS CORP CL A 293639100 282 10000 SOLE EQUIFAX INC COM 294429105 219 5400 SOLE EQUINIX INC COM NEW 29444U502 302 4000 CALL SOLE EVEREST RE GROUP LTD COM G3223R108 1295 13200 SOLE EVERGREEN ENERGY INC COM 30024B104 313 31598 SOLE EXPEDIA INC DEL COM 30212P105 4083 194600 CALL SOLE EXPEDIA INC DEL COM 30212P105 271 12900 SOLE EXPRESS SCRIPTS INC COM 302182100 1632 22800 SOLE EXXON MOBIL CORP COM 30231G102 2299 30000 CALL SOLE F5 NETWORKS INC COM 315616102 7710 103900 CALL SOLE F5 NETWORKS INC COM 315616102 9907 133500 PUT SOLE F5 NETWORKS INC COM 315616102 349 4700 SOLE FMC TECHNOLOGIES INC COM 30249U101 524 8500 CALL SOLE FMC TECHNOLOGIES INC COM 30249U101 850 13800 PUT SOLE FOUNDRY NETWORKS INC COM 35063R100 578 38600 CALL SOLE FOUNDRY NETWORKS INC COM 35063R100 309 20600 PUT SOLE FAIR ISAAC CORP COM 303250104 675 16600 SOLE FAMILY DLR STORES INC COM 307000109 1035 35300 SOLE FEDERAL NATL MTG ASSN COM 313586109 4472 75300 SOLE FEDEX CORP COM 31428X106 1901 17500 SOLE FEDERATED DEPT STORES INC DE COM 31410H101 1354 35500 CALL SOLE FEDERATED DEPT STORES INC DE COM 31410H101 5292 138800 SOLE FIDELITY NATL INFORMATION SV COM 31620M106 1278 31884 SOLE FIFTH THIRD BANCORP COM 316773100 2887 70530 SOLE FIRST AMERICAN CORP CALIF COM 318522307 907 22300 SOLE FIRST DATA CORP COM 319963104 2516 98600 SOLE FIRSTENERGY CORP COM 337932107 1869 31000 SOLE FLORIDA ROCK INDS INC COM 341140101 573 13300 SOLE FORD MTR CO DEL COM PAR $0.01 345370860 2271 302400 SOLE FOREST LABS INC COM 345838106 911 18000 SOLE FOREST OIL CORP COM PAR $0.01 346091705 261 8000 CALL SOLE FREEPORT-MCMORAN COPPER & GO CL B 35671D857 9418 169000 CALL SOLE FREEPORT-MCMORAN COPPER & GO CL B 35671D857 401 7200 PUT SOLE FREEPORT-MCMORAN COPPER & GO CL B 35671D857 2441 43800 SOLE FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 427 53400 SOLE FRONTIER OIL CORP COM 35914P105 3107 108100 CALL SOLE FRONTIER OIL CORP COM 35914P105 2081 72400 PUT SOLE FRONTLINE LTD SHS G3682E127 3191 100200 PUT SOLE FURNITURE BRANDS INTL INC COM 360921100 631 38900 SOLE GEN-PROBE INC NEW COM 36866T103 319 6100 CALL SOLE GAMESTOP CORP NEW CL A 36467W109 2193 39800 CALL SOLE GAMESTOP CORP NEW CL A 36467W109 920 16700 PUT SOLE GANNETT INC COM 364730101 206 3400 SOLE GARMIN LTD ORD G37260109 2110 37900 CALL SOLE GENENTECH INC COM NEW 368710406 2337 28800 PUT SOLE GENENTECH INC COM NEW 368710406 1103 13600 SOLE GENERAL CABLE CORP DEL NEW COM 369300108 1097 25100 CALL SOLE GENERAL CABLE CORP DEL NEW COM 369300108 341 7800 PUT SOLE GENERAL DYNAMICS CORP COM 369550108 840 11300 SOLE GENERAL GROWTH PPTYS INC COM 370021107 261 5000 CALL SOLE GENERAL GROWTH PPTYS INC COM 370021107 1018 19500 SOLE GENERAL MLS INC COM 370334104 2673 46400 SOLE GENERAL MTRS CORP COM 370442105 21989 715800 CALL SOLE GENERAL MTRS CORP COM 370442105 16967 552300 PUT SOLE GENESIS HEALTHCARE CORP COM 37184D101 221 4686 SOLE GENZYME CORP COM 372917104 2432 39500 CALL SOLE GENZYME CORP COM 372917104 3073 49900 PUT SOLE GEORGIA GULF CORP COM PAR$0.01 373200203 714 37000 SOLE GERON CORP COM 374163103 176 19997 SOLE GILEAD SCIENCES INC COM 375558103 9882 152200 CALL SOLE GILEAD SCIENCES INC COM 375558103 5454 84000 PUT SOLE GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 3595 190400 CALL SOLE GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 2943 155900 PUT SOLE GOLDCORP INC NEW COM 380956409 12599 443000 CALL SOLE GOLDCORP INC NEW COM 380956409 12010 422300 PUT SOLE GOLDMAN SACHS GROUP INC COM 38141G104 2691 13500 SOLE GOODYEAR TIRE & RUBR CO COM 382550101 369 17600 SOLE GOOGLE INC CL A 38259P508 1427 3100 PUT SOLE GRANT PRIDECO INC COM 38821G101 2088 52500 CALL SOLE GRANT PRIDECO INC COM 38821G101 1921 48300 PUT SOLE GREAT ATLANTIC & PAC TEA INC COM 390064103 245 9500 CALL SOLE GREAT ATLANTIC & PAC TEA INC COM 390064103 237 9200 PUT SOLE GREAT PLAINS ENERGY INC COM 391164100 366 11500 SOLE GREATER BAY BANCORP COM 391648102 350 13310 SOLE GREENBRIER COS INC COM 393657101 237 7900 CALL SOLE GREENBRIER COS INC COM 393657101 768 25600 PUT SOLE GUESS INC COM 401617105 3457 54500 CALL SOLE GUESS INC COM 401617105 1345 21200 PUT SOLE HJ HEINZ CO COM 423074103 1042 23146 SOLE HALLIBURTON CO COM 406216101 11284 363400 CALL SOLE HALLIBURTON CO COM 406216101 12473 401700 PUT SOLE HALLIBURTON CO COM 406216101 2934 94500 SOLE HANOVER INS GROUP INC COM 410867105 346 7100 SOLE HARMONY GOLD MNG LTD SPONSORED ADR 413216300 380 24100 CALL SOLE HARMONY GOLD MNG LTD SPONSORED ADR 413216300 359 22800 PUT SOLE HARRIS CORP DEL COM 413875105 275 6000 SOLE HARTFORD FINL SVCS GROUP INC COM 416515104 5487 58800 SOLE HASBRO INC COM 418056107 275 10100 SOLE HEADWATERS INC COM 42210P102 319 13300 CALL SOLE HEALTH MGMT ASSOC INC NEW CL A 421933102 205 9700 SOLE HELMERICH & PAYNE INC COM 423452101 533 21800 SOLE HESS CORP COM 42809H107 2062 41600 CALL SOLE HESS CORP COM 42809H107 1269 25600 PUT SOLE HESS CORP COM 42809H107 1115 22500 SOLE HEWLETT PACKARD CO COM 428236103 5425 131700 SOLE HEXCEL CORP NEW COM 428291108 178 10200 SOLE HOLLY CORP COM PAR $0.01 435758305 2868 55800 CALL SOLE HOLLY CORP COM PAR $0.02 435758305 1085 21100 PUT SOLE HOME DEPOT INC COM 437076102 1916 47700 SOLE HORNBECK OFFSHORE SVCS INC N COM 440543106 593 16600 PUT SOLE HORNBECK OFFSHORE SVCS INC N COM 440543106 253 7100 SOLE HOST HOTELS & RESORTS INC COM 44107P104 885 36059 SOLE HUMAN GENOME SCIENCES INC COM 444903108 220 17700 SOLE HUMANA INC COM 444859102 315 5700 CALL SOLE HUMANA INC COM 444859102 1598 28900 PUT SOLE HUMANA INC COM 444859102 1698 30700 SOLE HUNTINGTON BANCSHARES INC COM 446150104 734 30900 SOLE HUTCHINSON TECHNOLOGY INC COM 448407106 302 12802 SOLE HYDRIL COM 448774109 263 3495 SOLE HYPERION SOLUTIONS CORP COM 44914M104 1057 29400 SOLE ICOS CORP COM 449295104 274 8100 CALL SOLE IMPAC MTG HLDGS INC COM 45254P102 168 19100 SOLE IPSCO INC COM 462622101 14334 152700 CALL SOLE IPSCO INC COM 462622101 14174 151000 PUT SOLE IPSCO INC COM 462622101 469 5000 SOLE ITT CORP NEW COM 450911102 227 4000 CALL SOLE INDYMAC BANCORP INC COM 456607100 212 4700 SOLE INFOSPACE INC COM NEW 45678T201 1676 81700 CALL SOLE INFOSPACE INC COM NEW 45678T201 964 47000 PUT SOLE INGERSOLL-RAND COMPANY LTD CL A G4776G101 470 12000 CALL SOLE INTEGRATED DEVICE TECHNOLOGY COM 458118106 971 62700 CALL SOLE INTEGRATED DEVICE TECHNOLOGY COM 458118106 714 46100 PUT SOLE INTEL CORP COM 458140100 960 47400 SOLE INTERMUNE INC COM 45884X103 1466 47675 SOLE INTERMEC INC COM 458786100 308 12700 CALL SOLE INTERMEC INC COM 458786100 383 15800 PUT SOLE INTERNATIONAL GAME TECHNOLOG COM 459902102 1696 36700 CALL SOLE INTERNATIONAL GAME TECHNOLOG COM 459902102 961 20800 PUT SOLE INTERNATIONAL RECTIFIER CORP COM 460254105 632 16400 SOLE INTERPUBLIC GROUP COS INC COM 460690100 229 18700 SOLE INTERSIL CORP CL A 46069S109 206 8600 CALL SOLE INTERSIL CORP CL A 46069S109 1300 54351 SOLE INVESTORS FINL SERVICES CORP COM 461915100 883 20686 SOLE HUNT J B TRANS SVCS INC COM 445658107 871 41929 SOLE PENNEY J C INC COM 708160106 2321 30000 PUT SOLE PENNEY J C INC COM 708160106 5330 68900 SOLE JDS UNIPHASE CORP COM PAR $0.001 46612J507 2066 124000 CALL SOLE JDS UNIPHASE CORP COM PAR $0.001 46612J507 4443 266700 PUT SOLE JDS UNIPHASE CORP COM PAR $0.001 46612J507 540 32442 SOLE SMUCKER J M CO COM NEW 832696405 407 8400 SOLE JOY GLOBAL INC COM 481165108 4186 86600 CALL SOLE JOY GLOBAL INC COM 481165108 3655 75600 PUT SOLE JP MORGAN CHASE & CO COM 46625H100 7448 154200 SOLE JABIL CIRCUIT INC COM 466313103 1618 65900 SOLE JOHNSON CTLS INC COM 478366107 1590 18500 PUT SOLE JOHNSON CTLS INC COM 478366107 1203 14000 SOLE JONES APPAREL GROUP INC COM 480074103 876 26200 SOLE JUNIPER NETWORKS INC COM 48203R104 9756 515100 CALL SOLE JUNIPER NETWORKS INC COM 48203R104 10413 549800 PUT SOLE KB HOME COM 48666K109 4518 88100 CALL SOLE KB HOME COM 48666K109 1692 33000 PUT SOLE KB HOME COM 48666K109 559 10900 SOLE KEYCORP NEW COM 493267108 567 14900 SOLE KIMBERLY CLARK CORP COM 494368103 727 10700 SOLE KINROSS GOLD CORP COM NO PAR 496902404 337 28400 CALL SOLE KINROSS GOLD CORP COM NO PAR 496902404 293 24700 PUT SOLE KNIGHT TRANS INC COM 499064103 273 16000 CALL SOLE KNIGHT TRANS INC COM 499064103 220 12900 PUT SOLE KOHLS CORP COM 500255104 6528 95400 CALL SOLE KOHLS CORP COM 500255104 1013 14800 PUT SOLE KRISPY KREME DOUGHNUTS INC COM 501014104 155 14000 PUT SOLE KROGER CO COM 501044101 2612 113200 SOLE KRONOS INC COM 501052104 245 6658 SOLE KYPHON INC COM 501577100 4209 104183 SOLE L-1 IDENTITY SOLUTIONS INC COM 50212A106 345 22800 CALL SOLE L-3 COMMUNICATIONS HLDGS INC COM 502424104 2053 25100 SOLE LCA-VISION INC COM PAR $.001 501803308 489 14241 SOLE LSI LOGIC CORP COM 502161102 221 24600 SOLE LAM RESEARCH CORP COM 512807108 1012 20000 CALL SOLE LANDSTAR SYS INC COM 515098101 924 24200 CALL SOLE LANDSTAR SYS INC COM 515098101 378 9900 SOLE LEAR CORP COM 521865105 263 8900 SOLE LEGG MASON INC COM 524901105 1236 13000 CALL SOLE LEGG MASON INC COM 524901105 1084 11400 SOLE LEGGETT & PLATT INC COM 524660107 275 11500 SOLE LENNAR CORP CL A 526057104 3148 60000 CALL SOLE LENNAR CORP CL A 526057104 2051 39100 SOLE LEXMARK INTL NEW CL A 529771107 1684 23000 SOLE LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 364 3714 SOLE LIFEPOINT HOSPITALS INC COM 53219L109 1007 29877 SOLE LIFECELL CORP COM 531927101 1045 43301 SOLE LINCARE HLDGS INC COM 532791100 2289 57467 SOLE LINCOLN NATL CORP IND COM 534187109 2377 35800 SOLE LOEWS CORP COM 540424108 1638 39500 SOLE LONE STAR TECHNOLOGIES INC COM 542312103 610 12600 CALL SOLE LONE STAR TECHNOLOGIES INC COM 542312103 552 11400 PUT SOLE LOUISIANA PAC CORP COM 546347105 1270 59000 SOLE LIMITED BRANDS INC COM 532716107 1560 53900 SOLE LYONDELL CHEMICAL CO COM 552078107 908 35500 CALL SOLE LYONDELL CHEMICAL CO COM 552078107 926 36200 PUT SOLE LYONDELL CHEMICAL CO COM 552078107 1665 65100 SOLE MACK CALI RLTY CORP COM 554489104 622 12200 SOLE MBIA INC COM 55262C100 4742 64900 SOLE MEMC ELECTR MATLS INC COM 552715104 21245 542800 CALL SOLE MEMC ELECTR MATLS INC COM 552715104 9957 254400 PUT SOLE MGIC INVT CORP WIS COM 552848103 2170 34700 SOLE MILLS CORP COM 601148109 1650 82500 SOLE MAGNA INTL INC CL A 559222401 435 5400 SOLE MANOR CARE INC NEW COM 564055101 1079 23000 SOLE MARATHON OIL CORP COM 565849106 6586 71200 CALL SOLE MARATHON OIL CORP COM 565849106 638 6900 SOLE MARSH & MCLENNAN COS INC COM 571748102 1229 40100 SOLE MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2491 129800 CALL SOLE MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2715 141500 PUT SOLE MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 234 12200 SOLE MASSEY ENERGY CORP COM 576206106 1292 55600 SOLE MCCORMICK & CO INC COM NON VTG 579780206 463 12000 SOLE MCDERMOTT INTL INC COM 580037109 3291 64700 CALL SOLE MCDERMOTT INTL INC COM 580037109 1678 33000 PUT SOLE MCDERMOTT INTL INC COM 580037109 224 4400 SOLE MCDONALDS CORP COM 580135101 4699 106000 SOLE MCKESSON CORP COM 58155Q103 2773 54700 CALL SOLE MCKESSON CORP COM 58155Q103 314 6200 PUT SOLE MCKESSON CORP COM 58155Q103 2657 52400 SOLE MEDAREX INC COM 583916101 625 42274 SOLE MEDCO HEALTH SOLUTIONS INC COM 58405U102 12195 228200 CALL SOLE MEDCO HEALTH SOLUTIONS INC COM 58405U102 11613 217300 PUT SOLE MEDTRONIC INC COM 585055106 2579 48200 SOLE MENTOR CORP MINN COM 587188103 440 9000 SOLE MERCK & CO INC COM 589331107 262 6000 CALL SOLE MERCK & CO INC COM 589331107 2786 63900 SOLE MERIDIAN GOLD INC COM 589975101 2323 83600 CALL SOLE MERIDIAN GOLD INC COM 589975101 1356 48800 PUT SOLE MERITAGE HOMES CORP COM 59001A102 806 16900 CALL SOLE MERITAGE HOMES CORP COM 59001A102 611 12800 PUT SOLE METLIFE INC COM 59156R108 4160 70500 SOLE MICROSTRATEGY INC CL A NEW 594972408 547 4800 CALL SOLE MICROSTRATEGY INC CL A NEW 594972408 2383 20900 PUT SOLE MICROSTRATEGY INC CL A NEW 594972408 1255 11004 SOLE MICRON TECHNOLOGY INC COM 595112103 1901 136200 SOLE MICROSOFT CORP COM 594918104 2284 76500 SOLE MID-AMER APT CMNTYS INC COM 59522J103 206 3600 CALL SOLE MIDCAP SPDR TR UNIT SER 1 595635103 2352 16069 SOLE MILLENNIUM PHARMACEUTICALS I COM 599902103 166 15266 SOLE MILLICOM INTL CELLULAR S A SHS NEW L6388F110 321 5200 CALL SOLE MILLICOM INTL CELLULAR S A SHS NEW L6388F111 382 6200 PUT SOLE MOHAWK INDS INC COM 608190104 277 3700 SOLE MOLEX INC COM 608554101 494 15621 SOLE MOLSON COORS BREWING CO CL B 60871R209 1697 22200 SOLE MONSANTO CO NEW COM 61166W101 6025 114700 PUT SOLE MONSANTO CO NEW COM 61166W101 1733 33000 SOLE MONSTER WORLDWIDE INC COM 611742107 2225 47700 CALL SOLE MONSTER WORLDWIDE INC COM 611742107 756 16200 PUT SOLE MOODYS CORP COM 615369105 207 3000 SOLE MORGAN STANLEY COM NEW 617446448 1018 12500 CALL SOLE MORGAN STANLEY COM NEW 617446448 5024 61700 SOLE MOTOROLA INC COM 620076109 4009 195000 SOLE MUELLER INDS INC COM 624756102 228 7200 SOLE NAVTEQ CORP COM 63936L100 661 18900 CALL SOLE NAVTEQ CORP COM 63936L100 1231 35200 PUT SOLE NAVTEQ CORP COM 63936L100 374 10700 SOLE NCR CORP NEW COM 62886E108 1035 24200 SOLE NEKTAR THERAPEUTICS COM 640268108 3717 244364 SOLE NETFLIX COM INC COM 64110L106 1275 49300 CALL SOLE NASDAQ STOCK MARKET INC COM 631103108 1943 63100 CALL SOLE NASDAQ STOCK MARKET INC COM 631103108 10145 329500 PUT SOLE NASDAQ STOCK MARKET INC COM 631103108 2608 84719 SOLE NATIONAL CITY CORP COM 635405103 2797 76500 SOLE NATIONAL INSTR CORP COM 636518102 230 8446 SOLE NATIONAL OILWELL VARCO INC COM 637071101 1676 27400 CALL SOLE NATIONAL OILWELL VARCO INC COM 637071101 5806 94900 PUT SOLE NATIONAL OILWELL VARCO INC COM 637071101 3212 52500 SOLE NATIONAL SEMICONDUCTOR CORP COM 637640103 1053 46400 CALL SOLE NATIONAL SEMICONDUCTOR CORP COM 637640103 1339 59000 PUT SOLE NATIONAL SEMICONDUCTOR CORP COM 637640103 3816 168100 SOLE NETGEAR INC COM 64111Q104 407 15500 CALL SOLE NETGEAR INC COM 64111Q104 381 14500 PUT SOLE NEW CENTURY FINANCIAL CORP M COM 6435EV108 1640 51900 SOLE NEW RIV PHARMACEUTICALS INC COM 648468205 5072 92700 CALL SOLE NEW RIV PHARMACEUTICALS INC COM 648468205 373 6813 SOLE NEW YORK CMNTY BANCORP INC COM 649445103 592 36800 SOLE NEW YORK TIMES CO CL A 650111107 1410 57900 SOLE NEWELL RUBBERMAID INC COM 651229106 958 33100 SOLE NEWFIELD EXPL CO COM 651290108 437 9500 CALL SOLE NEWFIELD EXPL CO COM 651290108 868 18900 PUT SOLE NEWFIELD EXPL CO COM 651290108 234 5100 SOLE NEWMONT MINING CORP COM 651639106 3711 82200 CALL SOLE NEWMONT MINING CORP COM 651639106 8204 181700 PUT SOLE NEWMONT MINING CORP COM 651639106 1057 23400 SOLE NISOURCE INC COM 65473P105 306 12700 SOLE NIKE INC CL B 654106103 297 3000 SOLE NOBLE CORPORATION SHS G65422100 12679 166500 CALL SOLE NOBLE CORPORATION SHS G65422100 9778 128400 PUT SOLE NOBLE ENERGY INC COM 655044105 368 7500 CALL SOLE NOBLE ENERGY INC COM 655044105 1354 27600 SOLE NORDSTROM INC COM 655664100 3271 66300 CALL SOLE NORDSTROM INC COM 655664100 1826 37000 PUT SOLE NORDSTROM INC COM 655664100 755 15300 SOLE NORFOLK SOUTHERN CORP COM 655844108 387 7700 CALL SOLE NORFOLK SOUTHERN CORP COM 655844108 377 7500 PUT SOLE NORFOLK SOUTHERN CORP COM 655844108 453 9000 SOLE NORTEL NETWORKS CORP NEW COM NEW 656568508 203 7600 SOLE NORTHROP GRUMMAN CORP COM 666807102 2532 37400 SOLE NOVASTAR FINL INC COM 669947400 573 21500 SOLE NOVELL INC COM 670006105 506 81602 SOLE NOVELLUS SYS INC COM 670008101 7327 212879 SOLE NUCOR CORP COM 670346105 16185 296100 CALL SOLE NUCOR CORP COM 670346105 6931 126800 PUT SOLE NUCOR CORP COM 670346105 1268 23200 SOLE NVIDIA CORP COM 67066G104 1928 52100 SOLE OCCIDENTAL PETE CORP DEL COM 674599105 10303 211000 CALL SOLE OCCIDENTAL PETE CORP DEL COM 674599105 6699 137200 PUT SOLE OCCIDENTAL PETE CORP DEL COM 674599105 1475 30200 SOLE OFFICE DEPOT INC COM 676220106 1443 37800 CALL SOLE OFFICE DEPOT INC COM 676220106 2286 59900 SOLE OFFICEMAX INC DEL COM 67622P101 268 5400 SOLE OLD REP INTL CORP COM 680223104 386 16600 SOLE OLIN CORP COM PAR $1 680665205 271 16400 SOLE OMNICARE INC COM 681904108 2136 55300 SOLE OMNICOM GROUP INC COM 681919106 366 3500 SOLE OMNIVISION TECHNOLOGIES INC COM 682128103 253 18500 CALL SOLE OMNIVISION TECHNOLOGIES INC COM 682128103 494 36200 PUT SOLE ONEOK INC NEW COM 682680103 556 12900 SOLE ORACLE CORP COM 68389X105 3155 184100 SOLE OSHKOSH TRUCK CORP COM 688239201 247 5100 SOLE OVERSEAS SHIPHOLDING GROUP I COM 690368105 1272 22600 SOLE OWENS ILL INC COM NEW 690768403 531 28800 SOLE PAN AMERICAN SILVER CORP COM 697900108 284 11300 CALL SOLE PAN AMERICAN SILVER CORP COM 697900108 1374 54600 PUT SOLE PAR PHARMACEUTICAL COS INC COM 69888P106 658 29400 SOLE PDL BIOPHARMA INC COM 69329Y104 393 19500 SOLE PEP BOYS MANNY MOE & JACK COM 713278109 606 40800 SOLE PG&E CORP COM 69331C108 838 17700 SOLE PMI GROUP INC COM 69344M101 1415 30000 SOLE PUBLIC STORAGE INC COM 74460D109 761 7800 SOLE PACCAR INC COM 693718108 915 14100 CALL SOLE PACIFIC ETHANOL INC COM 69423U107 474 30800 CALL SOLE PACIFIC ETHANOL INC COM 69423U107 946 61500 PUT SOLE PACIFIC SUNWEAR CALIF INC COM 694873100 736 37566 SOLE PALM INC NEW COM 696643105 1366 96926 SOLE PANERA BREAD CO CL A 69840W108 794 14200 CALL SOLE PANERA BREAD CO CL A 69840W108 369 6600 PUT SOLE PATTERSON COMPANIES INC COM 703395103 685 19300 SOLE PATTERSON UTI ENERGY INC COM 703481101 1189 51200 CALL SOLE PATTERSON UTI ENERGY INC COM 703481101 1134 48800 PUT SOLE PATTERSON UTI ENERGY INC COM 703481101 1630 70154 SOLE PEABODY ENERGY CORP COM 704549104 11699 289500 CALL SOLE PEABODY ENERGY CORP COM 704549104 8381 207400 PUT SOLE PEABODY ENERGY CORP COM 704549104 1099 27200 SOLE PENN NATL GAMING INC COM 707569109 666 16007 SOLE PEPSI BOTTLING GROUP INC COM 713409100 1332 43100 SOLE PEPSICO INC COM 713448108 5604 89600 SOLE PERFORMANCE FOOD GROUP CO COM 713755106 511 18500 SOLE PETROCHINA CO LTD SPONSORED ADR 71646E100 3815 27100 CALL SOLE PETROCHINA CO LTD SPONSORED ADR 71646E100 2633 18700 PUT SOLE PETROCHINA CO LTD SPONSORED ADR 71646E100 774 5500 SOLE PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 6766 65700 CALL SOLE PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 15098 146600 PUT SOLE PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1685 16359 SOLE PFIZER INC COM 717081103 1121 43300 CALL SOLE PFIZER INC COM 717081103 334 12900 PUT SOLE PFIZER INC COM 717081103 6449 249000 SOLE PHELPS DODGE CORP COM 717265102 5542 46288 SOLE PIER 1 IMPORTS INC COM 720279108 260 43700 SOLE PLAINS EXPL & PRODTN CO COM 726505100 699 14700 CALL SOLE PLANTRONICS INC NEW COM 727493108 630 29700 CALL SOLE PLANTRONICS INC NEW COM 727493108 356 16800 SOLE PLEXUS CORP COM 729132100 2782 116500 CALL SOLE PLEXUS CORP COM 729132100 2140 89600 PUT SOLE POGO PRODUCING CO COM 730448107 809 16700 SOLE POTLATCH CORP NEW COM 737630103 206 4700 SOLE POWERWAVE TECHNOLOGIES INC COM 739363109 484 75100 SOLE PRICELINE COM INC COM NEW 741503403 1042 23900 CALL SOLE PRIDE INTL INC DEL COM 74153Q102 1191 39700 SOLE PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1385 23600 SOLE PROCTER & GAMBLE CO COM 742718109 4467 69500 SOLE PROGRESSIVE CORP OHIO COM 743315103 1257 51900 SOLE PROLOGIS SH BEN INT 743410102 359 5900 SOLE PULTE HOMES INC COM 745867101 3772 113900 CALL SOLE PULTE HOMES INC COM 745867101 3815 115200 PUT SOLE QUALITY SYS INC COM 747582104 321 8600 CALL SOLE QUEST SOFTWARE INC COM 74834T103 262 17900 SOLE QUESTAR CORP COM 748356102 1570 18900 CALL SOLE QUESTAR CORP COM 748356102 2118 25500 PUT SOLE QUESTAR CORP COM 748356102 382 4600 SOLE QUICKSILVER RESOURCES INC COM 74837R104 1138 31100 CALL SOLE QUICKSILVER RESOURCES INC COM 74837R104 5624 153700 PUT SOLE QUICKSILVER RESOURCES INC COM 74837R104 1178 32200 SOLE QWEST COMMUNICATIONS INTL IN COM 749121109 161 19200 SOLE RAMBUS INC DEL COM 750917106 11725 619400 PUT SOLE RAMBUS INC DEL COM 750917106 9791 517199 SOLE RED HAT INC COM 756577102 13549 589093 SOLE RF MICRO DEVICES INC COM 749941100 183 27000 SOLE DONNELLEY R R & SONS CO COM 257867101 1098 30900 SOLE RADIAN GROUP INC COM 750236101 1148 21300 SOLE REALOGY CORP COM 75605E100 209 6900 SOLE REDBACK NETWORKS INC COM NEW 757209507 3781 151599 SOLE REGIONS FINANCIAL CORP NEW COM 7591EP100 2079 55600 SOLE RESEARCH IN MOTION LTD COM 760975102 1099 8600 CALL SOLE RESEARCH IN MOTION LTD COM 760975102 2338 18300 PUT SOLE RESOURCES CONNECTION INC COM 76122Q105 454 14258 SOLE REYNOLDS AMERICAN INC COM 761713106 2724 41600 SOLE ROSS STORES INC COM 778296103 1291 44069 SOLE ROWAN COS INC COM 779382100 5119 154200 PUT SOLE ROWAN COS INC COM 779382100 1746 52600 SOLE ROYAL GOLD INC COM 780287108 846 23500 CALL SOLE ROYAL GOLD INC COM 780287108 306 8500 PUT SOLE RUBY TUESDAY INC COM 781182100 327 11900 SOLE RYDER SYS INC COM 783549108 1113 21792 SOLE RYLAND GROUP INC COM 783764103 5402 98900 CALL SOLE SBA COMMUNICATIONS CORP COM 78388J106 385 14000 CALL SOLE SLM CORP COM 78442P106 240 4911 SOLE SPDR TR UNIT SER 1 78462F103 1877 13256 SOLE SPX CORP COM 784635104 550 9000 SOLE SABRE HLDGS CORP CL A 785905100 896 28100 SOLE SAFECO CORP COM 786429100 515 8229 SOLE SAFEWAY INC COM NEW 786514208 4368 126400 SOLE SALESFORCE COM INC COM 79466L302 365 10000 CALL SOLE SALESFORCE COM INC COM 79466L302 412 11300 PUT SOLE SALESFORCE COM INC COM 79466L302 277 7600 SOLE SANDISK CORP COM 80004C101 3873 90000 CALL SOLE SANDISK CORP COM 80004C101 370 8600 PUT SOLE SANDISK CORP COM 80004C101 3804 88395 SOLE SAPIENT CORP COM 803062108 89 16200 SOLE SARA LEE CORP COM 803111103 3590 210800 SOLE SCHLUMBERGER LTD COM 806857108 24828 393100 CALL SOLE SCHLUMBERGER LTD COM 806857108 9405 148900 PUT SOLE SEAGATE TECHNOLOGY SHS G7945J104 731 27600 CALL SOLE SEAGATE TECHNOLOGY SHS G7945J105 875 33000 PUT SOLE SEAGATE TECHNOLOGY SHS G7945J106 254 9600 SOLE SEARS HLDGS CORP COM 812350106 4971 29600 CALL SOLE SEARS HLDGS CORP COM 812350106 1746 10400 PUT SOLE SEPRACOR INC COM 817315104 9432 153171 SOLE SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 644 29700 CALL SOLE SHIRE PLC SPONSORED ADR 82481R106 3439 55684 SOLE SHUFFLE MASTER INC COM 825549108 415 15845 SOLE SILICON IMAGE INC COM 82705T102 810 63700 CALL SOLE SILICON IMAGE INC COM 82705T102 548 43100 PUT SOLE SINA CORP ORD G81477104 428 14900 CALL SOLE SIRF TECHNOLOGY HLDGS INC COM 82967H101 975 38200 CALL SOLE SIRF TECHNOLOGY HLDGS INC COM 82967H101 903 35400 PUT SOLE SKYWORKS SOLUTIONS INC COM 83088M102 217 30600 SOLE SMITH INTL INC COM 832110100 2715 66100 PUT SOLE SMITH INTL INC COM 832110100 1610 39200 SOLE SMITHFIELD FOODS INC COM 832248108 624 24300 SOLE SOLECTRON CORP COM 834182107 374 116200 SOLE SONY CORP ADR 835699307 711 16600 CALL SOLE SOUTHERN COPPER CORP COM 84265V105 2624 48700 CALL SOLE SOUTHERN COPPER CORP COM 84265V105 3325 61700 PUT SOLE SOUTHERN COPPER CORP COM 84265V105 938 17400 SOLE SOUTHERN UN CO NEW COM 844030106 268 9600 SOLE SOUTHWEST AIRLS CO COM 844741108 176 11500 SOLE SOUTHWESTERN ENERGY CO COM 845467109 4977 142000 CALL SOLE SOUTHWESTERN ENERGY CO COM 845467109 5191 148100 PUT SOLE SOVEREIGN BANCORP INC COM 845905108 858 33800 SOLE ST JUDE MED INC COM 790849103 238 6500 PUT SOLE ST JUDE MED INC COM 790849103 1513 41374 SOLE ST PAUL TRAVELERS INC COM 792860108 1783 33200 SOLE STANCORP FINL GROUP INC COM 852891100 338 7500 SOLE STANDARD PAC CORP NEW COM 85375C101 370 13800 SOLE STARBUCKS CORP COM 855244109 354 10000 PUT SOLE STEEL DYNAMICS INC COM 858119100 2171 66900 CALL SOLE STEEL DYNAMICS INC COM 858119100 1045 32200 PUT SOLE STEEL DYNAMICS INC COM 858119100 3239 99800 SOLE STRYKER CORP COM 863667101 265 4800 PUT SOLE SUNTRUST BKS INC COM 867914103 785 9300 SOLE SUNCOR ENERGY INC COM 867229106 21345 270500 CALL SOLE SUNCOR ENERGY INC COM 867229106 19270 244200 PUT SOLE SUNCOR ENERGY INC COM 867229106 2288 29000 SOLE SUNOCO INC COM 86764P109 9516 152600 CALL SOLE SUNOCO INC COM 86764P109 10539 169000 PUT SOLE SUNOCO INC COM 86764P109 2077 33300 SOLE SUPERIOR ENERGY SVCS INC COM 868157108 467 14300 CALL SOLE SUPERIOR ENERGY SVCS INC COM 868157108 1114 34100 PUT SOLE SUPERVALU INC COM 868536103 1020 28529 SOLE SYBASE INC COM 871130100 284 11500 SOLE SYMANTEC CORP COM 871503108 5148 246900 CALL SOLE SYMANTEC CORP COM 871503108 3315 159000 PUT SOLE SYNAPTICS INC COM 87157D109 537 18100 CALL SOLE SYNAPTICS INC COM 87157D109 564 19000 PUT SOLE SYNOPSYS INC COM 871607107 283 10605 SOLE PRICE T ROWE GROUP INC COM 74144T108 1196 27320 SOLE TECO ENERGY INC COM 872375100 326 18900 SOLE TJX COS INC NEW COM 872540109 1720 60300 SOLE TXU CORP COM 873168108 2965 54700 CALL SOLE TXU CORP COM 873168108 1626 30000 PUT SOLE TXU CORP COM 873168108 3697 68200 SOLE TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 131 12000 CALL SOLE TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 367 20681 SOLE TECH DATA CORP COM 878237106 1204 31786 SOLE TELIK INC COM 87959M109 54 12300 SOLE TELLABS INC COM 879664100 881 85900 SOLE TEMPLE INLAND INC COM 879868107 1160 25200 SOLE TERADYNE INC COM 880770102 630 42100 SOLE TEREX CORP NEW COM 880779103 11747 181900 CALL SOLE TEREX CORP NEW COM 880779103 12180 188600 PUT SOLE TESORO CORP COM 881609101 11661 177300 CALL SOLE TESORO CORP COM 881609101 6748 102600 PUT SOLE TEVA PHARMACEUTICAL INDS LTD ADR 881624209 203 6522 SOLE TEXAS INDS INC COM 882491103 283 4400 SOLE TEXAS INSTRS INC COM 882508104 968 33600 CALL SOLE TEXAS INSTRS INC COM 882508104 1224 42500 PUT SOLE TEXAS INSTRS INC COM 882508104 343 11900 SOLE THOR INDS INC COM 885160101 479 10900 SOLE TIDEWATER INC COM 886423102 242 5000 CALL SOLE TIDEWATER INC COM 886423102 503 10400 SOLE TIMBERLAND CO CL A 887100105 559 17700 SOLE TIME WARNER TELECOM INC CL A 887319101 566 28400 CALL SOLE TITANIUM METALS CORP COM NEW 888339207 12250 415100 CALL SOLE TITANIUM METALS CORP COM NEW 888339207 18048 611600 PUT SOLE TITANIUM METALS CORP COM NEW 888339207 1443 48914 SOLE TOLL BROTHERS INC COM 889478103 2182 67700 CALL SOLE TOLL BROTHERS INC COM 889478103 1328 41200 PUT SOLE TOLL BROTHERS INC COM 889478103 247 7653 SOLE TORCHMARK CORP COM 891027104 644 10100 SOLE TOTAL S A SPONSORED ADR 89151E109 288 4000 PUT SOLE TRANSOCEAN INC ORD G90078109 914 11300 CALL SOLE TRIAD HOSPITALS INC COM 89579K109 1380 33000 SOLE TRIBUNE CO NEW COM 896047107 1490 48400 SOLE TRIDENT MICROSYSTEMS INC COM 895919108 1934 106400 CALL SOLE TRIDENT MICROSYSTEMS INC COM 895919108 2431 133700 PUT SOLE TWEEN BRANDS INC COM 901166108 323 8100 CALL SOLE TYCO INTL LTD NEW COM 902124106 4274 140600 SOLE TYSON FOODS INC CL A 902494103 895 54400 SOLE U S G CORP COM NEW 903293405 5853 106800 CALL SOLE U S G CORP COM NEW 903293405 12357 225500 PUT SOLE USG CORP COM 903293405 2413 44041 SOLE UST INC COM 902911106 361 6200 CALL SOLE UST INC COM 902911106 2578 44300 SOLE UTSTARCOM INC COM 918076100 525 60000 CALL SOLE UTSTARCOM INC COM 918076100 88 10000 PUT SOLE UNIT CORP COM 909218109 402 8300 SOLE UNITED STATES STL CORP NEW COM 912909108 4169 57000 CALL SOLE UNITED STATES STL CORP NEW COM 912909108 9435 129000 PUT SOLE UNITED STATES STL CORP NEW COM 912909108 3364 46000 SOLE UNITED SURGICAL PARTNERS INT COM 913016309 542 19102 SOLE UNIVERSAL HLTH SVCS INC CL B 913903100 399 7200 SOLE UNUMPROVIDENT CORP COM 91529Y106 1457 70100 SOLE VALASSIS COMMUNICATIONS INC COM 918866104 609 42000 SOLE VALEANT PHARMACEUTICALS INTL COM 91911X104 445 25800 SOLE VALERO ENERGY CORP NEW COM 91913Y100 13926 272200 CALL SOLE VALERO ENERGY CORP NEW COM 91913Y100 22091 431800 PUT SOLE VALERO ENERGY CORP NEW COM 91913Y100 2210 43200 SOLE VARIAN MED SYS INC COM 92220P105 728 15300 PUT SOLE VARIAN MED SYS INC COM 92220P105 1151 24200 SOLE VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 778 17100 CALL SOLE VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 250 5500 PUT SOLE VERISIGN INC COM 92343E102 758 31500 CALL SOLE VERISIGN INC COM 92343E102 409 17000 PUT SOLE VERISIGN INC COM 92343E102 1570 65272 SOLE VERIZON COMMUNICATIONS COM 92343V104 8118 218000 SOLE VERTEX PHARMACEUTICALS INC COM 92532F100 1951 52142 SOLE VISHAY INTERTECHNOLOGY INC COM 928298108 619 45700 SOLE WESCO INTL INC COM 95082P105 1952 33200 CALL SOLE WRIGLEY WM JR CO COM 982526105 1134 21925 SOLE WMS INDS INC COM 929297109 471 13500 SOLE GRACE W R & CO DEL NEW COM 38388F108 335 16900 SOLE WYNN RESORTS LTD COM 983134107 6814 72600 CALL SOLE WYNN RESORTS LTD COM 983134107 2797 29800 PUT SOLE WAL MART STORES INC COM 931142103 5957 129000 SOLE WALTER INDS INC COM 93317Q105 641 23700 CALL SOLE WALTER INDS INC COM 93317Q105 1128 41700 PUT SOLE WASHINGTON MUT INC COM 939322103 1806 39700 SOLE WASTE MGMT INC DEL COM 94106L109 2302 62600 SOLE WATSON PHARMACEUTICALS INC COM 942683103 604 23200 SOLE WEATHERFORD INTERNATIONAL LT COM G95089101 1254 30000 CALL SOLE WEATHERFORD INTERNATIONAL LT COM G95089101 226 5400 SOLE WEBSENSE INC COM 947684106 763 33400 CALL SOLE WEBSENSE INC COM 947684106 589 25800 PUT SOLE WELLCARE HEALTH PLANS INC COM 94946T106 916 13300 CALL SOLE WELLCARE HEALTH PLANS INC COM 94946T106 1412 20500 PUT SOLE WELLPOINT INC COM 94973V107 3124 39700 SOLE WELLS FARGO & CO NEW COM 949746101 1732 48700 SOLE WENDYS INTL INC COM 950590109 910 27500 SOLE WERNER ENTERPRISES INC COM 950755108 654 37400 SOLE WESTERN DIGITAL CORP COM 958102105 424 20700 PUT SOLE WESTWOOD ONE INC COM 961815107 191 27000 SOLE WHIRLPOOL CORP COM 963320106 2956 35600 SOLE WHOLE FOODS MKT INC COM 966837106 958 20416 SOLE WILLIAMS COS INC DEL COM 969457100 287 11000 PUT SOLE WORLD FUEL SVCS CORP COM 981475106 285 6400 CALL SOLE WORTHINGTON INDS INC COM 981811102 245 13800 SOLE WYETH COM 983024100 2108 41400 SOLE XL CAP LTD CL A G98255105 1685 23400 SOLE XTO ENERGY INC COM 98385X106 1830 38900 CALL SOLE XTO ENERGY INC COM 98385X106 2207 46900 PUT SOLE XTO ENERGY INC COM 98385X106 1252 26600 SOLE XCEL ENERGY INC COM 98389B100 779 33800 SOLE ZEBRA TECHNOLOGIES CORP CL A 989207105 985 28300 PUT SOLE ZOLTEK COS INC COM 98975W104 828 42100 PUT SOLE ZOLTEK COS INC COM 98975W104 301 15300 SOLE ZORAN CORP COM 98975F101 230 15800 PUT SOLE ZORAN CORP COM 98975F101 154 10586 SOLE AQUANTIVE INC COM 03839G105 580 23500 CALL SOLE AQUANTIVE INC COM 03839G105 1886 76500 PUT SOLE EBAY INC COM 278642103 9117 303200 CALL SOLE EBAY INC COM 278642103 11285 375300 PUT SOLE EBAY INC COM 278642103 2042 67900 SOLE INVENTIV HEALTH INC COM 46122E105 431 12200 CALL SOLE INVENTIV HEALTH INC COM 46122E105 297 8400 PUT SOLE
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