-----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, Evw8mtVvr4YJPvH7VTB8XHrTNCCkBTAY7vMQwwLMRcW1Ert3a6tN9qgXoKF9Pf1O BZEw6Cgss/N99qqB440WmA== 0000919574-06-004470.txt : 20061114 0000919574-06-004470.hdr.sgml : 20061114 20061113174900 ACCESSION NUMBER: 0000919574-06-004470 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060930 FILED AS OF DATE: 20061114 DATE AS OF CHANGE: 20061113 EFFECTIVENESS DATE: 20061114 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: 061210483 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 d716455_13f-hr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F Cover Page Report for the Calendar Year or Quarter Ended: September 30, 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: 028-11341 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Jacques Sauliere Title: Managing Director Phone: 011-33-1-49-49-5903 Signature, Place and Date of Signing: /s/ Jacques Sauliere Paris, France November 14, 2006 - ----------------------- ---------------------- ---------------------- [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: 797 Form 13F Information Table Value Total: $1,616,075 (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 257 58300 SOLE 58300 ACE LTD ORD G0070K103 2151 39300 SOLE 39300 AEROPOSTALE COM 007865108 973 33300 PUT SOLE 33300 AES CORP COM 00130H105 324 15900 CALL SOLE 15900 AES CORP COM 00130H105 498 24400 PUT SOLE 24400 AES CORP COM 00130H105 1117 54800 SOLE 54800 AK STL HLDG CORP COM 001547108 531 43700 CALL SOLE 43700 AK STL HLDG CORP COM 001547108 152 12500 PUT SOLE 12500 AK STL HLDG CORP COM 001547108 265 21800 SOLE 21800 AMBAC FIN GROUP INC COM 023139108 1043 12600 CALL SOLE 12600 AMBAC FIN GROUP INC COM 023139108 455 5500 SOLE 5500 AMERIGROUP CORP COM 03073T102 423 14300 SOLE 14300 AMR CORP COM 001765106 7153 309100 CALL SOLE 309100 AMR CORP COM 001765106 4093 176900 PUT SOLE 176900 AMR CORP COM 001765106 541 23400 SOLE 23400 AMYLIN PHARMACEUTICALS INC COM 032346108 1252 28400 CALL SOLE 28400 AMYLIN PHARMACEUTICALS INC COM 032346108 441 10000 PUT SOLE 10000 AMYLIN PHARMACEUTICALS INC COM 032346108 651 14763 SOLE 14763 AON CORP COM 037389103 474 14000 SOLE 14000 AT&T INC COM 00206R102 4493 138000 SOLE 138000 ABBOTT LABS COM 002824100 694 14300 SOLE 14300 ABERCROMBIE & FITCH CO CL A 002896207 3377 48600 CALL SOLE 48600 ABERCROMBIE & FITCH CO CL A 002896207 2036 29300 PUT SOLE 29300 ABRAXIS BIOSCIENCE INC COM 00383E106 664 23896 SOLE 23896 ADOBE SYS INC COM 00724F101 1161 31000 CALL SOLE 31000 ADOBE SYS INC COM 00724F101 3409 91000 PUT SOLE 91000 ADOLOR CORP COM 00724X102 699 50417 SOLE 50417 ADTRAN INC COM 00738A106 555 23300 CALL SOLE 23300 ADTRAN INC COM 00738A106 1056 44300 PUT SOLE 44300 ADVANCED MICRO DEVICES INC COM 007903107 746 30000 CALL SOLE 30000 ADVANCED MICRO DEVICES INC COM 007903107 872 35100 SOLE 35100 AETNA INC NEW COM 00817Y108 878 22200 CALL SOLE 22200 AFFILIATED COMPUTER SERVICES CL A 008190100 1644 31700 SOLE 31700 AFLAC INC COM 001055102 1803 39400 SOLE 39400 AGILENT TECHNOLOGIES INC COM 00846U101 2007 61400 SOLE 61400 AGNICO EAGLE MINES LTD COM 008474108 1634 52500 CALL SOLE 52500 AGNICO EAGLE MINES LTD COM 008474108 1311 42100 PUT SOLE 42100 AIRTRAN HLDGS INC COM 00949P108 124 12500 CALL SOLE 12500 AKAMAI TECHNOLOGIES INC COM 00971T101 232 4641 SOLE 4641 ALASKA AIR GROUP INC COM 011659109 415 10900 CALL SOLE 10900 ALASKA AIR GROUP INC COM 011659109 635 16700 SOLE 16700 ALCAN INC COM 013716105 1152 28900 CALL SOLE 28900 ALCAN INC COM 013716105 470 11800 SOLE 11800 ALCOA INC COM 013817101 458 4000 CALL SOLE 4000 ALLEGHENY TECHNOLOGIES INC COM 01741R102 18085 290800 CALL SOLE 290800 ALLEGHENY TECHNOLOGIES INC COM 01741R102 7799 125400 PUT SOLE 125400 ALLIANT TECHSYSTEMS INC COM 018804104 203 2500 SOLE 2500 ALLIED WASTE INDS INC COM PAR $0.1 NEW 019589308 994 88200 SOLE 88200 ALLTEL CORP COM 020039103 1693 30500 SOLE 30500 ALTERA CORP COM 021441100 551 30000 CALL SOLE 30000 ALTRIA GROUP INC COM 02209S103 8359 109200 SOLE 109200 AMERICREDIT CORP COM 03060R101 415 16600 SOLE 16600 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 4004 101700 CALL SOLE 101700 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 2728 69300 PUT SOLE 69300 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 658 15016 SOLE 15016 AMERICAN ELEC PWR INC COM 025537101 1284 35300 SOLE 35300 AMERICAN GREETINGS CORP CL A 026375105 483 20900 SOLE 20900 AMERICAN INTL GROUP INC COM 026874107 2637 39800 SOLE 39800 AMERICAN PWR CONVERSION CORP COM 029066107 3889 177096 SOLE 177096 AMERISOURCEBERGEN CORP COM 03073E105 1858 41100 SOLE 41100 AMGEN INC COM 031162100 2153 30100 CALL SOLE 30100 AMKOR TECHNOLOGY INC COM 031652100 112 21800 SOLE 21800 ANADARKO PETE CORP COM 032511107 1438 32800 CALL SOLE 32800 ANGLOGOLD AASHANTI LTD SPONSORED ADR 035128206 1989 52700 CALL SOLE 52700 ANGLOGOLD AASHANTI LTD SPONSORED ADR 035128206 2559 67800 PUT SOLE 67800 ANNALY CAP MGMT INC COM 035710409 759 57800 SOLE 57800 APACHE CORP COM 037411105 5031 79600 CALL SOLE 79600 APACHE CORP COM 037411105 1296 20500 PUT SOLE 20500 APARTMENT INVT & MGMT CO CL A 03748R101 250 4600 SOLE 4600 APPLE COMPUTER INC COM 037833100 13587 176500 CALL SOLE 176500 APPLE COMPUTER INC COM 037833100 12732 165400 PUT SOLE 165400 APPLIED MATLS INC COM 038222105 895 50500 CALL SOLE 50500 APPLIED MATLS INC COM 038222105 230 13000 SOLE 13000 APPLIED MICRO CIRCUITS CORP COM 03822W109 58 20108 SOLE 20108 APRIA HEALTHCARE GROUP INC COM 037933108 255 12900 SOLE 12900 ARCH COAL INC COM 039380100 1888 65300 CALL SOLE 65300 ARCH COAL INC COM 039380100 2877 99500 PUT SOLE 99500 ARCHER DANIELS MIDLAND CO COM 039483102 7686 202900 CALL SOLE 202900 ARCHER DANIELS MIDLAND CO COM 039483102 4595 121300 PUT SOLE 121300 ARCHER DANIELS MIDLAND CO COM 039483102 3849 101600 SOLE 101600 ARMOR HOLDINGS INC COM 042260109 527 9200 SOLE 9200 ARROW ELECTRS INC COM 042735100 686 25000 SOLE 25000 GALLAGHER ARTHUR J & CO COM 363576109 608 22800 SOLE 22800 ARVINMERITOR INC COM 043353101 446 31300 SOLE 31300 ASHLAND INC COM 044209104 1091 17100 CALL SOLE 17100 ASHLAND INC NEW COM 044209104 344 5400 PUT SOLE 5400 ASTORIA FINL CORP COM 046265104 200 6500 SOLE 6500 ATHEROGENICS INC COM 047439104 565 42922 SOLE 42922 ATMEL CORP COM 049513104 113 18700 SOLE 18700 ATMOS ENERGY CORP COM 049560105 214 7500 SOLE 7500 ATWOOD OCEANICS INC COM 050095108 1187 26400 CALL SOLE 26400 ATWOOD OCEANICS INC COM 050095108 684 15200 PUT SOLE 15200 AUTODESK INC COM 052769106 299 8600 CALL SOLE 8600 AUTODESK INC COM 052769106 678 19500 PUT SOLE 19500 AUTODESK INC COM 052769106 828 23811 SOLE 23811 AVAYA INC COM 053499109 238 20800 CALL SOLE 20800 AVAYA INC COM 053499109 1087 95000 SOLE 95000 AVERY DENNISON CORP COM 053611109 361 6000 SOLE 6000 AVIS BUDGET GROUP COM 053774105 1968 107580 SOLE 107580 AVNET INC COM 053807103 904 46100 SOLE 46100 BHP BILLITON LTD SPONSORED ADR 088606108 6209 163900 CALL SOLE 163900 BHP BILLITON LTD SPONSORED ADR 088606108 3618 95500 PUT SOLE 95500 BHP BILLITON LTD SPONSORED ADR 088606108 220 5800 SOLE 5800 BISYS GROUP INC COM 055472104 525 48300 SOLE 48300 BJ SERVICES CO COM 055482103 304 10100 CALL SOLE 10100 BJ SERVICES CO COM 055482103 247 8200 SOLE 8200 BJ S WHOLESALE CLUB INC COM 05548J106 665 22800 SOLE 22800 BOSTON PROPERTIES INC COM 101121101 372 3600 CALL SOLE 3600 BP PLC SPONSORED ADR 055622104 518 7900 CALL SOLE 7900 BP PLC SPONSORED ADR 055622104 1974 30100 PUT SOLE 30100 BAKER HUGHES INC COM 057224107 1323 19400 CALL SOLE 19400 BAKER HUGHES INC COM 057224107 300 4400 PUT SOLE 4400 BANK HAWAII CORP COM 062540109 448 9300 SOLE 9300 BARNES & NOBLE INC COM 067774109 239 6300 SOLE 6300 BARR PHARMACEUTICALS INC COM 068306109 1065 20500 SOLE 20500 BARRICK GOLD CORP COM 067901108 4636 150900 CALL SOLE 150900 BARRICK GOLD CORP COM 067901108 4543 147900 PUT SOLE 147900 BARRICK GOLD CORP COM 067901108 292 9500 SOLE 9500 BEAR STEARNS COS INC COM 073902108 630 4500 SOLE 4500 BEAZER HOMES USA INC COM 07556Q105 2838 72700 CALL SOLE 72700 BEAZER HOMES USA INC COM 07556Q105 1140 29200 PUT SOLE 29200 BECKMAN COULTER INC COM 075811109 530 9200 SOLE 9200 BEST BUY INC COM 086516101 3246 60600 SOLE 60600 BIOGEN IDEC INC COM 09062X103 1997 44700 CALL SOLE 44700 BIOGEN IDEC INC COM 09062X103 1693 37900 PUT SOLE 37900 BIOMET INC COM 090613100 872 27090 SOLE 27090 BIOVAIL CORP COM 09067J109 315 20700 SOLE 20700 BOEING CO COM 097023105 331 4200 CALL SOLE 4200 BOEING CO COM 097023105 3115 39500 PUT SOLE 39500 BOEING CO COM 097023105 4100 52000 SOLE 52000 BORDERS GROUP INC COM 099709107 553 27100 SOLE 27100 BORGWARNER INC COM 099724106 583 10200 CALL SOLE 10200 BOSTON SCIENTIFIC CORP COM 101137107 3004 203100 SOLE 203100 BOWATER INC COM 102183100 247 12000 SOLE 12000 BRIGGS & STRATTON CORP COM 109043109 573 20800 SOLE 20800 BRINKER INTL INC COM 109641100 369 9200 SOLE 9200 BRISTOL MYERS SQUIBB CO COM 110122108 7237 290416 SOLE 290416 BROADCOM CORP CL A 111320107 476 15700 CALL SOLE 15700 BROADCOM CORP CL A 111320107 1084 35725 SOLE 35725 BRUNSWICK CORP COM 117043109 399 12800 SOLE 12800 BURLINGTON NORTHN SANTA FE C COM 12189T104 4428 60300 CALL SOLE 60300 BURLINGTON NORTHN SANTA FE C COM 12189T104 3062 41700 PUT SOLE 41700 CACI INTL INC CL A 127190304 572 10400 SOLE 10400 CBRL GROUP INC COM 12489V106 817 20200 SOLE 20200 C D W CORP COM 12512N105 235 3813 SOLE 3813 CH ROBINSON WORLDWIDE INC COM NEW 12541W209 343 7700 SOLE 7700 CHESAPEAKE ENERGY CORP COM 165167107 4283 147800 CALL SOLE 147800 CHESAPEAKE ENERGY CORP COM 165167107 4237 146200 PUT SOLE 146200 CONOCOPHILLIPS COM 20825C104 10418 175000 CALL SOLE 175000 CONOCOPHILLIPS COM 20825C104 1959 32900 PUT SOLE 32900 CONOCOPHILLIPS COM 20825C104 2518 42300 SOLE 42300 CONSOL ENERGY INC COM 20854P109 1885 59400 CALL SOLE 59400 CONSOL ENERGY INC COM 20854P109 1815 57200 PUT SOLE 57200 CSG SYS INTL INC COM 126349109 355 13441 SOLE 13441 CSX CORP COM 126408103 3467 105600 SOLE 105600 CAMECO CORP COM 13321L108 4725 129200 CALL SOLE 129200 CAMECO CORP COM 13321L108 9318 254800 PUT SOLE 254800 CAMECO CORP COM 13321L108 1268 34664 SOLE 34664 CAMERON INTERNATIONAL CORP COM 13342B105 1729 35800 CALL SOLE 35800 CAMPBELL SOUP CO COM 134429109 1956 53600 SOLE 53600 CAPITAL ONE FINL CORP COM 14040H105 1864 23700 SOLE 23700 CARDINAL HEALTH INC COM 14149Y108 3133 47659 SOLE 47659 CAREER EDUCATION CORP COM 141665109 3365 149625 SOLE 149625 CARNIVAL CORP PAIRED CTF 143658300 865 18400 SOLE 18400 CARPENTER TECHNOLOGY CORP COM 144285103 7010 65200 CALL SOLE 65200 CARPENTER TECHNOLOGY CORP COM 144285103 4591 42700 PUT SOLE 42700 CATERPILLAR INC DEL COM 149123101 9502 144400 CALL SOLE 144400 CATERPILLAR INC DEL COM 149123101 559 8500 PUT SOLE 8500 CATERPILLAR INC DEL COM 149123101 480 7300 SOLE 7300 CELGENE CORP COM 151020104 420 9700 PUT SOLE 9700 CENTERPOINT ENERGY INC COM 15189T107 315 22000 SOLE 22000 CENTEX CORP COM 152312104 2831 53800 CALL SOLE 53800 CENTEX CORP COM 152312104 2057 39100 PUT SOLE 39100 CENTEX CORP COM 152312104 605 11500 SOLE 11500 CENTURY ALUM CO COM 156431108 528 15700 PUT SOLE 15700 CENTURY ALUM CO COM 156431108 575 17079 SOLE 17079 CENTURYTEL INC COM 156700106 1027 25900 SOLE 25900 CEPHALON INC COM 156708109 5767 93398 SOLE 93398 CERADYNE INC COM 156710105 251 6100 CALL SOLE 6100 CERADYNE INC COM 156710105 292 7100 PUT SOLE 7100 SCHWAB CHARLES CORP NEW COM 808513105 360 20100 CALL SOLE 20100 SCHWAB CHARLES CORP NEW COM 808513105 537 30000 PUT SOLE 30000 CHECK POINT SOFTWARE TECH LT ORD M2246510 270 14151 SOLE 14151 CHENIERE ENERGY INC COM NEW 16411R208 386 12984 SOLE 12984 CHEVRON CORP NEW COM 166764100 1751 27000 CALL SOLE 27000 CHICAGO BRIDGE & IRON CO NV N Y REGISTRY SH 167250109 1174 48800 CALL SOLE 48800 CHICAGO BRIDGE & IRON CO NV N Y REGISTRY SH 167250109 515 21400 PUT SOLE 21400 CHICAGO MERCANTILE HLDGS INC CL A 167760107 15447 32300 CALL SOLE 32300 CHICAGO MERCANTILE HLDGS INC CL A 167760107 5404 11300 PUT SOLE 11300 CHICOS FAS INC COM 168615102 215 10000 CALL SOLE 10000 CHICOS FAS INC COM 168615102 754 35000 PUT SOLE 35000 CHILDRENS PL RETAIL STORES I COM 168905107 320 5000 PUT SOLE 5000 CHOICEPOINT INC COM 170388102 358 10000 SOLE 10000 CHRISTOPHER & BANKS CORP COM 171046105 451 15300 CALL SOLE 15300 CHUBB CORP COM 171232101 3034 58400 SOLE 58400 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 3228 149700 CALL SOLE 149700 COMPANHIA VALE DO RIO DOCE ADR 204412209 4487 208100 PUT SOLE 208100 COMPANHIA VALE DO RIO DOCE ADR 204412209 673 31218 SOLE 31218 CIMAREX ENERGY CO COM 171798101 693 19700 SOLE 19700 CINCINNATI FINL CORP COM 172062101 612 12711 SOLE 12711 CINTAS CORP COM 172908105 1225 30000 SOLE 30000 CIRCUIT CITY STORE INC COM 172737108 2903 115600 SOLE 115600 CITIZENS COMMUNICATIONS CO COM 17453B101 941 67000 SOLE 67000 CITRIX SYS INC COM 177376100 1057 29200 SOLE 29200 CLEAR CHANNEL COMMUNICATIONS COM 184502102 1760 61000 SOLE 61000 CLEVELAND CLIFFS INC COM 185896107 5595 146800 CALL SOLE 146800 CLEVELAND CLIFFS INC COM 185896107 2431 63800 PUT SOLE 63800 CLEVELAND CLIFFS INC COM 185896107 278 7300 SOLE 7300 CLOROX CO DEL COM 189054109 680 10800 SOLE 10800 COACH INC COM 189754104 351 10200 CALL SOLE 10200 COACH INC COM 189754104 385 11200 PUT SOLE 11200 COCA-COLA ENTERPRISES INC COM 191219104 954 45800 SOLE 45800 COLGATE PALMOLIVE CO COM 194162103 2229 35900 SOLE 35900 COMERICA INC COM 200340107 1059 18600 SOLE 18600 COMMSCOPE INC COM 203372107 207 6300 SOLE 6300 COMMERCIAL METALS CO COM 201723103 2013 99000 CALL SOLE 99000 COMMERCIAL METALS CO COM 201723103 498 24500 PUT SOLE 24500 COMMERCIAL METALS CO COM 201723103 736 36200 SOLE 36200 COMPUTER SCIENCES CORP COM 205363104 2102 42800 SOLE 42800 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 3731 174009 SOLE 174009 CON-WAY INC COM 205944101 713 15900 SOLE 15900 CONAGRA FOODS INC COM 205887102 1363 55682 SOLE 55682 CONEXANT SYSTEMS INC COM 207142100 345 172600 SOLE 172600 CONTINENTAL AIRLS INC CL B 210795308 6353 224400 CALL SOLE 224400 CONTINENTAL AIRLS INC CL B 210795308 2698 95300 PUT SOLE 95300 COOPER COS INC COM NEW 216648402 348 6500 SOLE 6500 COOPER TIRE & RUBR CO COM 216831107 361 35900 SOLE 35900 CORINTHIAN COLLEGES INC COM 218868107 393 36356 SOLE 36356 CORN PRODS INTL INC COM 219023108 595 18300 SOLE 18300 CORNING INC COM 219350105 1711 70100 CALL SOLE 70100 CORNING INC COM 219350105 2177 89200 PUT SOLE 89200 COSTCO WHSL CORP NEW COM 22160K105 3150 63400 CALL SOLE 63400 COSTCO WHSL CORP NEW COM 22160K105 551 11100 SOLE 11100 COVENTRY HEALTH CARE INC COM 222862104 216 4200 SOLE 4200 CREE INC COM 225447101 541 26900 PUT SOLE 26900 CREE INC COM 225447101 573 28500 SOLE 28500 CROWN HOLDINGS INC COM 228368106 208 11200 SOLE 11200 CUMMINS INC COM 231021106 405 3400 CALL SOLE 3400 CUMMINS INC COM 231021106 2170 18200 SOLE 18200 CYBERONICS INC COM 23251P102 311 17761 SOLE 17761 CYMER INC COM 232572107 698 15900 PUT SOLE 15900 CYMER INC COM 232572107 962 21910 SOLE 21910 CYPRESS SEMICONDUCTOR CORP COM 232806109 410 23100 PUT SOLE 23100 CYPRESS SEMICONDUCTOR CORP COM 232806109 570 32100 SOLE 32100 DENBURY RES INC COM NEW 247916208 494 17100 CALL SOLE 17100 DENBURY RES INC COM NEW 247916208 303 10500 PUT SOLE 10500 D R HORTON INC COM 23331A109 6040 252200 CALL SOLE 252200 D R HORTON INC COM 23331A109 1712 71500 PUT SOLE 71500 D R HORTON INC COM 23331A109 201 8400 SOLE 8400 DRS TECHNOLOGIES INC COM 23330X100 476 10900 SOLE 10900 DTE ENERGY CO COM 233331107 353 8500 SOLE 8500 DUKE REALTY CORP COM NEW 264411505 228 6100 SOLE 6100 DAVITA INC COM 23918K108 394 6800 SOLE 6800 DEVRY INC DEL COM 251893103 245 11500 CALL SOLE 11500 DEVRY INC DEL COM 251893103 283 13300 PUT SOLE 13300 DEVRY INC DEL COM 251893103 204 9600 SOLE 9600 DELL INC COM 24702R101 523 22916 SOLE 22916 DELTA PETE CORP COM NEW 247907207 3755 166729 SOLE 166729 DELUXE CORP COM 248019101 554 32400 SOLE 32400 DEVON ENERGY CORP NEW COM 25179M103 935 14800 CALL SOLE 14800 DEVON ENERGY CORP NEW COM 25179M103 4686 74200 PUT SOLE 74200 DEVON ENERGY CORP NEW COM 25179M103 3375 53451 SOLE 53451 DIAMOND OFFSHORE DRILLING IN COM 25271C102 16920 233800 CALL SOLE 233800 DIAMOND OFFSHORE DRILLING IN COM 25271C102 2786 38500 PUT SOLE 38500 DIGITAL RIV INC COM 25388B104 639 12500 CALL SOLE 12500 DIGITAL RIV INC COM 25388B104 521 10200 PUT SOLE 10200 DIGITAL RIV INC COM 25388B104 1544 30205 SOLE 30205 DOLLAR GEN CORP COM 256669102 1347 98800 SOLE 98800 DOLLAR TREE STORES INC COM 256747106 1022 33003 SOLE 33003 DUKE ENERGY CORP NEW COM 26441C105 544 18000 CALL SOLE 18000 DUKE ENERGY CORP NEW COM 26441C105 918 30384 SOLE 30384 E TRADE FINANCIAL CORP COM 269246104 660 27600 CALL SOLE 27600 EGL INC COM 268484102 288 7900 CALL SOLE 7900 EGL INC COM 268484102 310 8500 SOLE 8500 DU PONT E I DE NEMOURS & CO COM 263534109 630 14700 SOLE 14700 EL PASO CORP COM 28336L109 400 29300 SOLE 29300 E M C CORP MASS COM 268648102 834 69600 SOLE 69600 ENSCO INTL INC COM 26874Q100 3515 80200 CALL SOLE 80200 ENSCO INTL INC COM 26874Q100 2880 65700 PUT SOLE 65700 EOG RES INC COM 26875P101 1412 21700 CALL SOLE 21700 EOG RES INC COM 26875P101 1067 16400 PUT SOLE 16400 EASTMAN CHEM CO COM 277432100 994 18400 SOLE 18400 EASTMAN KODAK CO COM 277461109 352 15700 SOLE 15700 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 1662 50766 SOLE 50766 EDISON INTL COM 281020107 1012 24300 SOLE 24300 ELAN CORP PLC ADR 284131208 3153 205000 CALL SOLE 205000 ELAN CORP PLC ADR 284131208 2007 130500 PUT SOLE 130500 ELECTRONIC DATA SYS NEW COM 285661104 1510 61600 SOLE 61600 LILLY ELI & CO COM 532457108 2035 35700 SOLE 35700 EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD NEW 29081M102 251 6400 CALL SOLE 6400 EMULEX CORP COM NEW 292475209 242 13300 PUT SOLE 13300 ENCANA CORP COM 292505104 5430 116300 CALL SOLE 116300 ENCANA CORP COM 292505104 5706 122200 PUT SOLE 122200 ENERGIZER HLDGS INC COM 29266R108 734 10200 CALL SOLE 10200 ENERGY CONVERSION DEVICES IN COM 292659109 389 10500 CALL SOLE 10500 ENERGY CONVERSION DEVICES IN COM 292659109 3826 103300 PUT SOLE 103300 ENERGY EAST CORP COM 29266M109 285 12000 SOLE 12000 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 771 14427 SOLE 14427 ENTERCOM COMMUNICATIONS CORP CL A 293639100 348 13800 SOLE 13800 ENTERGY CORP NEW COM 29364G103 712 9100 SOLE 9100 EQUIFAX INC COM 294429105 580 15800 SOLE 15800 EQUITY OFFICE PROPERTIES TRU COM 294741103 791 19900 SOLE 19900 ETHAN ALLEN INTERIORS INC COM 297602104 409 11800 SOLE 11800 EVEREST RE GROUP LTD COM G3223R108 692 7100 SOLE 7100 EXXON MOBIL CORP COM 30231G102 403 6000 CALL SOLE 6000 F5 NETWORKS INC COM 315616102 1021 19000 CALL SOLE 19000 F5 NETWORKS INC COM 315616102 1424 26500 PUT SOLE 26500 F5 NETWORKS INC COM 315616102 295 5490 SOLE 5490 FMC TECHNOLOGIES INC COM 30249U101 569 10600 CALL SOLE 10600 FOOT LOCKER INC COM 344849104 2093 82898 SOLE 82898 FOUNDRY NETWORKS INC COM 35063R100 395 30000 CALL SOLE 30000 FAIR ISAAC CORP COM 303250104 589 16100 SOLE 16100 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 187 10000 CALL SOLE 10000 FAMILY DLR STORES INC COM 307000109 418 14300 SOLE 14300 FEDERAL NATL MTG ASSN COM 313586109 4422 79100 CALL SOLE 79100 FEDERATED DEPT STORES INC DE COM 31410H101 3378 78186 SOLE 78186 FIDELITY NATL FINL INC COM 316326107 1312 31500 SOLE 31500 FIFTH THIRD BANCORP COM 316773100 2564 67330 SOLE 67330 FILENET CORP COM 316869106 264 7567 SOLE 7567 FIRST AMERN CORP CALIF COM 318522307 686 16200 SOLE 16200 FIRST DATA CORP COM 319963104 794 18900 SOLE 18900 FIRST HORIZON NATL CORP COM 320517105 468 12300 SOLE 12300 FIRSTENERGY CORP COM 337932107 743 13300 SOLE 13300 FLEXTRONICS INTL LTD ORD Y2573F10 789 62400 PUT SOLE 62400 FLUOR CORP NEW COM 343412102 984 12800 CALL SOLE 12800 FLUOR CORP NEW COM 343412102 515 6700 PUT SOLE 6700 FLUOR CORP NEW COM 343412102 538 7000 SOLE 7000 FORD MTR CO DEL COM PAR $0.01 345370860 1478 182700 SOLE 182700 FOREST LABS INC COM 345838106 484 9557 SOLE 9557 FOSSIL INC COM 349882100 487 22600 CALL SOLE 22600 FREEPORT-MCMORAN COPPER & CO CL B 35671D857 8170 153400 CALL SOLE 153400 FREEPORT-MCMORAN COPPER & CO CL B 35671D857 4325 81200 PUT SOLE 81200 FREEPORT-MCMORAN COPPER & CO CL B 35671D857 1134 21300 SOLE 21300 FREESCALE SEMICONDUCTOR INC COM CL A 35687M107 2770 72800 CALL SOLE 72800 FREESCALE SEMICONDUCTOR INC COM CL A 35687M107 1161 30500 PUT SOLE 30500 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 429 53400 SOLE 53400 FRONTIER OIL CORP COM 35914P105 1047 39400 CALL SOLE 39400 FRONTIER OIL CORP COM 35914P105 3482 131000 PUT SOLE 131000 FRONTIER OIL CORP COM 35914P105 2278 85700 SOLE 85700 FRONTLINE LTD SHS G3682E127 3031 78700 CALL SOLE 78700 FRONTLINE LTD SHS G3682E127 2884 74900 PUT SOLE 74900 FRONTLINE LTD SHS G3682E127 293 7600 SOLE 7600 FURNITURE BRANDS INTL INC COM 360921100 767 40300 SOLE 40300 GAMESTOP CORP NEW CL A 36467W109 819 17700 CALL SOLE 17700 GAMESTOP CORP NEW CL A 36467W109 2735 59100 PUT SOLE 59100 GAP INC DEL COM 364760108 887 46800 SOLE 46800 GARMIN LTD COM G37260109 1834 37600 CALL SOLE 37600 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INC COM 462622101 5833 67300 CALL SOLE 67300 IPSCO INC COM 462622101 11622 134100 PUT SOLE 134100 IPSCO INC COM 462622101 667 7700 SOLE 7700 ILLINOIS TOOL WKS INC COM 452308109 952 21200 SOLE 21200 INDYMAC BANCORP INC COM 456607100 284 6900 SOLE 6900 INFOSPACE INC COM NEW 45678T201 939 50900 CALL SOLE 50900 INFOSPACE INC COM NEW 45678T201 284 15400 PUT SOLE 15400 INTEGRATED DEVICE TECHNOLOGY COM 458118106 508 31600 CALL SOLE 31600 INTEGRATED DEVICE TECHNOLOGY COM 458118106 975 60700 PUT SOLE 60700 INTERMUNE INC COM 45884X103 224 13628 SOLE 13628 INTERDIGITAL COMMUNICATIONS COM 45866A105 1854 54379 SOLE 54379 INTERNATIONAL RECTIFIER CORP COM 460254105 442 12700 SOLE 12700 INTUIT COM 461202103 358 11168 SOLE 11168 INTUITIVE SURGICAL INC COM NEW 46120E602 2879 27300 CALL SOLE 27300 INVESTORS FINL SERVICES CORP COM 461915100 482 11200 CALL SOLE 11200 INVESTORS FINL SERVICES CORP COM 461915100 202 4686 SOLE 4686 HUNT J B TRANS SVCS INC COM 445658107 294 14155 SOLE 14155 PENNEY J C INC COM 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29800 CALL SOLE 29800 MARATHON OIL CORP COM 565849106 1184 15400 SOLE 15400 MARSH & MCLENNAN COS INC COM 571748102 1531 54400 SOLE 54400 MARTIN MARIETTA MATLS INC COM 573284106 254 3000 SOLE 3000 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1805 93200 CALL SOLE 93200 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 4134 213400 PUT SOLE 213400 MASSEY ENERGY CORP COM 576206106 670 32000 PUT SOLE 32000 MASSEY ENERGY CORP COM 576206106 1901 90800 SOLE 90800 MCAFEE INC COM 579064106 274 11200 SOLE 11200 MCCORMICK & CO INC COM NON VTG 579780206 520 13700 SOLE 13700 MCDERMOTT INTL INC COM 580037109 1145 27400 CALL SOLE 27400 MCDERMOTT INTL INC COM 580037109 1078 25800 PUT SOLE 25800 MCDONALDS CORP COM 580135101 743 19000 SOLE 19000 MCKESSON CORP COM 58155Q103 1982 37600 SOLE 37600 MEDCO HEALTH SOLUTIONS INC COM 58405U102 427 7100 SOLE 7100 MEDTRONIC INC COM 585055106 2740 59000 SOLE 59000 MENTOR GRAPHICS CORP COM 587200106 207 14700 CALL SOLE 14700 MERCK & CO INC COM 589331107 1986 47400 CALL SOLE 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569 39900 CALL SOLE 39900 OMNIVISION TECHNOLOGIES INC COM 682128103 1467 102794 SOLE 102794 ONYX PHARMACEUTICALS INC COM 683399109 1202 69496 SOLE 69496 OPENWAVE SYS INC COM NEW 683718308 1080 115388 SOLE 115388 OVERSEAS SHIPHOLDING GROUP I COM 690368105 494 8000 PUT SOLE 8000 OVERSEAS SHIPHOLDING GROUP I COM 690368105 229 3700 SOLE 3700 OWENS ILL INC COM NEW 690768403 470 30500 SOLE 30500 PAN AMERICAN SILVER CORP COM 697900108 809 41400 CALL SOLE 41400 PAN AMERICAN SILVER CORP COM 697900108 768 39300 PUT SOLE 39300 PAR PHARMACEUTICAL COS INC COM 69888P106 295 16200 SOLE 16200 PDL BIOPHARMA INC COM 69329Y104 303 15800 SOLE 15800 PEP BOYS MANNY MOE & JACK COM 713278109 383 29800 SOLE 29800 PG&E CORP COM 69331C108 521 12500 SOLE 12500 PMI GROUP INC COM 69344M101 1117 25500 SOLE 25500 PUBLIC STORAGE INC COM 74460D109 318 3700 SOLE 3700 PACCAR INC COM 693718108 2207 38710 SOLE 38710 PACIFIC SUNWEAR CALIF INC COM 694873100 1886 125040 SOLE 125040 PACKAGING CORP AMER COM 695156109 262 11300 CALL SOLE 11300 PALM INC NEW COM 696643105 1811 124400 CALL SOLE 124400 PALM INC NEW COM 696643105 2276 156300 PUT SOLE 156300 PALM INC NEW COM 696643105 2718 186678 SOLE 186678 PANERA BREAD CO CL A 69840W108 1212 20800 CALL SOLE 20800 PANERA BREAD CO CL A 69840W108 344 5900 PUT SOLE 5900 PATTERSON COMPANIES INC COM 703395103 878 26133 SOLE 26133 PATTERSON UTI ENERGY INC COM 703481101 853 35900 CALL SOLE 35900 PATTERSON UTI ENERGY INC COM 703481101 785 33040 SOLE 33040 PAYLESS SHOESOURCE INC COM 704379106 383 15400 CALL SOLE 15400 PEABODY ENERGY CORP COM 704549104 12395 337000 CALL SOLE 337000 PEABODY ENERGY CORP COM 704549104 13770 374400 PUT SOLE 374400 PENTAIR INC COM 709631105 241 9200 SOLE 9200 PEPSI BOTTLING GROUP INC COM 713409100 1274 35900 SOLE 35900 PERFORMANCE FOOD GROUP CO COM 713755106 357 12700 SOLE 12700 PERKINELMER INC COM 714046109 191 10100 SOLE 10100 PETROCHINA CO LTD SPONSORED ADR 71646E100 6653 61800 CALL SOLE 61800 PETROCHINA CO LTD SPONSORED ADR 71646E100 6287 58400 PUT SOLE 58400 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 33624 401100 CALL SOLE 401100 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 7771 92700 PUT SOLE 92700 PETSMART INC COM 716768106 480 17291 SOLE 17291 PHELPS DODGE CORP COM 717265102 11206 132300 CALL SOLE 132300 PHELPS DODGE CORP COM 717265102 17033 201100 PUT SOLE 201100 PHELPS DODGE CORP COM 717265102 1651 19488 SOLE 19488 PIER 1 IMPORTS INC COM 720279108 378 50900 SOLE 50900 PLAINS EXPL & PRODTN CO COM 726505100 365 8500 CALL SOLE 8500 PLANTRONICS INC NEW COM 727493108 293 16700 CALL SOLE 16700 PLANTRONICS INC NEW COM 727493108 263 15000 PUT SOLE 15000 POGO PRODUCING CO COM 730448107 524 12800 SOLE 12800 POWERWAVE TECHNOLOGIES INC COM 739363109 146 19200 CALL SOLE 19200 POWERWAVE TECHNOLOGIES INC COM 739363109 269 35400 SOLE 35400 PRINCIPAL FINANCIAL GROUP INC COM 74251V102 543 10000 SOLE 10000 PROCTER & GAMBLE CO COM 742718109 2764 44600 SOLE 44600 PROGRESS ENERGY INC COM 743263105 1234 27200 SOLE 27200 PROLOGIS SH BEN INT 743410102 211 3700 CALL SOLE 3700 PRUDENTIAL FINL INC COM 744320102 1716 22500 SOLE 22500 PULTE HOMES INC COM 745867101 1708 53600 CALL SOLE 53600 PULTE HOMES INC COM 745867101 596 18700 PUT SOLE 18700 QUALCOMM INC COM 747525103 487 13400 CALL SOLE 13400 QUALCOMM INC COM 747525103 742 20407 SOLE 20407 QUESTAR CORP COM 748356102 916 11200 CALL SOLE 11200 QUESTAR CORP COM 748356102 491 6000 PUT SOLE 6000 QUICKSILVER RESOURCES INC COM 74837R104 979 30700 CALL SOLE 30700 QUICKSILVER RESOURCES INC COM 74837R104 2498 78300 PUT SOLE 78300 RAMBUS INC DEL COM 750917106 450 25800 CALL SOLE 25800 RAMBUS INC DEL COM 750917106 685 39300 PUT SOLE 39300 RAMBUS INC DEL COM 750917106 10479 600854 SOLE 600854 RED HAT INC COM 756577102 717 34000 PUT SOLE 34000 RETAIL HOLDRS TR DEP RCPT 76127U101 2803 28865 SOLE 28865 DONNELLEY RR & SONS CO COM 257867101 1434 43500 SOLE 43500 RADIAN GROUP INC COM 750236101 1104 18400 SOLE 18400 RANGOLD RES LTD ADR 752344309 232 11400 CALL SOLE 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11000 SOLE 11000 SANDISK CORP COM 80004C101 9466 176800 CALL SOLE 176800 SANDISK CORP COM 80004C101 7774 145200 PUT SOLE 145200 SANDISK CORP COM 80004C101 245 4584 SOLE 4584 SANMINA SCI CORP COM 800907107 62 16500 SOLE 16500 SAPIENT CORP COM 803062108 119 21900 SOLE 21900 SARA LEE CORP COM 803111103 2184 135900 SOLE 135900 SCHLUMBERGER LTD COM 806857108 9305 150000 CALL SOLE 150000 SCHLUMBERGER LTD COM 806857108 3213 51800 PUT SOLE 51800 SEAGATE TECHNOLOGY SHS G7945J104 2210 95700 SOLE 95700 SEALED AIR CORP NEW COM 81211K100 357 6600 SOLE 6600 SEMPRA ENERGY COM 816851109 1266 25200 SOLE 25200 SEPRACOR INC COM 817315104 1710 35310 SOLE 35310 SINA CORP ORD G81477104 1552 61700 CALL SOLE 61700 SINA CORP ORD G81477104 928 36900 PUT SOLE 36900 SKYWORKS SOLUTIONS INC COM 83088M102 195 37600 SOLE 37600 SMITH INTL INC COM 832110100 1859 47900 CALL SOLE 47900 SMITH INTL INC COM 832110100 1005 25900 PUT SOLE 25900 SMITHFIELD FOODS INC COM 832248108 554 20500 SOLE 20500 SOLECTRON CORP COM 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867229106 26320 365300 PUT SOLE 365300 SUNCOR ENERGY INC COM 867229106 2046 28400 SOLE 28400 SUNOCO INC COM 86764P109 7494 120500 CALL SOLE 120500 SUNOCO INC COM 86764P109 3906 62800 PUT SOLE 62800 SUNOCO INC COM 86764P109 522 8400 SOLE 8400 SUNRISE SENIOR LIVING INC COM 86768K106 1048 35100 SOLE 35100 SUPERVALU INC COM 868536103 1192 40200 SOLE 40200 SWIFT TRANSN CO COM 870756103 401 16909 SOLE 16909 SYNOPSYS INC COM 871607107 462 23453 SOLE 23453 SYSCO CORP COM 871829107 766 22900 SOLE 22900 TECO ENERGY INC COM 872375100 166 10600 SOLE 10600 THQ INC COM NEW 872443403 1406 48200 CALL SOLE 48200 TXU CORP COM 873168108 4070 65100 CALL SOLE 65100 TXU CORP COM 873168108 519 8300 PUT SOLE 8300 TXU CORP COM 873168108 844 13500 SOLE 13500 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 853 59805 SOLE 59805 TECH DATA CORP COM 878237106 939 25700 SOLE 25700 TEKELEC COM 879101103 450 34700 CALL SOLE 34700 TEKELEC COM 879101103 132 10200 PUT SOLE 10200 TELIK INC COM 87959M109 430 24171 SOLE 24171 TELLABS INC COM 879664100 498 45407 SOLE 45407 TEMPLE INLAND INC COM 879868107 1335 33300 SOLE 33300 TESORO CORP COM 881609101 16002 276000 CALL SOLE 276000 TESORO CORP COM 881609101 19702 339800 PUT SOLE 339800 TESORO CORP COM 881609101 5778 99654 SOLE 99654 TEXAS INSTRS INC COM 882508104 998 30000 PUT SOLE 30000 TEXTRON INC COM 883203101 263 3000 CALL SOLE 3000 TEXTRON INC COM 883203101 350 4000 PUT SOLE 4000 THOR INDS INC COM 885160101 1124 27300 SOLE 27300 TIDEWATER INC COM 886423102 1586 35900 CALL SOLE 35900 TIDEWATER INC COM 886423102 574 13000 PUT SOLE 13000 TIDEWATER INC COM 886423102 371 8400 SOLE 8400 TIFFANY & CO NEW COM 886547108 594 17900 SOLE 17900 TIME WARNER INC COM 887317105 1431 78500 SOLE 78500 TITANIUM METALS CORP COM NEW 888339207 5900 233400 CALL SOLE 233400 TITANIUM METALS CORP COM NEW 888339207 7174 283800 PUT SOLE 283800 TODCO COM 88889T107 2910 84100 CALL SOLE 84100 TODCO COM 88889T107 287 8300 PUT SOLE 8300 TOLL BROTHERS INC COM 889478103 11269 401300 CALL SOLE 401300 TOLL BROTHERS INC COM 889478103 9224 328500 PUT SOLE 328500 TOLL BROTHERS INC COM 889478103 542 19300 SOLE 19300 TORCHMARK CORP COM 891027104 499 7900 SOLE 7900 TORO CO COM 891092108 586 13900 SOLE 13900 TOTAL SA SPONSORED ADR 89151E109 448 6800 CALL SOLE 6800 TRANSOCEAN INC ORD G90078109 11973 163500 CALL SOLE 163500 TRANSOCEAN INC ORD G90078109 9857 134600 PUT SOLE 134600 TRIAD HOSPITALS INC COM 89579K109 238 5400 SOLE 5400 TRIBUNE CO NEW COM 896047107 3118 95300 SOLE 95300 TRIMBLE NAVIGATION LTD COM 896239100 650 13800 CALL SOLE 13800 TWEEN BRANDS INC COM 901166108 444 11800 CALL SOLE 11800 TYCO INTL LTD NEW COM 902124106 5077 181400 SOLE 181400 TYSON FOODS INC CL A 902494103 757 47700 SOLE 47700 U S G CORP COM NEW 903293405 10396 221000 CALL SOLE 221000 U S G CORP COM NEW 903293405 12767 271400 PUT SOLE 271400 U S G CORP COM NEW 903293405 1369 29100 SOLE 29100 UST INC COM 902911106 483 8800 SOLE 8800 ULTRA PETROLEUM CORP COM 903914109 245 5100 PUT SOLE 5100 UNISOURCE ENERGY CORP COM 909205106 293 8800 SOLE 8800 UNIT CORP COM 909218109 883 19200 CALL SOLE 19200 UNIT CORP COM 909218109 455 9900 PUT SOLE 9900 UNITED STATES STL CORP NEW COM 912909108 18088 313600 CALL SOLE 313600 UNITED STATES STL CORP NEW COM 912909108 16110 279300 PUT SOLE 279300 UNITED STATES STL CORP NEW COM 912909108 4861 84268 SOLE 84268 UNIVERSAL HLTH SVCS INC CL B 913903100 378 6300 SOLE 6300 UNUMPROVIDENT CORP COM 91529Y106 1262 65100 SOLE 65100 VALASSIS COMMUNICATIONS INC COM 918866104 388 22000 SOLE 22000 VALERO ENERGY CORP NEW COM 91913Y100 6475 125800 CALL SOLE 125800 VALERO ENERGY CORP NEW COM 91913Y100 21252 412900 PUT SOLE 412900 VALERO ENERGY CORP NEW COM 91913Y100 4143 80500 SOLE 80500 VERISIGN INC COM 92343E102 2729 135100 CALL SOLE 135100 VERISIGN INC COM 92343E102 1079 53400 PUT SOLE 53400 VERITAS DGC INC COM 92343P107 961 14600 CALL SOLE 14600 VERITAS DGC INC COM 92343P107 1053 16000 PUT SOLE 16000 VERIZON COMMUNICATIONS COM 92343V104 4556 122700 SOLE 122700 VIROPHARMA INC COM 928241108 842 69200 CALL SOLE 69200 VIROPHARMA INC COM 928241108 1050 86300 PUT SOLE 86300 VISHAY INTERTECHNOLOGY INC COM 928298108 372 26500 SOLE 26500 VISTEON CORP COM 92839U107 130 15900 CALL SOLE 15900 W-H ENERGY SVCS INC COM 92925E108 1186 28600 CALL SOLE 28600 W-H ENERGY SVCS INC COM 92925E108 834 20100 PUT SOLE 20100 WRIGLEY WM JR CO COM 982526105 1673 36325 SOLE 36325 GRACE WR & CO DEL NEW COM 38388F108 196 14800 PUT SOLE 14800 GRACE WR & CO DEL NEW COM 38388F108 557 42038 SOLE 42038 WYNN RESORTS LTD COM 983134107 2102 30900 CALL SOLE 30900 WYNN RESORTS LTD COM 983134107 476 7000 PUT SOLE 7000 DISNEY WALT CO COM DISNEY 254687106 927 30000 CALL SOLE 30000 DISNEY WALT CO COM DISNEY 254687106 1666 53900 SOLE 53900 WASHINGTON MUT INC COM 939322103 5434 125000 SOLE 125000 WASHINGTON POST CO CL B 939640108 369 500 SOLE 500 WASTE MGMT INC DEL COM 94106L109 1588 43300 SOLE 43300 WATSON PHARMACEUTICALS INC COM 942683103 586 22400 SOLE 22400 WEATHERFORD INTERNATIONAL LT COM G95089101 1281 30700 CALL SOLE 30700 WELLS FARGO & CO NEW COM 949746101 5753 159000 SOLE 159000 WERNER ENTERPRISES INC COM 950755108 486 26000 SOLE 26000 WESTERN DIGITAL CORP COM 958102105 710 39200 SOLE 39200 WESTWOOD ONE INC COM 961815107 387 54600 SOLE 54600 WHIRLPOOL CORP COM 963320106 1388 16500 SOLE 16500 WILLIAMS COS INC DEL COM 969457100 501 21000 CALL SOLE 21000 WILLIAMS COS INC DEL COM 969457100 902 37800 SOLE 37800 WILLIAMS SONOMA INC COM 969904101 1202 37100 SOLE 37100 WORTHINGTON INDS INC COM 981811102 217 12700 SOLE 12700 WYETH COM 983024100 1078 21200 SOLE 21200 WYNDHAM WORLDWIDE CORP COM 98310W108 302 10800 SOLE 10800 XL CAP LTD CL A G98255105 1917 27900 SOLE 27900 XM SATELLITE RADIO HLDGS INC CL A 983759101 2798 216869 SOLE 216869 XTO ENERGY INC COM 98385X106 1828 43400 CALL SOLE 43400 XTO ENERGY INC COM 98385X106 864 20500 PUT SOLE 20500 XCEL ENERGY INC COM 98389B100 686 33200 SOLE 33200 YRC WORLDWIDE INC COM 984249102 782 21100 CALL SOLE 21100 YRC WORLDWIDE INC COM 984249102 527 14220 SOLE 14220 YAHOO INC COM 984332106 483 19100 CALL SOLE 19100 YAHOO INC COM 984332106 1067 42200 PUT SOLE 42200 ZIMMER HLDGS INC COM 98956P102 277 4100 SOLE 4100 EBAY INC COM 278642103 862 30400 CALL SOLE 30400 EBAY INC COM 278642103 411 14500 PUT SOLE 14500 ISHARES TR RUSSELL 2000 464287655 801 11125 SOLE 11125
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