-----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, NKfrTJsDuOlzrRnzvIhn86o2f4FNtWaKL0nPD0cv6ulBkCdQlK2G4uQqyHbjRCJN C9sZ5PWd9Bvjz0HnLP7PJA== 0000919574-06-002262.txt : 20060515 0000919574-06-002262.hdr.sgml : 20060515 20060512185531 ACCESSION NUMBER: 0000919574-06-002262 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060331 FILED AS OF DATE: 20060515 DATE AS OF CHANGE: 20060512 EFFECTIVENESS DATE: 20060515 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: 06836642 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 d669454_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, 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 May 15, 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: 882 Form 13F Information Table Value Total: $1,431,226 (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
TITLE VALUE SHRS OR SH/ PUT/ INVSMT OTHR VOTING AUTHORITY NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRTN MGRS SOLE SHARED NONE 3Com Corp COM 885535104 129 25,300 SH Sole 25,300 3M Co COM 88579Y101 227 3,000 SH Call Sole 3,000 Abbott Labs COM 002824100 437 10,300 SH Call Sole 10,300 Abbott Labs COM 002824100 1,209 28,490 SH Sole 28,490 Abercrombie & Fitch Co CL A 002896207 553 9,500 SH Sole 9,500 Abercrombie & Fitch Co CL A 002896207 641 11,000 SH Put Sole 11,000 Accenture Ltd Bermuda CL A G1150G111 703 23,400 SH Sole 23,400 Accenture Ltd Bermuda CL A G1150G111 496 16,500 SH Call Sole 16,500 ACE Ltd ORD G0070K103 2,319 44,600 SH Sole 44,600 Activision Inc NEW COM 004930202 298 21,600 SH Call Sole 21,600 Activision Inc NEW COM 004930202 317 23,000 SH Put Sole 23,000 Adobe Sys Inc COM 00724F101 863 24,708 SH Sole 24,708 Adobe Sys Inc COM 00724F101 2,237 64,000 SH Put Sole 64,000 Adobe Sys Inc COM 00724F101 5,197 148,700 SH Call Sole 148,700 Advanced Medical Optics Inc COM 00763M108 2,159 46,300 SH Call Sole 46,300 Advanced Micro Devices Inc COM 007903107 633 19,100 SH Call Sole 19,100 Advanced Micro Devices Inc COM 007903107 3,893 117,400 SH Put Sole 117,400 Advanced Micro Devices Inc COM 007903107 4,300 129,700 SH Sole 129,700 AES Corp/The COM 00130H105 800 46,900 SH Sole 46,900 Aetna Inc NEW COM 00817Y108 752 15,300 SH Put Sole 15,300 Aetna Inc NEW COM 00817Y108 1,287 26,200 SH Call Sole 26,200 Aetna Inc NEW COM 00817Y108 3,149 64,100 SH Sole 64,100 Affiliated Computer Services Inc CL A 008190100 1,223 20,500 SH Call Sole 20,500 Affiliated Computer Services Inc CL A 008190100 387 6,500 SH Sole 6,500 Affymetrix Inc COM 00826T108 276 8,404 SH Sole 8,404 Agilent Technologies Inc COM 00846U101 1,370 36,500 SH Sole 36,500 Agnico-Eagle Mines Ltd COM 008474108 789 25,900 SH Call Sole 25,900 Airtran Holdings Inc COM 00949P108 301 16,600 SH Put Sole 16,600 Airtran Holdings Inc COM 00949P108 934 51,600 SH Call Sole 51,600 AK Stl Hldg Corp COM 001547108 244 16,300 SH Sole 16,300 AK Stl Hldg Corp COM 001547108 1,697 113,100 SH Put Sole 113,100 AK Stl Hldg Corp COM 001547108 1,820 121,300 SH Call Sole 121,300 Akamai Technologies Inc COM 00971T101 2,506 76,200 SH Call Sole 76,200 Akamai Technologies Inc COM 00971T101 4,223 128,400 SH Put Sole 128,400 Alberto Culver Co COM 013068101 645 14,600 SH Sole 14,600 Alcan Inc COM 013716105 229 5,000 SH Call Sole 5,000 Alcan Inc COM 013716105 489 10,700 SH Sole 10,700 Alexander & Baldwin Inc COM 014482103 243 5,100 SH Sole 5,100 Allegheny Energy Inc COM 017361106 528 15,600 SH Sole 15,600 Allegheny Technologies Inc COM 01741R102 4,032 65,900 SH Call Sole 65,900 Allegheny Technologies Inc COM 01741R102 8,596 140,500 SH Put Sole 140,500 Alliant TechSys Inc COM 018804104 470 6,100 SH Sole 6,100 Allstate Corp COM 020002101 2,714 52,100 SH Sole 52,100 Altera Corp COM 021441100 4,774 231,300 SH Call Sole 231,300 Altera Corp COM 021441100 6,411 310,600 SH Put Sole 310,600 Altria Group Inc COM 02209S103 4,450 62,800 SH Sole 62,800 Amazon Com Inc COM 023135106 307 8,400 SH Call Sole 8,400 AMBAC Financial Group Inc COM 023139108 239 3,000 SH Call Sole 3,000 Amerada Hess Corp COM 023551104 1,180 8,288 SH Sole 8,288 Amerada Hess Corp COM 023551104 3,645 25,600 SH Call Sole 25,600 Amerada Hess Corp COM 023551104 3,888 27,300 SH Put Sole 27,300 America Movil SA de CV SHS 02364W105 555 16,200 SH Put Sole 16,200 America Movil SA de CV SHS 02364W105 2,162 63,100 SH Call Sole 63,100 American Eagle Outfitters NE COM 02553E106 3,657 122,487 SH Sole 122,487 American Elec Pwr Inc COM 025537101 1,347 39,600 SH Sole 39,600 American Express Co COM 025816109 704 13,400 SH Sole 13,400 American Greetings Corp CL A 026375105 709 32,800 SH Sole 32,800 American International Group Inc COM 026874107 878 13,300 SH Sole 13,300 American International Group Inc COM 026874107 2,492 37,700 SH Put Sole 37,700 American International Group Inc COM 026874107 7,065 106,900 SH Call Sole 106,900 American St Cos Inc DEL COM 029712106 626 14,600 SH Put Sole 14,600 American St Cos Inc DEL COM 029712106 2,040 47,600 SH Call Sole 47,600 American Tower Corp CL A 029912201 855 28,200 SH Put Sole 28,200 American Tower Corp CL A 029912201 1,364 45,000 SH Call Sole 45,000 AmeriCredit Corp COM 03060R101 335 10,900 SH Call Sole 10,900 AMERIGROUP Corp COM 03073T102 235 11,200 SH Sole 11,200 AmerisourceBergen Corp COM 03073E105 2,181 45,200 SH Sole 45,200 Amgen Inc COM 031162100 3,703 50,900 SH Put Sole 50,900 Amgen Inc COM 031162100 8,788 120,800 SH Call Sole 120,800 AMR Corp COM 001765106 311 11,500 SH Sole 11,500 AMR Corp COM 001765106 1,977 73,100 SH Call Sole 73,100 AMYLIN PHARMACEUTICALS INC COM 032346108 1,231 25,160 SH Sole 25,160 Anadarko Pete Corp COM 032511107 343 3,400 SH Sole 3,400 Anadarko Pete Corp COM 032511107 1,424 14,100 SH Put Sole 14,100 Anadarko Pete Corp COM 032511107 4,141 41,000 SH Call Sole 41,000 Analog Devices Inc COM 032654105 2,527 66,000 SH Call Sole 66,000 Andrew Corp COM 034425108 182 14,800 SH Call Sole 14,800 Andrx Corp DEL ANDRX GROUP 034553107 1,723 72,602 SH Sole 72,602 AngloGold Ashanti Ltd SPONSORED ADR 035128206 1,109 20,500 SH Call Sole 20,500 AngloGold Ashanti Ltd ADR 035128206 3,485 64,400 SH Put Sole 64,400 Anheuser-Busch Cos Inc COM 035229103 1,740 40,700 SH Sole 40,700 Annaly Mtg Mgmt Inc COM 035710409 1,348 111,100 SH Sole 111,100 AnnTaylor Stores Corp COM 036115103 228 6,200 SH Sole 6,200 AON Corp COM 037389103 390 9,400 SH Put Sole 9,400 AON Corp COM 037389103 859 20,700 SH Sole 20,700 Apache Corp COM 037411105 248 3,800 SH Sole 3,800 Apache Corp COM 037411105 3,046 46,500 SH Put Sole 46,500 Apache Corp COM 037411105 6,669 101,800 SH Call Sole 101,800 Apollo Group Inc CL A 037604105 930 17,715 SH Sole 17,715 Apple Computer Inc COM 037833100 344 5,500 SH Sole 5,500 Apple Computer Inc COM 037833100 778 12,400 SH Put Sole 12,400 Apple Computer Inc COM 037833100 4,986 79,500 SH Call Sole 79,500 Applied Matls inc COM 038222105 2,024 115,614 SH Sole 115,614 Applied Matls inc COM 038222105 3,730 213,000 SH Call Sole 213,000 Applied Matls inc COM 038222105 4,400 251,300 SH Put Sole 251,300 Apria Healthcare Group Inc COM 037933108 716 31,200 SH Sole 31,200 Arch Coal Inc COM 039380100 2,149 28,300 SH Sole 28,300 Arch Coal Inc COM 039380100 4,070 53,600 SH Call Sole 53,600 Arch Coal Inc COM 039380100 5,680 74,800 SH Put Sole 74,800 Arche Daniels Midland Co COM 039483102 740 22,000 SH Call Sole 22,000 Arkansas Best Corp DEL COM 040790107 273 7,000 SH Sole 7,000 Armor Holdings Inc COM 042260109 781 13,400 SH Call Sole 13,400 Arrow Electrs Inc COM 042735100 645 20,000 SH Sole 20,000 ArvinMeritor Inc COM 043353101 559 37,500 SH Sole 37,500 AT&T Inc COM 00206R102 1,638 60,600 SH Sole 60,600 ATI Technologies Inc COM 001941103 445 25,929 SH Sole 25,929 Atmel Corp COM 049513104 158 33,538 SH Sole 33,538 Atmos Energy Corp COM 049560105 350 13,300 SH Sole 13,300 Autodesk Inc COM 052769106 543 14,100 SH Call Sole 14,100 Autodesk Inc COM 052769106 934 24,256 SH Sole 24,256 Autodesk Inc COM 052769106 2,874 74,600 SH Put Sole 74,600 Automatic Data Processing Inc COM 053015103 2,841 62,200 SH Sole 62,200 AvalonBay Cmntys Inc COM 053484101 546 5,000 SH Put Sole 5,000 Avaya Inc COM 053499109 1,335 118,200 SH Sole 118,200 Avnet Inc COM 053807103 634 25,000 SH Sole 25,000 Avon Prods Inc COM 054303102 483 15,500 SH Put Sole 15,500 Baker Hughes Inc COM 057224107 226 3,300 SH Call Sole 3,300 Baker Hughes Inc COM 057224107 670 9,800 SH Sole 9,800 Baker Hughes Inc COM 057224107 1,252 18,300 SH Put Sole 18,300 Barnes & Noble Inc COM 067774109 439 9,500 SH Sole 9,500 Barr Pharmaceuticals Inc COM 068306109 504 8,000 SH Put Sole 8,000 Barr Pharmaceuticals Inc COM 068306109 1,297 20,600 SH Call Sole 20,600 Barr Pharmaceuticals Inc COM 068306109 2,556 40,600 SH Sole 40,600 Barrick Gold Corp COM 067901108 577 21,200 SH Put Sole 21,200 Barrick Gold Corp COM 067901108 1,071 39,300 SH Call Sole 39,300 Barrick Gold Corp COM 067901108 1,754 64,400 SH Sole 64,400 Bausch & Lomb Inc COM 071707103 1,567 24,600 SH Sole 24,600 Baxter Intl Inc COM 071813109 2,771 71,400 SH Sole 71,400 BEA Sys Inc COM 073325102 159 12,100 SH Put Sole 12,100 BEA Sys Inc COM 073325102 877 66,800 SH Call Sole 66,800 Bear Stearns Cos Inc COM 073902108 901 6,500 SH Sole 6,500 Beckman Coulter Inc COM 075811109 976 17,900 SH Sole 17,900 Becton Dickinson & Co COM 075887109 1,077 17,500 SH Sole 17,500 Bed Bath & Beyond Inc COM 075896100 1,252 32,600 SH Call Sole 32,600 Best Buy Co Inc COM 086516101 392 7,000 SH Put Sole 7,000 Best Buy Co Inc COM 086516101 1,130 20,200 SH Call Sole 20,200 Best Buy Co Inc COM 086516101 1,213 21,700 SH Sole 21,700 Biogen Idec Inc COM 09062X103 791 16,800 SH Call Sole 16,800 Biogen Idec Inc COM 09062X103 1,333 28,308 SH Sole 28,308 Biogen Idec Inc COM 09062X103 1,437 30,500 SH Put Sole 30,500 Biotech Holders TR DEPOSITORY RCPTS 09067D201 1,181 6,100 SH Sole 6,100 Biovail Corp COM 09067J109 2,931 120,400 SH Sole 120,400 BJ s Wholesale Club Inc COM 05548J106 620 19,700 SH Sole 19,700 BJ Svcs Co COM 055482103 252 7,300 SH Sole 7,300 BJ Svcs Co COM 055482103 654 18,900 SH Call Sole 18,900 Black & Decker Corp COM 091797100 538 6,200 SH Sole 6,200 Block H&R Inc COM 093671105 543 25,100 SH Sole 25,100 Borders Group Inc COM 099709107 762 30,200 SH Sole 30,200 Boston Scientific Corp COM 101137107 509 22,100 SH Sole 22,100 Boston Scientific Corp COM 101137107 692 30,000 SH Put Sole 30,000 Boston Scientific Corp COM 101137107 738 32,000 SH Call Sole 32,000 BP PLC SPONSORED ADR 055622104 1,917 27,800 SH Call Sole 27,800 Briggs & Stratton Corp COM 109043109 339 9,600 SH Sole 9,600 Briggs & Stratton Corp COM 109043109 707 20,000 SH Put Sole 20,000 Brinker Intl Inc COM 109641100 726 17,200 SH Sole 17,200 Bristol Myers Squibb Co COM 110122108 1,587 64,500 SH Sole 64,500 Broadcom Corp CL A 111320107 1,769 41,000 SH Sole 41,000 Burlington Northrn Santa Fe C COM 12189T104 2,225 26,700 SH Put Sole 26,700 Burlington Northrn Santa Fe C COM 12189T104 3,000 36,000 SH Call Sole 36,000 C D W Corp COM 12512N105 3,531 60,000 SH Call Sole 60,000 CA Inc COM 12673P105 424 15,600 SH Sole 15,600 CACI Intl Inc CL A 127190304 1,368 20,800 SH Call Sole 20,800 CACI Intl Inc CL A 127190304 1,447 22,000 SH Put Sole 22,000 CAL Dive International Inc COM 127914109 728 19,200 SH Put Sole 19,200 CAL Dive International Inc COM 127914109 2,130 56,200 SH Call Sole 56,200 Cameco Corp COM 13321L108 234 6,500 SH Sole 6,500 Cameco Corp COM 13321L108 3,449 95,800 SH Call Sole 95,800 Cameco Corp COM 13321L108 8,129 225,800 SH Put Sole 225,800 Campbell Soup Co COM 134429109 554 17,100 SH Sole 17,100 Capital One Finl Corp COM 14040H105 1,095 13,600 SH Sole 13,600 Capital One Finl Corp COM 14040H105 1,651 20,500 SH Call Sole 20,500 Cardinal Health Inc COM 14149Y108 298 4,000 SH Sole 4,000 Career Education Corp COM 141665109 250 6,652 SH Sole 6,652 Career Education Corp COM 141665109 411 10,900 SH Put Sole 10,900 Career Education Corp COM 141665109 1,355 35,900 SH Call Sole 35,900 Carmax Inc COM 143130102 238 7,300 SH Sole 7,300 Carnival Corp PAIRED CTF 143658300 582 12,300 SH Sole 12,300 Carpenter Technology Corp COM 144285103 813 8,600 SH Put Sole 8,600 Carpenter Technology Corp COM 144285103 1,134 12,000 SH Call Sole 12,000 CBRL Group Inc COM 12489V106 483 11,000 SH Call Sole 11,000 CBRL Group Inc COM 12489V106 1,128 25,700 SH Sole 25,700 CBS Corp NEW CL B 124857202 1,299 54,200 SH Sole 54,200 CEC Entmnt Inc COM 125137109 497 14,800 SH Sole 14,800 Celgene Corp COM 151020104 1,521 34,400 SH Call Sole 34,400 Celgene Corp COM 151020104 2,021 45,705 SH Sole 45,705 Cendant Corp COM 151313103 903 52,100 SH Sole 52,100 Centerpoint Energy Inc COM 15189T107 430 36,100 SH Sole 36,100 Centex Corp COM 152312104 1,829 29,500 SH Call Sole 29,500 Century Alum Co COM 156431108 361 8,517 SH Sole 8,517 Cephalon Inc COM 156708109 608 10,100 SH Sole 10,100 Cephalon Inc COM 156708109 1,127 18,700 SH Put Sole 18,700 Cerner Corp COM 156782104 294 6,200 SH Call Sole 6,200 Charles Schwab Corp NEW COM 808513105 473 27,500 SH Sole 27,500 Charles Schwab Corp NEW COM 808513105 1,695 98,500 SH Call Sole 98,500 Check Point Software Tech LT ORD M22465104 386 19,300 SH Put Sole 19,300 Check Point Software Tech LT ORD M22465104 1,255 62,700 SH Call Sole 62,700 Checkfree Corp NEW COM 162813109 1,560 30,900 SH Call Sole 30,900 Checkfree Corp NEW COM 162813109 1,818 36,000 SH Put Sole 36,000 Cheesecake Factory Inc COM 163072101 370 9,900 SH Sole 9,900 Cheniere Energy Inc COM NEW 16411R208 1,132 27,900 SH Put Sole 27,900 Cheniere Energy Inc COM NEW 16411R208 2,045 50,400 SH Call Sole 50,400 CHESAPEAKE ENERGY CORP COM 165167107 976 31,100 SH Sole 31,100 Chesapeake Energy Corp COM 165167107 5,990 190,700 SH Call Sole 190,700 Chesapeake Energy Corp COM 165167107 6,681 212,700 SH Put Sole 212,700 ChevronTexaco Corp COM 166764100 1,107 19,100 SH Call Sole 19,100 ChevronTexaco Corp COM 166764100 2,609 45,000 SH Put Sole 45,000 Chicago Mercantile Hldgs Inc CL A 167760107 2,864 6,400 SH Put Sole 6,400 Chicago Mercantile Hldgs Inc CL A 167760107 7,071 15,800 SH Call Sole 15,800 Chico' FAS Inc COM 168615102 329 8,100 SH Call Sole 8,100 Chico s FAS Inc COM 168615102 362 8,900 SH Put Sole 8,900 Childrens Pl Retail Stores COM 168905107 225 3,900 SH Sole 3,900 Childrens Pl Retail Stores COM 168905107 423 7,300 SH Call Sole 7,300 Childrens Pl Retail Stores COM 168905107 955 16,500 SH Put Sole 16,500 Chiron Corp COM 170040109 1,402 30,600 SH Call Sole 30,600 Chubb Corp COM 171232101 2,271 23,800 SH Sole 23,800 Cia Vale do Rio Doce ADR 204412209 3,421 70,500 SH Call Sole 70,500 Cia Vale do Rio Doce ADR 204412209 4,513 93,000 SH Put Sole 93,000 Cigna Corp COM 125509109 927 7,100 SH Sole 7,100 Cimarex Energy Co COM 171798101 311 7,200 SH Call Sole 7,200 Cimarex Energy Co COM 171798101 497 11,500 SH Put Sole 11,500 Cimarex Energy Co COM 171798101 545 12,600 SH Sole 12,600 Cincinnati Finl Corp COM 172062101 353 8,400 SH Sole 8,400 Cintas Corp COM 172908105 401 9,400 SH Call Sole 9,400 Circuit City Store Inc COM 172737108 954 39,000 SH Sole 39,000 Cisco Sys Inc COM 17275R102 4,297 198,300 SH Put Sole 198,300 Cisco Sys Inc COM 17275R102 6,395 295,100 SH Call Sole 295,100 Citizens Communications Co COM 17453B101 1,397 105,300 SH Sole 105,300 Citrix Sys Inc COM 177376100 2,293 60,500 SH Call Sole 60,500 Clear Channel Communications COM 184502102 1,546 53,300 SH Sole 53,300 Cleveland Cliffs Inc COM 185896107 243 2,800 SH Sole 2,800 Cleveland Cliffs Inc COM 185896107 4,870 55,900 SH Put Sole 55,900 Cleveland Cliffs Inc COM 185896107 8,364 96,000 SH Call Sole 96,000 CMS Energy Corp COM 125896100 1,041 80,400 SH Sole 80,400 CNET Networks Inc COM 12613R104 173 12,200 SH Put Sole 12,200 CNET Networks Inc COM 12613R104 362 25,500 SH Call Sole 25,500 Coach Inc COM 189754104 709 20,500 SH Put Sole 20,500 Coca-Cola Enterprises Inc COM 191219104 1,523 74,900 SH Sole 74,900 Comcast Corp NEW CL A 20030N101 2,360 90,200 SH Call Sole 90,200 Comerica Inc COM 200340107 840 14,500 SH Sole 14,500 Commercial Metals Co COM 201723103 396 7,400 SH Put Sole 7,400 Commercial Metals Co COM 201723103 508 9,500 SH Sole 9,500 Commercial Metals Co COM 201723103 674 12,600 SH Call Sole 12,600 Computer Sciences Corp COM 205363104 1,022 18,400 SH Sole 18,400 Compuware Corp COM 205638109 142 18,146 SH Sole 18,146 Comverse Technology Inc COM 205862402 956 40,664 SH Sole 40,664 ConAgra Foods Inc COM 205887102 304 14,200 SH Sole 14,200 ConocoPhillips COM 20825C104 5,292 83,800 SH Call Sole 83,800 ConocoPhillips COM 20825C104 5,576 88,300 SH Put Sole 88,300 Consol Energy Inc COM 20854P109 3,122 42,100 SH Put Sole 42,100 Consol Energy Inc COM 20854P109 5,377 72,500 SH Call Sole 72,500 Convergys Corp COM 212485106 318 17,500 SH Sole 17,500 Cooper Cos Inc COM 216648402 718 13,300 SH Sole 13,300 Cooper Indst Ltd CL A G24182100 878 10,100 SH Call Sole 10,100 Copart Inc COM 217204106 378 13,795 SH Sole 13,795 Corinthian Colleges Inc COM 218868107 188 13,056 SH Sole 13,056 Corinthian Colleges Inc COM 218868107 331 23,000 SH Call Sole 23,000 Corinthian Colleges Inc COM 218868107 1,050 72,900 SH Put Sole 72,900 Corn Products Intl Inc COM 219023108 215 7,300 SH Sole 7,300 Corning Inc COM 219350105 244 9,100 SH Sole 9,100 Corning Inc COM 219350105 6,074 225,700 SH Call Sole 225,700 Corning Inc COM 219350105 7,206 267,800 SH Put Sole 267,800 Costco Whsl Corp COM 22160K105 314 5,800 SH Call Sole 5,800 Credence Sys Corp COM 225302108 302 41,200 SH Sole 41,200 Cree Inc COM 225447101 420 12,800 SH Put Sole 12,800 Cree Inc COM 225447101 2,425 73,900 SH Call Sole 73,900 Crown Holdings Inc COM 228368106 259 14,600 SH Sole 14,600 Crown Holdings Inc COM 228368106 658 37,100 SH Call Sole 37,100 CSG SysS Intl Inc COM 126349109 525 22,618 SH Sole 22,618 CSX Corp COM 126408103 1,070 17,900 SH Put Sole 17,900 Cummins Inc COM 231021106 1,660 15,799 SH Sole 15,799 Cymer Inc COM 232572107 772 17,000 SH Put Sole 17,000 Cymer Inc COM 232572107 3,608 79,400 SH Call Sole 79,400 Cypress Semiconductor Corp COM 232806109 993 58,600 SH Put Sole 58,600 Cypress Semiconductor Corp COM 232806109 1,780 105,000 SH Call Sole 105,000 Darden Restaurants Inc COM 237194105 997 24,300 SH Sole 24,300 DaVita Inc COM 23918K108 216 3,600 SH Sole 3,600 Dean Foods Co NEW COM 242370104 411 10,600 SH Sole 10,600 Deere & Co COM 244199105 347 4,400 SH Sole 4,400 Dell Inc COM 24702R101 2,411 81,000 SH Call Sole 81,000 Deluxe Corp COM 248019101 934 35,700 SH Sole 35,700 Devon Energy Corp NEW COM 25179M103 2,447 40,000 SH Put Sole 40,000 Devon Energy Corp NEW COM 25179M103 5,652 92,400 SH Call Sole 92,400 DeVry Inc DEL COM 251893103 248 10,900 SH Sole 10,900 Diamond Offshore Drilling IN COM 25271C102 3,410 38,100 SH Put Sole 38,100 Diamond Offshore Drilling IN COM 25271C102 4,430 49,500 SH Call Sole 49,500 Digital River Inc COM 25388B104 1,679 38,500 SH Call Sole 38,500 Digital River Inc COM 25388B104 2,582 59,200 SH Put Sole 59,200 Disney Walt Co COM 254687106 1,183 42,400 SH Call Sole 42400 Disney Walt Co COM 254687106 2,025 72,600 SH Put Sole 72600 Dollar Genl Corp COM 256669102 1,579 89,400 SH Sole 89,400 Dollar Tree Stores Inc COM 256747106 1,259 45,503 SH Sole 45,503 Dominion Res Inc VA NEW COM 25746U109 835 12,100 SH Sole 12,100 Dominion Res Inc VA NEW COM 25746U109 1,546 22,400 SH Call Sole 22,400 Donnelley RR & Sons Co COM 257867101 1,495 45,700 SH Sole 45,700 Dover Corp COM 260003108 262 5,400 SH Call Sole 5,400 Dow Chem Co COM 260543103 1,043 25,700 SH Sole 25,700 Dow Jones & Co Inc COM 260561105 208 5,300 SH Sole 5,300 DR Horton Inc COM 23331A109 272 8,200 SH Call Sole 8,200 DR Horton Inc COM 23331A109 279 8,400 SH Put Sole 8,400 DRS Technologies Inc COM 23330X100 274 5,000 SH Sole 5,000 Dycom Inds Inc COM 267475101 359 16,900 SH Sole 16,900 Dynegy Inc CL A 26816Q101 180 37,700 SH Sole 37,700 Eastman Chem Co COM 277432100 1,719 33,600 SH Sole 33,600 Eastman Kodak Co COM 277461109 5,449 191,600 SH Sole 191,600 eBay Inc COM 278642103 1,603 41,103 SH Sole 41103 eBay Inc COM 278642103 7,219 185,100 SH Put Sole 185100 eBay Inc COM 278642103 9,844 252,400 SH Call Sole 252400 Edison Intl COM 281020107 1,177 28,600 SH Sole 28,600 EL Paso Corp COM 28336L109 264 21,900 SH Call Sole 21,900 EL Paso Corp COM 28336L109 650 54,000 SH Sole 54,000 Elan PLC ADR 284131208 355 24,600 SH Sole 24,600 Elan PLC ADR 284131208 786 54,400 SH Put Sole 54,400 Elan PLC ADR 284131208 3,679 254,800 SH Call Sole 254,800 Electronic Arts Inc COM 285512109 1,171 21,400 SH Call Sole 21,400 Electronic Arts Inc COM 285512109 1,538 28,100 SH Put Sole 28,100 Electronic Data Sys NEW COM 285661104 1,365 50,900 SH Sole 50,900 Eli & Co COM 532457108 2,820 51,000 SH Call Sole 51,000 EMC Corp/Mass COM 268648102 567 41,600 SH Put Sole 41,600 EMC Corp/Mass COM 268648102 740 54,300 SH Call Sole 54,300 Emdeon Corp COM 290849108 5,231 484,439 SH Sole 484,439 Empresa Brasileira d SHS 29081M102 287 7,800 SH Put Sole 7,800 Empresa Brasileira d SHS 29081M102 501 13,600 SH Call Sole 13,600 Emulex Corp COM 292475209 420 24,600 SH Sole 24,600 Emulex Corp COM 292475209 1,003 58,700 SH Put Sole 58,700 Emulex Corp COM 292475209 1,053 61,600 SH Call Sole 61,600 Energizer Hldgs Inc COM 29266R108 535 10,100 SH Sole 10,100 ENSCO Intl Inc COM 26874Q100 2,531 49,200 SH Put Sole 49,200 ENSCO Intl Inc COM 26874Q100 3,879 75,400 SH Call Sole 75,400 Entercom Communications Corp CL A 293639100 550 19,700 SH Sole 19,700 EOG Res Inc COM 26875P101 2,182 30,300 SH Put Sole 30,300 EOG Res Inc COM 26875P101 5,371 74,600 SH Call Sole 74,600 Equity Office Properties Tru COM 294741103 1,326 39,500 SH Sole 39,500 Ericsson LM TEL CO ADR 294821608 2,527 67,000 SH Put Sole 67,000 Ericsson LM TEL CO ADR 294821608 5,605 148,600 SH Call Sole 148600 Everest Re Group Ltd COM G3223R108 1,792 19,200 SH Sole 19,200 Expedia Inc COM 30212P105 248 12,264 SH Sole 12,264 Expedia Inc COM 30212P105 422 20,800 SH Call Sole 20,800 Expedia Inc COM 30212P105 472 23,300 SH Put Sole 23,300 Expeditors International Wash Inc COM 302130109 233 2,700 SH Call Sole 2,700 Express Scripts Inc COM 302182100 2,048 23,300 SH Call Sole 23,300 Exxon Mobil Corp COM 30231G102 1,668 27,400 SH Put Sole 27,400 Exxon Mobil Corp COM 30231G102 2,033 33,400 SH Call Sole 33,400 F5 Networks Inc COM 315616102 3,284 45,300 SH Call Sole 45,300 F5 Networks Inc COM 315616102 5,074 70,000 SH Put Sole 70,000 Fair Isaac Corp COM 303250104 337 8,500 SH Put Sole 8,500 Fair Isaac Corp COM 303250104 725 18,300 SH Sole 18,300 Fairchild Semiconductor Intl COM 303726103 553 29,000 SH Put Sole 29,000 Fairchild Semiconductor Intl COM 303726103 1,526 80,000 SH Call Sole 80,000 Family DL Stores Inc COM 307000109 617 23,200 SH Sole 23,200 Fastenal Co COM 311900104 767 16,200 SH Call Sole 16,200 Federal Home, In Mtg Corp COM 313400301 610 10,000 SH Sole 10,000 Federal Natl Mtg Assn COM 313586109 246 4,800 SH Sole 4,800 Federal Natl Mtg Assn COM 313586109 1,100 21,400 SH Put Sole 21,400 Federal Natl Mtg Assn COM 313586109 2,128 41,400 SH Call Sole 41,400 Federated Dep Stores Inc DEL COM 31410H101 1,708 23,400 SH Call Sole 23,400 Federated Dep Stores Inc DEL COM 31410H101 1,598 21,900 SH Sole 21,900 Fidelity Natl Fin Inc COM 316326107 1,247 35,100 SH Sole 35,100 Fifth Third Bancorp COM 316773100 744 18,926 SH Sole 18,926 First American Corp Calif COM 318522307 1,691 43,200 SH Sole 43,200 Fiserv Inc COM 337738108 426 10,000 SH Call Sole 10,000 Fleetwood Enterprises Inc COM 339099103 125 11,200 SH Call Sole 11,200 Flextronics Intl Ltd ORD Y2573F102 672 64,900 SH Put Sole 64,900 Flextronics Intl Ltd ORD Y2573F102 675 65,200 SH Call Sole 65,200 Fluor Corp NEW COM 343412102 1,226 14,300 SH Sole 14,300 FMC Corp COM NEW 302491303 409 6,600 SH Sole 6,600 Ford Mtr Co DEL COM 345370860 2,143 269,300 SH Sole 269,300 Forest Labs Inc COM 345838106 2,044 45,800 SH Call Sole 45,800 Fortune Brands Inc COM 349631101 894 11,100 SH Sole 11,100 FOUNDRY NETWORKS INC COM 35063R100 4,578 252,100 SH Put Sole 252,100 FOUNDRY NETWORKS INC COM 35063R100 5,891 324,400 SH Call Sole 324,400 FPL Group Inc COM 302571104 381 9,500 SH Call Sole 9,500 Franklin Res Inc COM 354613101 415 4,400 SH Call Sole 4,400 Freds Inc CL A 356108100 439 33,128 SH Sole 33,128 Freeport-McMoRan Copper & Go CL B 35671D857 1,147 19,200 SH Sole 19,200 Freeport-McMoRan Copper & Go CL B 35671D857 2,421 40,500 SH Put Sole 40,500 Freeport-McMoRan Copper & Go CL B 35671D857 5,863 98,100 SH Call Sole 98,100 Friedman Billings Ramsey Gro CL A 358434108 219 23,400 SH Put Sole 23,400 Friedman Billings Ramsey Gro CL A 358434108 800 85,300 SH Sole 85,300 Frontier Oil Corp COM 35914P105 356 6,000 SH Put Sole 6,000 Frontier Oil Corp COM 35914P105 1,543 26,000 SH Call Sole 26,000 Furniture Brands Itnl Inc COM 360921100 573 23,400 SH Sole 23,400 Gallagher Arthur J & Co COM 363576109 839 30,200 SH Sole 30,200 Gap Inc/The COM 364760108 2,166 116,000 SH Sole 116,000 Garmin LTD ORD G37260109 1,001 12,600 SH Call Sole 12,600 Gateway Inc COM 367626108 46 21,200 SH Sole 21,200 Genentech Inc COM 368710406 718 8,500 SH Put Sole 8,500 Genentech Inc COM 368710406 1,732 20,500 SH Call Sole 20,500 General Dynamics Corp COM 369550108 473 7,400 SH Call Sole 7,400 General Electric Co COM 369604103 219 6,300 SH Call Sole 6,300 General Growth Ppttys Inc COM 370021107 410 8,400 SH Sole 8,400 General Mls Inc COM 370334104 1,647 32,500 SH Sole 32,500 Genzyme Corp COM 372917104 1,613 24,000 SH Put Sole 24,000 Genzyme Corp COM 372917104 2,346 34,900 SH Call Sole 34,900 Georgia Gulf Corp COM 373200203 330 12,700 SH Sole 12,700 Gilead Sciences Inc COM 375558103 1,910 30,700 SH Call Sole 30,700 Gilead Sciences Inc COM 375558103 2,290 36,800 SH Put Sole 36,800 Glamis Gold Ltd COM 376775102 2,275 69,600 SH Call Sole 69,600 Glamis Gold Ltd COM 376775102 4,431 135,600 SH Put Sole 135,600 Global Inds Ltd COM 379336100 145 10,000 SH Put Sole 10,000 Gold Fields Ltd ADR 38059T106 484 22,000 SH Call Sole 22,000 Goldcorp Inc COM 380956409 585 20,000 SH Call Sole 20,000 Goldcorp Inc COM 380956409 2,121 72,500 SH Put Sole 72,500 Goldman Sachs Group Inc COM 38141G104 1,475 9,400 SH Call Sole 9,400 Goldman Sachs Group Inc COM 38141G104 3,846 24,500 SH Put Sole 24,500 Goodyear Tire & Rub Co COM 382550101 525 36,300 SH Sole 36,300 Goodyear Tire & Rub Co COM 382550101 783 54,100 SH Put Sole 54,100 Goodyear Tire & Rub Co COM 382550101 1,148 79,300 SH Call Sole 79,300 Grace WR & Co DEL NEW COM 38388F108 2,757 207,354 SH Sole 207354 GrafTech Intl Ltd COM 384313102 107 17,600 SH Sole 17,600 Grainger WW Inc COM 384802104 535 7,100 SH Call Sole 7100 Grainger WW Inc COM 384802104 535 7,100 SH Put Sole 7100 Grant Prideco Inc COM 38821G101 561 13,100 SH Call Sole 13,100 Great Atlantic & Pac Tea Inc COM 390064103 241 6,900 SH Call Sole 6,900 Greater Bay Bancorp COM 391648102 588 21,200 SH Sole 21,200 Halliburton Co COM 406216101 5,214 71,400 SH Call Sole 71,400 Halliburton Co COM 406216101 7,850 107,500 SH Put Sole 107,500 Hanover Ins Group Inc COM 410867105 461 8,800 SH Sole 8,800 Harley Davidson Inc COM 412822108 348 6,700 SH Call Sole 6,700 Harmony Gold Mng Ltd SPONSORED ADR 413216300 318 20,000 SH Put Sole 20,000 Harmony Gold Mng Ltd SPONSORED ADR 413216300 476 30,000 SH Call Sole 30,000 Harrah s Entmt Inc COM 413619107 413 5,300 SH Call Sole 5,300 Harris Corp DEL COM 413875105 524 11,100 SH Sole 11,100 Hartford Fin Svcs Group Inc COM 416515104 3,028 37,600 SH Sole 37,600 Hasbro Inc COM 418056107 512 24,300 SH Sole 24,300 HCA Inc COM 404119109 1,955 42,700 SH Sole 42,700 Health Net Inc COM 42222G108 2,566 50,500 SH Sole 50,500 Helmerich & Payne Inc COM 423452101 586 8,400 SH Call Sole 8,400 Hershey Co COM 427866108 820 15,700 SH Sole 15,700 Hewlett Packard Co COM 428236103 3,957 120,300 SH Sole 120,300 Home Depot Inc COM 437076102 482 11,400 SH Call Sole 11,400 Home Depot Inc COM 437076102 825 19,504 SH Sole 19,504 Home Depot Inc COM 437076102 876 20,700 SH Put Sole 20,700 Hospira Inc COM 441060100 260 6,600 SH Sole 6,600 HOST MARRIOTT CORP NEW COM 44107P104 1,718 80,300 SH Sole 80,300 HOT Topic Inc COM 441339108 201 13,900 SH Sole 13,900 Human Genome Sciences Inc COM 444903108 315 29,000 SH Sole 29,000 Humana Inc COM 444859102 242 4,600 SH Sole 4,600 Humana Inc COM 444859102 400 7,600 SH Call Sole 7,600 Hunt JB Trans Svcs Inc COM 445658107 470 21,853 SH Sole 21,853 Hutchinson Technology Inc COM 448407106 433 14,361 SH Sole 14,361 IMPAC Mtg Hldgs Inc COM 45254P102 1,182 122,700 SH Sole 122,700 Inco Ltd COM 453258402 2,140 42,900 SH Put Sole 42,900 Inco Ltd INDR COM 453258402 878 17,600 SH Call Sole 17,600 Ingersoll-Rand Company Ltd CL A G4776G101 1,688 40,400 SH Call Sole 40,400 Integrated Device Technology Inc COM 458118106 2,513 169,100 SH Call Sole 169,100 Integrated Device Technology Inc COM 458118106 3,302 222,200 SH Put Sole 222,200 Intel Corp COM 458140100 2,639 135,600 SH Put Sole 135,600 Intel Corp COM 458140100 6,196 318,400 SH Call Sole 318,400 International Business Machs COM 459200101 214 2,600 SH Call Sole 2,600 International Game Technology COM 459902102 232 6,600 SH Call Sole 6,600 International Game Technology COM 459902102 1,430 40,600 SH Put Sole 40,600 International Rectifier Corp COM 460254105 352 8,500 SH Put Sole 8,500 International Rectifier Corp COM 460254105 2,676 64,600 SH Call Sole 64,600 Interpublic Group Cos Inc COM 460690100 695 72,800 SH Sole 72,800 Intersil Corp CL A 46069S109 680 23,500 SH Put Sole 23,500 Intersil Corp CL A 46069S109 1,004 34,700 SH Call Sole 34,700 Intuit COM 461202103 569 10,700 SH Sole 10,700 Intuit COM 461202103 697 13,100 SH Call Sole 13,100 Intuitive Surgical Inc COM NEW 46120E602 1,499 12,700 SH Call Sole 12,700 Intuitive Surgical Inc COM NEW 46120E602 1,900 16,100 SH Put Sole 16,100 Intuitive Surgical Inc COM NEW 46120E602 5,782 49,006 SH Sole 49,006 Investors Services Inc COM 461915100 229 4,886 SH Sole 4,886 Invitrogen Corp COM 46185R100 722 10,298 SH Sole 10,298 Invitrogen Corp COM 46185R100 5,014 71,500 SH Put Sole 71,500 Invitrogen Corp COM 46185R100 6,305 89,900 SH Call Sole 89,900 IPSCO Inc COM 462622101 1,436 13,800 SH Put Sole 13,800 IPSCO Inc COM 462622101 4,393 42,200 SH Call Sole 42,200 iShares TR Russell 2000 464287655 1,063 14,000 SH Sole 14000 ITT Educational Services Inc COM 45068B109 371 5,800 SH Call Sole 5,800 ITT Educational Services Inc COM 45068B109 787 12,300 SH Sole 12,300 ITT Educational Services Inc COM 45068B109 1,473 23,000 SH Put Sole 23,000 ITT Inds Inc COM 450911102 2,237 39,800 SH Sole 39,800 Jabil Circuit Inc COM 466313103 857 20,000 SH Call Sole 20,000 Janus Cap Group Inc COM 47102X105 463 20,000 SH Call Sole 20,000 JetBlue Awys Corp COM 477143101 214 20,000 SH Put Sole 20,000 Jones Apparel Group Inc COM 480074103 636 18,000 SH Sole 18,000 JP Morgan Chase & Co COM 46625H100 375 9,000 SH Call Sole 9,000 JPMorgan Chase & Co COM 46625H100 222 5,340 SH Sole 5,340 Juniper Networks Inc COM 48203R104 268 14,059 SH Sole 14,059 Juniper Networks Inc COM 48203R104 3,151 164,800 SH Call Sole 164,800 Juniper Networks Inc COM 48203R104 4,570 239,000 SH Put Sole 239,000 KB Home COM 48666K109 1,891 29,100 SH Call Sole 29,100 Kerr McGee Corp COM 492386107 1,241 13,000 SH Sole 13,000 Kimberly Clark Corp COM 494368103 1,705 29,500 SH Sole 29,500 Kinder Morgan Inc Kans COM 49455P101 984 10,700 SH Sole 10,700 Kla-Tencor Corp COM 482480100 246 5,100 SH Sole 5,100 Kla-Tencor Corp COM 482480100 3,477 71,900 SH Put Sole 71,900 Kla-Tencor Corp COM 482480100 5,194 107,400 SH Call Sole 107,400 Knight Ridder Inc COM 499040103 632 10,000 SH Sole 10,000 Kos Pharmaceuticals Inc COM 500648100 326 6,836 SH Sole 6,836 Kroger Co COM 501044101 1,349 66,300 SH Sole 66,300 L-3 Communications Hldgs Inc COM 502424104 214 2,500 SH Put Sole 2,500 Lam Research Corp COM 512807108 1,372 31,900 SH Call Sole 31,900 Lam Research Corp COM 512807108 3,083 71,700 SH Put Sole 71,700 Laureate Education Inc COM 518613104 640 12,000 SH Sole 12,000 Lear Corp COM 521865105 1,070 60,400 SH Sole 60,400 Legg Mason Inc COM 524901105 438 3,500 SH Sole 3,500 Legg Mason Inc COM 524901105 4,336 34,600 SH Put Sole 34,600 Legg Mason Inc COM 524901105 14,576 116,300 SH Call Sole 116,300 Lennar Corp CL A 526057104 1,062 17,600 SH Sole 17,600 Liberty PPTY Trust SH BEN INT 531172104 452 9,600 SH Sole 9,600 LifePoint Hospitals Inc COM 53219L109 534 17,200 SH Sole 17,200 Limited Brands Inc COM 532716107 523 21,400 SH Sole 21,400 Lincare Hldgs Inc COM 532791100 934 23,985 SH Sole 23,985 Lincoln Natl Corp IND COM 534187109 633 11,600 SH Call Sole 11,600 Lincoln Natl Corp IND COM 534187109 797 14,600 SH Sole 14,600 Linear Technology Corp COM 535678106 1,954 55,700 SH Call Sole 55,700 Liz Claiborne Inc COM 539320101 262 6,400 SH Call Sole 6,400 Lone Star Technologies Inc COM 542312103 2,405 43,400 SH Put Sole 43,400 Lone Star Technologies Inc COM 542312103 2,649 47,800 SH Call Sole 47,800 Louisiana-Pac Corp COM 546347105 484 17,800 SH Sole 17,800 Lowe s Cos Inc COM 548661107 213 3,300 SH Call Sole 3,300 LSI Logic Corp COM 502161102 558 48,300 SH Call Sole 48,300 Lubrizol Corp COM 549271104 295 6,900 SH Sole 6,900 Lucent Technologies Inc COM 549463107 125 41,300 SH Sole 41,300 Lyondell Chemical Co COM 552078107 205 10,300 SH Put Sole 10,300 Lyondell Chemical Co COM 552078107 285 14,300 SH Call Sole 14,300 Lyondell Chemical Co COM 552078107 1,562 78,500 SH Sole 78,500 MACERICH CO COM 554382101 370 5,000 SH Call Sole 5,000 MACK-CALI RLTY CORP COM 554489104 936 19,500 SH Sole 19,500 Marathon Oil Corp COM 565849106 1,143 15,000 SH Call Sole 15,000 Marathon Oil Corp COM 565849106 3,755 49,300 SH Put Sole 49,300 Marriott Intl Inc NEW CL A 571903202 370 5,400 SH Call Sole 5,400 Marriott Intl Inc NEW CL A 571903202 946 13,800 SH Sole 13,800 Marsh & McLennan Cos Inc COM 571748102 1,559 53,100 SH Sole 53,100 Marvell Technology Group Ltd ORD G5876H105 3,960 73,200 SH Put Sole 73,200 Marvell Technology Group Ltd ORD G5876H105 5,735 106,000 SH Call Sole 106,000 Marvell Technology Group Ltd ORD G5876H105 598 11,068 SH Sole 11,068 Massey Energy Co COM 576206106 1,460 40,500 SH Sole 40,500 Massey Energy Co COM 576206106 1,731 48,000 SH Put Sole 48,000 Massey Energy Co COM 576206106 2,557 70,900 SH Call Sole 70,900 Maverick Tube Corp COM 577914104 1,229 23,200 SH Call Sole 23,200 Maverick Tube Corp COM 577914104 2,586 48,800 SH Put Sole 48,800 Maxim Integrated Prods Inc COM 57772K101 546 14,700 SH Call Sole 14,700 MBIA Inc COM 55262C100 2,218 36,900 SH Sole 36,900 McAfee Inc COM 579064106 661 27,200 SH Sole 27,200 McCormick & Co Inc COM NON VTG 579780206 992 29,300 SH Sole 29,300 McDermott Intl Inc COM 580037109 1,546 28,400 SH Call Sole 28,400 McDonald s Corp COM 580135101 2,662 77,500 SH Sole 77,500 McKesson Corp COM 58155Q103 938 18,000 SH Sole 18,000 Medco Health Solutions Inc COM 58405U102 309 5,400 SH Call Sole 5,400 Medtronic Inc COM 585055106 1,857 36,600 SH Sole 36,600 Mellon Finl Corp COM 58551A108 2,987 83,900 SH Call Sole 83,900 MEMC Electr Mats Inc COM 552715104 480 13,000 SH Call Sole 13,000 Mentor Corp Minn COM 587188103 217 4,800 SH Sole 4,800 Mentor Graphics Corp COM 587200106 163 14,810 SH Sole 14,810 Merck & Co Inc COM 589331107 306 8,700 SH Sole 8,700 Mercury Interactive Corp COM 589405109 692 19,900 SH Sole 19,900 Meridian Gold Inc COM 589975101 546 18,400 SH Put Sole 18,400 Meridian Gold Inc COM 589975101 723 24,400 SH Call Sole 24,400 Meritage Homes Corp COM 59001A102 357 6,500 SH Call Sole 6,500 Metlife Inc COM 59156R108 2,225 46,000 SH Sole 46,000 MGI Pharma Inc COM 552880106 443 25,356 SH Sole 25,356 MGIC Inv Corp Wis COM 552848103 826 12,400 SH Sole 12,400 MGM MIRAGE COM 552953101 401 9,300 SH Put Sole 9,300 MGM MIRAGE COM 552953101 3,525 81,800 SH Call Sole 81,800 Michaels Stores Inc COM 594087108 361 9,600 SH Call Sole 9,600 Michaels Stores Inc COM 594087108 387 10,300 SH Sole 10,300 Microchip Technology Inc COM 595017104 1,993 54,900 SH Put Sole 54,900 Microchip Technology Inc COM 595017104 2,672 73,600 SH Call Sole 73,600 Micron Technology Inc COM 595112103 300 20,400 SH Call Sole 20,400 Microsoft Corp COM 594918104 3,048 112,000 SH Call Sole 112,000 MicroStrategy Inc CL A NEW 594972408 1,032 9,800 SH Put Sole 9,800 MicroStrategy Inc CL A NEW 594972408 1,769 16,800 SH Call Sole 16,800 Millennium Pharmaceuticals I COM 599902103 520 51,618 SH Sole 51,618 MILLS CORP COM 601148109 2,472 88,300 SH Sole 88,300 Molson Coors Brewing Co CL B 60871R209 679 9,900 SH Sole 9,900 Molson Coors Brewing Co CL B 60871R209 1,475 21,500 SH Call Sole 21,500 Monsanto Co NEW COM 61166W101 1,033 12,200 SH Sole 12,200 Monster Worldwide Inc COM 611742107 284 5,700 SH Sole 5,700 Monster Worldwide Inc COM 611742107 1,202 24,100 SH Put Sole 24,100 Monster Worldwide Inc COM 611742107 1,875 37,600 SH Call Sole 37,600 Morgan Stanley COM NEW 617446448 942 15,000 SH Put Sole 15,000 Morgan Stanley COM NEW 617446448 3,549 56,500 SH Call Sole 56,500 Motorola Inc COM 620076109 572 25,000 SH Sole 25,000 Motorola Inc COM 620076109 8,383 365,900 SH Call Sole 365,900 Motorola Inc COM 620076109 8,749 381,900 SH Put Sole 381,900 M-Sys Flash Disk Pioneers Lt ORD M7061C100 1,332 51,500 SH Put Sole 51,500 M-Sys Flash Disk Pioneers Lt ORD M7061C100 361 13,962 SH Sole 13,962 Murphy Oil Corp COM 626717102 264 5,300 SH Call Sole 5,300 Nabors Industries Ltd SHS G6359F103 787 11,000 SH Put Sole 11,000 Nabors Industries Ltd SHS G6359F103 3,199 44,700 SH Sole 44,700 Nasdaq 100 TR UNIT SER 1 631100104 2,644 63,072 SH Sole 63,072 National City Corp COM 635405103 698 20,000 SH Call Sole 20,000 National Instrs Corp COM 636518102 245 7,532 SH Sole 7,532 National Oilwell Varco Inc COM 637071101 557 8,700 SH Sole 8,700 National Oilwell Varco Inc COM 637071101 3,277 51,100 SH Call Sole 51,100 National Oilwell Varco Inc COM 637071101 3,937 61,400 SH Put Sole 61,400 National Semiconductor Corp COM 637640103 1,010 36,300 SH Sole 36,300 National Semiconductor Corp COM 637640103 2,904 104,300 SH Put Sole 104,300 National Semiconductor Corp COM 637640103 6,008 215,800 SH Call Sole 215,800 NETFLIX COM INC COM 64110L106 223 7,700 SH Sole 7,700 NETFLIX COM INC COM 64110L106 4,743 163,600 SH Call Sole 163,600 NETFLIX COM INC COM 64110L106 8,943 308,500 SH Put Sole 308,500 Network Appliance Inc COM 64120L104 4,850 134,600 SH Put Sole 134,600 Network Appliance Inc COM 64120L104 7,433 206,300 SH Call Sole 206,300 New Century Financial Corp M COM 6435EV108 763 16,600 SH Sole 16,600 New York Cmnty Bancorp Inc COM 649445103 562 32,100 SH Put Sole 32,100 New York Cmnty Bancorp Inc COM 649445103 867 49,500 SH Call Sole 49,500 New York Times Co CL A 650111107 513 20,300 SH Sole 20,300 Newfield Expl Co COM 651290108 331 7,900 SH Sole 7,900 Newfield Expl Co COM 651290108 888 21,200 SH Call Sole 21,200 Newfield Expl Co COM 651290108 1,739 41,500 SH Put Sole 41,500 Newmont Mining Corp COM 651639106 939 18,100 SH Put Sole 18,100 Newmont Mining Corp COM 651639106 1,842 35,500 SH Sole 35,500 Noble Corporation SHS G65422100 414 5,100 SH Call Sole 5,100 Noble Corporation SHS G65422100 503 6,200 SH Put Sole 6,200 Noble Energy Inc COM 655044105 496 11,300 SH Call Sole 11,300 Nordstrom Inc COM 655664100 525 13,400 SH Sole 13,400 Norfolk Southern Corp COM 655844108 995 18,400 SH Call Sole 18,400 Nortel Networks Corp New COM 656568102 351 115,100 SH Sole 115,100 Novastar Financial Inc COM 669947400 1,321 39,500 SH Call Sole 39,500 Novell Inc COM 670006105 319 41,600 SH Sole 41,600 Novellus Sys Inc COM 670008101 362 15,100 SH Sole 15,100 Novellus Sys Inc COM 670008101 362 15,100 SH Put Sole 15,100 Nucor Corp COM 670346105 671 6,400 SH Call Sole 6,400 Nucor Corp COM 670346105 995 9,500 SH Sole 9,500 Nucor Corp COM 670346105 4,674 44,600 SH Put Sole 44,600 Nvidia Corp COM 67066G104 418 7,300 SH Call Sole 7,300 Occidental Pet Corp DEL COM 674599105 4,355 47,000 SH Call Sole 47,000 Occidental Pet Corp DEL COM 674599105 6,087 65,700 SH Put Sole 65,700 Office Depot Inc COM 676220106 894 24,000 SH Call Sole 24,000 OIL SVC HOLDRS TR DEP RCPT 678002106 425 2,900 SH Sole 2,900 Omnicare Inc COM 681904108 626 11,400 SH Sole 11,400 Omnicom Group Inc COM 681919106 566 6,800 SH Sole 6,800 Oneok Inc NEW COM 682680103 287 8,900 SH Sole 8,900 Openwave Sys Inc COM 683718308 2,669 123,700 SH Put Sole 123,700 Openwave Sys Inc COM 683718308 3,026 140,200 SH Call Sole 140,200 Oracle Corp COM 68389X105 741 54,100 SH Put Sole 54,100 Oracle Corp COM 68389X105 1,336 97,600 SH Call Sole 97,600 Oshkosh Truck Corp COM 688239201 286 4,600 SH Put Sole 4,600 Outback Steakhouse Inc COM 689899102 1,337 30,400 SH Sole 30,400 Overseas Shipholding Group i COM 690368105 1,481 30,900 SH Sole 30,900 Owens Ill Inc COM NEW 690768403 1,493 86,000 SH Sole 86,000 Paccar Inc COM 693718108 652 9,264 SH Sole 9,264 Paccar Inc COM 693718108 1,403 19,900 SH Put Sole 19,900 Pacific Sunwear Calif Inc COM 694873100 239 10,800 SH Call Sole 10,800 Pacific Sunwear Calif Inc COM 694873100 1,474 66,517 SH Sole 66,517 Palm Inc New COM 696643105 1,882 81,300 SH Sole 81,300 PAN American Silver Corp COM 697900108 1,186 46,700 SH Call Sole 46,700 PAN American Silver Corp COM 697900108 3,139 123,600 SH Put Sole 123,600 Panera Bread Co CL A 69840W108 1,140 15,175 SH Sole 15,175 Patterson UTI Energy Inc COM 703481101 802 25,100 SH Put Sole 25,100 Patterson UTI Energy Inc COM 703481101 3,116 97,500 SH Call Sole 97,500 Paychex Inc COM 704326107 308 7,400 SH Call Sole 7,400 Paychex Inc COM 704326107 396 9,500 SH Put Sole 9,500 Payless Shoesource Inc COM 704379106 224 9,800 SH Call Sole 9,800 Peabody Energy Corp COM 704549104 1,860 36,900 SH Sole 36,900 Peabody Energy Corp COM 704549104 5,767 114,400 SH Call Sole 114,400 Peabody Energy Corp COM 704549104 8,413 166,900 SH Put Sole 166,900 Pediatrix Medical Group Inc COM 705324101 308 3,000 SH Call Sole 3,000 Penney JC Inc COM 708160106 900 14,900 SH Sole 14,900 Penney JC Inc COM 708160106 1,909 31,600 SH Call Sole 31,600 PEP Boys Manny Moe & Jack COM 713278109 209 13,800 SH Call Sole 13,800 PEP Boys Manny Moe & Jack COM 713278109 565 37,400 SH Sole 37,400 Pepsi Bottling Group Inc COM 713409100 1,033 34,000 SH Sole 34,000 PepsiCo Inc COM 713448108 1,727 29,900 SH Sole 29,900 PerkinElmer Inc COM 714046109 795 33,900 SH Sole 33,900 PETCO ANIMAL SUPPLIES COM NEW 716016209 280 11,900 SH Sole 11,900 PetroChina Co Ltd SPONSORED ADR 71646E100 294 2,800 SH Put Sole 2,800 PetroChina Co Ltd SPONSORED ADR 71646E100 2,005 19,100 SH Call Sole 19,100 Petroleo Brasileiro SA SPONSORED ADR 71654V408 3,831 44,200 SH Put Sole 44,200 Petroleo Brasileiro SA SPONSORED ADR 71654V408 11,692 134,900 SH Call Sole 134,900 Petsmart Inc COM 716768106 481 17,100 SH Put Sole 17,100 Petsmart Inc COM 716768106 695 24,713 SH Sole 24,713 Pfizer Inc COM 717081103 827 33,200 SH Put Sole 33,200 Pfizer Inc COM 717081103 1,343 53,900 SH Call Sole 53,900 PG&E Corp COM 69331C108 2,155 55,400 SH Sole 55,400 Pharmaceutical Prod Dev Inc COM 717124101 422 12,200 SH Call Sole 12,200 Phelps Dodge Corp COM 717265102 1,369 17,000 SH Sole 17,000 Phelps Dodge Corp COM 717265102 2,319 28,800 SH Put Sole 28,800 Phelps Dodge Corp COM 717265102 3,769 46,800 SH Call Sole 46,800 Pioneer Nat Res Co COM 723787107 738 16,700 SH Sole 16,700 Pioneer Nat Res Co COM 723787107 1,004 22,700 SH Call Sole 22,700 Pioneer Nat Res Co COM 723787107 1,142 25,800 SH Put Sole 25,800 Piper Jaffray Cos COM 724078100 484 8,800 SH Put Sole 8,800 Piper Jaffray Cos COM 724078100 748 13,600 SH Sole 13,600 Plains Expl & Prodti Co COM 726505100 757 19,600 SH Put Sole 19,600 Plains Expl & Prodti Co COM 726505100 1,414 36,600 SH Call Sole 36,600 PMC - Sierra Inc COM 69344F106 392 31,900 SH Call Sole 31,900 PMI Group Inc COM 69344M101 266 5,800 SH Sole 5,800 Pogo Producing Co COM 730448107 351 7,000 SH Sole 7,000 PPG Inds Inc COM 693506107 405 6,400 SH Call Sole 6,400 Praxair Inc COM 74005P104 243 4,400 SH Call Sole 4,400 Price T Rowe Group Inc COM 74144T108 1,220 15,600 SH Call Sole 15,600 Priceline.com Inc COM 741503403 621 25,000 SH Call Sole 25,000 Pride Intl Inc DEL COM 74153Q102 511 16,400 SH Sole 16,400 Progressive Corp OHIO COM 743315103 927 8,900 SH Sole 8,900 Prologis SH BEN INT 743410102 241 4,500 SH Call Sole 4,500 Protein Design Labs Inc COM 74369L103 1,125 34,300 SH Call Sole 34,300 Protein Design Labs Inc COM 74369L103 1,591 48,500 SH Put Sole 48,500 Prudential Fin Inc COM 744320102 1,516 20,000 SH Call Sole 20,000 PUBLIC STORAGE INC COM 74460D109 211 2,600 SH Sole 2,600 Pulte Homes Inc COM 745867101 1,702 44,300 SH Put Sole 44,300 Pulte Homes Inc COM 745867101 6,309 164,200 SH Call Sole 164,200 QLogic Corp COM 747277101 4,062 209,900 SH Put Sole 209,900 QLogic Corp COM 747277101 8,286 428,200 SH Call Sole 428,200 Qualcomm Inc COM 747525103 354 7,000 SH Sole 7,000 Qualcomm Inc COM 747525103 7,394 146,100 SH Put Sole 146,100 Qualcomm Inc COM 747525103 9,181 181,400 SH Call Sole 181,400 Quest Diagnostics Inc COM 74834L100 282 5,500 SH Sole 5,500 Quiksilver Inc COM 74838C106 322 23,300 SH Sole 23,300 Qwest Communications Intl Inc COM 749121109 118 17,400 SH Sole 17,400 RadioShack Corp COM 750438103 905 47,100 SH Sole 47,100 RAMBUS INC DEL COM 750917106 307 7,800 SH Call Sole 7,800 RAMBUS INC DEL COM 750917106 5,078 129,084 SH Sole 129,084 RED HAT INC COM 756577102 269 9,619 SH Sole 9,619 RED HAT INC COM 756577102 579 20,700 SH Call Sole 20,700 RED HAT INC COM 756577102 1,914 68,400 SH Put Sole 68,400 Reliant Energy Inc COM 75952B105 108 10,200 SH Call Sole 10,200 Reynolds American Inc COM 761713106 1,709 16,200 SH Sole 16,200 RF Micro Devices Inc COM 749941100 138 16,000 SH Put Sole 16,000 RF Micro Devices Inc COM 749941100 349 40,300 SH Call Sole 40,300 Ross Stores Inc COM 778296103 683 23,400 SH Sole 23,400 Rowan Cos Inc COM 779382100 602 13,700 SH Put Sole 13,700 Ryder Sys Inc COM 783549108 1,454 32,492 SH Sole 32,492 Ryland Group Inc COM 783764103 1,131 16,300 SH Call Sole 16,300 Sabre Hldgs Corp CL A 785905100 428 18,200 SH Sole 18,200 Safeco Corp COM 786429100 1,413 28,143 SH Sole 28,143 Safeway Inc COM 786514208 244 9,700 SH Put Sole 9,700 Safeway Inc COM 786514208 2,084 83,000 SH Sole 83,000 Saks Inc COM 79377W108 656 34,000 SH Sole 34,000 Sandisk Corp COM 80004C101 322 5,615 SH Sole 5,615 Sapient Corp COM 803062108 137 18,000 SH Sole 18,000 Sara Lee Corp COM 803111103 2,783 155,700 SH Sole 155,700 Schering Plough Corp COM 806605101 1,015 53,500 SH Sole 53,500 Seagate Technology SHS G7945J104 384 14,600 SH Call Sole 14,600 Seagate Technology SHS G7945J104 2,599 98,700 SH Put Sole 98,700 Sealed Air Corp new COM 81211K100 1,006 17,400 SH Sole 17,400 Sears Hldgs Corp COM 812350106 2,486 18,800 SH Call Sole 18,800 Sears Hldgs Corp COM 812350106 3,094 23,400 SH Put Sole 23,400 Select Sector SPDR TR SBI INT-ENERGY 81369Y506 304 5,600 SH Sole 5,600 Sempra Energy COM 816851109 524 11,300 SH Sole 11,300 Sepracor Inc COM 817315104 507 10,400 SH Sole 10,400 Simon Ppty Group Inc NEW COM 828806109 505 6,000 SH Put Sole 6,000 Simon Ppty Group Inc NEW COM 828806109 1,228 14,600 SH Call Sole 14,600 Sirius Satellite Radio Inc COM 82966U103 122 24,100 SH Put Sole 24,100 Sirius Satellite Radio Inc COM 82966U103 2,487 489,500 SH Call Sole 489,500 SLM Corp COM 78442P106 675 13,000 SH Sole 13,000 Smith Intl Inc COM 832110100 300 7,700 SH Call Sole 7,700 Smith Intl Inc COM 832110100 751 19,300 SH Sole 19,300 Smith Intl Inc COM 832110100 1,558 40,000 SH Put Sole 40,000 Smithfield Foods Inc COM 832248108 765 26,100 SH Sole 26,100 Smucker JM Co COM 832696405 829 20,900 SH Sole 20,900 Smurfit-Stone Container Corp COM 832727101 222 16,400 SH Sole 16,400 Solectron Corp COM 834182107 615 153,900 SH Sole 153,900 Southern Union Co NEW COM 844030106 449 18,100 SH Sole 18,100 Southwestern Energy Co COM 845467109 1,461 45,400 SH Call Sole 45,400 Southwestern Energy Co COM 845467109 4,960 154,100 SH Put Sole 154,100 SPX Corp COM 784635104 1,885 35,300 SH Sole 35,300 St Joe Co COM 790148100 779 12,400 SH Call Sole 12,400 St Jude Med Inc COM 790849103 680 16,600 SH Sole 16,600 St Paul Travelers Inc COM 792860108 690 16,500 SH Call Sole 16,500 St Paul Travelers Inc COM 792860108 3,384 81,000 SH Sole 81,000 Staples Inc COM 855030102 393 15,400 SH Sole 15,400 Starbucks Corp COM 855244109 1,106 29,400 SH Call Sole 29,400 Starbucks Corp COM 855244109 2,043 54,300 SH Put Sole 54,300 Starwood Hotels & Resorts Wrld Inc PAIRED CTF 85590A203 494 7,300 SH Call Sole 7,300 State Str Corp COM 857477103 205 3,400 SH Sole 3,400 Steel Dynamics Inc COM 858119100 605 10,669 SH Sole 10,669 Steel Dynamics Inc COM 858119100 613 10,800 SH Put Sole 10,800 Steel Dynamics Inc COM 858119100 4,011 70,700 SH Call Sole 70,700 Stone Energy Corp COM 861642106 653 14,800 SH Sole 14,800 Stryker Corp COM 863667101 630 14,200 SH Put Sole 14,200 Stryker Corp COM 863667101 1,375 31,000 SH Call Sole 31,000 Suncor Energy Inc COM 867229106 2,164 28,100 SH Put Sole 28,100 Suncor Energy Inc COM 867229106 4,044 52,500 SH Call Sole 52,500 Sunoco Inc COM 86764P109 2,831 36,500 SH Put Sole 36,500 Sunoco Inc COM 86764P109 5,476 70,600 SH Call Sole 70,600 Sunrise Senior Living Inc COM 86768K106 226 5,800 SH Call Sole 5,800 Superior Inds Intl Inc COM 868168105 429 22,200 SH Sole 22,200 Supervalu Inc COM 868536103 1,251 40,600 SH Sole 40,600 Swift Trans Co COM 870756103 360 16,600 SH Sole 16,600 Symantec Corp COM 871503108 1,505 89,400 SH Call Sole 89,400 Symbol Technologies Inc COM 871508107 178 16,900 SH Sole 16,900 Symbol Technologies Inc COM 871508107 408 38,600 SH Put Sole 38,600 Symbol Technologies Inc COM 871508107 673 63,600 SH Call Sole 63,600 Synopsys Inc COM 871607107 236 10,600 SH Sole 10,600 Synovus Financial Corp COM 87161C105 341 12,600 SH Sole 12,600 Taiwan Semiconductor Mfg Ltd ADR 874039100 530 52,700 SH Put Sole 52,700 Taiwan Semiconductor Mfg Ltd ADR 874039100 975 96,900 SH Call Sole 96,900 Target Corp COM 87612E106 894 17,200 SH Sole 17,200 Tech Data Corp COM 878237106 723 19,600 SH Sole 19,600 TECO Energy Inc COM 872375100 240 14,900 SH Sole 14,900 Tektronix Inc COM 879131100 224 6,300 SH Sole 6,300 Tellabs Inc COM 879664100 359 22,600 SH Sole 22600 Temple-Inland Inc COM 879868107 677 15,200 SH Sole 15200 Tenet Healthcare Corp COM 88033G100 288 39,100 SH Sole 39100 Teradyne Inc COM 880770102 468 30,200 SH Sole 30200 Teradyne Inc COM 880770102 1,746 112,600 SH Put Sole 112600 Teradyne Inc COM 880770102 1,995 128,600 SH Call Sole 128600 Tesoro Corp COM 881609101 8,167 119,500 SH Call Sole 119500 Tesoro Corp COM 881609101 8,563 125,300 SH Put Sole 125300 Teva Pharmaceutical Inds Ltd ADR 881624209 507 12,300 SH Call Sole 12300 Texas Instr Inc COM 882508104 490 15,100 SH Put Sole 15100 Texas Instr Inc COM 882508104 2,799 86,200 SH Call Sole 86200 Tidewater Inc COM 886423102 624 11,300 SH Sole 11300 Tidewater Inc COM 886423102 1,552 28,100 SH Put Sole 28100 Tidewater Inc COM 886423102 3,529 63,900 SH Call Sole 63900 Tiffany & Co NEW COM 886547108 770 20,500 SH Put Sole 20500 Tiffany & Co NEW COM 886547108 3,112 82,900 SH Call Sole 82900 Timberland Co CL A 887100105 202 5,900 SH Call Sole 5900 Time Warner Inc COM 887317105 1,524 90,800 SH Sole 90800 TJX Cos Inc NEW COM 872540109 213 8,600 SH Sole 8,600 Toll Brothers Inc COM 889478103 627 18,100 SH Call Sole 18100 Toll Brothers Inc COM 889478103 1,191 34,400 SH Put Sole 34400 Total SA ADR 89151E109 514 3,900 SH Call Sole 3900 Transocean Inc ORD G90078109 3,999 49,800 SH Put Sole 49800 Transocean Inc ORD G90078109 5,203 64,800 SH Call Sole 64800 TXU Corp COM 873168108 1,177 26,300 SH Sole 26,300 TXU Corp COM 873168108 1,491 33,300 SH Put Sole 33,300 TXU Corp COM 873168108 7,694 171,900 SH Call Sole 171,900 Tyco Intl Ltd NEW COM 902124106 495 18,400 SH Call Sole 18400 Tyco Intl Ltd NEW COM 902124106 1,742 64,828 SH Sole 64828 Tyson Foods Inc CL A 902494103 1,106 80,500 SH Sole 80500 Ultra Petroleum Corp COM 903914109 1,084 17,400 SH Call Sole 17400 Ultra Petroleum Corp COM 903914109 5,521 88,600 SH Put Sole 88600 Unit Corp COM 909218109 1,199 21,500 SH Call Sole 21500 Unit Corp COM 909218109 1,266 22,700 SH Put Sole 22700 United States Stl Corp NEW COM 912909108 1,037 17,100 SH Sole 17100 United States Stl Corp NEW COM 912909108 1,614 26,600 SH Put Sole 26600 United States Stl Corp NEW COM 912909108 4,163 68,600 SH Call Sole 68600 United Therapeutics Corp DEL COM 91307C102 1,326 20,000 SH Call Sole 20000 Universal Hlth Svcs Inc CL B 913903100 508 10,000 SH Call Sole 10000 Univision Communications Inc CL A 914906102 710 20,600 SH Put Sole 20600 Univision Communications Inc CL A 914906102 1,723 50,000 SH Sole 50000 UnumProvident Corp COM 91529Y106 1,847 90,200 SH Sole 90200 USG Corp COM NEW 903293405 579 6,100 SH Sole 6100 USG Corp COM NEW 903293405 1,320 13,900 SH Put Sole 13900 USG Corp COM NEW 903293405 3,219 33,900 SH Call Sole 33900 UST Inc COM 902911106 1,468 35,300 SH Sole 35300 Valassis Communications Inc COM 918866104 208 7,100 SH Sole 7100 Valeant Pharmaceuticals Intl COM 91911X104 634 40,000 SH Sole 40000 Valero Energy Corp NEW COM 91913Y100 9,218 154,200 SH Call Sole 154200 Valero Energy Corp NEW COM 91913Y100 11,047 184,800 SH Put Sole 184800 Varian Med Sys Inc COM 92220P105 281 5,000 SH Call Sole 5000 VeriSign Inc COM 92343E102 8,073 336,500 SH Put Sole 336500 VeriSign Inc COM 92343E102 9,438 393,400 SH Call Sole 393400 Veritas DGC Inc COM 92343P107 571 12,600 SH Sole 12600 Verizon Communications Inc COM 92343V104 2,431 71,400 SH Sole 71400 Vertex Pharmaceuticals Inc COM 92532F100 362 9,900 SH Call Sole 9900 VF Corp COM 918204108 261 4,600 SH Sole 4600 Vishay Intertechnology Inc COM 928298108 666 46,800 SH Call Sole 46800 Visteon Corp COM 92839U107 263 57,300 SH Sole 57300 VORNADO RLTY TR SH BEN INT 929042109 3,043 31,700 SH Sole 31700 Wabash National Corp COM 929566107 369 18,700 SH Sole 18700 Wal Mart Stores Inc COM 931142103 1,856 39,300 SH Sole 39300 Washington Post Co CL B 939640108 699 900 SH Sole 900 Watson Pharmaceuticals Inc COM 942683103 555 19,300 SH Call Sole 19300 Watson Pharmaceuticals Inc COM 942683103 1,296 45,100 SH Sole 45100 WellPoint Inc COM 94973V107 418 5,400 SH Call Sole 5400 Wendy s Intl Inc COM 950590109 261 4,200 SH Call Sole 4200 Werner Enterprises Inc COM 950755108 428 23,300 SH Sole 23300 Western Digital Corp COM 958102105 248 12,800 SH Sole 12800 Western Digital Corp COM 958102105 389 20,000 SH Put Sole 20000 Western Digital Corp COM 958102105 435 22,400 SH Call Sole 22400 Western Gas Res Inc COM 958259103 482 10,000 SH Sole 10000 Westwood One Inc COM 961815107 472 42,800 SH Sole 42800 Whirlpool Corp COM 963320106 2,359 25,800 SH Sole 25800 Whole Foods Market Inc COM 966837106 439 6,600 SH Call Sole 6600 Williams Cos Inc DEL COM 969457100 233 10,900 SH Put Sole 10900 Williams Cos Inc DEL COM 969457100 744 34,800 SH Sole 34800 Winnebago Industries COM 974637100 318 10,500 SH Sole 10500 WMS Inds Inc COM 929297109 280 9,300 SH Call Sole 9300 Wrigley WM Jr Co COM 982526105 1,593 24,900 SH Sole 24900 Wyeth COM 983024100 864 17,800 SH Put Sole 17800 Wyeth COM 983024100 1,378 28,400 SH Call Sole 28400 Wynn Resorts Ltd COM 983134107 4,711 61,300 SH Call Sole 61300 Xcel Energy Inc COM 98389B100 949 52,300 SH Sole 52300 Xerox Corp COM 984121103 399 26,300 SH Sole 26300 Xilinx Inc COM 983919101 799 31,400 SH Put Sole 31400 Xilinx Inc COM 983919101 1,482 58,200 SH Call Sole 58200 XL Cap Ltd CL A G98255105 1,852 28,900 SH Sole 28900 XTO Energy Inc COM 98385X106 1,738 39,900 SH Call Sole 39900 XTO Energy Inc COM 98385X106 4,000 91,800 SH Put Sole 91800 Yahoo Inc COM 984332106 2,068 64,100 SH Call Sole 64100 Yahoo Inc COM 984332106 2,459 76,229 SH Sole 76229 Yellow Roadway Corp COM 985577105 738 19,400 SH Call Sole 19400 YRC Worldwide Inc COM 984249102 1,632 42,900 SH Sole 42900 Yum Brands Inc COM 988498101 1,221 25,000 SH Sole 25000 Zale Corp NEW COM 988858106 330 11,800 SH Sole 11800 Zebra Technologies Corp CL A 989207105 555 12,400 SH Call Sole 12400
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