-----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, K8gJEUCl51k0fXqLVn+N5Ew7cZFthySh6WgQchm/fTxy1JaFNj/E+7GiCaARJTpL wCErwGQPwUxCd+nGUkr8CA== 0000919574-06-000885.txt : 20060214 0000919574-06-000885.hdr.sgml : 20060214 20060213185003 ACCESSION NUMBER: 0000919574-06-000885 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20051231 FILED AS OF DATE: 20060214 DATE AS OF CHANGE: 20060213 EFFECTIVENESS DATE: 20060214 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: 06605830 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 d642416_13f.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F Cover Page Report for the Calendar Year or Quarter Ended: December 31, 2006 Check here if Amendment: |_|; Amendment Number: ____ This Amendment (Check only one): |_| is a restatement |_| adds new holding entries. Institutional Manager Filing this Report: Name: Capital Fund Management S.A. Address: 6, Boulevard Haussman 75009 Paris, France 13F File Number: The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Jacques Sauliere Title: Managing Director Phone: 011-33-1-49-49-5903 Signature, Place and Date of Signing: /s/ Jacques Sauliere Paris, France February 14, 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: 783 Form 13F Information Table Value Total: $812,629 (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 VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANGRS SOLE SHARED NONE - -------------- -------------- ----- ---------------- -------- ---------- ------ ---- ----------- 3Com Corp COM 885535104 149 41,400 SH Sole 41,400 3M Co COM 88579Y101 527 6,800 SH Call Sole 6,800 Accenture Ltd Bermuda CL A G1150G111 384 13,300 SH Call Sole 13,300 ACE Ltd ORD G0070K103 379 7,100 SH Sole 7,100 Activision Inc COM NEW 004930202 199 14,459 SH Sole 14,459 Acxiom Corp COM 005125109 222 9,658 SH Sole 9,658 Adobe Sys Inc COM 00724F101 861 23,300 SH Call Sole 23,300 Adobe Sys Inc COM 00724F101 1,053 28,500 SH Put Sole 28,500 Adtran Inc COM 00738A106 564 19,000 SH Call Sole 19,000 Adtran Inc COM 00738A106 600 20,200 SH Put Sole 20,200 Advanced Medical Optics Inc COM 00763M108 330 7,900 SH Put Sole 7,900 Advanced Micro Devices Inc COM 007903107 615 20,100 SH Call Sole 20,100 Advanced Micro Devices Inc COM 007903107 685 22,400 SH Put Sole 22,400 AES Corp COM 00130H105 928 58,600 SH Call Sole 58,600 AES Corp COM 00130H105 195 12,300 SH Put Sole 12,300 Aetna Inc New COM 00817Y108 585 6,200 SH Call Sole 6,200 Agilent Technologies Inc COM 00846U101 1,578 47,400 SH Call Sole 47,400 Agilent Technologies Inc COM 00846U101 736 22,100 SH Sole 22,100 Agnico Eagle Mines Ltd COM 008474108 747 37,800 SH Call Sole 37,800 Agnico Eagle Mines Ltd COM 008474108 484 24,500 SH Put Sole 24,500 Airtran Holdings Inc COM 00949P108 611 38,100 SH Call Sole 38,100 Airtran Holdings Inc COM 00949P108 199 12,400 SH Put Sole 12,400 AK STLHLDG Corp COM 001547108 152 19,100 SH Sole 19,100 Akamai Technologies Inc COM 00971T101 1,951 97,900 SH Call Sole 97,900 Akamai Technologies Inc COM 00971T101 1,846 92,600 SH Put Sole 92,600 Albertsons Inc COM 013104104 1,290 60,400 SH Sole 60,400 Alcan Inc COM 013716105 1,097 26,800 SH Call Sole 26,800 Alcan Inc COM 013716105 450 11,000 SH Put Sole 11,000 Alcoa Inc COM 013817101 994 33,600 SH Put Sole 33,600 Alexander & Baldwin Inc COM 014482103 287 5,300 SH Call Sole 5,300 Allegheny Technologies Inc COM 01741R102 725 20,100 SH Put Sole 20,100 Allergan Inc COM 018490102 1,630 15,100 SH Sole 15,100 Alliant Techsystems Inc COM 018804104 305 4,000 SH Sole 4,000 Allstate Corp COM 020002101 1,319 24,400 SH Sole 24,400 Alltel Corp COM 020039103 461 7,300 SH Sole 7,300 Altera Corp COM 021441100 608 32,800 SH Put Sole 32,800 Altria Group Inc COM 02209S103 1,210 16,200 SH Sole 16,200 Amazon Com Inc COM 023135106 387 8,200 SH Call Sole 8,200 AMBAC Finl Group Inc COM 023139108 848 11,000 SH Call Sole 11,000 Amerada Hess Corp COM 023551104 3,285 25,900 SH Call Sole 25,900 Amerada Hess Corp COM 023551104 1,520 11,988 SH Sole 11,988 Amerada Hess Corp COM 023551104 6,037 47,600 SH Put Sole 47,600 America Movil SA de CV SPON ADR L SHS 02364W105 2,414 82,500 SH Call Sole 82,500 America Movil SA de CV SHS 02364W105 336 11,500 SH Put Sole 11,500 American Eagle Outfitters NE COM 02553E106 203 8,846 SH Sole 8,846 American Elec P Inc COM 025537101 727 19,600 SH Sole 19,600 American Express Co COM 025816109 818 15,900 SH Sole 15,900 American Greetings Corp CL A 026375105 343 15,600 SH Sole 15,600 American In Group Inc COM 026874107 9,327 136,700 SH Call Sole 136,700 American In Group Inc COM 026874107 3,098 45,400 SH Put Sole 45,400 American Tower Corp CL A 029912201 1,388 51,200 SH Call Sole 51,200 American Tower Corp CL A 029912201 453 16,700 SH Put Sole 16,700 Amgen Inc COM 031162100 4,124 52,300 SH Call Sole 52,300 Amgen Inc COM 031162100 1,908 24,200 SH Put Sole 24,200 AMR Corp COM 001765106 1,472 66,200 SH Call Sole 66,200 AMR Corp COM 001765106 2,172 97,700 SH Put Sole 97,700 Anadarko Pete Corp COM 032511107 2,350 24,800 SH Call Sole 24,800 Anadarko Pete Corp COM 032511107 2,681 28,300 SH Put Sole 28,300 Analog Devices Inc COM 032654105 707 19,700 SH Call Sole 19,700 AngloGold Ashanti Ltd SPONSORED ADR 035128206 276 5,600 SH Call Sole 5,600 Annaly Mtg Mgmt Inc COM 035710409 970 88,700 SH Sole 88,700 AON Corp COM 037389103 417 11,600 SH Sole 11,600 Apache Corp COM 037411105 863 12,600 SH Call Sole 12,600 Apache Corp COM 037411105 343 5,000 SH Sole 5,000 Apache Corp COM 037411105 1,453 21,200 SH Put Sole 21,200 Apartment InvT & Mgmt Co CL A 03748R101 818 21,600 SH Sole 21,600 Apollo Group Inc CL A 037604105 1,294 21,400 SH Call Sole 21,400 Apollo Group Inc CL A 037604105 1,228 20,312 SH Sole 20,312 Apple Computer Inc COM 037833100 1,064 14,800 SH Call Sole 14,800 Apple Computer Inc COM 037833100 966 13,449 SH Sole 13,449 Apple Computer Inc COM 037833100 1,136 15,800 SH Put Sole 15,800 Applied Matls Inc COM 038222105 3,310 184,500 SH Call Sole 184,500 Applied Materials Inc COM 038222105 929 51,800 SH Put Sole 51,800 Apria Healthcare Group Inc COM 037933108 735 30,500 SH Sole 30,500 Arch Coal Inc COM 039380100 2,162 27,200 SH Call Sole 27,200 Arch Coal Inc COM 039380100 2,385 30,000 SH Put Sole 30,000 Archer Daniels Midland Co COM 039483102 823 33,400 SH Sole 33,400 Armor Holdings Inc COM 042260109 572 13,400 SH Call Sole 13,400 Armor Holdings Inc COM 042260109 213 5,000 SH Put Sole 5,000 Gallagher Arthur J & Co COM 363576109 605 19,600 SH Sole 19,600 ArvinMeritor Inc COM 043353101 181 12,600 SH Sole 12,600 AT&T Inc COM 00206R102 1,403 57,300 SH Sole 57,300 ATI Technologies Inc COM 001941103 223 13,155 SH Sole 13,155 Atmel Corp COM 049513104 76 24,638 SH Sole 24,638 Atmos Energy Corp COM 049560105 505 19,300 SH Sole 19,300 Atwood Oceanics Inc COM 050095108 265 3,400 SH Sole 3,400 Automatic Data Processing In COM 053015103 298 6,500 SH Sole 6,500 Autozone Inc COM 053332102 272 2,970 SH Sole 2,970 Avaya Inc COM 053499109 448 42,000 SH Call Sole 42,000 Avaya Inc COM 053499109 805 75,400 SH Sole 75,400 Avid Technology Inc COM 05367P100 290 5,300 SH Call Sole 5,300 Avid Technology Inc COM 05367P100 783 14,300 SH Put Sole 14,300 Avocent Corp COM 053893103 266 9,800 SH Call Sole 9,800 Avon Products Inc COM 054303102 260 9,100 SH Call Sole 9,100 Baker Hughes Inc COM 057224107 626 10,300 SH Call Sole 10,300 Bank New York Inc COM 064057102 458 14,400 SH Sole 14,400 Barr Pharmaceuticals Inc COM 068306109 921 14,800 SH Sole 14,800 Barrick Gold Corp COM 067901108 312 11,200 SH Call Sole 11,200 Barrick Gold Corp COM 067901108 688 24,700 SH Sole 24,700 Bausch & Lomb Inc COM 071707103 631 9,300 SH Sole 9,300 Baxter Int Inc COM 071813109 1,785 47,400 SH Sole 47,400 Bear Stearns Cos Inc COM 073902108 878 7,600 SH Sole 7,600 Beazer Homes USA Inc COM 07556Q105 1,253 17,200 SH Call Sole 17,200 Beazer Homes USA Inc COM 07556Q105 743 10,200 SH Put Sole 10,200 Beckman Coulter Inc COM 075811109 472 8,300 SH Sole 8,300 Bed Bath & Beyond Inc COM 075896100 719 19,900 SH Call Sole 19,900 Bed Bath & Beyond Inc COM 075896100 271 7,500 SH Sole 7,500 BellSouth Corp COM 079860102 976 36,000 SH Call Sole 36,000 BellSouth Corp COM 079860102 282 10,400 SH Sole 10,400 Best Buy Inc COM 086516101 639 14,714 SH Sole 14,714 Biogen Idec Inc COM 09062X103 765 16,900 SH Call Sole 16,900 Biogen Idec Inc COM 09062X103 484 10,700 SH Put Sole 10,700 Biomet Inc COM 090613100 1,340 36,658 SH Sole 36,658 Biotech HOLDRS TR DEP RCPT 09067D201 1,365 6,800 SH Sole 6,800 Biovail Corp COM 09067J109 681 28,700 SH Sole 28,700 BJ SVCS Co COM 055482103 2,578 70,300 SH Call Sole 70,300 BJ SVCS Co COM 055482103 1,287 35,100 SH Put Sole 35,100 Boeing Co COM 097023105 421 6,000 SH Put Sole 6,000 Borders Group Inc COM 099709107 477 22,000 SH Sole 22,000 Boston Properties Inc COM 101121101 711 9,600 SH Sole 9,600 Boyd Gaming Corp COM 103304101 458 9,600 SH Call Sole 9,600 Boyd Gaming Corp COM 103304101 834 17,500 SH Put Sole 17,500 BP PLC SPONSORED ADR 055622104 1,092 17,000 SH Call Sole 17,000 Briggs & Stratton Corp COM 109043109 330 8,500 SH Call Sole 8,500 Bristol Myers Squibb Co COM 110122108 434 18,900 SH Call Sole 18,900 Bristol Myers Squibb Co COM 110122108 988 43,000 SH Sole 43,000 Broadcom Corp CL A 111320107 802 17,000 SH Call Sole 17,000 Broadcom Corp CL A 111320107 1,070 22,700 SH Put Sole 22,700 Burlington Northern Santa Fe Co COM 12189T104 708 10,000 SH Put Sole 10,000 Burlington Res Inc COM 122014103 3,250 37,700 SH Call Sole 37,700 Burlington Res Inc COM 122014103 5,138 59,600 SH Put Sole 59,600 Cabot Microelectronics Corp COM 12709P103 592 20,200 SH Call Sole 20,200 CAMDEN PPTY TR SH BEN INT 133131102 556 9,600 SH Sole 9,600 Cameco Corp COM 13321L108 4,044 63,800 SH Call Sole 63,800 Cameco Corp COM 13321L108 2,339 36,900 SH Put Sole 36,900 Campbell Soup Co COM 134429109 872 29,300 SH Sole 29,300 Capital One Financial Corp COM 14040H105 458 5,300 SH Sole 5,300 Caremark Rx Inc COM 141705103 1,347 26,000 SH Call Sole 26,000 Carmax Inc COM 143130102 235 8,500 SH Sole 8,500 Carnival Corp PAIRED CTF 143658300 979 18,300 SH Sole 18,300 Carpenter Technology Corp COM 144285103 275 3,900 SH Call Sole 3,900 Carpenter Technology Corp COM 144285103 486 6,900 SH Put Sole 6,900 Caterpillar Inc DEL COM 149123101 1,519 26,300 SH Call Sole 26,300 Caterpillar Inc DEL COM 149123101 791 13,700 SH Put Sole 13,700 CBRL Group Inc COM 12489V106 745 21,200 SH Sole 21,200 Celgene Corp COM 151020104 1,698 26,217 SH Sole 26,217 Cendant Corp COM 151313103 483 28,000 SH Sole 28,000 Centerpoint Energy Inc COM 15189T107 238 18,500 SH Sole 18,500 Centex Corp COM 152312104 6,327 88,500 SH Call Sole 88,500 Centex Corp COM 152312104 357 5,000 SH Put Sole 5,000 CenturyTel Inc COM 156700106 431 13,000 SH Sole 13,000 Cephalon Inc COM 156708109 325 5,030 SH Sole 5,030 Cerner Corp COM 156782104 727 8,000 SH Call Sole 8,000 Check Point Software Tech LT ORD M22465104 1,438 71,700 SH Call Sole 71,700 Check Point Software Tech LT ORD M22465104 449 22,400 SH Put Sole 22,400 Checkfree Corp NEW COM 162813109 1,111 24,200 SH Call Sole 24,200 Checkfree Corp NEW COM 162813109 489 10,664 SH Sole 10,664 Checkfree Corp NEW COM 162813109 1,827 39,800 SH Put Sole 39,800 Cheniere Energy Inc COM NEW 16411R208 4,686 125,900 SH Call Sole 125,900 Cheniere Energy Inc COM NEW 16411R208 3,711 99,700 SH Put Sole 99,700 Chesapeake Energy Corp COM 165167107 1,272 40,100 SH Sole 40,100 Chesapeake Energy Corp COM 165167107 768 24,200 SH Put Sole 24,200 Chevron Corp NEW COM 166764100 1,263 22,255 SH Sole 22,255 Chevron Corp NEW COM 166764100 3,111 54,800 SH Call Sole 54,800 Chevron Corp NEW HLDGS COM 166764100 1,641 28,900 SH Put Sole 28,900 Chicago Mercantile Holdings Inc CL A 167760107 4,336 11,800 SH Call Sole 11,800 Chicago Mercantile Holdings Inc CL A 167760107 3,050 8,300 SH Put Sole 8,300 Chico s FAS Inc COM 168615102 1,037 23,600 SH Call Sole 23,600 Chico s FAS Inc COM 168615102 241 5,500 SH Sole 5,500 Chico s FAS Inc COM 168615102 2,218 50,500 SH Put Sole 50,500 Childrens Pl Retail Stores I COM 168905107 929 18,800 SH Call Sole 18,800 Chiron Corp COM 170040109 280 6,300 SH Call Sole 6,300 Chiron Corp COM 170040109 1,009 22,700 SH Put Sole 22,700 Chubb Corp COM 171232101 391 4,000 SH Sole 4,000 COMPANHIA Vale do Rio Doce SPONSORED ADR 204412209 2,329 56,600 SH Call Sole 56,600 COMPANHIA Vale do Rio Doce SPONSORED ADR 204412209 1,086 26,400 SH Sole 26,400 COMPANHIA Vale do Rio Doce SPONSORED ADR 204412209 4,431 107,700 SH Put Sole 107,700 Cigna Corp COM 125509109 581 5,200 SH Sole 5,200 Cimarex Energy Co COM 171798101 688 16,000 SH Call Sole 16,000 Cimarex Energy Co COM 171798101 641 14,900 SH Put Sole 14,900 Cintas Corp COM 172908105 448 10,900 SH Call Sole 10,900 Cintas Corp COM 172908105 941 22,869 SH Sole 22,869 Circuit City Store Inc COM 172737108 758 33,600 SH Sole 33,600 Cisco Sys Inc COM 17275R102 1,145 66,900 SH Call Sole 66,900 Cisco Sys Inc COM 17275R102 193 11,300 SH Put Sole 11,300 Citigroup Inc COM 172967101 286 5,900 SH Call Sole 5,900 Citigroup Inc COM 172967101 476 9,800 SH Sole 9,800 Citigroup Inc COM 172967101 330 6,800 SH Put Sole 6,800 Citizens Communications Co COM 17453B101 1,358 111,000 SH Sole 111,000 Clear Channel Communications COM 184502102 871 27,700 SH Sole 27,700 Cleveland Cliffs Inc COM 185896107 1,151 13,000 SH Call Sole 13,000 Cleveland Cliffs Inc COM 185896107 593 6,700 SH Put Sole 6,700 CMS Energy Corp COM 125896100 162 11,200 SH Sole 11,200 CMS Energy Corp COM 125896100 145 10,000 SH Put Sole 10,000 Coach Inc COM 189754104 2,874 86,200 SH Call Sole 86,200 Coach Inc COM 189754104 924 27,700 SH Put Sole 27,700 Coca Cola Co COM 191216100 447 11,100 SH Call Sole 11,100 Coca Cola Co COM 191216100 1,709 42,400 SH Sole 42,400 Coca Cola Enterprises Inc COM 191219104 926 48,300 SH Sole 48,300 Colgate Palmolive Co COM 194162103 921 16,800 SH Call Sole 16,800 Colgate Palmolive Co COM 194162103 252 4,600 SH Put Sole 4,600 Comcast Corp NEW CL A 20030N101 638 24,600 SH Call Sole 24,600 Comerica Inc COM 200340107 721 12,700 SH Sole 12,700 Commerce Bancorp Inc COM 200519106 323 9,400 SH Call Sole 9,400 Commercial Metals Co COM 201723103 541 14,400 SH Call Sole 14,400 Commercial Metals Co COM 201723103 443 11,800 SH Sole 11,800 Computer Assoc In Inc COM 204912109 603 21,400 SH Sole 21,400 Computer Sciences Corp COM 205363104 911 18,000 SH Sole 18,000 Comverse Technology Inc COM PAR $0.10 205862402 386 14,532 SH Sole 14,532 ConAgra Foods Inc COM 205887102 2,397 118,200 SH Sole 118,200 ConocoPhillips COM 20825C104 3,031 52,100 SH Call Sole 52,100 ConocoPhillips COM 20825C104 4,437 76,262 SH Sole 76,262 ConocoPhillips COM 20825C104 6,534 112,300 SH Put Sole 112,300 Consol Energy Inc COM 20854P109 3,233 49,600 SH Call Sole 49,600 Consol Energy Inc COM 20854P109 2,529 38,800 SH Put Sole 38,800 Constellation Energy Group COM 210371100 489 8,500 SH Sole 8,500 Continental Air Inc CL B 210795308 213 10,000 SH Call Sole 10,000 Continental Airlines Inc CL B 210795308 558 26,200 SH Sole 26,200 Cooper Cameron Corp COM NEW 216640102 538 13,000 SH Call Sole 13,000 Cooper Cos Inc COM 216648402 426 8,300 SH Sole 8,300 Copart Inc COM 217204106 293 12,700 SH Sole 12,700 Corinthian Colleges Inc COM 218868107 167 14,258 SH Sole 14,258 Corn Products International Inc COM 219023108 456 19,100 SH Sole 19,100 Corning Inc COM 219350105 1,480 75,300 SH Call Sole 75,300 Corning Inc COM 219350105 218 11,100 SH Sole 11,100 Corning Inc COM 219350105 629 32,000 SH Put Sole 32,000 Costco WHSL Corp NEW COM 22160K105 233 4,700 SH Call Sole 4,700 Costco WHSL Corp NEW COM 22160K105 751 15,188 SH Sole 15,188 Countrywide Financial Corp COM 222372104 598 17,500 SH Call Sole 17,500 Credence Sys Corp COM 225302108 172 24,700 SH Sole 24,700 Cree Inc COM 225447101 719 28,500 SH Call Sole 28,500 Cree Inc COM 225447101 268 10,600 SH Put Sole 10,600 Crown Holdings Inc COM 228368106 195 10,000 SH Call Sole 10,000 CSX Corp COM 126408103 442 8,700 SH Call Sole 8,700 Cummins Inc COM 231021106 458 5,100 SH Sole 5,100 CVS Corp COM 126650100 1,091 41,300 SH Sole 41,300 Cypress Semiconductor Corp COM 232806109 299 21,000 SH Call Sole 21,000 Cypress Semiconductor Corp COM 232806109 561 39,400 SH Sole 39,400 Cypress Semiconductor Corp COM 232806109 1,073 75,300 SH Put Sole 75,300 Dana Corp COM 235811106 425 59,200 SH Sole 59,200 Danaher Corp DEL COM 235851102 541 9,700 SH Call Sole 9,700 Danaher Corp DEL COM 235851102 396 7,100 SH Sole 7,100 Darden Restaurants Inc COM 237194105 451 11,600 SH Sole 11,600 Dean Foods Co NEW COM 242370104 508 13,500 SH Sole 13,500 Deere & Co COM 244199105 1,001 14,700 SH Sole 14,700 Dell Inc COM 24702R101 901 30,100 SH Call Sole 30,100 Deluxe Corp COM 248019101 464 15,400 SH Sole 15,400 Devon Energy Corp NEW COM 25179M103 1,163 18,600 SH Call Sole 18,600 Devon Energy Corp NEW COM 25179M103 733 11,730 SH Sole 11,730 Devon Energy Corp NEW COM 25179M103 2,402 38,400 SH Put Sole 38,400 Diamond Offshore Drilling IN COM 25271C102 6,733 96,800 SH Call Sole 96,800 Diamond Offshore Drilling COM 25271C102 730 10,500 SH Put Sole 10,500 Digital Riv Inc COM 25388B104 613 20,600 SH Call Sole 20,600 Digital Riv Inc COM 25388B104 390 13,140 SH Sole 13,140 Digital Riv Inc COM 25388B104 699 23,500 SH Put Sole 23,500 Dillard s Inc CL A 254067101 390 15,700 SH Sole 15,700 Dollar Gen Corp COM 256669102 452 23,700 SH Sole 23,700 Dollar Tree Stores Inc COM 256747106 522 21,803 SH Sole 21,803 Dow Chem Co COM 260543103 237 5,400 SH Call Sole 5,400 Dow Chem Co COM 260543103 972 22,200 SH Sole 22,200 Dow Chem Co COM 260543103 727 16,600 SH Put Sole 16,600 DR Horton Inc COM 23331A109 3,945 110,400 SH Call Sole 110,400 DR Horton Inc COM 23331A109 1,118 31,300 SH Put Sole 31,300 DUKE REALTY CORP COM NEW 264411505 283 8,500 SH Sole 8,500 E Trade Financial Corp COM 269246104 392 18,800 SH Call Sole 18,800 E Trade Financial Corp COM 269246104 611 29,300 SH Sole 29,300 Eastman Chem Co COM 277432100 310 6,000 SH Call Sole 6,000 Eastman Chem Co COM 277432100 681 13,200 SH Sole 13,200 Eastman Kodak Co COM 277461109 1,514 64,700 SH Sole 64,700 Eastman Kodak Co COM 277461109 234 10,000 SH Put Sole 10,000 eBay Inc COM 278642103 1,941 44,900 SH Call Sole 44,900 eBay Inc COM 278642103 1,227 28,400 SH Put Sole 28,400 Edison International COM 281020107 410 9,400 SH Sole 9,400 Education Mgmt Corp COM 28139T101 217 6,461 SH Sole 6,461 EI Du Pont de Nemours & Co COM 263534109 264 6,200 SH Call Sole 6,200 EL Paso Corp COM 28336L109 198 16,300 SH Call Sole 16,300 EL Paso Corp COM 28336L109 495 40,800 SH Sole 40,800 EL Paso Corp COM 28336L109 590 48,500 SH Put Sole 48,500 Elan PLC ADR 284131208 421 30,200 SH Call Sole 30,200 Elan PLC ADR 284131208 1,156 83,000 SH Sole 83,000 Electronic Arts Inc COM 285512109 612 11,700 SH Call Sole 11,700 Electronic Data Sys NEW COM 285661104 538 22,400 SH Sole 22,400 EMBRAER-EMPRESA BRASILEIRA D SPADR PFD SHS 29081M102 430 11,000 SH Put Sole 11,000 Emulex Corp COM NEW 292475209 239 12,100 SH Put Sole 12,100 ENSCO Intl Inc COM 26874Q100 865 19,500 SH Call Sole 19,500 ENSCO Intl Inc COM 26874Q100 1,570 35,400 SH Put Sole 35,400 EOG Res Inc COM 26875P101 2,737 37,300 SH Call Sole 37,300 EOG Res Inc COM 26875P101 660 9,000 SH Put Sole 9,000 Equity Office Properties Trust COM 294741103 1,040 34,300 SH Sole 34,300 Equity Residential SH BEN INT 29476L107 239 6,100 SH Sole 6,100 Everest Re Group Ltd COM G3223R108 251 2,500 SH Sole 2,500 Expedia Inc Del COM 30212P105 383 16,000 SH Call Sole 16,000 Expedia Inc Del COM 30212P105 211 8,800 SH Put Sole 8,800 Express Scripts Inc COM 302182100 318 3,800 SH Sole 3,800 Exxon Mobil Corp COM 30231G102 1,028 18,300 SH Call Sole 18,300 Exxon Mobil Corp COM 30231G102 855 15,219 SH Sole 15,219 Exxon Mobil Corp COM 30231G102 1,404 25,000 SH Put Sole 25,000 F5 Networks Inc COM 315616102 1,024 17,900 SH Call Sole 17,900 F5 Networks Inc COM 315616102 2,659 46,500 SH Put Sole 46,500 Fair Isaac Corp COM 303250104 508 11,500 SH Call Sole 11,500 Fairchild Semiconductor Intl COM 303726103 788 46,600 SH Call Sole 46,600 Fairchild Semiconductor Intl COM 303726103 268 15,900 SH Sole 15,900 Fairchild Semiconductor Intl COM 303726103 1,267 74,900 SH Put Sole 74,900 Family Dlr Stores Inc COM 307000109 475 19,200 SH Sole 19,200 Federal Natl Mtg Assn COM 313586109 1,054 21,600 SH Call Sole 21,600 Federal Natl Mtg Assn COM 313586109 971 19,900 SH Put Sole 19,900 Federated Depart Stores Inc De COM 31410H101 1,466 22,100 SH Call Sole 22,100 Federated Depart Stores Inc De COM 31410H101 259 3,900 SH Sole 3,900 Fidelity Natl Finl Inc COM 316326107 1,207 32,800 SH Sole 32,800 Fifth Third Bancorp COM 316773100 1,573 41,695 SH Sole 41,695 First Amer Corp Calif COM 318522307 661 14,600 SH Sole 14,600 First Data Corp COM 319963104 2,730 63,493 SH Sole 63,493 Fiserv Inc COM 337738108 468 10,809 SH Sole 10,809 Ford Mtr Co Del COM 345370860 1,280 165,800 SH Sole 165,800 Forest Oil Corp COM 346091705 1,157 25,400 SH Sole 25,400 FOUNDRY NETWORKS INC COM 35063R100 2,600 188,300 SH Call Sole 188,300 FOUNDRY NETWORKS INC COM 35063R100 276 20,000 SH Put Sole 20,000 FPL Group Inc COM 302571104 208 5,000 SH Put Sole 5,000 Freds Inc CL A 356108100 227 13,928 SH Sole 13,928 Federal Home Ln Mtg Corp COM 313400301 2,163 33,100 SH Call Sole 33,100 Federal Home Ln Mtg Corp COM 313400301 738 11,300 SH Put Sole 11,300 Freeport-McMoRan Copper & Go CL B 35671D857 6,262 116,400 SH Call Sole 116,400 Freeport-McMoRan Copper & Go CL B 35671D857 420 7,800 SH Sole 7,800 Freeport-McMoRan Copper & Go CL B 35671D857 549 10,200 SH Put Sole 10,200 Friedman Billings Ramsey Gro CL A 358434108 446 45,000 SH Call Sole 45,000 Friedman Billings Ramsey Gro CL A 358434108 289 29,300 SH Sole 29,300 Friedman Billings Ramsey Gro CL A 358434108 355 35,900 SH Put Sole 35,900 Frontier Oil Corp COM 35914P105 1,306 34,800 SH Call Sole 34,800 Furniture Brands Intl Inc COM 360921100 293 13,100 SH Sole 13,100 Gap Inc Del COM 364760108 801 45,400 SH Sole 45,400 Genentech Inc COM NEW 368710406 971 10,500 SH Call Sole 10,500 Genentech Inc COM NEW 368710406 342 3,700 SH Sole 3,700 Genentech Inc COM 368710406 5,300 57,300 SH Put Sole 57,300 General Dynamics Corp COM 369550108 2,247 19,700 SH Sole 19,700 General Electric Co COM 369604103 669 19,100 SH Call Sole 19,100 General Electric Co COM 369604103 315 9,000 SH Put Sole 9,000 General Mls Inc COM 370334104 2,708 54,900 SH Sole 54,900 General Mtrs Corp COM 370442105 402 20,700 SH Sole 20,700 Genzyme Corp COM 372917104 941 13,300 SH Call Sole 13,300 Genzyme Corp COM 372917104 1,359 19,200 SH Put Sole 19,200 Georgia Pac Corp COM 373298108 254 5,300 SH Sole 5,300 Gilead Sciences Inc COM 375558103 1,567 29,800 SH Call Sole 29,800 Gilead Sciences Inc COM 375558103 768 14,600 SH Put Sole 14,600 Glamis Gold Ltd COM 376775102 2,674 97,300 SH Call Sole 97,300 Glamis Gold Ltd COM 376775102 2,212 80,500 SH Put Sole 80,500 Global Pmts Inc COM 37940X102 322 6,900 SH Sole 6,900 Gold Fields Ltd New SPONSORED ADR 38059T106 592 33,600 SH Call Sole 33,600 Gold Fields Ltd New SPONSORED ADR 38059T106 608 34,500 SH Put Sole 34,500 Goldcorp Inc New COM 380956409 673 30,200 SH Call Sole 30,200 Goldcorp Inc New COM 380956409 475 21,300 SH Put Sole 21,300 Goldman Sachs Group Inc COM 38141G104 753 5,900 SH Call Sole 5,900 Goldman Sachs Group Inc COM 38141G104 1,941 15,200 SH Sole 15,200 Goldman Sachs Group Inc COM 38141G104 421 3,300 SH Put Sole 3,300 Goodyear Tire & Rub Co COM 382550101 488 28,100 SH Call Sole 28,100 Goodyear Tire & Rub Co COM 382550101 196 11,300 SH Sole 11,300 GrafTech Intl Ltd COM 384313102 63 10,100 SH Sole 10,100 Great Plains Energy Inc COM 391164100 313 11,200 SH Sole 11,200 Halliburton Co COM 406216101 991 16,000 SH Call Sole 16,000 Halliburton Co COM 406216101 712 11,498 SH Sole 11,498 Halliburton Co COM 406216101 1,958 31,600 SH Put Sole 31,600 Harman Intl Inds Inc COM 413086109 488 5,000 SH Sole 5,000 Harmony Mng Gold Ltd SPONSORED ADR 413216300 714 54,700 SH Call Sole 54,700 Harmony Mng Gold Ltd SPONSORED ADR 413216300 192 14,700 SH Put Sole 14,700 Harrah s Entmt Inc COM 413619107 1,789 25,100 SH Call Sole 25,100 Harrah s Entmt Inc COM 413619107 1,290 18,100 SH Put Sole 18,100 Hartford Finl Svcs Group Inc COM 416515104 807 9,400 SH Call Sole 9,400 Hartford Finl Svcs Group Inc COM 416515104 558 6,500 SH Sole 6,500 HCA Inc COM 404119109 817 16,200 SH Sole 16,200 Health Mgmt Asso Inc New CL A 421933102 266 12,100 SH Sole 12,100 Heinz HJ Co COM 423074103 2,900 86,000 SH Sole 86,000 Home Depot Inc COM 437076102 437 10,800 SH Call Sole 10,800 Hospira Inc COM 441060100 210 4,900 SH Sole 4,900 HOST MARRIOTT CORP NEW COM 44107P104 794 41,900 SH Sole 41,900 Humana Inc COM 444859102 396 7,300 SH Sole 7,300 Hyperion Solutions Corp COM 44914M104 236 6,600 SH Sole 6,600 ImClone Systems Inc COM 45245W109 401 11,700 SH Call Sole 11,700 IMPAC Mtg Hldgs Inc COM 45254P102 327 34,700 SH Sole 34,700 Inco Ltd COM 453258402 1,067 24,500 SH Call Sole 24,500 Inco Ltd COM 453258402 575 13,200 SH Put Sole 13,200 IndyMac Bancorp Inc COM 456607100 261 6,700 SH Sole 6,700 IndyMac Bancorp Inc COM 456607100 332 8,500 SH Put Sole 8,500 Ingersoll-Rand Company Ltd CL A G4776G101 294 7,300 SH Sole 7,300 Integrated Device Technology COM 458118106 1,104 83,800 SH Call Sole 83,800 Integrated Device Technology COM 458118106 1,828 138,700 SH Put Sole 138,700 Intel Corp COM 458140100 3,375 135,200 SH Call Sole 135,200 Intel Corp COM 458140100 2,229 89,300 SH Put Sole 89,300 International Business Machs COM 459200101 362 4,400 SH Call Sole 4,400 International Game Technolog COM 459902102 566 18,400 SH Call Sole 18,400 International Game Technolog COM 459902102 1,834 59,600 SH Put Sole 59,600 International Rectifier Corp COM 460254105 695 21,800 SH Sole 21,800 International Rectifier Corp COM 460254105 408 12,800 SH Put Sole 12,800 Interpublic Group Cos Inc COM 460690100 435 45,100 SH Sole 45,100 Intersil Corp CL A 46069S109 420 16,900 SH Call Sole 16,900 Intersil Corp CL A 46069S109 326 13,100 SH Put Sole 13,100 Intuitive Surgical Inc COM 46120E602 452 3,859 SH Sole 3,859 Investors Finl Services Corp COM NEW 461915100 357 9,686 SH Sole 9,686 Invitrogen Corp COM 46185R100 513 7,700 SH Call Sole 7,700 Invitrogen Corp COM 46185R100 407 6,100 SH Put Sole 6,100 IPSCO Inc COM 462622101 1,278 15,400 SH Call Sole 15,400 IPSCO Inc COM 462622101 539 6,500 SH Put Sole 6,500 ITT Educational Services Inc COM 45068B109 296 5,000 SH Sole 5,000 Jabil Circuit Inc COM 466313103 278 7,500 SH Call Sole 7,500 Hunt JB Trans Svcs COM 445658107 890 39,300 SH Call Sole 39,300 Penney JC Inc COM 708160106 584 10,500 SH Sole 10,500 Jefferies Group Inc New COM 472319102 481 10,700 SH Call Sole 10,700 JetBlue Airways Corp COM 477143101 245 15,900 SH Call Sole 15,900 Smucker JM Co COM 832696405 471 10,700 SH Sole 10,700 Johnson & Johnson COM 478160104 270 4,500 SH Sole 4,500 JP Morgan Chase & Co COM 46625H100 1,012 25,500 SH Call Sole 25,500 JPMorgan Chase & Co COM 46625H100 560 14,100 SH Sole 14,100 Juniper Networks Inc COM 48203R104 2,625 117,700 SH Call Sole 117,700 Juniper Networks Inc COM 48203R104 1,251 56,100 SH Put Sole 56,100 KB Home COM 48666K109 1,301 17,900 SH Call Sole 17,900 KB Home COM 48666K109 1,192 16,400 SH Put Sole 16,400 Kellogg Co COM 487836108 1,232 28,500 SH Sole 28,500 Kerr-McGee Corp COM 492386107 1,908 21,000 SH Call Sole 21,000 Kerr-McGee Corp COM 492386107 382 4,200 SH Sole 4,200 Kerr-McGee Corp COM 492386107 654 7,200 SH Put Sole 7,200 Kimberly-Clark Corp COM 494368103 567 9,500 SH Sole 9,500 KIMCO REALTY CORP COM 49446R109 337 10,500 SH Put Sole 10,500 Kinder Morgan Inc Kans COM 49455P101 1,251 13,600 SH Sole 13,600 Kla-Tencor Corp COM 482480100 3,828 77,600 SH Call Sole 77,600 Kla-Tencor Corp COM 482480100 636 12,900 SH Put Sole 12,900 Kohl s Corp COM 500255104 486 10,000 SH Put Sole 10,000 Kroger Co COM 501044101 1,875 99,300 SH Sole 99,300 L-3 Communications HldgsInc COM 502424104 535 7,200 SH Sole 7,200 Lam Research Corp COM 512807108 853 23,900 SH Call Sole 23,900 Lam Research Corp COM 512807108 239 6,700 SH Sole 6,700 Lam Research Corp COM 512807108 535 15,000 SH Put Sole 15,000 Lear Corp COM 521865105 660 23,200 SH Sole 23,200 Legg Mason Inc COM 524901105 5,218 43,600 SH Call Sole 43,600 Legg Mason Inc COM 524901105 1,209 10,100 SH Put Sole 10,100 Lennar Corp CL A 526057104 4,180 68,500 SH Call Sole 68,500 Lennar Corp CL A 526057104 3,454 56,600 SH Put Sole 56,600 LIBERTY PPTY TR SH BEN INT 531172104 411 9,600 SH Sole 9,600 Lincare Hldgs Inc COM 532791100 670 15,985 SH Sole 15,985 Lincoln Natl Corp Ind COM 534187109 902 17,000 SH Sole 17,000 Linear Technology Corp COM 535678106 1,003 27,800 SH Call Sole 27,800 Linear Technology Corp COM 535678106 1,161 32,211 SH Sole 32,211 Linear Technology Corp COM 535678106 2,774 76,900 SH Put Sole 76,900 Lone Star Technologies Inc COM 542312103 1,627 31,500 SH Call Sole 31,500 Lone Star Technologies Inc COM 542312103 1,152 22,300 SH Put Sole 22,300 Lowe s Cos Inc COM 548661107 353 5,300 SH Call Sole 5,300 Lubrizol Corp COM 549271104 243 5,600 SH Sole 5,600 Lyondell Chemical Co COM 552078107 1,021 42,900 SH Sole 42,900 Lyondell Chemical Co COM 552078107 715 30,000 SH Put Sole 30,000 MACK-CALI RLTY CORP COM 554489104 1,266 29,300 SH Sole 29,300 Marathon Oil Corp COM 565849106 1,591 26,100 SH Call Sole 26,100 Marathon Oil Corp COM 565849106 585 9,600 SH Put Sole 9,600 Marsh & McLennan Cos Inc COM 571748102 838 26,400 SH Sole 26,400 Marvel Technology Group Ltd ORD G5876H105 404 7,200 SH Call Sole 7,200 Marvel Technology Group Ltd ORD G5876H105 252 4,500 SH Put Sole 4,500 Masco Corp COM 574599106 510 16,900 SH Sole 16,900 Massey Energy Co COM 576206106 837 22,100 SH Call Sole 22,100 Massey Energy Co COM 576206106 1,382 36,500 SH Sole 36,500 Massey Energy Co COM 576206106 1,057 27,900 SH Put Sole 27,900 Maverick Tube Corp COM 577914104 881 22,100 SH Call Sole 22,100 Maverick Tube Corp COM 577914104 438 11,000 SH Put Sole 11,000 MBIA Inc COM 55262C100 794 13,200 SH Sole 13,200 McCormick & Co Inc COM NON VTG 579780206 804 26,000 SH Sole 26,000 McDermott Intl Inc COM 580037109 4,492 100,700 SH Call Sole 100,700 McDermott Intl Inc COM 580037109 495 11,100 SH Put Sole 11,100 McDonald s Corp COM 580135101 1,220 36,200 SH Sole 36,200 McKesson Corp COM 58155Q103 1,429 27,700 SH Call Sole 27,700 Medimmune Inc COM 584699102 252 7,200 SH Call Sole 7,200 Medtronic Inc COM 585055106 230 4,000 SH Call Sole 4,000 Medtronic Inc COM 585055106 363 6,300 SH Put Sole 6,300 MEMC Electr Matls Inc COM 552715104 503 22,700 SH Call Sole 22,700 Merck & Co Inc COM 589331107 475 14,940 SH Sole 14,940 Merck & Co Inc COM 589331107 573 18,000 SH Put Sole 18,000 Mercury Interactive Corp COM 589405109 582 20,969 SH Sole 20,969 Meredith Corp COM 589433101 571 10,900 SH Sole 10,900 Meridian Gold Inc COM 589975101 890 40,700 SH Call Sole 40,700 Meridian Gold Inc COM 589975101 921 42,100 SH Put Sole 42,100 Merrill Lynch & Co Inc COM 590188108 345 5,100 SH Put Sole 5,100 Metlife Inc COM 59156R108 412 8,400 SH Sole 8,400 MGM MIRAGE COM 552953101 561 15,300 SH Call Sole 15,300 MGM MIRAGE COM 552953101 301 8,200 SH Put Sole 8,200 Michaels Stores Inc COM 594087108 308 8,700 SH Sole 8,700 Microchip Technology Inc COM 595017104 575 17,900 SH Call Sole 17,900 Micron Technology Inc COM 595112103 566 42,500 SH Call Sole 42,500 Micron Technology Inc COM 595112103 236 17,700 SH Sole 17,700 Microsoft Corp COM 594918104 1,370 52,400 SH Call Sole 52,400 Millennium Pharmaceuticals COM 599902103 424 43,700 SH Call Sole 43,700 Millennium Pharmaceuticals COM 599902103 245 25,218 SH Sole 25,218 MILLS CORP COM 601148109 487 11,600 SH Sole 11,600 Molson Coors Brewing Co CL B 60871R209 965 14,400 SH Sole 14,400 Monsanto Co New COM 61166W101 1,658 21,400 SH Sole 21,400 Monster Worldwide Inc COM 611742107 714 17,500 SH Call Sole 17,500 Monster Worldwide Inc COM 611742107 230 5,625 SH Sole 5,625 Morgan Stanley COM 617446448 499 8,800 SH Call Sole 8,800 Morgan Stanley COM 617446448 862 15,200 SH Sole 15,200 Morgan Stanley COM 617446448 970 17,100 SH Put Sole 17,100 Motorola Inc COM 620076109 1,717 76,000 SH Call Sole 76,000 Motorola Inc COM 620076109 976 43,200 SH Put Sole 43,200 M-Sys Flash Disk Pioneers ORD M7061C100 848 25,600 SH Call Sole 25,600 M-Sys Flash Disk Pioneers ORD M7061C100 291 8,800 SH Put Sole 8,800 Murphy Oil Corp COM 626717102 718 13,300 SH Call Sole 13,300 Murphy Oil Corp COM 626717102 858 15,900 SH Put Sole 15,900 Nabors Industries Ltd SHS G6359F103 712 9,400 SH Call Sole 9,400 Nabors Industries Ltd SHS G6359F103 871 11,500 SH Put Sole 11,500 National City Corp COM 635405103 336 10,000 SH Call Sole 10,000 National Semiconductor Corp COM 637640103 2,278 87,700 SH Call Sole 87,700 National Semiconductor Corp COM 637640103 621 23,900 SH Sole 23,900 National Semiconductor Corp COM 637640103 764 29,400 SH Put Sole 29,400 National-Oilwell Varco Inc COM 637071101 3,793 60,500 SH Call Sole 60,500 National-Oilwell Varco Inc COM 637071101 4,326 69,000 SH Put Sole 69,000 Navistar Intl Corp New COM 63934E108 509 17,800 SH Sole 17,800 NETFLIX COM INC COM 64110L106 1,277 47,200 SH Call Sole 47,200 Network Appliance Inc COM 64120L104 975 36,100 SH Call Sole 36,100 Network Appliance Inc COM 64120L104 337 12,500 SH Sole 12,500 Network Appliance Inc COM 64120L104 905 33,500 SH Put Sole 33,500 New Century Financial Corp COM 6435EV108 996 27,600 SH Call Sole 27,600 New Century Financial Corp COM 6435EV108 454 12,600 SH Sole 12,600 New York Community Bancorp Inc COM 649445103 543 32,900 SH Sole 32,900 Newfield Expl Co COM 651290108 250 5,000 SH Put Sole 5,000 Newmont Mining Corp COM 651639106 3,354 62,800 SH Put Sole 62,800 Nicor Inc COM 654086107 333 8,500 SH Sole 8,500 Nike Inc CL B 654106103 694 8,000 SH Sole 8,000 Noble Corp SHS G65422100 1,390 19,700 SH Call Sole 19,700 Noble Corp SHS G65422100 1,170 16,600 SH Sole 16,600 Noble Corp SHS G65422100 2,977 42,200 SH Put Sole 42,200 Nordstrom Inc COM 655664100 681 18,200 SH Call Sole 18,200 Nordstrom Inc COM 655664100 337 9,000 SH Put Sole 9,000 Novastar Finl Inc COM 669947400 436 15,500 SH Call Sole 15,500 Novastar Finl Inc COM 669947400 436 15,500 SH Sole 15,500 Novell Inc COM 670006105 194 22,000 SH Call Sole 22,000 Novell Inc COM 670006105 238 27,001 SH Sole 27,001 Novell Inc COM 670006105 201 22,800 SH Put Sole 22,800 Novellus Systems Inc COM 670008101 241 10,000 SH Call Sole 10,000 NTL Inc COM 62940M104 2,587 38,000 SH Call Sole 38,000 NTL Inc COM 62940M104 477 7,000 SH Put Sole 7,000 Nucor Corp COM 670346105 3,343 50,100 SH Call Sole 50,100 Nucor Corp COM 670346105 527 7,900 SH Sole 7,900 Nucor Corp COM 670346105 2,796 41,900 SH Put Sole 41,900 Nvidia Corp COM 67066G104 2,852 78,000 SH Call Sole 78,000 Nvidia Corp COM 67066G104 1,448 39,600 SH Put Sole 39,600 Occidental Pete Corp Del COM 674599105 6,726 84,200 SH Call Sole 84,200 Occidental Pete Corp Del COM 674599105 3,163 39,600 SH Put Sole 39,600 OIL SERVICE HOLDRS TR DEP RCPT 678002106 296 2,300 SH Sole 2,300 Old Rep Intl Corp COM 680223104 586 22,300 SH Sole 22,300 Omnicare Inc COM 681904108 561 9,800 SH Sole 9,800 Openwave Sys Inc COM 683718308 732 41,900 SH Call Sole 41,900 Openwave Sys Inc COM 683718308 956 54,700 SH Put Sole 54,700 Oracle Corp COM 68389X105 853 69,900 SH Call Sole 69,900 Oracle Corp COM 68389X105 933 76,400 SH Put Sole 76,400 Overseas Shipholding Group COM 690368105 862 17,100 SH Sole 17,100 Owens-Illi Inc COM 690768403 1,119 53,200 SH Sole 53,200 Paccar Inc COM 693718108 2,388 34,500 SH Call Sole 34,500 Paccar Inc COM 693718108 270 3,900 SH Put Sole 3,900 Pacific Sunwear Calif Inc COM 694873100 278 11,166 SH Sole 11,166 Palm Inc New COM 696643105 761 23,945 SH Sole 23,945 Palm Inc New COM 696643105 1,059 33,300 SH Call Sole 33,300 Palm Inc New COM 696643105 3,415 107,400 SH Put Sole 107,400 PAN American Silver Corp COM 697900108 1,559 82,800 SH Call Sole 82,800 PAN American Silver Corp COM 697900108 861 45,700 SH Put Sole 45,700 Patterson Companies Inc COM 703395103 443 13,268 SH Sole 13,268 Patterson-UTI Energy Inc COM 703481101 3,249 98,600 SH Call Sole 98,600 Patterson-UTI Energy Inc COM 703481101 952 28,900 SH Put Sole 28,900 Paychex Inc COM 704326107 892 23,400 SH Call Sole 23,400 Paychex Inc COM 704326107 1,136 29,800 SH Sole 29,800 Payless Shoesource Inc COM 704379106 896 35,700 SH Call Sole 35,700 Peabody Energy Corp COM 704549104 3,000 36,400 SH Call Sole 36,400 Peabody Energy Corp COM 704549104 1,236 15,000 SH Put Sole 15,000 Pediatrix Med Group Inc COM 705324101 797 9,000 SH Call Sole 9,000 Pediatrix Med Group Inc COM 705324101 266 3,000 SH Put Sole 3,000 PEP Boys-Manny Moe & Jack COM 713278109 323 21,700 SH Sole 21,700 Pepsi Bottling Group Inc COM 713409100 1,551 54,200 SH Sole 54,200 Performance Food Group Co COM 713755106 314 11,084 SH Sole 11,084 PerkinElmer Inc COM 714046109 236 10,000 SH Call Sole 10,000 PerkinElmer Inc COM 714046109 252 10,700 SH Sole 10,700 PETCO ANIMAL SUPPLIES COM 716016209 247 11,283 SH Sole 11,283 PetroChina Co Ltd ADR 71646E100 5,393 65,800 SH Call Sole 65,800 PetroChina Co Ltd SPONSORED ADR 71646E100 828 10,100 SH Put Sole 10,100 Petroleo Brasileiro SA Petro ADR 71654V408 4,305 60,400 SH Call Sole 60,400 Petroleo Brasileiro SA Petro ADR 71654V408 2,487 34,900 SH Put Sole 34,900 Petsmart Inc COM 716768106 203 7,903 SH Sole 7,903 Pfizer Inc COM 717081103 730 31,300 SH Call Sole 31,300 Pfizer Inc COM 717081103 513 22,000 SH Sole 22,000 Pfizer Inc COM 717081103 287 12,300 SH Put Sole 12,300 PG&E Corp COM 69331C108 1,047 28,200 SH Sole 28,200 Phelps Dodge Corp COM 717265102 5,323 37,000 SH Call Sole 37,000 Phelps Dodge Corp COM 717265102 3,438 23,900 SH Put Sole 23,900 Pier 1 Imports Inc COM 720279108 161 18,400 SH Sole 18,400 Pioneer Nat Res Co COM 723787107 441 8,600 SH Call Sole 8,600 Plains Exploration & Production Co COM 726505100 568 14,300 SH Call Sole 14,300 Plains Exploration & Production Co COM 726505100 941 23,700 SH Sole 23,700 Plains Exploration & Production Co COM 726505100 1,613 40,600 SH Put Sole 40,600 PMI Group Inc/The COM 69344M101 608 14,800 SH Sole 14,800 Pogo Producing Co COM 730448107 1,315 26,400 SH Call Sole 26,400 Pogo Producing Co COM 730448107 1,151 23,100 SH Put Sole 23,100 Priceline.com Inc COM 741503403 241 10,800 SH Call Sole 10,800 Priceline.com Inc COM 741503403 223 10,000 SH Put Sole 10,000 Principal Financial Group COM 74251V102 313 6,600 SH Sole 6,600 Procter & Gamble Co COM 742718109 2,696 46,593 SH Sole 46,593 Progressive Corp Ohio COM 743315103 269 2,300 SH Sole 2,300 Prudential Finl Inc COM 744320102 337 4,600 SH Sole 4,600 Pulte Homes Inc COM 745867101 2,732 69,400 SH Call Sole 69,400 Pulte Homes Inc COM 745867101 708 18,000 SH Put Sole 18,000 QLogic Corp COM 747277101 432 13,300 SH Call Sole 13,300 QLT Inc COM 746927102 135 21,200 SH Call Sole 21,200 Qualcomm Inc COM 747525103 2,197 51,000 SH Call Sole 51,000 Qualcomm Inc COM 747525103 758 17,611 SH Sole 17,611 Qualcomm Inc COM 747525103 2,016 46,800 SH Put Sole 46,800 Quest Diagnostics Inc COM 74834L100 808 15,700 SH Sole 15,700 Questar Corp COM 748356102 212 2,800 SH Call Sole 2,800 Qwest Communications Intl Inc COM 749121109 112 19,800 SH Sole 19,800 Radian Group Inc COM 750236101 592 10,100 SH Call Sole 10,100 RadioShack Corp COM 750438103 620 29,500 SH Sole 29,500 RAMBUS INC DEL COM 750917106 1,008 62,316 SH Sole 62,316 Raytheon Co COM 755111507 1,164 29,000 SH Sole 29,000 RED HAT INC COM 756577102 300 11,000 SH Call Sole 11,000 RED HAT INC COM 756577102 469 17,200 SH Put Sole 17,200 Reliant Energy Inc COM 75952B105 376 36,500 SH Sole 36,500 Republic Services Inc COM 760759100 586 15,600 SH Sole 15,600 Research In Motion Ltd COM 760975102 330 5,000 SH Call Sole 5,000 Resmed Inc COM 761152107 609 15,900 SH Sole 15,900 Reynolds American Inc COM 761713106 391 4,100 SH Sole 4,100 Rowan Cos Inc COM 779382100 392 11,000 SH Put Sole 11,000 Ryanair Holdgs plc ADR 783513104 649 11,600 SH Call Sole 11,600 Ryder Sys Inc COM 783549108 754 18,392 SH Sole 18,392 Ryland Group Inc COM 783764103 1,969 27,300 SH Call Sole 27,300 Ryland Group Inc COM 783764103 858 11,900 SH Put Sole 11,900 Safeway Inc COM 786514208 1,644 69,500 SH Sole 69,500 Safeway Inc COM 786514208 237 10,000 SH Put Sole 10,000 Sandisk Corp COM 80004C101 1,644 26,181 SH Sole 26,181 Sanmina-SCI Corp COM 800907107 62 14,455 SH Sole 14,455 SAP Aktiengeshllschaft SPONSORED ADR 803054204 388 8,600 SH Call Sole 8,600 SAP Aktiengeshillschaft SPONSORED ADR 803054204 347 7,700 SH Put Sole 7,700 Sara Lee Corp COM 803111103 212 11,200 SH Sole 11,200 Schering-Plough Corp COM 806605101 1,044 50,100 SH Sole 50,100 Schlumberger Ltd COM 806857108 1,273 13,100 SH Call Sole 13,100 Schlumberger Ltd COM 806857108 1,282 13,200 SH Put Sole 13,200 Seagate Technology SHS G7945J104 742 37,100 SH Call Sole 37,100 Seagate Technology SHS G7945J104 1,917 95,900 SH Put Sole 95,900 Sears Hldgs Corp COM 812350106 1,202 10,400 SH Call Sole 10,400 Sears Hldgs Corp COM 812350106 220 1,900 SH Put Sole 1,900 Sepracor Inc COM 817315104 202 3,916 SH Sole 3,916 Shuffle Master Inc COM 825549108 211 8,400 SH Sole 8,400 Sierra Health Services Inc COM 826322109 303 3,800 SH Sole 3,800 Skywest Inc COM 830879102 360 13,400 SH Call Sole 13,400 Smith Intl Inc COM 832110100 1,733 46,700 SH Call Sole 46,700 Smith Intl Inc COM 832110100 1,492 40,200 SH Put Sole 40,200 Smithfield Foods Inc COM 832248108 646 21,100 SH Sole 21,100 Solectron Corp COM 834182107 126 34,500 SH Sole 34,500 SOUTHERN PERU COPPER CORP COM 84265V105 2,827 42,200 SH Call Sole 42,200 SOUTHERN PERU COPPER CORP COM 84265V105 2,016 30,100 SH Put Sole 30,100 Southwestern Energy Co COM 845467109 593 16,500 SH Call Sole 16,500 Southwestern Energy Co COM 845467109 265 7,400 SH Sole 7,400 Sovereign Bancorp Inc COM 845905108 683 31,600 SH Sole 31,600 Sprint Nextel Corp COM 852061100 255 10,900 SH Call Sole 10,900 SPX Corp COM 784635104 503 11,000 SH Sole 11,000 St Paul Travelers Cos Inc COM 792860108 536 12,000 SH Sole 12,000 Stancorp Finl Group Inc COM 852891100 514 10,300 SH Sole 10,300 Standard-Pac Corp New COM 85375C101 810 22,000 SH Call Sole 22,000 Staples Inc COM 855030102 491 21,600 SH Call Sole 21,600 Starbucks Corp COM 855244109 420 14,000 SH Call Sole 14,000 Starbucks Corp COM 855244109 408 13,600 SH Put Sole 13,600 Starwood Hotels & Resorts Worldwide Inc PAIRED CTF 85590A203 1,188 18,600 SH Call Sole 18,600 Starwood Hotels & Resorts Worldwide Inc PAIRED CTF 85590A203 1,603 25,100 SH Put Sole 25,100 State Str Corp COM 857477103 488 8,800 SH Call Sole 8,800 Steel Dynamics Inc COM 858119100 2,997 84,400 SH Call Sole 84,400 Steel Dynamics Inc COM 858119100 947 26,669 SH Sole 26,669 Steel Dynamics Inc COM 858119100 2,148 60,500 SH Put Sole 60,500 Stryker Corp COM 863667101 363 8,200 SH Sole 8,200 Sun Microsystems Inc COM 866810104 197 47,000 SH Call Sole 47,000 Sun Microsystems Inc COM 866810104 57 13,500 SH Put Sole 13,500 Suncor Energy Inc COM 867229106 2,311 36,600 SH Call Sole 36,600 Suncor Energy Inc COM 867229106 1,269 20,100 SH Put Sole 20,100 Sunoco Inc COM 86764P109 3,104 39,600 SH Call Sole 39,600 Sunoco Inc COM 86764P109 1,669 21,300 SH Sole 21,300 Sunoco Inc COM 86764P109 5,416 69,100 SH Put Sole 69,100 Symantec Corp COM 871503108 1,484 84,800 SH Call Sole 84,800 Symantec Corp COM 871503108 201 11,500 SH Sole 11,500 Symantec Corp COM 871503108 984 56,200 SH Put Sole 56,200 Synopsys Inc COM 871607107 897 44,700 SH Call Sole 44,700 Synopsys Inc COM 871607107 924 46,118 SH Sole 46,118 Synopsys Inc COM 871607107 895 44,600 SH Put Sole 44,600 Sysco Corp COM 871829107 518 16,700 SH Sole 16,700 Target Corp COM 87612E106 269 4,900 SH Call Sole 4,900 Tech Data Corp COM 878237106 345 8,700 SH Sole 8,700 Tekelec COM 879101103 222 16,000 SH Put Sole 16,000 Ericsson LM Telco ADR BSEK 10 294821608 1,785 51,900 SH Call Sole 51,900 Ericsson LM Telco ADR BSEK 10 294821608 2,501 72,700 SH Put Sole 72,700 Tellabs Inc COM 879664100 135 12,400 SH Call Sole 12,400 Tellabs Inc COM 879664100 114 10,500 SH Put Sole 10,500 Tenet Healthcare Corp COM 88033G100 355 46,400 SH Sole 46,400 Teradyne Inc COM 880770102 207 14,200 SH Call Sole 14,200 Teradyne Inc COM 880770102 345 23,700 SH Sole 23,700 Teradyne Inc COM 880770102 714 49,000 SH Put Sole 49,000 Tesoro Corp COM 881609101 2,007 32,600 SH Call Sole 32,600 Tesoro Corp COM 881609101 4,290 69,700 SH Put Sole 69,700 Teva Pharmaceutical Inds Ltd ADR 881624209 572 13,300 SH Call Sole 13,300 Teva Pharmaceutical Inds Ltd ADR 881624209 1,587 36,900 SH Put Sole 36,900 Texas Instrs Inc COM 882508104 978 30,500 SH Call Sole 30,500 Texas Instrs Inc COM 882508104 969 30,200 SH Put Sole 30,200 Textron Inc COM 883203101 208 2,700 SH Sole 2,700 Tidewater Inc COM 886423102 405 9,100 SH Call Sole 9,100 Tidewater Inc COM 886423102 200 4,500 SH Sole 4,500 Tidewater Inc COM 886423102 494 11,100 SH Put Sole 11,100 Tiffany & Co New COM 886547108 524 13,700 SH Sole 13,700 Time Warner Inc COM 887317105 473 27,100 SH Sole 27,100 Toll Brothers Inc COM 889478103 738 21,300 SH Call Sole 21,300 Toll Brothers Inc COM 889478103 471 13,600 SH Sole 13,600 Torchmark Corp COM 891027104 645 11,600 SH Sole 11,600 Total SA Sponsored ADR 89151E109 822 6,500 SH Call Sole 6,500 Transocean Inc ORD G90078109 7,666 110,000 SH Call Sole 110,000 Transocean Inc ORD G90078109 2,934 42,100 SH Put Sole 42,100 TXU Corp COM 873168108 2,058 41,000 SH Call Sole 41,000 TXU Corp COM 873168108 1,034 20,600 SH Sole 20,600 Tyco Intl Ltd New COM 902124106 312 10,800 SH Call Sole 10,800 Tyco Intl Ltd New COM 902124106 638 22,100 SH Sole 22,100 Tyson Foods Inc CL A 902494103 584 34,200 SH Sole 34,200 Ultra Petroleum Corp COM 903914109 312 5,600 SH Call Sole 5,600 Ultra Petroleum Corp COM 903914109 747 13,400 SH Sole 13,400 Ultra Petroleum Corp COM 903914109 675 12,100 SH Put Sole 12,100 Unilever NV NY SHS NEW 904784709 837 12,200 SH Sole 12,200 Union Pac Corp COM 907818108 483 6,000 SH Put Sole 6,000 Unit Corp COM 909218109 1,277 23,200 SH Call Sole 23,200 United Parcel Service Inc/Georgia CL B 911312106 240 3,200 SH Call Sole 3,200 United States Stl Corp New COM 912909108 1,913 39,800 SH Call Sole 39,800 United States Stl Corp New COM 912909108 721 15,000 SH Sole 15,000 United States Stl Corp New COM 912909108 1,529 31,800 SH Put Sole 31,800 UnitedHealth Group Inc COM 91324P102 478 7,700 SH Call Sole 7,700 Universal Hlth Svcs Inc CL B 913903100 229 4,900 SH Sole 4,900 UnumProvident Corp COM 91529Y106 748 32,900 SH Sole 32,900 UnumProvident Corp COM 91529Y106 228 10,000 SH Put Sole 10,000 URBAN OUTFITTERS INC COM 917047102 224 8,870 SH Sole 8,870 URBAN OUTFITTERS INC COM 917047102 253 10,000 SH Put Sole 10,000 US Bancorp Del COM 902973304 415 13,900 SH Sole 13,900 UST Inc COM 902911106 441 10,800 SH Sole 10,800 Valero Energy Corp New COM 91913Y100 4,830 93,600 SH Call Sole 93,600 Valero Energy Corp New COM 91913Y100 800 15,500 SH Sole 15,500 Valero Energy Corp New COM 91913Y100 5,562 107,800 SH Put Sole 107,800 Varian Semiconductor Equipmn COM 922207105 233 5,300 SH Call Sole 5,300 Varian Semiconductor Equipmn COM 922207105 303 6,900 SH Put Sole 6,900 VeriSign Inc COM 92343E102 226 10,300 SH Call Sole 10,300 VeriSign Inc COM 92343E102 429 19,600 SH Put Sole 19,600 Veritas DGC Inc COM 92343P107 358 10,100 SH Sole 10,100 Verizon Communications COM 92343V104 2,129 70,700 SH Sole 70,700 Vertex Pharmaceuticals Inc COM 92532F100 778 28,131 SH Sole 28,131 Visteon Corp COM 92839U107 113 18,100 SH Sole 18,100 VORNADO RLTY TR SH BEN INT 929042109 284 3,400 SH Call Sole 3,400 VORNADO RLTY TR SH BEN INT 929042109 1,694 20,300 SH Sole 20,300 Wal-Mart Stores Inc COM 931142103 665 14,200 SH Call Sole 14,200 Walt Disney Co COM DISNEY 254687106 266 11,100 SH Sole 11,100 Washington Post Co CL B 939640108 230 300 SH Sole 300 Watson Pharmaceuticals Inc COM 942683103 432 13,300 SH Sole 13,300 Weatherford International Ltd COM G95089101 210 5,800 SH Call Sole 5,800 WEBMD CORP CL A 94770V102 103 12,264 SH Sole 12,264 WellPoint Inc COM 94973V107 487 6,100 SH Call Sole 6,100 WellPoint Inc COM 94973V107 1,077 13,500 SH Put Sole 13,500 Wendy s Intl Inc COM 950590109 1,033 18,700 SH Sole 18,700 Werner Enterprises Inc COM 950755108 348 17,667 SH Sole 17,667 Western Digital Corp COM 958102105 1,452 78,000 SH Call Sole 78,000 Western Digital Corp COM 958102105 2,174 116,800 SH Put Sole 116,800 Westwood One Inc COM 961815107 305 18,700 SH Sole 18,700 WHIRLPOOL CORP COM 963320106 302 3,600 SH Sole 3,600 Williams Cos Inc COM 969457100 732 31,600 SH Call Sole 31,600 Williams Cos Inc COM 969457100 232 10,000 SH Put Sole 10,000 Winnebago Inds Inc COM 974637100 246 7,400 SH Sole 7,400 Wrigley WM Jr Co COM 982526105 838 12,600 SH Sole 12,600 Worthington Inds Inc COM 981811102 192 10,000 SH Sole 10,000 Grace WR & Co Del New & Co COM 38388F108 1,375 146,300 SH Sole 146,300 Grainger WW Inc COM 384802104 235 3,300 SH Call Sole 3,300 Wyeth COM 983024100 516 11,200 SH Put Sole 11,200 Wynn Resorts Ltd COM 983134107 806 14,700 SH Call Sole 14,700 Wynn Resorts Ltd COM 983134107 768 14,000 SH Put Sole 14,000 Xcel Energy Inc COM 98389B100 541 29,300 SH Sole 29,300 Xilinx Inc COM 983919101 459 18,200 SH Call Sole 18,200 Xilinx Inc COM 983919101 287 11,400 SH Put Sole 11,400 XL Cap Ltd CL A G98255105 222 3,300 SH Sole 3,300 XM Satellite Radio Hldgs Inc CL A 983759101 371 13,612 SH Sole 13,612 XM Satellite Radio Hldgs Inc CL A 983759101 527 19,300 SH Put Sole 19,300 XTO Energy Inc COM 98385X106 2,329 53,000 SH Call Sole 53,000 XTO Energy Inc COM 98385X106 1,955 44,500 SH Put Sole 44,500 Yahoo Inc COM 984332106 1,218 31,100 SH Call Sole 31,100 Yahoo Inc COM 984332106 509 13,000 SH Put Sole 13,000 YELLOW ROADWAY CORP COM 985577105 230 5,155 SH Sole 5,155 Yum Brands Inc COM 988498101 1,861 39,700 SH Sole 39,700 Zimmer Holdings Inc COM 98956P102 277 4,100 SH Call Sole 4,100 Zimmer Holdings Inc COM 98956P102 551 8,183 SH Sole 8,183 Zimmer Holdings Inc COM 98956P102 1,227 18,200 SH Put Sole 18,200
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