-----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, WAvYpy96wU+LFXIG+wQdl6EbcG/a+lNmJ0y9dzZ7MBdfBknruSCun39hJSOnqGKN sIrsoOx+SZpGZfVAjOXLzg== 0001085146-09-003398.txt : 20091106 0001085146-09-003398.hdr.sgml : 20091106 20091106140319 ACCESSION NUMBER: 0001085146-09-003398 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091106 DATE AS OF CHANGE: 20091106 EFFECTIVENESS DATE: 20091106 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Laurion Capital Management LP CENTRAL INDEX KEY: 0001390202 IRS NUMBER: 562504425 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12437 FILM NUMBER: 091164072 BUSINESS ADDRESS: STREET 1: 7 TIMES SQUARE, SUITE 2505 CITY: NEW YORK STATE: NY ZIP: 10021 BUSINESS PHONE: 212-938-6325 MAIL ADDRESS: STREET 1: 7 TIMES SQUARE, SUITE 2505 CITY: NEW YORK STATE: NY ZIP: 10021 13F-HR 1 laur3q09.txt LAURION CAPITAL MANAGEMENT LP UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2009 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Laurion Capital Management LP Address: 7 Times Square, Suite 2505 New York, NY 10036 13F File Number: 28-12437 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: Benjamin A. Smith Title: Partner Phone: 212.938.6300 Signature, Place, and Date of Signing: /s/ Benjamin A. Smith New York, NY November 06, 2009 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form13F Information Table Entry Total: 346 Form13F Information Table Value Total: $604,721 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3M CO COM 88579Y101 786 249400 SH CALL SOLE 0 0 0 ABBOTT LABS COM 002824100 879 475000 SH CALL SOLE 0 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 540 14500 SH SOLE 14500 0 0 ADOBE SYS INC COM 00724F101 1115 650000 SH CALL SOLE 0 0 0 ADOBE SYS INC COM 00724F101 350 500000 SH PUT SOLE 500000 0 0 AES CORP COM 00130H105 228 15362 SH SOLE 15362 0 0 AETNA INC NEW COM 00817Y108 4598 165214 SH SOLE 165214 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 379 6999 SH SOLE 6999 0 0 AFLAC INC COM 001055102 555 75000 SH PUT SOLE 75000 0 0 AFLAC INC COM 001055102 1389 32493 SH SOLE 32493 0 0 AGRIUM INC COM 008916108 682 13700 SH SOLE 13700 0 0 ALCOA INC COM 013817101 358 27300 SH SOLE 27300 0 0 ALLSTATE CORP COM 020002101 505 16500 SH SOLE 16500 0 0 ALTRIA GROUP INC COM 02209S103 470 26400 SH SOLE 26400 0 0 ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 285 10395 SH SOLE 10395 0 0 AMAZON COM INC COM 023135106 2124 217600 SH CALL SOLE 0 0 0 AMAZON COM INC COM 023135106 1360 115000 SH PUT SOLE 115000 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 406 24100 SH SOLE 24100 0 0 AMERICAN EXPRESS CO COM 025816109 1999 169500 SH CALL SOLE 0 0 0 AMERICAN TOWER CORP CL A 029912201 2600 580000 SH CALL SOLE 0 0 0 AMGEN INC COM 031162100 308 150000 SH CALL SOLE 0 0 0 AMR CORP COM 001765106 306 38500 SH SOLE 38500 0 0 ANADARKO PETE CORP COM 032511107 9160 400000 SH CALL SOLE 0 0 0 ANADARKO PETE CORP COM 032511107 480 150000 SH PUT SOLE 150000 0 0 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 950 23300 SH SOLE 23300 0 0 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1065 100000 SH CALL SOLE 0 0 0 AON CORP COM 037389103 427 10500 SH SOLE 10500 0 0 APACHE CORP COM 037411105 321 3500 SH SOLE 3500 0 0 APPLE INC COM 037833100 4111 22175 SH SOLE 22175 0 0 APPLE INC COM 037833100 5752 85000 SH CALL SOLE 0 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 301 8100 SH SOLE 8100 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 1232 42164 SH SOLE 42164 0 0 AUTOZONE INC COM 053332102 1270 8686 SH SOLE 8686 0 0 AUTOZONE INC COM 053332102 344 22000 SH PUT SOLE 22000 0 0 BANK OF AMERICA CORPORATION COM 060505104 3139 185519 SH SOLE 185519 0 0 BANK OF AMERICA CORPORATION COM 060505104 2315 1000000 SH CALL SOLE 0 0 0 BANK OF AMERICA CORPORATION COM 060505104 210 1000000 SH PUT SOLE 1000000 0 0 BARRICK GOLD CORP COM 067901108 906 23900 SH SOLE 23900 0 0 BARRICK GOLD CORP COM 067901108 375 75000 SH CALL SOLE 0 0 0 BAXTER INTL INC COM 071813109 711 12473 SH SOLE 12473 0 0 BAXTER INTL INC COM 071813109 311 37500 SH PUT SOLE 37500 0 0 BB&T CORP COM 054937107 567 20800 SH SOLE 20800 0 0 BIOGEN IDEC INC COM 09062X103 591 11700 SH SOLE 11700 0 0 BLACKROCK INC COM 09247X101 304 1400 SH SOLE 1400 0 0 BOEING CO COM 097023105 504 9300 SH SOLE 9300 0 0 BROADCOM CORP CL A 111320107 450 14672 SH SOLE 14672 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 1315 16467 SH SOLE 16467 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 296 80000 SH PUT SOLE 80000 0 0 CA INC COM 12673P105 264 12000 SH SOLE 12000 0 0 CAMECO CORP COM 13321L108 467 16800 SH SOLE 16800 0 0 CAPITAL ONE FINL CORP COM 14040H105 475 13300 SH SOLE 13300 0 0 CARDINAL HEALTH INC COM 14149Y108 407 15200 SH SOLE 15200 0 0 CARMAX INC COM 143130102 253 12100 SH SOLE 12100 0 0 CARNIVAL CORP PAIRED CTF 143658300 2972 89300 SH SOLE 89300 0 0 CATERPILLAR INC DEL COM 149123101 2664 217500 SH CALL SOLE 0 0 0 CATERPILLAR INC DEL COM 149123101 3177 61898 SH SOLE 61898 0 0 CB RICHARD ELLIS GROUP INC CL A 12497T101 407 34700 SH SOLE 34700 0 0 CELGENE CORP COM 151020104 324 5800 SH SOLE 5800 0 0 CELGENE CORP COM 151020104 545 50000 SH CALL SOLE 0 0 0 CENTURYTEL INC COM 156700106 226 6736 SH SOLE 6736 0 0 CEPHALON INC COM 156708109 14396 247180 SH SOLE 247180 0 0 CEPHALON INC COM 156708109 3825 300000 SH PUT SOLE 300000 0 0 CHESAPEAKE ENERGY CORP COM 165167107 206 150000 SH PUT SOLE 150000 0 0 CHESAPEAKE ENERGY CORP COM 165167107 1758 61914 SH SOLE 61914 0 0 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 1254 60000 SH CALL SOLE 0 0 0 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 289 4400 SH SOLE 4400 0 0 CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 407 28575 SH SOLE 28575 0 0 CIGNA CORP COM 125509109 320 11400 SH SOLE 11400 0 0 CISCO SYS INC COM 17275R102 725 573200 SH CALL SOLE 0 0 0 CISCO SYS INC COM 17275R102 261 573200 SH PUT SOLE 573200 0 0 CITIGROUP INC COM 172967101 1099 227079 SH SOLE 227079 0 0 CME GROUP INC COM 12572Q105 401 1300 SH SOLE 1300 0 0 COCA COLA CO COM 191216100 3140 600000 SH CALL SOLE 0 0 0 COCA COLA CO COM 191216100 575 500000 SH PUT SOLE 500000 0 0 COLGATE PALMOLIVE CO COM 194162103 2772 36345 SH SOLE 36345 0 0 COLGATE PALMOLIVE CO COM 194162103 255 150000 SH CALL SOLE 0 0 0 COLGATE PALMOLIVE CO COM 194162103 1273 250000 SH PUT SOLE 250000 0 0 COMMSCOPE INC COM 203372107 335 11200 SH SOLE 11200 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 466 14600 SH SOLE 14600 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 303 8607 SH SOLE 8607 0 0 CONOCOPHILLIPS COM 20825C104 492 10900 SH SOLE 10900 0 0 CONSOL ENERGY INC COM 20854P109 339 7512 SH SOLE 7512 0 0 CONSOL ENERGY INC COM 20854P109 492 120000 SH PUT SOLE 120000 0 0 COOPER INDUSTRIES PLC SHS G24140108 207 5500 SH SOLE 5500 0 0 CORNING INC COM 219350105 511 33400 SH SOLE 33400 0 0 COSTCO WHSL CORP NEW COM 22160K105 1719 30447 SH SOLE 30447 0 0 CSX CORP COM 126408103 201 52800 SH PUT SOLE 52800 0 0 CSX CORP COM 126408103 3450 82408 SH SOLE 82408 0 0 CVS CAREMARK CORPORATION COM 126650100 2055 57493 SH SOLE 57493 0 0 D R HORTON INC COM 23331A109 230 100000 SH CALL SOLE 0 0 0 D R HORTON INC COM 23331A109 203 100000 SH PUT SOLE 100000 0 0 DANAHER CORP DEL COM 235851102 1052 15624 SH SOLE 15624 0 0 DANAHER CORP DEL COM 235851102 258 50000 SH PUT SOLE 50000 0 0 DEERE & CO COM 244199105 219 5100 SH SOLE 5100 0 0 DELL INC COM 24702R101 2791 182881 SH SOLE 182881 0 0 DEVON ENERGY CORP NEW COM 25179M103 276 4100 SH SOLE 4100 0 0 DIRECTV GROUP INC COM 25459L106 309 11200 SH SOLE 11200 0 0 DISCOVER FINL SVCS COM 254709108 432 26600 SH SOLE 26600 0 0 DISNEY WALT CO COM DISNEY 254687106 1214 44200 SH SOLE 44200 0 0 DISNEY WALT CO COM DISNEY 254687106 2500 250000 SH CALL SOLE 0 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 233 8100 SH SOLE 8100 0 0 E M C CORP MASS COM 268648102 228 90000 SH CALL SOLE 0 0 0 EBAY INC COM 278642103 681 28849 SH SOLE 28849 0 0 EBAY INC COM 278642103 1920 750000 SH CALL SOLE 0 0 0 ENCANA CORP COM 292505104 513 8900 SH SOLE 8900 0 0 ENERGIZER HLDGS INC COM 29266R108 504 7600 SH SOLE 7600 0 0 ENSCO INTL INC COM 26874Q100 328 7700 SH SOLE 7700 0 0 EXPEDIA INC DEL COM 30212P105 407 17000 SH SOLE 17000 0 0 EXPRESS SCRIPTS INC COM 302182100 1140 14700 SH SOLE 14700 0 0 EXXON MOBIL CORP COM 30231G102 6977 101696 SH SOLE 101696 0 0 EXXON MOBIL CORP COM 30231G102 429 94800 SH PUT SOLE 94800 0 0 FAMILY DLR STORES INC COM 307000109 214 8100 SH SOLE 8100 0 0 FEDEX CORP COM 31428X106 431 5724 SH SOLE 5724 0 0 FIRST SOLAR INC COM 336433107 489 3200 SH SOLE 3200 0 0 FLUOR CORP NEW COM 343412102 1175 23100 SH SOLE 23100 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 1813 251500 SH SOLE 251500 0 0 FOREST LABS INC COM 345838106 551 18700 SH SOLE 18700 0 0 FOSTER WHEELER AG COM H27178104 645 20200 SH SOLE 20200 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1215 109700 SH CALL SOLE 0 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 478 185800 SH PUT SOLE 185800 0 0 GENERAL ELECTRIC CO COM 369604103 2422 960000 SH CALL SOLE 0 0 0 GENERAL ELECTRIC CO COM 369604103 1366 3150000 SH PUT SOLE 3150000 0 0 GENERAL MLS INC COM 370334104 515 8000 SH SOLE 8000 0 0 GENZYME CORP COM 372917104 372 6549 SH SOLE 6549 0 0 GILEAD SCIENCES INC COM 375558103 2173 46657 SH SOLE 46657 0 0 GILEAD SCIENCES INC COM 375558103 225 30000 SH CALL SOLE 0 0 0 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 706 51200 SH SOLE 51200 0 0 GOLDCORP INC NEW COM 380956409 287 7100 SH SOLE 7100 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 590 3200 SH SOLE 3200 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 9741 157800 SH CALL SOLE 0 0 0 GOOGLE INC CL A 38259P508 6889 13893 SH SOLE 13893 0 0 GOOGLE INC CL A 38259P508 1307 20000 SH PUT SOLE 20000 0 0 GUESS INC COM 401617105 411 11100 SH SOLE 11100 0 0 HALLIBURTON CO COM 406216101 1524 56183 SH SOLE 56183 0 0 HALLIBURTON CO COM 406216101 2132 590000 SH CALL SOLE 0 0 0 HALLIBURTON CO COM 406216101 2755 555000 SH PUT SOLE 555000 0 0 HARLEY DAVIDSON INC COM 412822108 294 12800 SH SOLE 12800 0 0 HARRIS CORP DEL COM 413875105 557 14801 SH SOLE 14801 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 644 24300 SH SOLE 24300 0 0 HELMERICH & PAYNE INC COM 423452101 316 8000 SH SOLE 8000 0 0 HERSHEY CO COM 427866108 392 10100 SH SOLE 10100 0 0 HESS CORP COM 42809H107 470 8800 SH SOLE 8800 0 0 HOLOGIC INC COM 436440101 176 10800 SH SOLE 10800 0 0 HOME DEPOT INC COM 437076102 9045 339537 SH SOLE 339537 0 0 HSBC HLDGS PLC SPON ADR NEW 404280406 493 8600 SH SOLE 8600 0 0 HUDSON CITY BANCORP COM 443683107 747 56800 SH SOLE 56800 0 0 ILLINOIS TOOL WKS INC COM 452308109 406 9500 SH SOLE 9500 0 0 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 499 10300 SH SOLE 10300 0 0 INGERSOLL-RAND PLC SHS G47791101 497 16200 SH SOLE 16200 0 0 INTEL CORP COM 458140100 1728 1004600 SH CALL SOLE 0 0 0 INTEL CORP COM 458140100 501 25600 SH SOLE 25600 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 795 8175 SH SOLE 8175 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 205 105000 SH CALL SOLE 0 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 303 100000 SH PUT SOLE 100000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 1558 13023 SH SOLE 13023 0 0 INTL PAPER CO COM 460146103 393 17700 SH SOLE 17700 0 0 INTUIT COM 461202103 993 34828 SH SOLE 34828 0 0 ISHARES INC MSCI BRAZIL 464286400 10954 161878 SH SOLE 161878 0 0 ISHARES INC MSCI BRAZIL 464286400 2352 180000 SH CALL SOLE 0 0 0 ISHARES INC MSCI JAPAN 464286848 14501 1458900 SH SOLE 1458900 0 0 ISHARES INC MSCI S KOREA 464286772 516 10900 SH SOLE 10900 0 0 ISHARES TR INDEX DJ US REAL EST 464287739 1587 37200 SH SOLE 37200 0 0 ISHARES TR INDEX MSCI EMERG MKT 464287234 361 250000 SH PUT SOLE 250000 0 0 ISHARES TR INDEX MSCI EMERG MKT 464287234 4473 370000 SH CALL SOLE 0 0 0 ISHARES TR INDEX MSCI EAFE IDX 464287465 322 460000 SH PUT SOLE 460000 0 0 ISHARES TR INDEX MSCI EAFE IDX 464287465 4049 74025 SH SOLE 74025 0 0 ISHARES TR INDEX FTSE XNHUA IDX 464287184 3186 2770000 SH CALL SOLE 0 0 0 ISHARES TR INDEX DJ US REAL EST 464287739 1544 155000 SH CALL SOLE 0 0 0 ISHARES TR INDEX FTSE XNHUA IDX 464287184 89651 2189826 SH SOLE 2189826 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 1062 9621 SH SOLE 9621 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 400 8701 SH SOLE 8701 0 0 JOHNSON & JOHNSON COM 478160104 1254 20600 SH SOLE 20600 0 0 JOHNSON & JOHNSON COM 478160104 961 88200 SH CALL SOLE 0 0 0 JOY GLOBAL INC COM 481165108 387 7900 SH SOLE 7900 0 0 JPMORGAN CHASE & CO COM 46625H100 2675 365000 SH CALL SOLE 0 0 0 JPMORGAN CHASE & CO COM 46625H100 822 265000 SH PUT SOLE 265000 0 0 JUNIPER NETWORKS INC COM 48203R104 270 10000 SH SOLE 10000 0 0 KINROSS GOLD CORP COM NO PAR 496902404 1052 48500 SH SOLE 48500 0 0 KOHLS CORP COM 500255104 4341 76093 SH SOLE 76093 0 0 KOHLS CORP COM 500255104 275 32000 SH CALL SOLE 0 0 0 KRAFT FOODS INC CL A 50075N104 908 34575 SH SOLE 34575 0 0 KROGER CO COM 501044101 215 10400 SH SOLE 10400 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 490 200000 SH PUT SOLE 200000 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 850 300000 SH CALL SOLE 0 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 598 9100 SH SOLE 9100 0 0 LAM RESEARCH CORP COM 512807108 837 24488 SH SOLE 24488 0 0 LAS VEGAS SANDS CORP COM 517834107 201 11950 SH SOLE 11950 0 0 LG DISPLAY CO LTD SPONS ADR REP 50186V102 198 13800 SH SOLE 13800 0 0 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 267 8580 SH SOLE 8580 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 152 13900 SH SOLE 13900 0 0 LILLY ELI & CO COM 532457108 389 11778 SH SOLE 11778 0 0 LORILLARD INC COM 544147101 208 2800 SH SOLE 2800 0 0 LOWES COS INC COM 548661107 1478 70600 SH SOLE 70600 0 0 MANULIFE FINL CORP COM 56501R106 352 16800 SH SOLE 16800 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 21064 465100 SH SOLE 465100 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 723 170000 SH PUT SOLE 170000 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 2269 240000 SH CALL SOLE 0 0 0 MARRIOTT INTL INC NEW CL A 571903202 1264 45800 SH SOLE 45800 0 0 MASSEY ENERGY CORP COM 576206106 1699 142500 SH CALL SOLE 0 0 0 MASSEY ENERGY CORP COM 576206106 818 200000 SH PUT SOLE 200000 0 0 MASTERCARD INC CL A 57636Q104 1557 7700 SH SOLE 7700 0 0 MASTERCARD INC CL A 57636Q104 1444 75000 SH CALL SOLE 0 0 0 MASTERCARD INC CL A 57636Q104 289 75000 SH PUT SOLE 75000 0 0 MCAFEE INC COM 579064106 280 6400 SH SOLE 6400 0 0 MCDONALDS CORP COM 580135101 391 110000 SH CALL SOLE 0 0 0 MCDONALDS CORP COM 580135101 206 110000 SH PUT SOLE 110000 0 0 MCDONALDS CORP COM 580135101 315 5527 SH SOLE 5527 0 0 MCGRAW HILL COS INC COM 580645109 1548 61560 SH SOLE 61560 0 0 MCKESSON CORP COM 58155Q103 506 8500 SH SOLE 8500 0 0 MELCO CROWN ENTMT LTD ADR 585464100 530 76100 SH SOLE 76100 0 0 MERCK & CO INC COM 589331107 900 500000 SH CALL SOLE 0 0 0 METLIFE INC COM 59156R108 2655 69736 SH SOLE 69736 0 0 METLIFE INC COM 59156R108 1263 250000 SH PUT SOLE 250000 0 0 METROPCS COMMUNICATIONS INC COM 591708102 298 31800 SH SOLE 31800 0 0 MICROSOFT CORP COM 594918104 5557 214643 SH SOLE 214643 0 0 MONSANTO CO NEW COM 61166W101 1899 24538 SH SOLE 24538 0 0 MORGAN STANLEY COM NEW 617446448 1500 240000 SH PUT SOLE 240000 0 0 MORGAN STANLEY COM NEW 617446448 5050 800000 SH CALL SOLE 0 0 0 MORGAN STANLEY COM NEW 617446448 238 7700 SH SOLE 7700 0 0 MOSAIC CO COM 61945A107 361 7500 SH SOLE 7500 0 0 NATIONAL OILWELL VARCO INC COM 637071101 417 9679 SH SOLE 9679 0 0 NETAPP INC COM 64110D104 328 12300 SH SOLE 12300 0 0 NEWMONT MINING CORP COM 651639106 718 16300 SH SOLE 16300 0 0 NEWMONT MINING CORP COM 651639106 313 50000 SH CALL SOLE 0 0 0 NII HLDGS INC CL B NEW 62913F201 498 16600 SH SOLE 16600 0 0 NIKE INC CL B 654106103 3148 48648 SH SOLE 48648 0 0 NOKIA CORP SPONSORED ADR 654902204 335 22900 SH SOLE 22900 0 0 NORFOLK SOUTHERN CORP COM 655844108 862 20000 SH SOLE 20000 0 0 NORTHERN TR CORP COM 665859104 278 4773 SH SOLE 4773 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 482 32200 SH SOLE 32200 0 0 NVIDIA CORP COM 67066G104 326 21700 SH SOLE 21700 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 1374 17523 SH SOLE 17523 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 7941 67626 SH SOLE 67626 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 497 51800 SH CALL SOLE 0 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 1374 397800 SH PUT SOLE 397800 0 0 ON SEMICONDUCTOR CORP COM 682189105 93 11285 SH SOLE 11285 0 0 ORACLE CORP COM 68389X105 1771 84957 SH SOLE 84957 0 0 OWENS ILL INC COM NEW 690768403 247 6700 SH SOLE 6700 0 0 PARTNERRE LTD COM G6852T105 608 7898 SH SOLE 7898 0 0 PEABODY ENERGY CORP COM 704549104 1956 52559 SH SOLE 52559 0 0 PEABODY ENERGY CORP COM 704549104 293 100000 SH CALL SOLE 0 0 0 PEABODY ENERGY CORP COM 704549104 2290 100000 SH PUT SOLE 100000 0 0 PEPSICO INC COM 713448108 1733 450000 SH CALL SOLE 0 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2141 46643 SH SOLE 46643 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4265 647700 SH CALL SOLE 0 0 0 PG&E CORP COM 69331C108 352 8700 SH SOLE 8700 0 0 PLUM CREEK TIMBER CO INC COM 729251108 659 21502 SH SOLE 21502 0 0 PPL CORP COM 69351T106 288 9500 SH SOLE 9500 0 0 PRICE T ROWE GROUP INC COM 74144T108 503 11000 SH SOLE 11000 0 0 PROCTER & GAMBLE CO COM 742718109 666 220000 SH CALL SOLE 0 0 0 PROCTER & GAMBLE CO COM 742718109 553 65000 SH PUT SOLE 65000 0 0 PROCTER & GAMBLE CO COM 742718109 2483 42863 SH SOLE 42863 0 0 PRUDENTIAL FINL INC COM 744320102 338 6767 SH SOLE 6767 0 0 QUALCOMM INC COM 747525103 2665 59250 SH SOLE 59250 0 0 QUALCOMM INC COM 747525103 663 207100 SH PUT SOLE 207100 0 0 RAYONIER INC COM 754907103 270 6600 SH SOLE 6600 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 554 89200 SH SOLE 89200 0 0 RESEARCH IN MOTION LTD COM 760975102 480 7100 SH SOLE 7100 0 0 ROBERT HALF INTL INC COM 770323103 350 14000 SH SOLE 14000 0 0 ROVI CORP COM 779376102 358 10658 SH SOLE 10658 0 0 SAFEWAY INC COM NEW 786514208 371 18800 SH SOLE 18800 0 0 SAIC INC COM 78390X101 267 15200 SH SOLE 15200 0 0 SALESFORCE COM INC COM 79466L302 529 9300 SH SOLE 9300 0 0 SANOFI AVENTIS SPONSORED ADR 80105N105 514 13900 SH SOLE 13900 0 0 SAP AG SPON ADR 803054204 494 10100 SH SOLE 10100 0 0 SARA LEE CORP COM 803111103 186 16696 SH SOLE 16696 0 0 SEARS HLDGS CORP COM 812350106 490 7500 SH SOLE 7500 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2702 748700 SH CALL SOLE 0 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 4357 165400 SH SOLE 165400 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 530 250000 SH PUT SOLE 250000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 3148 1246100 SH PUT SOLE 1246100 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 20700 383902 SH SOLE 383902 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1628 1050000 SH CALL SOLE 0 0 0 SHAW GROUP INC COM 820280105 237 7400 SH SOLE 7400 0 0 SHIRE PLC SPONSORED ADR 82481R106 405 7754 SH SOLE 7754 0 0 SLM CORP COM 78442P106 303 34691 SH SOLE 34691 0 0 SLM CORP COM 78442P106 360 100000 SH PUT SOLE 100000 0 0 SMITH INTL INC COM 832110100 408 14200 SH SOLE 14200 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 407 10400 SH SOLE 10400 0 0 SOUTHERN CO COM 842587107 690 21800 SH SOLE 21800 0 0 SOUTHERN CO COM 842587107 244 62500 SH PUT SOLE 62500 0 0 SOUTHWEST AIRLS CO COM 844741108 455 47400 SH SOLE 47400 0 0 SOUTHWESTERN ENERGY CO COM 845467109 1899 44487 SH SOLE 44487 0 0 SOUTHWESTERN ENERGY CO COM 845467109 248 80000 SH PUT SOLE 80000 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 722 7300 SH SOLE 7300 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 16185 3500000 SH CALL SOLE 0 0 0 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 2904 193200 SH SOLE 193200 0 0 SPDR SERIES TRUST S&P RETAIL ETF 78464A714 2980 87300 SH SOLE 87300 0 0 STARBUCKS CORP COM 855244109 2199 449700 SH CALL SOLE 0 0 0 STATE STR CORP COM 857477103 402 7651 SH SOLE 7651 0 0 SUNTRUST BKS INC COM 867914103 961 42605 SH SOLE 42605 0 0 SUPERVALU INC COM 868536103 746 49533 SH SOLE 49533 0 0 SYMANTEC CORP COM 871503108 247 15000 SH SOLE 15000 0 0 TARGET CORP COM 87612E106 7764 166326 SH SOLE 166326 0 0 TARGET CORP COM 87612E106 1360 300000 SH CALL SOLE 0 0 0 TARGET CORP COM 87612E106 260 100000 SH PUT SOLE 100000 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 986 19500 SH SOLE 19500 0 0 TEXAS INSTRS INC COM 882508104 604 25498 SH SOLE 25498 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1467 33600 SH SOLE 33600 0 0 TIME WARNER CABLE INC COM 88732J207 534 12400 SH SOLE 12400 0 0 TORCHMARK CORP COM 891027104 330 7600 SH SOLE 7600 0 0 TRANSOCEAN LTD REG SHS H8817H100 1662 285000 SH CALL SOLE 0 0 0 TRANSOCEAN LTD REG SHS H8817H100 775 100000 SH PUT SOLE 100000 0 0 TRAVELERS COMPANIES INC COM 89417E109 2030 350000 SH CALL SOLE 0 0 0 TRAVELERS COMPANIES INC COM 89417E109 263 350000 SH PUT SOLE 350000 0 0 TYCO INTERNATIONAL LTD SHS H89128104 950 500000 SH CALL SOLE 0 0 0 UNION PAC CORP COM 907818108 4716 80829 SH SOLE 80829 0 0 UNION PAC CORP COM 907818108 315 90000 SH CALL SOLE 0 0 0 UNION PAC CORP COM 907818108 427 140000 SH PUT SOLE 140000 0 0 UNITED PARCEL SERVICE INC CL B 911312106 1593 28211 SH SOLE 28211 0 0 UNITED PARCEL SERVICE INC CL B 911312106 2635 270000 SH CALL SOLE 0 0 0 UNITED PARCEL SERVICE INC CL B 911312106 1410 100000 SH PUT SOLE 100000 0 0 UNITED STATES OIL FUND LP UNITS 91232N108 484 222600 SH CALL SOLE 0 0 0 UNITED STATES OIL FUND LP UNITS 91232N108 640 222600 SH PUT SOLE 222600 0 0 UNITED STATES STL CORP NEW COM 912909108 462 110000 SH PUT SOLE 110000 0 0 UNITED STATES STL CORP NEW COM 912909108 2052 110000 SH CALL SOLE 0 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 339 6911 SH SOLE 6911 0 0 UNITEDHEALTH GROUP INC COM 91324P102 1797 71765 SH SOLE 71765 0 0 UNITEDHEALTH GROUP INC COM 91324P102 320 100000 SH CALL SOLE 0 0 0 UNITEDHEALTH GROUP INC COM 91324P102 1089 160000 SH PUT SOLE 160000 0 0 US BANCORP DEL COM NEW 902973304 570 26058 SH SOLE 26058 0 0 VALERO ENERGY CORP NEW COM 91913Y100 759 270000 SH CALL SOLE 0 0 0 VALERO ENERGY CORP NEW COM 91913Y100 301 100000 SH PUT SOLE 100000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 6227 205727 SH SOLE 205727 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 807 98100 SH PUT SOLE 98100 0 0 VISA INC COM CL A 92826C839 4893 70804 SH SOLE 70804 0 0 VISA INC COM CL A 92826C839 1550 500000 SH CALL SOLE 0 0 0 VISA INC COM CL A 92826C839 650 250000 SH PUT SOLE 250000 0 0 WAL MART STORES INC COM 931142103 9272 188883 SH SOLE 188883 0 0 WAL MART STORES INC COM 931142103 2083 185600 SH PUT SOLE 185600 0 0 WALGREEN CO COM 931422109 579 57600 SH CALL SOLE 0 0 0 WASTE MGMT INC DEL COM 94106L109 423 14200 SH SOLE 14200 0 0 WATSON PHARMACEUTICALS INC COM 942683103 855 23333 SH SOLE 23333 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 5180 900000 SH CALL SOLE 0 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 3360 600000 SH PUT SOLE 600000 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 952 45900 SH SOLE 45900 0 0 WELLPOINT INC COM 94973V107 696 14700 SH SOLE 14700 0 0 WELLS FARGO & CO NEW COM 949746101 1771 62837 SH SOLE 62837 0 0 WESTERN UN CO COM 959802109 488 25800 SH SOLE 25800 0 0 WEYERHAEUSER CO COM 962166104 315 8600 SH SOLE 8600 0 0 XEROX CORP COM 984121103 95 12300 SH SOLE 12300 0 0 XTO ENERGY INC COM 98385X106 811 19621 SH SOLE 19621 0 0 XTO ENERGY INC COM 98385X106 290 50000 SH PUT SOLE 50000 0 0 YAHOO INC COM 984332106 851 47800 SH SOLE 47800 0 0 YAMANA GOLD INC COM 98462Y100 515 48100 SH SOLE 48100 0 0 ZIMMER HLDGS INC COM 98956P102 396 7400 SH SOLE 7400 0 0
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