-----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, Wi2pYGH8/7nc+9YuNZ0VXOB3MhA+sPTLk77Qc7MguXroam9Do8sATiPBRFQkSHsw niTNzZiGVFXI7YFsPqD48A== 0001085146-10-000139.txt : 20100211 0001085146-10-000139.hdr.sgml : 20100211 20100211150617 ACCESSION NUMBER: 0001085146-10-000139 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100211 DATE AS OF CHANGE: 20100211 EFFECTIVENESS DATE: 20100211 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: 10591484 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 laur4q09.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: December 31, 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: 028-12437 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 February 10, 2010 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 Form 13F Information Table Entry Total: 396 Form 13F Information Table Value Total: $836,961 (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 1945 249400 SH CALL SOLE 0 0 0 ABBOTT LABS COM 002824100 1924 475000 SH CALL SOLE 0 0 0 ABERCROMBIE & FITCH CO CL A 002896207 422 12100 SH SOLE 12100 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 224 5400 SH SOLE 5400 0 0 ACTIVISION BLIZZARD INC COM 00507V109 624 56200 SH SOLE 56200 0 0 ADOBE SYS INC COM 00724F101 650 500000 SH CALL SOLE 0 0 0 ADOBE SYS INC COM 00724F101 276 7500 SH SOLE 7500 0 0 ADVANCED MICRO DEVICES INC COM 007903107 556 57400 SH SOLE 57400 0 0 AETNA INC NEW COM 00817Y108 891 28100 SH SOLE 28100 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 382 6400 SH SOLE 6400 0 0 AFLAC INC COM 001055102 311 75000 SH PUT SOLE 75000 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 280 9000 SH SOLE 9000 0 0 AGNICO EAGLE MINES LTD COM 008474108 783 14500 SH SOLE 14500 0 0 AGRIUM INC COM 008916108 615 10000 SH SOLE 10000 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 963 38000 SH SOLE 38000 0 0 ALTRIA GROUP INC COM 02209S103 344 17500 SH SOLE 17500 0 0 AMAZON COM INC COM 023135106 273 9900 SH CALL SOLE 0 0 0 AMAZON COM INC COM 023135106 1547 11500 SH SOLE 11500 0 0 AMAZON COM INC COM 023135106 1379 45800 SH CALL SOLE 0 0 0 AMAZON COM INC COM 023135106 550 21800 SH CALL SOLE 0 0 0 AMAZON COM INC COM 023135106 2984 50000 SH CALL SOLE 0 0 0 AMAZON COM INC COM 023135106 2978 100000 SH CALL SOLE 0 0 0 AMAZON COM INC COM 023135106 452 13800 SH CALL SOLE 0 0 0 AMAZON COM INC COM 023135106 909 21800 SH CALL SOLE 0 0 0 AMAZON COM INC COM 023135106 543 115000 SH PUT SOLE 115000 0 0 AMAZON COM INC COM 023135106 457 21800 SH CALL SOLE 0 0 0 AMAZON COM INC COM 023135106 619 17400 SH CALL SOLE 0 0 0 AMDOCS LTD ORD G02602103 480 16835 SH SOLE 16835 0 0 AMERICAN EXPRESS CO COM 025816109 1686 135700 SH CALL SOLE 0 0 0 AMERIGROUP CORP COM 03073T102 291 10800 SH SOLE 10800 0 0 AMERISOURCEBERGEN CORP COM 03073E105 342 13100 SH SOLE 13100 0 0 AMGEN INC COM 031162100 1641 29000 SH SOLE 29000 0 0 ANADARKO PETE CORP COM 032511107 274 150000 SH PUT SOLE 150000 0 0 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1027 25571 SH SOLE 25571 0 0 AON CORP COM 037389103 392 10214 SH SOLE 10214 0 0 APACHE CORP COM 037411105 3817 37000 SH SOLE 37000 0 0 APACHE CORP COM 037411105 276 86400 SH PUT SOLE 86400 0 0 APPLE INC COM 037833100 2837 40000 SH CALL SOLE 0 0 0 APPLE INC COM 037833100 4987 45000 SH CALL SOLE 0 0 0 APPLE INC COM 037833100 54239 257228 SH SOLE 257228 0 0 APPLIED MATLS INC COM 038222105 1953 140100 SH SOLE 140100 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 2808 89698 SH SOLE 89698 0 0 ASSURANT INC COM 04621X108 322 10927 SH SOLE 10927 0 0 ASTRAZENECA PLC SPONSORED ADR 046353108 498 10600 SH SOLE 10600 0 0 AT&T INC COM 00206R102 560 19995 SH SOLE 19995 0 0 AUTODESK INC COM 052769106 265 10447 SH SOLE 10447 0 0 AUTOZONE INC COM 053332102 1126 7126 SH SOLE 7126 0 0 AVON PRODS INC COM 054303102 511 16216 SH SOLE 16216 0 0 BANK OF AMERICA CORPORATION COM 060505104 135 1127600 SH CALL SOLE 0 0 0 BANK OF AMERICA CORPORATION COM 060505104 762 50600 SH SOLE 50600 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 263 9400 SH SOLE 9400 0 0 BARD C R INC COM 067383109 1059 13600 SH SOLE 13600 0 0 BARRICK GOLD CORP COM 067901108 345 75000 SH CALL SOLE 0 0 0 BARRICK GOLD CORP COM 067901108 378 9600 SH SOLE 9600 0 0 BAXTER INTL INC COM 071813109 255 37500 SH PUT SOLE 37500 0 0 BCE INC COM NEW 05534B760 265 9600 SH SOLE 9600 0 0 BECKMAN COULTER INC COM 075811109 372 5684 SH SOLE 5684 0 0 BEST BUY INC COM 086516101 1783 45184 SH SOLE 45184 0 0 BHP BILLITON LTD SPONSORED ADR 088606108 498 6500 SH SOLE 6500 0 0 BOSTON SCIENTIFIC CORP COM 101137107 480 53299 SH SOLE 53299 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 990 39200 SH SOLE 39200 0 0 BROADCOM CORP CL A 111320107 704 22400 SH SOLE 22400 0 0 BUNGE LIMITED COM G16962105 498 7800 SH SOLE 7800 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 661 6700 SH SOLE 6700 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 627 10677 SH SOLE 10677 0 0 CADBURY PLC SPONS ADR 12721E102 463 9000 SH SOLE 9000 0 0 CALPINE CORP COM NEW 131347304 210 19100 SH SOLE 19100 0 0 CAMPBELL SOUP CO COM 134429109 762 22540 SH SOLE 22540 0 0 CANADIAN NAT RES LTD COM 136385101 460 6400 SH SOLE 6400 0 0 CAPITAL ONE FINL CORP COM 14040H105 2576 67200 SH SOLE 67200 0 0 CARNIVAL CORP PAIRED CTF 143658300 678 21400 SH SOLE 21400 0 0 CATERPILLAR INC DEL COM 149123101 1568 27511 SH SOLE 27511 0 0 CB RICHARD ELLIS GROUP INC CL A 12497T101 171 12600 SH SOLE 12600 0 0 CBS CORP NEW CL B 124857202 364 25900 SH SOLE 25900 0 0 CENOVUS ENERGY INC COM 15135U109 227 9000 SH SOLE 9000 0 0 CENTERPOINT ENERGY INC COM 15189T107 453 31200 SH SOLE 31200 0 0 CENTURYTEL INC COM 156700106 478 13200 SH SOLE 13200 0 0 CEPHALON INC COM 156708109 18307 293330 SH SOLE 293330 0 0 CEPHALON INC COM 156708109 2295 300000 SH PUT SOLE 300000 0 0 CHESAPEAKE ENERGY CORP COM 165167107 548 21157 SH SOLE 21157 0 0 CHEVRON CORP NEW COM 166764100 1132 14700 SH SOLE 14700 0 0 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 602 8211 SH SOLE 8211 0 0 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 1704 60000 SH CALL SOLE 0 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 409 8810 SH SOLE 8810 0 0 CIGNA CORP COM 125509109 1545 43800 SH SOLE 43800 0 0 CISCO SYS INC COM 17275R102 293 697400 SH CALL SOLE 0 0 0 CISCO SYS INC COM 17275R102 7680 320795 SH SOLE 320795 0 0 COCA COLA CO COM 191216100 1200 100000 SH CALL SOLE 0 0 0 COCA COLA CO COM 191216100 3525 500000 SH CALL SOLE 0 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 806 17800 SH SOLE 17800 0 0 COLGATE PALMOLIVE CO COM 194162103 945 11500 SH SOLE 11500 0 0 COLGATE PALMOLIVE CO COM 194162103 248 100000 SH PUT SOLE 100000 0 0 COLGATE PALMOLIVE CO COM 194162103 401 150000 SH CALL SOLE 0 0 0 COMCAST CORP NEW CL A 20030N101 250 14800 SH SOLE 14800 0 0 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 435 4300 SH SOLE 4300 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 475 14200 SH SOLE 14200 0 0 COMPUWARE CORP COM 205638109 151 20819 SH SOLE 20819 0 0 CONOCOPHILLIPS COM 20825C104 214 4189 SH SOLE 4189 0 0 CONSOL ENERGY INC COM 20854P109 255 120000 SH PUT SOLE 120000 0 0 CONSOL ENERGY INC COM 20854P109 868 17427 SH SOLE 17427 0 0 COOPER INDUSTRIES PLC SHS G24140108 294 6900 SH SOLE 6900 0 0 CORNING INC COM 219350105 508 26300 SH SOLE 26300 0 0 COVENTRY HEALTH CARE INC COM 222862104 398 16393 SH SOLE 16393 0 0 CVS CAREMARK CORPORATION COM 126650100 285 100000 SH PUT SOLE 100000 0 0 CVS CAREMARK CORPORATION COM 126650100 3699 114828 SH SOLE 114828 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 126 11900 SH SOLE 11900 0 0 DANAHER CORP DEL COM 235851102 519 6900 SH SOLE 6900 0 0 DARDEN RESTAURANTS INC COM 237194105 260 7424 SH SOLE 7424 0 0 DEERE & CO COM 244199105 538 300500 SH PUT SOLE 300500 0 0 DEERE & CO COM 244199105 251 301100 SH CALL SOLE 0 0 0 DEERE & CO COM 244199105 1563 28888 SH SOLE 28888 0 0 DELL INC COM 24702R101 203 14132 SH SOLE 14132 0 0 DEUTSCHE BANK AG NAMEN AKT D18190898 397 5600 SH SOLE 5600 0 0 DEVON ENERGY CORP NEW COM 25179M103 279 3800 SH SOLE 3800 0 0 DIRECTV COM CL A 25490A101 233 6998 SH SOLE 6998 0 0 DISCOVER FINL SVCS COM 254709108 247 16800 SH SOLE 16800 0 0 DISH NETWORK CORP CL A 25470M109 370 17836 SH SOLE 17836 0 0 DISNEY WALT CO COM DISNEY 254687106 1380 42791 SH SOLE 42791 0 0 DOW CHEM CO COM 260543103 1846 66800 SH SOLE 66800 0 0 DUKE ENERGY CORP NEW COM 26441C105 676 39300 SH SOLE 39300 0 0 E M C CORP MASS COM 268648102 223 90000 SH CALL SOLE 0 0 0 EBAY INC COM 278642103 915 750000 SH CALL SOLE 0 0 0 ENSCO_INTL_LTD COM 29358Q109 471 11800 SH SOLE 11800 0 0 ENTERGY CORP NEW COM 29364G103 1138 13900 SH SOLE 13900 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 787 23300 SH SOLE 23300 0 0 EXCO RESOURCES INC COM 269279402 312 14700 SH SOLE 14700 0 0 EXELON CORP COM 30161N101 249 5100 SH SOLE 5100 0 0 EXPEDITORS INTL WASH INC COM 302130109 205 5900 SH SOLE 5900 0 0 EXPRESS SCRIPTS INC COM 302182100 934 10800 SH SOLE 10800 0 0 EXXON MOBIL CORP COM 30231G102 42983 630339 SH SOLE 630339 0 0 EXXON MOBIL CORP COM 30231G102 288 150000 SH PUT SOLE 150000 0 0 EXXON MOBIL CORP COM 30231G102 224 101800 SH PUT SOLE 101800 0 0 EXXON MOBIL CORP COM 30231G102 775 1000000 SH PUT SOLE 1000000 0 0 EXXON MOBIL CORP COM 30231G102 1119 162200 SH PUT SOLE 162200 0 0 F5 NETWORKS INC COM 315616102 350 6600 SH SOLE 6600 0 0 FAMILY DLR STORES INC COM 307000109 652 23433 SH SOLE 23433 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 259 19210 SH SOLE 19210 0 0 FIFTH THIRD BANCORP COM 316773100 103 10578 SH SOLE 10578 0 0 FIRSTENERGY CORP COM 337932107 437 9400 SH SOLE 9400 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 1070 107000 SH SOLE 107000 0 0 FOSTER WHEELER AG COM H27178104 394 13400 SH SOLE 13400 0 0 FPL GROUP INC COM 302571104 2049 38800 SH SOLE 38800 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1616 79400 SH CALL SOLE 0 0 0 FRONTIER OIL CORP COM 35914P105 138 11500 SH SOLE 11500 0 0 GAMESTOP CORP NEW CL A 36467W109 364 16575 SH SOLE 16575 0 0 GENERAL ELECTRIC CO COM 369604103 673 44500 SH SOLE 44500 0 0 GENERAL ELECTRIC CO COM 369604103 237 100000 SH PUT SOLE 100000 0 0 GENERAL ELECTRIC CO COM 369604103 285 309500 SH PUT SOLE 309500 0 0 GENERAL ELECTRIC CO COM 369604103 614 300000 SH CALL SOLE 0 0 0 GENERAL ELECTRIC CO COM 369604103 623 300000 SH PUT SOLE 300000 0 0 GENERAL MLS INC COM 370334104 588 8300 SH SOLE 8300 0 0 GENZYME CORP COM 372917104 642 13100 SH SOLE 13100 0 0 GILEAD SCIENCES INC COM 375558103 1056 24400 SH SOLE 24400 0 0 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 484 36888 SH SOLE 36888 0 0 GOLDCORP INC NEW COM 380956409 476 12100 SH SOLE 12100 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 226 22800 SH CALL SOLE 0 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 1290 204800 SH CALL SOLE 0 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 549 200000 SH PUT SOLE 200000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 9513 56343 SH SOLE 56343 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 730 200000 SH PUT SOLE 200000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 718 267400 SH PUT SOLE 267400 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 252 17906 SH SOLE 17906 0 0 GOOGLE INC CL A 38259P508 288 50000 SH PUT SOLE 50000 0 0 GOOGLE INC CL A 38259P508 466 20000 SH CALL SOLE 0 0 0 GOOGLE INC CL A 38259P508 9851 15889 SH SOLE 15889 0 0 GRAINGER W W INC COM 384802104 465 4800 SH SOLE 4800 0 0 HALLIBURTON CO COM 406216101 1683 330000 SH CALL SOLE 0 0 0 HALLIBURTON CO COM 406216101 1177 260000 SH CALL SOLE 0 0 0 HALLIBURTON CO COM 406216101 271 9020 SH SOLE 9020 0 0 HALLIBURTON CO COM 406216101 493 100000 SH PUT SOLE 100000 0 0 HARLEY DAVIDSON INC COM 412822108 1418 56252 SH SOLE 56252 0 0 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 119 11700 SH SOLE 11700 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 500 21500 SH SOLE 21500 0 0 HATTERAS FINL CORP COM 41902R103 218 7800 SH SOLE 7800 0 0 HEALTH NET INC COM 42222G108 256 11000 SH SOLE 11000 0 0 HEINZ H J CO COM 423074103 312 7300 SH SOLE 7300 0 0 HERSHEY CO COM 427866108 551 15400 SH SOLE 15400 0 0 HEWLETT PACKARD CO COM 428236103 299 5800 SH SOLE 5800 0 0 HOLOGIC INC COM 436440101 189 13000 SH SOLE 13000 0 0 HOME DEPOT INC COM 437076102 4926 170287 SH SOLE 170287 0 0 HONEYWELL INTL INC COM 438516106 474 12100 SH SOLE 12100 0 0 ILLINOIS TOOL WKS INC COM 452308109 456 9500 SH SOLE 9500 0 0 INGERSOLL-RAND PLC SHS G47791101 214 6000 SH SOLE 6000 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 305 7266 SH SOLE 7266 0 0 INTEL CORP COM 458140100 885 200000 SH CALL SOLE 0 0 0 INTEL CORP COM 458140100 4002 196200 SH SOLE 196200 0 0 INTEL CORP COM 458140100 472 304600 SH CALL SOLE 0 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 57669 440558 SH SOLE 440558 0 0 INTL PAPER CO COM 460146103 605 22600 SH SOLE 22600 0 0 ISHARES INC MSCI 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CHASE & CO COM 46625H100 3238 500000 SH CALL SOLE 0 0 0 JPMORGAN CHASE & CO COM 46625H100 250 261500 SH CALL SOLE 0 0 0 JPMORGAN CHASE & CO COM 46625H100 960 200000 SH CALL SOLE 0 0 0 JPMORGAN CHASE & CO COM 46625H100 3763 500000 SH PUT SOLE 500000 0 0 JPMORGAN CHASE & CO COM 46625H100 262 306000 SH PUT SOLE 306000 0 0 JPMORGAN CHASE & CO COM 46625H100 928 265000 SH CALL SOLE 0 0 0 JPMORGAN CHASE & CO COM 46625H100 214 161300 SH PUT SOLE 161300 0 0 JPMORGAN CHASE & CO COM 46625H100 493 265000 SH PUT SOLE 265000 0 0 JPMORGAN CHASE & CO COM 46625H100 665 100000 SH CALL SOLE 0 0 0 JPMORGAN CHASE & CO COM 46625H100 2055 200000 SH PUT SOLE 200000 0 0 JUNIPER NETWORKS INC COM 48203R104 1008 37800 SH SOLE 37800 0 0 KB HOME COM 48666K109 160 11700 SH SOLE 11700 0 0 KIMBERLY CLARK CORP COM 494368103 376 5900 SH SOLE 5900 0 0 KOHLS CORP COM 500255104 361 6700 SH SOLE 6700 0 0 KRAFT FOODS INC CL A 50075N104 1479 54400 SH SOLE 54400 0 0 KROGER CO COM 501044101 1043 50800 SH SOLE 50800 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 600 200000 SH CALL SOLE 0 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 735 100000 SH CALL SOLE 0 0 0 LAM RESEARCH CORP COM 512807108 325 8300 SH SOLE 8300 0 0 LAZARD LTD SHS A G54050102 395 10400 SH SOLE 10400 0 0 LEGG MASON INC COM 524901105 619 20525 SH SOLE 20525 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 143 13200 SH SOLE 13200 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 309 9502 SH SOLE 9502 0 0 LILLY ELI & CO COM 532457108 296 8300 SH SOLE 8300 0 0 LORILLARD INC COM 544147101 361 4500 SH SOLE 4500 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 958 500000 SH PUT SOLE 500000 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1568 170000 SH CALL SOLE 0 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1436 330000 SH CALL SOLE 0 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 578 170000 SH PUT SOLE 170000 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 234 20000 SH CALL SOLE 0 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 360 50000 SH CALL SOLE 0 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 555 100000 SH CALL SOLE 0 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 521 200000 SH CALL SOLE 0 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1798 100000 SH PUT SOLE 100000 0 0 MARSH & MCLENNAN COS INC COM 571748102 243 11000 SH SOLE 11000 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 442 92000 SH CALL SOLE 0 0 0 MASSEY ENERGY CORP COM 576206106 1760 85000 SH CALL SOLE 0 0 0 MASSEY ENERGY CORP COM 576206106 1573 57500 SH CALL SOLE 0 0 0 MASSEY ENERGY CORP COM 576206106 483 11500 SH SOLE 11500 0 0 MASTERCARD INC CL A 57636Q104 4538 75000 SH CALL SOLE 0 0 0 MCDONALDS CORP COM 580135101 825 110000 SH CALL SOLE 0 0 0 MCDONALDS CORP COM 580135101 762 12200 SH SOLE 12200 0 0 MCGRAW HILL COS INC COM 580645109 1546 46127 SH SOLE 46127 0 0 MEMC ELECTR MATLS INC COM 552715104 172 12600 SH SOLE 12600 0 0 MERCK & CO INC NEW COM 58933Y105 899 24600 SH SOLE 24600 0 0 METLIFE INC COM 59156R108 1427 40374 SH SOLE 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MINING CORP COM 651639106 1126 23800 SH SOLE 23800 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 457 11226 SH SOLE 11226 0 0 NOKIA CORP SPONSORED ADR 654902204 185 14400 SH SOLE 14400 0 0 NORTHERN TR CORP COM 665859104 350 6675 SH SOLE 6675 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 954 61400 SH SOLE 61400 0 0 OFFICE DEPOT INC COM 676220106 118 18262 SH SOLE 18262 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 539 4526 SH SOLE 4526 0 0 ORACLE CORP COM 68389X105 1470 59904 SH SOLE 59904 0 0 ORACLE CORP COM 68389X105 212 100000 SH CALL SOLE 0 0 0 PALM INC NEW COM 696643105 423 42134 SH SOLE 42134 0 0 PAYCHEX INC COM 704326107 449 14644 SH SOLE 14644 0 0 PEABODY ENERGY CORP COM 704549104 220 400000 SH CALL SOLE 0 0 0 PEABODY ENERGY CORP COM 704549104 530 100000 SH CALL SOLE 0 0 0 PEABODY ENERGY CORP COM 704549104 321 7100 SH SOLE 7100 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 1099 65800 SH SOLE 65800 0 0 PEPSICO INC COM 713448108 2757 45346 SH SOLE 45346 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 15793 331226 SH SOLE 331226 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 357 117100 SH CALL SOLE 0 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1435 700000 SH PUT SOLE 700000 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 210 53900 SH CALL SOLE 0 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 455 86300 SH CALL SOLE 0 0 0 PFIZER INC COM 717081103 1451 79747 SH SOLE 79747 0 0 PG&E CORP COM 69331C108 424 9500 SH SOLE 9500 0 0 PHILIP MORRIS INTL INC COM 718172109 821 17034 SH SOLE 17034 0 0 PINNACLE WEST CAP CORP COM 723484101 344 9400 SH SOLE 9400 0 0 PMC-SIERRA INC COM 69344F106 318 36700 SH SOLE 36700 0 0 POTASH CORP SASK INC COM 73755L107 467 4300 SH SOLE 4300 0 0 POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 26380 1143000 SH SOLE 1143000 0 0 PPG INDS INC COM 693506107 486 8300 SH SOLE 8300 0 0 PRECISION CASTPARTS CORP COM 740189105 881 7980 SH SOLE 7980 0 0 PRICELINE COM INC COM NEW 741503403 1116 5108 SH SOLE 5108 0 0 PROCTER & GAMBLE CO COM 742718109 2001 33000 SH SOLE 33000 0 0 PROCTER & GAMBLE CO COM 742718109 403 65000 SH PUT SOLE 65000 0 0 PRUDENTIAL FINL INC COM 744320102 291 191000 SH PUT SOLE 191000 0 0 PRUDENTIAL FINL INC COM 744320102 4505 90535 SH SOLE 90535 0 0 PRUDENTIAL FINL INC COM 744320102 613 570200 SH PUT SOLE 570200 0 0 PRUDENTIAL FINL INC COM 744320102 261 197300 SH CALL SOLE 0 0 0 QUALCOMM INC COM 747525103 4617 99815 SH SOLE 99815 0 0 RANDGOLD RES LTD ADR 752344309 934 11800 SH SOLE 11800 0 0 RESEARCH IN MOTION LTD COM 760975102 264 3912 SH SOLE 3912 0 0 REYNOLDS AMERICAN INC COM 761713106 1324 25000 SH SOLE 25000 0 0 ROPER INDS INC NEW COM 776696106 246 4700 SH SOLE 4700 0 0 ROSS STORES INC COM 778296103 1098 25700 SH SOLE 25700 0 0 SAFEWAY INC COM NEW 786514208 752 35300 SH SOLE 35300 0 0 SAIC INC COM 78390X101 760 40104 SH SOLE 40104 0 0 SANOFI AVENTIS SPONSORED ADR 80105N105 456 11600 SH SOLE 11600 0 0 SARA LEE CORP COM 803111103 198 16275 SH SOLE 16275 0 0 SBA COMMUNICATIONS CORP COM 78388J106 243 7107 SH SOLE 7107 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 240 256300 SH CALL SOLE 0 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 284 110100 SH CALL SOLE 0 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 404 132600 SH PUT SOLE 132600 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 901 554400 SH CALL SOLE 0 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 599 10500 SH SOLE 10500 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 776 110000 SH CALL SOLE 0 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 752 240000 SH CALL SOLE 0 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 919 398700 SH CALL SOLE 0 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 400 317600 SH CALL SOLE 0 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 426 250000 SH PUT SOLE 250000 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 725 1050000 SH CALL SOLE 0 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 1665 1000000 SH CALL SOLE 0 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 380 800000 SH PUT SOLE 800000 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 544 750000 SH PUT SOLE 750000 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 263 125000 SH PUT SOLE 125000 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 619 750000 SH CALL SOLE 0 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 297 125000 SH CALL SOLE 0 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 860 800000 SH CALL SOLE 0 0 0 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 406 7713 SH SOLE 7713 0 0 SHERWIN WILLIAMS CO COM 824348106 296 4800 SH SOLE 4800 0 0 SLM CORP COM 78442P106 568 50397 SH SOLE 50397 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 383 10182 SH SOLE 10182 0 0 SOTHEBYS COM 835898107 215 9580 SH SOLE 9580 0 0 SOUTHERN CO COM 842587107 2188 65670 SH SOLE 65670 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 15598 1700000 SH CALL SOLE 0 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 230 1000000 SH CALL SOLE 0 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 3266 920000 SH CALL SOLE 0 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 212 100000 SH CALL SOLE 0 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 166481 1551400 SH SOLE 1551400 0 0 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 1579 104500 SH SOLE 104500 0 0 SPDR SERIES TRUST S&P RETAIL ETF 78464A714 3418 96000 SH SOLE 96000 0 0 STARBUCKS CORP COM 855244109 552 77700 SH CALL SOLE 0 0 0 STARBUCKS CORP COM 855244109 1790 200000 SH CALL SOLE 0 0 0 STARBUCKS CORP COM 855244109 542 172000 SH CALL SOLE 0 0 0 STARBUCKS CORP COM 855244109 213 51400 SH CALL SOLE 0 0 0 STERICYCLE INC COM 858912108 349 6320 SH SOLE 6320 0 0 SUNCOR ENERGY INC NEW COM 867224107 1010 28600 SH SOLE 28600 0 0 SUPERVALU INC COM 868536103 282 22217 SH SOLE 22217 0 0 SYMANTEC CORP COM 871503108 882 49300 SH SOLE 49300 0 0 TARGET CORP COM 87612E106 710 200000 SH CALL SOLE 0 0 0 TARGET CORP COM 87612E106 540 100000 SH CALL SOLE 0 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 234 12084 SH SOLE 12084 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 282 5020 SH SOLE 5020 0 0 TEXAS INSTRS INC COM 882508104 2538 97400 SH SOLE 97400 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 515 10800 SH SOLE 10800 0 0 TIME WARNER INC COM NEW 887317303 955 32766 SH SOLE 32766 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 301 4800 SH SOLE 4800 0 0 TRANSOCEAN LTD REG SHS H8817H100 610 100000 SH PUT SOLE 100000 0 0 TRAVELERS COMPANIES INC COM 89417E109 1733 350000 SH CALL SOLE 0 0 0 TUPPERWARE BRANDS CORP COM 899896104 274 5893 SH SOLE 5893 0 0 TYCO INTERNATIONAL LTD SHS H89128104 550 500000 SH CALL SOLE 0 0 0 UBS AG SHS NEW H89231338 247 15951 SH SOLE 15951 0 0 UNION PAC CORP COM 907818108 374 90000 SH CALL SOLE 0 0 0 UNITED PARCEL SERVICE INC CL B 911312106 1485 200000 SH CALL SOLE 0 0 0 UNITED STATES OIL FUND LP UNITS 91232N108 253 100000 SH CALL SOLE 0 0 0 UNITED STATES OIL FUND LP UNITS 91232N108 248 222600 SH CALL SOLE 0 0 0 UNITED STATES STL CORP NEW COM 912909108 2956 110000 SH CALL SOLE 0 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 432 8211 SH SOLE 8211 0 0 UNITEDHEALTH GROUP INC COM 91324P102 2060 67585 SH SOLE 67585 0 0 UNITEDHEALTH GROUP INC COM 91324P102 418 100000 SH PUT SOLE 100000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 478 100000 SH CALL SOLE 0 0 0 VALERO ENERGY CORP NEW COM 91913Y100 215 100000 SH CALL SOLE 0 0 0 VALERO ENERGY CORP NEW COM 91913Y100 305 100000 SH PUT SOLE 100000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 476 98100 SH PUT SOLE 98100 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 1829 55193 SH SOLE 55193 0 0 VIRGIN MEDIA INC COM 92769L101 276 16400 SH SOLE 16400 0 0 VISA INC COM CL A 92826C839 499 5700 SH SOLE 5700 0 0 VISA INC COM CL A 92826C839 3613 500000 SH CALL SOLE 0 0 0 VMWARE INC CL A COM 928563402 487 11500 SH SOLE 11500 0 0 WAL MART STORES INC COM 931142103 524 9800 SH SOLE 9800 0 0 WALGREEN CO COM 931422109 1781 48500 SH SOLE 48500 0 0 WALTER ENERGY INC COM 93317Q105 279 3700 SH SOLE 3700 0 0 WASTE MGMT INC DEL COM 94106L109 470 13900 SH SOLE 13900 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 960 400000 SH CALL SOLE 0 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 1500 500000 SH CALL SOLE 0 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 3660 600000 SH PUT SOLE 600000 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 432 24100 SH SOLE 24100 0 0 WELLPOINT INC COM 94973V107 1271 21800 SH SOLE 21800 0 0 WYNN RESORTS LTD COM 983134107 804 13800 SH SOLE 13800 0 0 XEROX CORP COM 984121103 354 41800 SH SOLE 41800 0 0 YAMANA GOLD INC COM 98462Y100 469 41234 SH SOLE 41234 0 0 ZIMMER HLDGS INC COM 98956P102 219 3700 SH SOLE 3700 0 0
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