0000950123-11-049146.txt : 20110512
0000950123-11-049146.hdr.sgml : 20110512
20110512060220
ACCESSION NUMBER: 0000950123-11-049146
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110331
FILED AS OF DATE: 20110512
DATE AS OF CHANGE: 20110512
EFFECTIVENESS DATE: 20110512
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: 11833667
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
y03461e13fvhr.txt
FORM 13F-HR
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
I. FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2011
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: Capital Fund Management S.A.
Address: 6, Boulevard Haussmann
75009 Paris, France
Form 13F File Number: 028-11341
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
---------------------------------------------------------
Name: Jacques Sauliere
Title: Co-CEO
Phone: 011-33-1-49-49-5903
Signature, Place, and Date of Signing:
/s/ Jacques Sauliere Paris, France April 26, 2011
-------------------- ------------- --------------
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 manager(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 File Number Name: Jacques Sauliere
028-11341 Capital Fund Management S.A.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1711 Items
Form 13F Information Table Value Total: $8,523,414 (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.
NONE
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
Abbott Laboratories 2824100 COM 1030 21000 21000
Abbott Laboratories 2824100 COM 13940 284200 Call 284200
ABERCROMBIE & FITCH CO 2896207 CL A 5019 85500 Put 85500
ABERCROMBIE & FITCH CO 2896207 CL A 11247 191600 Call 191600
Accenture PLC G1151C101 SHS CLASS A 209 3800 3800
Accenture PLC G1151C101 SHS CLASS A 269 4900 Put 4900
Acme Packet Inc 4764106 COM 364 5134 5134
Acme Packet Inc 4764106 COM 3811 53700 Call 53700
Acme Packet Inc 4764106 COM 11524 162400 Put 162400
Acorda Therapeutics Inc 00484M106 COM 269 11600 Call 11600
Activision Blizzard Inc 00507V109 COM 10711 976400 976400
ACTUANT CORP 00508X203 CL A NEW 960 33100 33100
Acuity Brands Inc 00508Y102 COM 790 13500 13500
Adobe Systems Inc 00724F101 COM 1794 54100 Call 54100
Adobe Systems Inc 00724F101 COM 4049 122100 Put 122100
ADTRAN Inc 00738A106 COM 5813 136900 Call 136900
ADTRAN Inc 00738A106 COM 9863 232300 Put 232300
Advance Auto Parts Inc 00751Y106 COM 1385 21100 Put 21100
Advance Auto Parts Inc 00751Y106 COM 2612 39800 39800
Advance Auto Parts Inc 00751Y106 COM 2749 41900 Call 41900
Advanced Micro
Devices Inc 7903107 COM 652 75800 75800
Aeropostale Inc 7865108 COM 377 15500 Call 15500
Aeropostale Inc 7865108 COM 1700 69900 Put 69900
Aeropostale Inc 7865108 COM 2939 120849 120849
AES CORP/THE 00130H105 COM 326 25100 Call 25100
AES CORP/THE 00130H105 COM 3693 284100 284100
Aetna Inc 00817Y108 COM 625 16695 16695
Aetna Inc 00817Y108 COM 7815 208800 Put 208800
Aetna Inc 00817Y108 COM 16162 431800 Call 431800
AFFILIATED MANAGERS
GROUP INC 8252108 COM 3850 35200 Put 35200
AFFILIATED MANAGERS
GROUP INC 8252108 COM 4254 38900 Call 38900
Aflac Inc 1055102 COM 662 12543 12543
Aflac Inc 1055102 COM 5373 101800 Call 101800
AGCO Corp 1084102 COM 1374 25000 Call 25000
AGCO Corp 1084102 COM 1622 29500 Put 29500
AGCO Corp 1084102 COM 2876 52316 52316
Agilent Technologies Inc 00846U101 COM 4666 104200 Call 104200
Agilent Technologies Inc 00846U101 COM 18996 424200 Put 424200
Agnico-Eagle Mines Ltd 8474108 COM 504 7600 7600
Agnico-Eagle Mines Ltd 8474108 COM 8088 121900 Call 121900
Agnico-Eagle Mines Ltd 8474108 COM 8214 123800 Put 123800
Agrium Inc 8916108 COM 3174 34400 34400
Airgas Inc 9363102 COM 863 13000 Call 13000
AK Steel Holding Corp 1547108 COM 235 14890 14890
AK Steel Holding Corp 1547108 COM 13490 854900 Call 854900
AK Steel Holding Corp 1547108 COM 20397 1292600 Put 1292600
Akamai Technologies Inc 00971T101 COM 1144 30100 Call 30100
Akamai Technologies Inc 00971T101 COM 1544 40644 40644
Akamai Technologies Inc 00971T101 COM 4416 116200 Put 116200
Alaska Air Group Inc 11659109 COM 1547 24400 24400
Albemarle Corp 12653101 COM 305 5100 Call 5100
Alcoa Inc 13817101 COM 831 47100 Put 47100
Alcoa Inc 13817101 COM 4665 264300 264300
Alere Inc 01449J105 COM 994 25400 25400
Alexion
Pharmaceuticals Inc 15351109 COM 671 6800 Put 6800
Allegheny
Technologies Inc 01741R102 COM 4883 72100 Put 72100
Allegheny
Technologies Inc 01741R102 COM 7510 110900 Call 110900
Allegiant Travel Co 01748X102 COM 964 22000 22000
Alliance Data
Systems Corp 18581108 COM 764 8900 8900
Alliance Data
Systems Corp 18581108 COM 799 9300 Call 9300
Alliant Energy Corp 18802108 COM 1457 37430 37430
Alliant Techsystems Inc 18804104 COM 742 10502 10502
ALLIED WORLD ASSURANCE
CO HOLDINGS LTD H01531104 SHS 884 14100 14100
Allscripts Healthcare
Solutions Inc 01988P108 COM 336 16000 Call 16000
Allscripts Healthcare
Solutions Inc 01988P108 COM 796 37900 Put 37900
Allscripts Healthcare
Solutions Inc 01988P108 COM 2129 101415 101415
ALLSTATE CORP/THE 20002101 COM 350 11000 Put 11000
ALLSTATE CORP/THE 20002101 COM 4259 134000 Call 134000
Alpha Natural
Resources Inc 02076X102 COM 4506 75900 Call 75900
Alpha Natural
Resources Inc 02076X102 COM 17728 298600 Put 298600
Altera Corp 21441100 COM 2091 47500 Put 47500
Altera Corp 21441100 COM 4006 91000 Call 91000
Altria Group Inc 02209S103 COM 1052 40400 Put 40400
Amazon.com Inc 23135106 COM 1423 7900 Put 7900
Amdocs Ltd G02602103 ORD 4809 166700 166700
Amedisys Inc 23436108 COM 909 25972 25972
Amedisys Inc 23436108 COM 3511 100300 Call 100300
Amedisys Inc 23436108 COM 5873 167800 Put 167800
AMEREN CORP 23608102 COM 982 35000 Call 35000
AMEREN CORP 23608102 COM 3298 117500 117500
AMERICA MOVIL SAB DE CV 02364W105 SPON ADR L SHS 535 9200 Put 9200
American Axle &
Manufacturing
Holdings Inc 24061103 COM 642 51000 51000
American Capital Ltd 02503Y103 COM 1002 101200 Call 101200
American Capital Ltd 02503Y103 COM 1186 119800 Put 119800
American Capital Ltd 02503Y103 COM 2411 243500 243500
AMERICAN EAGLE
OUTFITTERS INC 2.553E+109 COM 2169 136500 136500
AMERICAN EAGLE
OUTFITTERS INC 2.553E+109 COM 4634 291600 Put 291600
AMERICAN EAGLE
OUTFITTERS INC 2.553E+109 COM 5638 354800 Call 354800
AMERICAN ELECTRIC
POWER CO INC 25537101 COM 1192 33913 33913
AMERICAN ELECTRIC
POWER CO INC 25537101 COM 20181 574300 Call 574300
American Express Co 25816109 COM 1207 26700 Put 26700
American Express Co 25816109 COM 5257 116300 Call 116300
AMERICAN FINANCIAL
GROUP INC/OH 25932104 COM 1058 30200 30200
American Superconductor
Corp 30111108 COM 3333 134000 Call 134000
American Superconductor
Corp 30111108 COM 11246 452200 Put 452200
AMERICAN TOWER CORP 29912201 CL A 7592 146500 Call 146500
AMERICAN TOWER CORP 29912201 CL A 8296 160100 Put 160100
AMERIGROUP Corp 03073T102 COM 411 6400 Call 6400
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
AMERIGROUP Corp 03073T102 COM 572 8900 Put 8900
AMERIGROUP Corp 03073T102 COM 2294 35700 35700
Ameriprise Financial Inc 03076C106 COM 263 4300 4300
Ameriprise Financial Inc 03076C106 COM 1362 22300 Put 22300
AmerisourceBergen Corp 3.073E+108 COM 3359 84900 Put 84900
AmerisourceBergen Corp 3.073E+108 COM 4375 110600 Call 110600
Amgen Inc 31162100 COM 2683 50200 Put 50200
Amgen Inc 31162100 COM 13464 251900 Call 251900
Amgen Inc 31162100 COM 18554 347122 347122
Amylin Pharmaceuticals Inc 32346108 COM 356 31300 Call 31300
Analog Devices Inc 32654105 COM 618 15700 Call 15700
Andersons Inc/The 34164103 COM 414 8500 8500
Anixter International Inc 35290105 COM 1118 16000 16000
ANN Inc 35623107 1269 43600 Call 43600
ANN Inc 35623107 1409 48400 Put 48400
ANN Inc 35623107 3674 126200 126200
AO SMITH CORP 831865209 COM 1080 24350 24350
AON Corp 37389103 COM 977 18443 18443
Apache Corp 37411105 COM 3653 27900 Call 27900
Apache Corp 37411105 COM 10880 83101 83101
APARTMENT INVESTMENT &
MANAGEMENT CO 03748R101 CL A 922 36219 36219
Apollo Group Inc 37604105 CL A 805 19300 Put 19300
Apollo Group Inc 37604105 CL A 1506 36100 Call 36100
Apollo Group Inc 37604105 CL A 7989 191541 191541
Apollo Investment Corp 03761U106 COM 595 49300 Call 49300
Apollo Investment Corp 03761U106 COM 1189 98600 98600
Apple Inc 37833100 COM 2498 7169 7169
Applied Materials Inc 38222105 COM 3778 241900 Put 241900
Applied Materials Inc 38222105 COM 7479 478800 Call 478800
Applied Micro Circuits
Corp 03822W406 COM NEW 124 11900 11900
Arch Coal Inc 39380100 COM 1914 53100 Call 53100
Arch Coal Inc 39380100 COM 6325 175500 Put 175500
Arch Coal Inc 39380100 COM 6627 183866 183866
Archer-Daniels-Midland Co 39483102 COM 1956 54319 54319
Archer-Daniels-Midland Co 39483102 COM 2679 74400 Call 74400
Archer-Daniels-Midland Co 39483102 COM 7378 204900 Put 204900
Ariba Inc 04033V203 COM NEW 509 14900 Call 14900
Ariba Inc 04033V203 COM NEW 720 21075 21075
Ariba Inc 04033V203 COM NEW 1328 38900 Put 38900
Armstrong World
Industries Inc 04247X102 COM 1231 26600 26600
Arris Group Inc 04269Q100 COM 276 21700 Put 21700
Arris Group Inc 04269Q100 COM 1454 114100 114100
Arrow Electronics Inc 42735100 COM 302 7200 Call 7200
Arthur J Gallagher & Co 363576109 COM 989 32516 32516
Aruba Networks Inc 43176106 COM 684 20200 20200
Aruba Networks Inc 43176106 COM 768 22700 Call 22700
Aruba Networks Inc 43176106 COM 3029 89500 Put 89500
Ascena Retail Group Inc 04351G101 COM 357 11000 Call 11000
Ascena Retail Group Inc 04351G101 COM 1001 30900 30900
Ascena Retail Group Inc 04351G101 COM 2214 68300 Put 68300
Ashland Inc 44209104 COM 838 14500 Call 14500
Ashland Inc 44209104 COM 2334 40400 40400
AsiaInfo-Linkage Inc 04518A104 COM 1028 47500 47500
Aspen Insurance
Holdings Ltd G05384105 SHS 2216 80400 80400
Associated Banc-Corp 45487105 COM 818 55057 55057
Assurant Inc 04621X108 COM 2884 74900 74900
Assured Guaranty Ltd G0585R106 COM 539 36162 36162
Astoria Financial Corp 46265104 COM 878 61100 61100
AstraZeneca PLC 46353108 SPONSORED ADR 1052 22800 22800
AT&T Inc 00206R102 COM 211 6900 Put 6900
AT&T Inc 00206R102 COM 3443 112500 Call 112500
athenahealth Inc 04685W103 COM 226 5000 Put 5000
athenahealth Inc 04685W103 COM 429 9500 9500
Atlas Air Worldwide
Holdings Inc 49164205 COM NEW 265 3800 Call 3800
Atlas Air Worldwide
Holdings Inc 49164205 COM NEW 1924 27600 27600
Autodesk Inc 52769106 COM 579 13117 13117
Autodesk Inc 52769106 COM 9347 211900 Put 211900
Autodesk Inc 52769106 COM 9462 214500 Call 214500
Autoliv Inc 52800109 COM 5069 68293 68293
AutoNation Inc 05329W102 COM 569 16100 Put 16100
Autozone Inc 53332102 COM 5307 19400 Call 19400
AvalonBay
Communities Inc 53484101 COM 1213 10100 Call 10100
Avery Dennison Corp 53611109 COM 2188 52150 52150
Avista Corp 05379B107 COM 210 9100 9100
Avon Products Inc 54303102 COM 2328 86100 Put 86100
Axis Capital
Holdings Ltd G0692U109 SHS 2407 68926 68926
Baker Hughes Inc 57224107 COM 5236 71300 Call 71300
Baker Hughes Inc 57224107 COM 12461 169700 Put 169700
Banco Bilbao Vizcaya
Argentaria SA 05946K101 SPONSORED ADR 156 13000 13000
BANCO BRADESCO SA 59460303 SP ADR PFD NEW 859 41406 41406
Banco Santander Chile 05965X109 SP ADR REP COM 460 5300 5300
Banco Santander Chile 05965X109 SP ADR REP COM 1796 20700 Call 20700
Banco Santander SA 05964H105 ADR 1010 86200 86200
Bank of America Corp 60505104 COM 4462 334700 Call 334700
Bank of America Corp 60505104 COM 6128 459700 459700
Bank of America Corp 60505104 COM 9842 738300 Put 738300
Bank of Hawaii Corp 62540109 COM 320 6700 Call 6700
BANK OF NEW YORK
MELLON CORP/THE 64058100 COM 839 28091 28091
BANK OF NEW YORK
MELLON CORP/THE 64058100 COM 4705 157500 Put 157500
BANK OF NEW YORK
MELLON CORP/THE 64058100 COM 7453 249500 Call 249500
Barrick Gold Corp 67901108 COM 1002 19300 Put 19300
Barrick Gold Corp 67901108 COM 2476 47700 47700
Barrick Gold Corp 67901108 COM 4023 77500 Call 77500
Baxter International
Inc 71813109 COM 2581 48000 Put 48000
BB&T Corp 54937107 COM 332 12106 12106
BB&T Corp 54937107 COM 3184 116000 Call 116000
BB&T Corp 54937107 COM 6314 230000 Put 230000
BCE Inc 05534B760 COM NEW 1294 35600 35600
BE Aerospace Inc 73302101 COM 585 16462 16462
BE Aerospace Inc 73302101 COM 735 20700 Put 20700
BE Aerospace Inc 73302101 COM 778 21900 Call 21900
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
Beacon Roofing Supply Inc 73685109 COM 235 11500 11500
Beckman Coulter Inc 75811109 COM 3090 37200 Put 37200
Beckman Coulter Inc 75811109 COM 8025 96600 Call 96600
Becton Dickinson and Co 75887109 COM 225 2824 2824
Bed Bath & Beyond Inc 75896100 COM 415 8600 Put 8600
Belo Corp 80555105 COM SER A 160 18200 18200
BEMIS CO INC 81437105 COM 2224 67796 67796
Berkshire Hathaway Inc 84670702 CL B NEW 1848 22100 22100
BERRY PETROLEUM CO 85789105 CL A 1312 26001 26001
Best Buy Co Inc 86516101 COM 807 28100 Put 28100
Big Lots Inc 89302103 COM 4395 101200 101200
Big Lots Inc 89302103 COM 12278 282700 Call 282700
Bill Barrett Corp 06846N104 COM 1829 45826 45826
Biogen Idec Inc 09062X103 COM 550 7500 Call 7500
Biogen Idec Inc 09062X103 COM 10773 146787 146787
BJ's Wholesale Club Inc 05548J106 COM 2563 52500 Call 52500
BJ's Wholesale Club Inc 05548J106 COM 3920 80300 80300
BlackRock Inc 09247X101 COM 1206 6000 Put 6000
Blue Coat Systems Inc 09534T508 COM NEW 1828 64900 64900
Blue Nile Inc 09578R103 COM 481 8900 Call 8900
Boeing Co/The 97023105 COM 1397 18900 Put 18900
BorgWarner Inc 99724106 COM 239 3000 Call 3000
BorgWarner Inc 99724106 COM 614 7700 Put 7700
Boston Scientific Corp 101137107 COM 112 15600 Put 15600
Boyd Gaming Corp 103304101 COM 1288 137500 137500
Brigham Exploration Co 109178103 COM 840 22600 Call 22600
Brigham Exploration Co 109178103 COM 2313 62200 Put 62200
Brigham Exploration Co 109178103 COM 2974 80000 80000
Brinker International Inc 109641100 COM 205 8100 Call 8100
Brinker International Inc 109641100 COM 476 18800 Put 18800
Brinker International Inc 109641100 COM 582 23000 23000
Bristol-Myers Squibb Co 110122108 COM 1731 65500 Call 65500
Bristol-Myers Squibb Co 110122108 COM 2643 100000 Put 100000
Broadcom Corp 111320107 CL A 8916 226400 Call 226400
Broadcom Corp 111320107 CL A 9471 240500 Put 240500
Broadcom Corp 111320107 CL A 11237 285340 285340
BROADRIDGE FINANCIAL
SOLUTIONS INC 11133T103 COM 1196 52700 52700
Brocade Communications
Systems Inc 111621306 COM NEW 6576 1069300 1069300
Brookdale Senior
Living Inc 112463104 COM 470 16800 16800
Brookfield Asset
Management Inc 112585104 CL A LTD VT SH 1490 45900 45900
Brookfield Properties Corp 112900105 COM 535 30200 30200
Brown & Brown Inc 115236101 COM 1346 52160 52160
BRUNSWICK CORP/DE 117043109 COM 1287 50600 Call 50600
BRUNSWICK CORP/DE 117043109 COM 1371 53900 53900
BRUNSWICK CORP/DE 117043109 COM 2973 116900 Put 116900
Buckle Inc/The 118440106 COM 461 11400 11400
Buckle Inc/The 118440106 COM 1224 30300 Call 30300
Buckle Inc/The 118440106 COM 1592 39400 Put 39400
Buffalo Wild Wings Inc 119848109 COM 555 10200 10200
Buffalo Wild Wings Inc 119848109 COM 718 13200 Call 13200
Bunge Ltd G16962105 COM 788 10900 Put 10900
Bunge Ltd G16962105 COM 994 13736 13736
Bunge Ltd G16962105 COM 3154 43600 Call 43600
CA Inc 12673P105 COM 3241 134036 134036
CA Inc 12673P105 COM 5131 212200 Call 212200
CA Inc 12673P105 COM 8439 349000 Put 349000
Cabot Corp 127055101 COM 935 20200 Call 20200
CACI INTERNATIONAL INC 127190304 CL A 625 10200 10200
Cadence Design Systems Inc 127387108 COM 461 47300 47300
Cameco Corp 13321L108 COM 3064 102000 102000
Cameco Corp 13321L108 COM 8784 292400 Call 292400
Cameco Corp 13321L108 COM 15708 522900 Put 522900
Cameron International Corp 13342B105 COM 2598 45500 Call 45500
Canadian Pacific Railway Ltd 13645T100 COM 1126 17500 17500
Capital One Financial Corp 14040H105 COM 1741 33500 Put 33500
Capital One Financial Corp 14040H105 COM 11717 225500 Call 225500
CARBO Ceramics Inc 140781105 COM 339 2400 2400
Cardinal Health Inc 14149Y108 COM 1263 30700 Put 30700
Career Education Corp 141665109 COM 3183 140098 140098
Carnival Corp 143658300 PAIRED CTF 775 20200 Put 20200
Carnival Corp 143658300 PAIRED CTF 4112 107190 107190
Carnival Corp 143658300 PAIRED CTF 6130 159800 Call 159800
CARPENTER TECHNOLOGY CORP 144285103 COM 572 13400 Call 13400
Carrizo Oil & Gas Inc 144577103 COM 351 9500 Call 9500
Carrizo Oil & Gas Inc 144577103 COM 3010 81500 81500
Carter's Inc 146229109 COM 1378 48118 48118
CASH AMERICA
INTERNATIONAL INC 14754D100 COM 437 9500 9500
Catalyst Health
Solutions Inc 14888B103 COM 319 5700 Call 5700
Caterpillar Inc 149123101 COM 813 7300 Put 7300
Cavium Networks Inc 14965A101 COM 746 16600 16600
Cavium Networks Inc 14965A101 COM 3042 67700 Call 67700
Cavium Networks Inc 14965A101 COM 15110 336300 Put 336300
CB Richard Ellis Group Inc 12497T101 CL A 560 20956 20956
CB Richard Ellis Group Inc 12497T101 CL A 1829 68500 Call 68500
CB Richard Ellis Group Inc 12497T101 CL A 3548 132900 Put 132900
CBL & Associates
Properties Inc 124830100 COM 810 46500 46500
CBS CORP 124857202 CL B 8456 337700 Call 337700
CBS CORP 124857202 CL B 14240 568700 Put 568700
Celgene Corp 151020104 COM 9538 165800 Put 165800
Celgene Corp 151020104 COM 22609 393000 Call 393000
CenterPoint Energy Inc 15189T107 COM 1884 107284 107284
Central European
Distribution Corp 153435102 COM 238 21000 Put 21000
Century Aluminum Co 156431108 COM 689 36900 Call 36900
Century Aluminum Co 156431108 COM 2328 124600 124600
Century Aluminum Co 156431108 COM 2595 138900 Put 138900
CenturyLink Inc 156700106 COM 3627 87300 Put 87300
CenturyLink Inc 156700106 COM 6910 166298 166298
CenturyLink Inc 156700106 COM 10367 249500 Call 249500
Cephalon Inc 156708109 COM 1190 15700 Call 15700
Cephalon Inc 156708109 COM 9572 126307 126307
Cerner Corp 156782104 COM 778 7000 Call 7000
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
CF Industries
Holdings Inc 125269100 COM 9302 68000 68000
CF Industries
Holdings Inc 125269100 COM 10464 76500 Call 76500
CF Industries Holdings Inc 125269100 COM 18220 133200 Put 133200
CHARLES RIVER LABORATORIES
INTERNATIONAL INC 159864107 COM 2232 58149 58149
Charles Schwab Corp/The 808513105 COM 352 19500 Call 19500
Charles Schwab Corp/The 808513105 COM 887 49200 Put 49200
Check Point Software
Technologies Ltd M22465104 ORD 1838 36000 Call 36000
Check Point Software
Technologies Ltd M22465104 ORD 2597 50875 50875
Check Point Software
Technologies Ltd M22465104 ORD 12956 253800 Put 253800
CHEESECAKE FACTORY INC/THE 163072101 COM 2271 75464 75464
CHEESECAKE FACTORY INC/THE 163072101 COM 5500 182800 Call 182800
CHEESECAKE FACTORY INC/THE 163072101 COM 8181 271900 Put 271900
Chesapeake Energy Corp 165167107 COM 989 29500 Call 29500
Chesapeake Energy Corp 165167107 COM 3453 103000 Put 103000
Chesapeake Energy Corp 165167107 COM 5273 157307 157307
Chevron Corp 166764100 COM 1139 10600 Put 10600
Chevron Corp 166764100 COM 2697 25109 25109
Chicago Bridge & Iron Co NV 167250109 N Y REGISTRY SH 4033 99200 Put 99200
Chicago Bridge & Iron Co NV 167250109 N Y REGISTRY SH 4334 106600 Call 106600
Chico's FAS Inc 168615102 COM 1989 133500 133500
Childrens Place Retail
Stores Inc/The 168905107 COM 812 16300 Put 16300
Childrens Place Retail
Stores Inc/The 168905107 COM 1943 39000 Call 39000
Childrens Place Retail
Stores Inc/The 168905107 COM 2184 43836 43836
China Life Insurance Co Ltd 16939P106 SPON ADR REP H 992 17700 17700
China Mobile Ltd 16941M109 SPONSORED ADR 4125 89200 89200
China Petroleum &
Chemical Corp 16941R108 SPON ADR H SHS 694 6897 6897
China Unicom Hong Kong Ltd 16945R104 SPONSORED ADR 344 20700 20700
Chipotle Mexican Grill Inc 169656105 COM 14000 51400 Put 51400
Chipotle Mexican Grill Inc 169656105 COM 17404 63900 Call 63900
CIA DE BEBIDAS DAS
AMERICAS 20441W203 SPON ADR PFD 1274 45000 Put 45000
CIA DE BEBIDAS DAS
AMERICAS 20441W203 SPON ADR PFD 2109 74500 74500
CIA DE BEBIDAS
DAS AMERICAS 20441W203 SPON ADR PFD 2902 102500 Call 102500
CIA DE MINAS
BUENAVENTURA SA 204448104 SPONSORED ADR 327 7600 Put 7600
CIA DE MINAS
BUENAVENTURA SA 204448104 SPONSORED ADR 719 16737 16737
CIA DE MINAS
BUENAVENTURA SA 204448104 SPONSORED ADR 821 19100 Call 19100
Cia de Saneamento Basico do
Estado de Sao Paulo 20441A102 SPONSORED ADR 317 5400 Call 5400
Cia de Saneamento Basico do
Estado de Sao Paulo 20441A102 SPONSORED ADR 775 13200 13200
CIA ENERGETICA DE
MINAS GERAIS 204409601 SP ADR N-V PFD 3573 185432 185432
Ciena Corp 171779309 COM NEW 16313 628400 Call 628400
Ciena Corp 171779309 COM NEW 38369 1478000 Put 1478000
CIGNA Corp 125509109 COM 4012 90600 Put 90600
CIGNA Corp 125509109 COM 4672 105500 Call 105500
Cimarex Energy Co 171798101 COM 1049 9100 Put 9100
Cimarex Energy Co 171798101 COM 1498 13000 Call 13000
Cintas Corp 172908105 COM 230 7600 Call 7600
Cintas Corp 172908105 COM 442 14600 Put 14600
Cirrus Logic Inc 172755100 COM 1834 87200 Call 87200
Cirrus Logic Inc 172755100 COM 2744 130500 130500
Cirrus Logic Inc 172755100 COM 3806 181000 Put 181000
Cisco Systems Inc 17275R102 COM 7849 457696 457696
Citrix Systems Inc 177376100 COM 1991 27100 Call 27100
Citrix Systems Inc 177376100 COM 9572 130300 Put 130300
Clean Energy Fuels Corp 184499101 COM 801 48900 48900
Cliffs Natural
Resources Inc 18683K101 COM 6663 67800 Put 67800
Cliffs Natural
Resources Inc 18683K101 COM 12639 128600 Call 128600
CLOROX CO 189054109 COM 1387 19800 Put 19800
CLOROX CO 189054109 COM 2768 39500 39500
CLOROX CO 189054109 COM 4800 68500 Call 68500
CME Group Inc 12572Q105 COM 846 2804 2804
CME Group Inc 12572Q105 COM 3528 11700 Put 11700
CME Group Inc 12572Q105 COM 17611 58400 Call 58400
CMS Energy Corp 125896100 COM 2888 147041 147041
Coach Inc 189754104 COM 2711 52100 52100
Coca-Cola Co/The 191216100 COM 1002 15100 Call 15100
Coca-Cola Co/The 191216100 COM 4837 72900 Put 72900
Coca-Cola Enterprises Inc 19122T109 COM 1229 45000 Put 45000
Coca-Cola Enterprises Inc 19122T109 COM 5536 202800 Call 202800
Coeur d'Alene Mines Corp 192108504 COM NEW 1203 34600 Call 34600
Coeur d'Alene Mines Corp 192108504 COM NEW 4142 119100 Put 119100
Coeur d'Alene Mines Corp 192108504 COM NEW 7012 201600 201600
Cognizant Technology
Solutions Corp 192446102 CL A 1254 15400 Put 15400
Cognizant Technology
Solutions Corp 192446102 CL A 4737 58200 Call 58200
Coinstar Inc 19259P300 COM 3136 68300 Call 68300
Coinstar Inc 19259P300 COM 3761 81900 Put 81900
Coinstar Inc 19259P300 COM 6250 136096 136096
Collective Brands Inc 19421W100 COM 788 36500 Put 36500
Collective Brands Inc 19421W100 COM 1614 74800 74800
Columbia Sportswear Co 198516106 COM 440 7400 7400
Comcast Corp 20030N101 CL A 368 14900 Put 14900
Comcast Corp 20030N101 CL A 8654 350100 350100
Comerica Inc 200340107 COM 1700 46300 Call 46300
Comerica Inc 200340107 COM 2001 54500 Put 54500
Commercial Metals Co 201723103 COM 2345 135800 Call 135800
Community Health
Systems Inc 203668108 COM 292 7300 Put 7300
Community Health
Systems Inc 203668108 COM 760 19000 Call 19000
Community Health
Systems Inc 203668108 COM 2477 61949 61949
COMPASS MINERALS
INTERNATIONAL INC 20451N101 COM 2207 23600 23600
Complete Production
Services Inc 2.0453E+113 COM 942 29600 Put 29600
Complete Production
Services Inc 2.0453E+113 COM 2914 91600 91600
Computer Sciences Corp 205363104 COM 3733 76600 76600
Comstock Resources Inc 205768203 COM NEW 554 17900 Call 17900
Comstock Resources Inc 205768203 COM NEW 736 23800 Put 23800
Comstock Resources Inc 205768203 COM NEW 988 31941 31941
Conagra Foods Inc 205887102 COM 900 37900 37900
Conagra Foods Inc 205887102 COM 5327 224300 Call 224300
Concho Resources
Inc/Midland TX 20605P101 COM 590 5500 Call 5500
Concho Resources
Inc/Midland TX 20605P101 COM 1148 10700 Put 10700
ConocoPhillips 20825C104 COM 3263 40861 40861
ConocoPhillips 20825C104 COM 13241 165800 Call 165800
ConocoPhillips 20825C104 COM 13960 174800 Put 174800
Consol Energy Inc 20854P109 COM 810 15100 Call 15100
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
Consol Energy Inc 20854P109 COM 1882 35100 Put 35100
Consol Energy Inc 20854P109 COM 2459 45848 45848
Consolidated Edison Inc 209115104 COM 1111 21900 Put 21900
Consolidated Edison Inc 209115104 COM 4134 81500 Call 81500
CONSTELLATION BRANDS INC 21036P108 CL A 2273 112100 112100
Constellation Energy
Group Inc 210371100 COM 3978 127800 127800
Con-way Inc 205944101 COM 1549 39422 39422
Cooper Cos Inc/The 216648402 COM NEW 354 5100 Put 5100
Cooper Cos Inc/The 216648402 COM NEW 639 9200 9200
Cooper Cos Inc/The 216648402 COM NEW 660 9500 Call 9500
Cooper Tire & Rubber Co 216831107 COM 814 31600 31600
Copa Holdings SA P31076105 CL A 803 15200 15200
Copart Inc 217204106 COM 377 8700 Call 8700
Core Laboratories NV N22717107 COM 1400 13700 13700
CoreLogic Inc 21871D103 COM 283 15277 15277
CORN PRODUCTS
INTERNATIONAL INC 219023108 COM 907 17500 Call 17500
CORN PRODUCTS
INTERNATIONAL INC 219023108 COM 1171 22600 22600
Corning Inc 219350105 COM 3947 191303 191303
Corning Inc 219350105 COM 6465 313400 Call 313400
Corning Inc 219350105 COM 10492 508600 Put 508600
Corrections Corp
of America 22025Y407 COM NEW 222 9080 9080
Covance Inc 222816100 COM 224 4100 Call 4100
Covance Inc 222816100 COM 477 8720 8720
Covance Inc 222816100 COM 2194 40100 Put 40100
Covanta Holding Corp 2.2282E+106 COM 1382 80900 80900
Coventry Health Care Inc 222862104 COM 762 23900 Put 23900
Coventry Health Care Inc 222862104 COM 845 26512 26512
Coventry Health Care Inc 222862104 COM 2475 77600 Call 77600
Covidien PLC G2554F113 1101 21200 Call 21200
Covidien PLC G2554F113 2794 53800 Put 53800
CR Bard Inc 67383109 COM 1380 13900 Call 13900
CR Bard Inc 67383109 COM 1440 14500 Put 14500
Credicorp Ltd G2519Y108 COM 2109 20100 20100
Cree Inc 225447101 COM 1556 33700 Call 33700
Cree Inc 225447101 COM 3633 78700 Put 78700
CROCS Inc 227046109 COM 512 28700 Call 28700
CROCS Inc 227046109 COM 1286 72100 72100
CROCS Inc 227046109 COM 2790 156400 Put 156400
CROWN CASTLE
INTERNATIONAL CORP 228227104 COM 379 8900 Put 8900
CROWN CASTLE
INTERNATIONAL CORP 228227104 COM 1936 45500 Call 45500
Crown Holdings Inc 228368106 COM 3615 93700 93700
Cummins Inc 231021106 COM 3201 29200 Put 29200
Cummins Inc 231021106 COM 4012 36600 Call 36600
CVB Financial Corp 126600105 COM 109 11700 11700
CVS Caremark Corp 126650100 COM 2855 83200 Put 83200
CVS Caremark Corp 126650100 COM 11178 325700 325700
CVS Caremark Corp 126650100 COM 18595 541800 Call 541800
Cypress Semiconductor Corp 232806109 COM 1350 69645 69645
Cypress Semiconductor Corp 232806109 COM 5620 290000 Call 290000
Cypress Semiconductor Corp 232806109 COM 7735 399100 Put 399100
Cytec Industries Inc 232820100 COM 1604 29500 29500
Darden Restaurants Inc 237194105 COM 4677 95200 Call 95200
Davita Inc 23918K108 COM 2600 30400 Call 30400
Dean Foods Co 242370104 COM 539 53900 Call 53900
Dean Foods Co 242370104 COM 754 75400 Put 75400
Dean Foods Co 242370104 COM 2205 220500 220500
Deckers Outdoor Corp 243537107 COM 1672 19404 19404
Deckers Outdoor Corp 243537107 COM 17850 207200 Call 207200
Deckers Outdoor Corp 243537107 COM 31996 371400 Put 371400
Deere & Co 244199105 COM 300 3100 Put 3100
Delcath Systems Inc 24661P104 COM 209 28300 28300
Dell Inc 24702R101 COM 4381 301900 Call 301900
Dell Inc 24702R101 COM 10195 702600 Put 702600
Dell Inc 24702R101 COM 14099 971670 971670
Denbury Resources Inc 247916208 COM NEW 1045 42825 42825
Dendreon Corp 24823Q107 COM 359 9600 Call 9600
Dendreon Corp 24823Q107 COM 11364 303600 303600
DEVON ENERGY CORP 25179M103 COM 780 8500 Call 8500
DEVON ENERGY CORP 25179M103 COM 5240 57100 Put 57100
DeVry Inc 251893103 COM 2610 47400 47400
DIAMOND OFFSHORE
DRILLING INC 25271C102 COM 715 9200 Call 9200
DIAMOND OFFSHORE
DRILLING INC 25271C102 COM 9044 116400 116400
DIAMOND OFFSHORE
DRILLING INC 25271C102 COM 19534 251400 Put 251400
Dick's Sporting Goods Inc 253393102 COM 260 6500 6500
Diebold Inc 253651103 COM 968 27300 27300
Digital River Inc 25388B104 COM 973 26000 Call 26000
Digital River Inc 25388B104 COM 1119 29900 Put 29900
Digital River Inc 25388B104 COM 2376 63491 63491
Dillard's Inc 254067101 CL A 790 19700 Call 19700
Dillard's Inc 254067101 CL A 1169 29146 29146
Dillard's Inc 254067101 CL A 1765 44000 Put 44000
DIRECTV 25490A101 COM CL A 552 11800 11800
Discover Financial Services 254709108 COM 851 35300 Call 35300
Discovery Communications Inc 25470F104 COM SER A 5654 141700 141700
DISH Network Corp 25470M109 CL A 5254 215699 215699
DOLBY LABORATORIES INC 25659T107 COM 438 8900 8900
DOLBY LABORATORIES INC 25659T107 COM 1009 20500 Call 20500
Dollar Tree Inc 256746108 COM 244 4400 Call 4400
Dollar Tree Inc 256746108 COM 472 8500 Put 8500
Dollar Tree Inc 256746108 COM 7669 138124 138124
Dominion Resources Inc/VA 25746U109 COM 755 16900 Call 16900
Domino's Pizza Inc 25754A201 COM 1316 71400 71400
Domtar Corp 257559203 COM NEW 973 10600 Call 10600
Domtar Corp 257559203 COM NEW 2285 24900 24900
Donaldson Co Inc 257651109 COM 411 6700 Call 6700
Dover Corp 260003108 COM 493 7500 Call 7500
Dover Corp 260003108 COM 559 8500 8500
DOW CHEMICAL CO/THE 260543103 COM 13428 355700 Call 355700
DPL Inc 233293109 COM 1656 60427 60427
DR Horton Inc 23331A109 COM 522 44800 Put 44800
DR Horton Inc 23331A109 COM 753 64600 64600
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
DR Horton Inc 23331A109 COM 1277 109600 Call 109600
Dr Pepper Snapple
Group Inc 2.6138E+113 COM 1107 29800 Call 29800
Dr Pepper Snapple
Group Inc 2.6138E+113 COM 3445 92700 92700
Dr Reddy's
Laboratories Ltd 256135203 ADR 836 22400 22400
DREAMWORKS
ANIMATION SKG INC 26153C103 CL A 344 12300 Put 12300
Dresser-Rand Group Inc 261608103 COM 1056 19700 19700
DST Systems Inc 233326107 COM 808 15300 15300
DTE ENERGY CO 233331107 COM 3334 68100 68100
Duke Energy Corp 26441C105 COM 6108 336513 336513
DuPont Fabros
Technology Inc 26613Q106 COM 274 11300 11300
E*Trade Financial Corp 269246401 COM NEW 936 59900 Call 59900
E*Trade Financial Corp 269246401 COM NEW 985 63000 Put 63000
E*Trade Financial Corp 269246401 COM NEW 3049 195100 195100
EASTMAN CHEMICAL CO 277432100 COM 7499 75500 Call 75500
Eaton Corp 278058102 COM 7259 130940 130940
eBay Inc 278642103 COM 1150 37065 37065
eBay Inc 278642103 COM 9973 321300 Put 321300
eBay Inc 278642103 COM 15598 502500 Call 502500
Edison International 281020107 COM 3443 94106 94106
Edison International 281020107 COM 6897 188500 Call 188500
EI du Pont de
Nemours & Co 263534109 COM 825 15000 Call 15000
El Paso Corp 28336L109 COM 540 30000 Put 30000
El Paso Electric Co 283677854 COM NEW 222 7300 7300
Eldorado Gold Corp 284902103 COM 1915 117800 Call 117800
Eldorado Gold Corp 284902103 COM 3852 236900 Put 236900
Electronic Arts Inc 285512109 COM 1715 87800 Call 87800
Electronic Arts Inc 285512109 COM 5573 285364 285364
Eli Lilly & Co 532457108 COM 3588 102018 102018
Embraer SA 29082A107 SP ADR REP 4 COM 947 28100 Call 28100
EMC CORP/MASSACHUSETTS 268648102 COM 242 9100 Put 9100
EMC CORP/MASSACHUSETTS 268648102 COM 1301 49000 Call 49000
EMCOR Group Inc 29084Q100 COM 988 31900 31900
Emergency Medical
Services Corp 29100P102 CL A 413 6500 Put 6500
Emergency Medical
Services Corp 29100P102 CL A 655 10300 Call 10300
Emergency Medical
Services Corp 29100P102 CL A 687 10800 10800
Emerson Electric Co 291011104 COM 368 6300 Put 6300
Emerson Electric Co 291011104 COM 555 9500 Call 9500
Emerson Electric Co 291011104 COM 1002 17143 17143
Emulex Corp 292475209 COM NEW 195 18300 Call 18300
Emulex Corp 292475209 COM NEW 1154 108200 Put 108200
Emulex Corp 292475209 COM NEW 1291 121000 121000
Encana Corp 292505104 COM 262 7600 Call 7600
Encana Corp 292505104 COM 373 10800 Put 10800
Endo Pharmaceuticals
Holdings Inc 29264F205 COM 4794 125628 125628
Endurance Specialty
Holdings Ltd G30397106 SHS 791 16200 16200
Energen Corp 29265N108 COM 1196 18944 18944
Energizer Holdings Inc 29266R108 COM 306 4300 Call 4300
Energizer Holdings Inc 29266R108 COM 2725 38300 Put 38300
Energy Select Sector
SPDR Fund 81369Y506 SBI INT-ENERGY 2171 27200 27200
Energy XXI Bermuda Ltd G10082108 1528 44800 44800
Enersis SA 29274F104 SPONSORED ADR 914 43900 43900
ENI SpA 26874R108 SPONSORED ADR 3144 64000 64000
Ensco PLC 29358Q109 SPONSORED ADR 3748 64800 Put 64800
Ensco PLC 29358Q109 SPONSORED ADR 12962 224100 Call 224100
Entegris Inc 29362U104 COM 182 20800 20800
Entergy Corp 29364G103 COM 4320 64283 64283
Entergy Corp 29364G103 COM 4436 66000 Call 66000
Entropic
Communications Inc 29384R105 COM 977 115600 115600
EOG Resources Inc 26875P101 COM 1114 9400 Call 9400
EOG Resources Inc 26875P101 COM 4693 39600 Put 39600
EQT Corp 26884L109 COM 399 8000 Put 8000
EQT Corp 26884L109 COM 424 8500 Call 8500
ESTEE LAUDER COS INC/THE 518439104 CL A 1561 16200 Put 16200
Everest Re Group Ltd G3223R108 COM 1712 19415 19415
Exelon Corp 30161N101 COM 6432 155974 155974
Exelon Corp 30161N101 COM 17836 432500 Call 432500
Expedia Inc 30212P105 COM 1533 67646 67646
Expedia Inc 30212P105 COM 2660 117400 Put 117400
Expedia Inc 30212P105 COM 17958 792500 Call 792500
Expeditors International
of Washington Inc 302130109 COM 772 15400 Put 15400
Express Scripts Inc 302182100 COM 801 14400 Call 14400
Express Scripts Inc 302182100 COM 10843 194990 194990
Express Scripts Inc 302182100 COM 18668 335700 Put 335700
EXTERRAN HOLDINGS INC 30225X103 COM 845 35600 35600
Exxon Mobil Corp 30231G102 COM 7778 92457 92457
Exxon Mobil Corp 30231G102 COM 10861 129100 Call 129100
F5 Networks Inc 315616102 COM 7843 76462 76462
Factset Research
Systems Inc 303075105 COM 230 2200 Call 2200
FAIRCHILD SEMICONDUCTOR
INTERNATIONAL INC 303726103 COM 548 30100 Put 30100
FAIRCHILD SEMICONDUCTOR
INTERNATIONAL INC 303726103 COM 2035 111800 111800
FAMILY DOLLAR STORES INC 307000109 COM 257 5014 5014
FEDERATED INVESTORS INC 314211103 CL B 1675 62600 62600
FedEx Corp 31428X106 COM 309 3300 Call 3300
FedEx Corp 31428X106 COM 2676 28600 Put 28600
FIDELITY NATIONAL
FINANCIAL INC 31620R105 CL A 1116 79000 79000
Fifth Third Bancorp 316773100 COM 326 23500 Call 23500
Fifth Third Bancorp 316773100 COM 838 60400 60400
Financial Select
Sector SPDR Fund 81369Y605 SBI INT-FINL 1608 97980 97980
Finisar Corp 31787A507 COM NEW 2421 98400 98400
Finisar Corp 31787A507 COM NEW 5867 238500 Call 238500
Finisar Corp 31787A507 COM NEW 19842 806600 Put 806600
Finish Line Inc/The 317923100 CL A 2037 102600 102600
First Solar Inc 336433107 COM 547 3400 Put 3400
First Solar Inc 336433107 COM 8541 53100 Call 53100
FirstEnergy Corp 337932107 COM 1988 53600 Put 53600
FirstEnergy Corp 337932107 COM 5241 141300 141300
FirstEnergy Corp 337932107 COM 11802 318200 Call 318200
FirstMerit Corp 337915102 COM 631 37000 Put 37000
Fiserv Inc 337738108 COM 985 15700 Call 15700
FLIR Systems Inc 302445101 COM 1121 32400 Put 32400
FLIR Systems Inc 302445101 COM 1429 41300 Call 41300
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
Flowserve Corp 34354P105 COM 1752 13600 Put 13600
Flowserve Corp 34354P105 COM 5989 46500 Call 46500
Fluor Corp 343412102 COM 2033 27600 Put 27600
Fluor Corp 343412102 COM 7012 95200 Call 95200
FMC Technologies Inc 30249U101 COM 16080 170200 Put 170200
Focus Media Holding Ltd 34415V109 SPONSORED ADR 2398 78200 Call 78200
Focus Media Holding Ltd 34415V109 SPONSORED ADR 2715 88521 88521
Foot Locker Inc 344849104 COM 304 15400 Put 15400
Foot Locker Inc 344849104 COM 958 48600 Call 48600
Foot Locker Inc 344849104 COM 2252 114200 114200
Forest Laboratories Inc 345838106 COM 3298 102100 102100
Forest Oil Corp 346091705 COM PAR $0.01 446 11794 11794
Forest Oil Corp 346091705 COM PAR $0.01 3499 92500 Call 92500
Forest Oil Corp 346091705 COM PAR $0.01 4195 110900 Put 110900
Fortune Brands Inc 349631101 COM 755 12200 Put 12200
Fossil Inc 349882100 COM 3165 33800 Call 33800
Fossil Inc 349882100 COM 6069 64800 Put 64800
Foster Wheeler AG H27178104 COM 2661 70733 70733
Foster Wheeler AG H27178104 COM 8615 229000 Call 229000
Foster Wheeler AG H27178104 COM 13186 350500 Put 350500
France Telecom SA 35177Q105 SPONSORED ADR 1094 48600 48600
Freeport-McMoRan
Copper & Gold Inc 35671D857 COM 9352 168358 168358
Freeport-McMoRan
Copper & Gold Inc 35671D857 COM 9405 169300 Call 169300
Freeport-McMoRan
Copper & Gold Inc 35671D857 COM 22414 403500 Put 403500
Frontier
Communications Corp 35906A108 COM 1041 126600 Call 126600
Frontier
Communications Corp 35906A108 COM 3591 436828 436828
Frontier Oil Corp 35914P105 COM 1080 36850 36850
Frontline Ltd/Bermuda G3682E127 SHS 1605 64800 Call 64800
Frontline Ltd/Bermuda G3682E127 SHS 3242 130900 Put 130900
Fti Consulting Inc 302941109 COM 1533 40000 40000
Gafisa SA 362607301 SPONS ADR 510 39700 39700
GAMESTOP CORP 36467W109 CL A 12954 575200 575200
GANNETT CO INC 364730101 COM 704 46200 Put 46200
GANNETT CO INC 364730101 COM 1045 68600 Call 68600
GANNETT CO INC 364730101 COM 3105 203900 203900
Gap Inc/The 364760108 COM 1038 45800 Call 45800
Gardner Denver Inc 365558105 COM 718 9200 Put 9200
Gardner Denver Inc 365558105 COM 921 11800 Call 11800
Garmin Ltd H2906T109 SHS 1788 52793 52793
Garmin Ltd H2906T109 SHS 12261 362100 Call 362100
Gartner Inc 366651107 COM 208 5000 5000
Gartner Inc 366651107 COM 483 11600 Put 11600
Gatx Corp 361448103 COM 321 8300 Call 8300
Gatx Corp 361448103 COM 379 9800 9800
Gaylord Entertainment Co 367905106 COM 218 6300 Call 6300
Gaylord Entertainment Co 367905106 COM 347 10000 10000
General Cable Corp 369300108 COM 537 12400 12400
General Cable Corp 369300108 COM 2745 63400 Put 63400
General Cable Corp 369300108 COM 2819 65100 Call 65100
General Dynamics Corp 369550108 COM 3024 39500 39500
General Dynamics Corp 369550108 COM 8284 108200 Call 108200
General Electric Co 369604103 COM 6837 341000 Put 341000
General Electric Co 369604103 COM 12994 648100 Call 648100
General Mills Inc 370334104 COM 464 12700 12700
General Mills Inc 370334104 COM 1692 46300 Call 46300
General Mills Inc 370334104 COM 4762 130300 Put 130300
Gen-Probe Inc 36866T103 COM 464 7000 Call 7000
Gentex Corp 371901109 COM 381 12600 Call 12600
Gentex Corp 371901109 COM 1479 48900 Put 48900
Gentiva Health
Services Inc 37247A102 COM 238 8500 8500
Genuine Parts Co 372460105 COM 1529 28500 Call 28500
Genuine Parts Co 372460105 COM 1987 37038 37038
Genworth Financial Inc 37247D106 COM CL A 1596 118600 Call 118600
Genworth Financial Inc 37247D106 COM CL A 1662 123500 Put 123500
Geo Group Inc/The 36159R103 COM 633 24700 24700
GERDAU SA 373737105 SPONSORED ADR 983 78600 Call 78600
GERDAU SA 373737105 SPONSORED ADR 1119 89500 89500
Gilead Sciences Inc 375558103 COM 2994 70536 70536
Gilead Sciences Inc 375558103 COM 4397 103600 Put 103600
Gilead Sciences Inc 375558103 COM 5233 123300 Call 123300
GlaxoSmithKline PLC 37733W105 SPONSORED ADR 853 22200 Put 22200
GlaxoSmithKline PLC 37733W105 SPONSORED ADR 1878 48900 48900
GlaxoSmithKline PLC 37733W105 SPONSORED ADR 3522 91700 Call 91700
Global Industries Ltd 379336100 COM 120 12300 12300
Gol Linhas Aereas
Inteligentes SA 38045R107 SP ADR REP PFD 1218 88700 88700
GOLD FIELDS LTD 38059T106 SPONSORED ADR 1474 84400 84400
Goldcorp Inc 380956409 COM 682 13700 Call 13700
Goldcorp Inc 380956409 COM 1275 25600 Put 25600
Goldcorp Inc 380956409 COM 2815 56532 56532
GOODYEAR TIRE &
RUBBER CO/THE 382550101 COM 1604 107100 107100
GOODYEAR TIRE &
RUBBER CO/THE 382550101 COM 2091 139600 Call 139600
GOODYEAR TIRE &
RUBBER CO/THE 382550101 COM 2184 145800 Put 145800
Google Inc 38259P508 CL A 469 800 Put 800
Google Inc 38259P508 CL A 9145 15600 15600
Graftech International
Ltd 384313102 COM 425 20600 Call 20600
Granite Construction Inc 387328107 COM 669 23800 23800
Great Plains Energy Inc 391164100 COM 240 12000 Call 12000
Great Plains Energy Inc 391164100 COM 1351 67500 67500
Green Mountain Coffee
Roasters Inc 393122106 COM 1463 22640 22640
Green Mountain Coffee
Roasters Inc 393122106 COM 17535 271400 Call 271400
Green Mountain Coffee
Roasters Inc 393122106 COM 20456 316600 Put 316600
Group 1 Automotive Inc 398905109 COM 496 11600 11600
Group 1 Automotive Inc 398905109 COM 668 15600 Call 15600
Grupo Televisa SA 40049J206 SP ADR REP ORD 412 16800 Call 16800
Gsi Commerce Inc 36238G102 COM 2362 80700 80700
GT Solar
International Inc 3.623E+212 COM 2880 270200 270200
Guess? Inc 401617105 COM 3333 84700 Call 84700
Guess? Inc 401617105 COM 9353 237700 Put 237700
H&R Block Inc 93671105 COM 1761 105200 Call 105200
H&R Block Inc 93671105 COM 2591 154800 154800
Hanesbrands Inc 410345102 COM 1252 46300 Call 46300
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
Harley-Davidson Inc 412822108 COM 307 7218 7218
Harley-Davidson Inc 412822108 COM 3459 81400 Put 81400
Harley-Davidson Inc 412822108 COM 5800 136500 Call 136500
Harman International
Industries Inc 413086109 COM 342 7300 Call 7300
Harmony Gold Mining
Co Ltd 413216300 SPONSORED ADR 2519 169400 Call 169400
Harmony Gold Mining
Co Ltd 413216300 SPONSORED ADR 3399 228600 Put 228600
Harris Corp 413875105 COM 729 14700 Put 14700
Harris Corp 413875105 COM 2907 58600 58600
Harsco Corp 415864107 COM 1210 34300 34300
HARTFORD FINANCIAL
SERVICES GROUP INC 416515104 COM 1182 43881 43881
HARTFORD FINANCIAL
SERVICES GROUP INC 416515104 COM 2801 104000 Call 104000
HARTFORD FINANCIAL
SERVICES GROUP INC 416515104 COM 5133 190600 Put 190600
Hasbro Inc 418056107 COM 323 6900 Put 6900
Hasbro Inc 418056107 COM 511 10900 Call 10900
Hasbro Inc 418056107 COM 6628 141503 141503
HAWAIIAN ELECTRIC
INDUSTRIES INC 419870100 COM 990 39900 39900
HDFC BANK LTD 40415F101 ADR REPS 3 SHS 3518 20700 Put 20700
HDFC BANK LTD 40415F101 ADR REPS 3 SHS 4316 25400 Call 25400
HEALTH MANAGEMENT
ASSOCIATES INC 421933102 CL A 256 23500 Call 23500
HEALTH MANAGEMENT
ASSOCIATES INC 421933102 CL A 329 30200 Put 30200
HEALTH MANAGEMENT
ASSOCIATES INC 421933102 CL A 1149 105400 105400
Health Net Inc 42222G108 COM 271 8274 8274
Health Net Inc 42222G108 COM 2318 70900 Call 70900
Health Net Inc 42222G108 COM 2920 89300 Put 89300
Healthsouth Corp 421924309 COM NEW 540 21600 Call 21600
Healthspring Inc 42224N101 COM 228 6100 6100
Healthspring Inc 42224N101 COM 359 9600 Put 9600
Healthspring Inc 42224N101 COM 2706 72400 Call 72400
Hecla Mining Co 422704106 COM 3309 364400 364400
Hecla Mining Co 422704106 COM 3558 391800 Call 391800
Hecla Mining Co 422704106 COM 13302 1465000 Put 1465000
HELIX ENERGY
SOLUTIONS GROUP INC 42330P107 COM 709 41200 41200
HELIX ENERGY
SOLUTIONS GROUP INC 42330P107 COM 918 53400 Put 53400
HELIX ENERGY
SOLUTIONS GROUP INC 42330P107 COM 1090 63400 Call 63400
HELMERICH & PAYNE INC 423452101 COM 1319 19200 Call 19200
HELMERICH & PAYNE INC 423452101 COM 5811 84600 Put 84600
Henry Schein Inc 806407102 COM 1172 16700 Call 16700
Herbalife Ltd G4412G101 COM USD SHS 1302 16000 16000
Herbalife Ltd G4412G101 COM USD SHS 1456 17900 Put 17900
Herbalife Ltd G4412G101 COM USD SHS 2839 34900 Call 34900
Hershey Co/The 427866108 COM 641 11800 Put 11800
Hershey Co/The 427866108 COM 5571 102500 Call 102500
Hertz Global Holdings Inc 42805T105 COM 671 42900 Call 42900
Hertz Global Holdings Inc 42805T105 COM 742 47500 47500
Hess Corp 42809H107 COM 2497 29300 Call 29300
Hess Corp 42809H107 COM 3366 39500 Put 39500
Hess Corp 42809H107 COM 5666 66492 66492
Hewlett-Packard Co 428236103 COM 20144 491677 491677
Hexcel Corp 428291108 COM 484 24600 Call 24600
Hexcel Corp 428291108 COM 689 35000 35000
HJ Heinz Co 423074103 COM 3188 65300 Put 65300
HJ Heinz Co 423074103 COM 6566 134500 Call 134500
Holly Corp 435758305 COM PAR $0.01 2193 36100 Put 36100
Holly Corp 435758305 COM PAR $0.01 3992 65698 65698
Home Depot Inc 437076102 COM 10673 288000 Call 288000
Home Depot Inc 437076102 COM 17244 465300 Put 465300
Honda Motor Co Ltd 438128308 AMERN SHS 1635 43600 43600
Honeywell
International Inc 438516106 COM 460 7700 Put 7700
Honeywell
International Inc 438516106 COM 1039 17400 Call 17400
Hormel Foods Corp 440452100 COM 674 24200 Call 24200
Hormel Foods Corp 440452100 COM 1493 53614 53614
Hospira Inc 441060100 COM 2180 39500 Call 39500
Hospira Inc 441060100 COM 2909 52700 Put 52700
HSN Inc 404303109 COM 1566 48900 48900
Hudson City
Bancorp Inc 443683107 COM 626 64700 Put 64700
Hudson City
Bancorp Inc 443683107 COM 4044 417794 417794
Hudson City
Bancorp Inc 443683107 COM 4357 450100 Call 450100
Human Genome
Sciences Inc 444903108 COM 7060 257200 257200
Human Genome
Sciences Inc 444903108 COM 11161 406600 Call 406600
Human Genome
Sciences Inc 444903108 COM 16621 605500 Put 605500
Humana Inc 444859102 COM 7931 113400 Put 113400
Humana Inc 444859102 COM 21325 304900 Call 304900
Huntington
Bancshares Inc/OH 446150104 COM 168 25300 25300
HUNTINGTON INGALLS
INDUSTRIES INC 446413106 302 7277 7277
IAC/InterActiveCorp 44919P508 COM PAR $.001 3262 105600 105600
IAMGOLD Corp 450913108 COM 10660 484100 Call 484100
IAMGOLD Corp 450913108 COM 27325 1240900 Put 1240900
ICICI BANK LTD 45104G104 ADR 9861 197900 Call 197900
ICICI BANK LTD 45104G104 ADR 18357 368400 Put 368400
IHS Inc 451734107 CL A 382 4300 4300
ILLINOIS TOOL WORKS INC 452308109 COM 392 7300 Put 7300
ILLINOIS TOOL WORKS INC 452308109 COM 537 10000 Call 10000
Informatica Corp 45666Q102 COM 517 9900 Put 9900
Informatica Corp 45666Q102 COM 971 18600 Call 18600
Infosys Technologies Ltd 456788108 SPONSORED ADR 1434 20000 Put 20000
ING Groep NV 456837103 SPONSORED ADR 1539 121100 121100
Ingersoll-Rand PLC G47791101 SHS 512 10600 Call 10600
Ingersoll-Rand PLC G47791101 SHS 1478 30600 Put 30600
Integrys Energy
Group Inc 45822P105 COM 313 6200 Put 6200
Integrys Energy
Group Inc 45822P105 COM 1606 31800 Call 31800
Integrys Energy
Group Inc 45822P105 COM 1803 35689 35689
Intel Corp 458140100 COM 6642 329299 329299
Interactive Brokers
Group Inc 45841N107 COM 486 30600 30600
Intercontinental
Exchange Inc 45865V100 COM 457 3700 Put 3700
Intercontinental
Exchange Inc 45865V100 COM 2607 21100 Call 21100
InterDigital Inc/PA 45867G101 COM 765 16036 16036
InterDigital Inc/PA 45867G101 COM 1307 27400 Call 27400
Intermune Inc 45884X103 COM 1666 35300 Put 35300
Intermune Inc 45884X103 COM 1822 38600 38600
Intermune Inc 45884X103 COM 1869 39600 Call 39600
INTERNATIONAL GAME
TECHNOLOGY 459902102 COM 4286 264100 Put 264100
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
INTERNATIONAL GAME
TECHNOLOGY 459902102 COM 4578 282100 Call 282100
International Paper Co 460146103 COM 453 15000 Put 15000
International Paper Co 460146103 COM 2298 76138 76138
International Paper Co 460146103 COM 6437 213300 Call 213300
International Rectifier
Corp 460254105 COM 949 28700 Put 28700
Interpublic Group of
Cos Inc/The 460690100 COM 282 22400 Call 22400
Interpublic Group of
Cos Inc/The 460690100 COM 2504 199200 199200
Intersil Corp 46069S109 CL A 640 51400 Put 51400
Intersil Corp 46069S109 CL A 1067 85700 Call 85700
Intersil Corp 46069S109 CL A 3601 289200 289200
Intuit Inc 461202103 COM 2203 41485 41485
Intuit Inc 461202103 COM 3515 66200 Put 66200
Intuit Inc 461202103 COM 8650 162900 Call 162900
Intuitive Surgical Inc 46120E602 COM NEW 8603 25800 Call 25800
Intuitive Surgical Inc 46120E602 COM NEW 9270 27800 Put 27800
Iron Mountain Inc 462846106 COM 531 17000 Call 17000
Iron Mountain Inc 462846106 COM 2005 64200 Put 64200
iShares Russell 2000
Index Fund 464287655 RUSSELL 2000 74735 887901 887901
iShares Russell 2000
Index Fund 464287655 RUSSELL 2000 83152 987900 Call 987900
iShares Russell 2000
Index Fund 464287655 RUSSELL 2000 325889 3871800 Put 3871800
Itau Unibanco Holding SA 465562106 SPON ADR REP PFD 801 33300 Call 33300
Itron Inc 465741106 COM 389 6900 Put 6900
Itron Inc 465741106 COM 768 13600 Call 13600
Itron Inc 465741106 COM 2943 52147 52147
ITT Corp 450911102 COM 402 6700 Call 6700
ITT Corp 450911102 COM 2102 35000 Put 35000
ITT Educational
Services Inc 45068B109 COM 794 11000 11000
ITT Educational
Services Inc 45068B109 COM 2063 28600 Put 28600
ITT Educational
Services Inc 45068B109 COM 5058 70100 Call 70100
Jabil Circuit Inc 466313103 COM 1297 63500 63500
Jabil Circuit Inc 466313103 COM 7639 373900 Call 373900
Jabil Circuit Inc 466313103 COM 12483 611000 Put 611000
Jacobs Engineering
Group Inc 469814107 COM 1764 34300 Put 34300
Jacobs Engineering
Group Inc 469814107 COM 1851 36000 Call 36000
Jarden Corp 471109108 COM 1437 40400 40400
JC PENNEY CO INC 708160106 COM 5451 151800 Put 151800
JC PENNEY CO INC 708160106 COM 14138 393700 Call 393700
JDS Uniphase Corp 46612J507 COM PAR $0.001 1286 61697 61697
JDS Uniphase Corp 46612J507 COM PAR $0.001 7304 350500 Call 350500
JDS Uniphase Corp 46612J507 COM PAR $0.001 22672 1087900 Put 1087900
JM Smucker Co/The 832696405 COM NEW 443 6200 Call 6200
JM Smucker Co/The 832696405 COM NEW 1056 14794 14794
Johnson & Johnson 478160104 COM 8200 138400 138400
Jones Group Inc/The 48020T101 COM 1518 110400 110400
Jones Lang LaSalle Inc 48020Q107 COM 1047 10500 10500
Jones Lang LaSalle Inc 48020Q107 COM 2703 27100 Put 27100
Jones Lang LaSalle Inc 48020Q107 COM 3780 37900 Call 37900
JOS A Bank Clothiers Inc 480838101 COM 1063 20900 Call 20900
Joy Global Inc 481165108 COM 208 2100 2100
Joy Global Inc 481165108 COM 899 9100 Put 9100
Joy Global Inc 481165108 COM 3083 31200 Call 31200
JPMorgan Chase & Co 46625H100 COM 1329 28834 28834
JPMorgan Chase & Co 46625H100 COM 11857 257200 Call 257200
JPMorgan Chase & Co 46625H100 COM 14291 310000 Put 310000
Juniper Networks Inc 48203R104 COM 1227 29148 29148
Juniper Networks Inc 48203R104 COM 2634 62600 Call 62600
Juniper Networks Inc 48203R104 COM 4566 108500 Put 108500
Kansas City Southern 485170302 COM NEW 1486 27300 Call 27300
Kansas City Southern 485170302 COM NEW 5608 103000 Put 103000
KB Financial Group Inc 48241A105 SPONSORED ADR 261 5000 Call 5000
KB Home 48666K109 COM 851 68400 Call 68400
KB Home 48666K109 COM 914 73450 73450
KB Home 48666K109 COM 1801 144800 Put 144800
KBR Inc 48242W106 COM 423 11200 11200
KBR Inc 48242W106 COM 1348 35700 Put 35700
KBR Inc 48242W106 COM 3531 93500 Call 93500
KeyCorp 493267108 COM 1528 172108 172108
Kinetic Concepts Inc 49460W208 COM NEW 1344 24700 24700
Kinross Gold Corp 496902404 COM NO PAR 2282 144900 144900
Kinross Gold Corp 496902404 COM NO PAR 2580 163800 Call 163800
Kinross Gold Corp 496902404 COM NO PAR 9245 587000 Put 587000
Kirby Corp 497266106 COM 539 9400 Call 9400
KLA-Tencor Corp 482480100 COM 7570 159800 Call 159800
KLA-Tencor Corp 482480100 COM 10132 213900 Put 213900
Knight Capital Group Inc 499005106 CL A COM 394 29400 Put 29400
Kohl's Corp 500255104 COM 284 5354 5354
Kohl's Corp 500255104 COM 345 6500 Call 6500
Kohl's Corp 500255104 COM 4662 87900 Put 87900
Koninklijke Philips
Electronics NV 500472303 NY REG SH NEW 1470 45700 45700
KROGER CO/THE 501044101 COM 496 20700 Put 20700
KROGER CO/THE 501044101 COM 5465 228000 228000
KROGER CO/THE 501044101 COM 8751 365100 Call 365100
Kulicke & Soffa
Industries Inc 501242101 COM 199 21300 21300
L-3 COMMUNICATIONS
HOLDINGS INC 502424104 COM 2263 28900 Put 28900
L-3 COMMUNICATIONS
HOLDINGS INC 502424104 COM 14158 180800 Call 180800
LABORATORY CORP OF
AMERICA HOLDINGS 50540R409 COM NEW 829 9000 Put 9000
LABORATORY CORP OF
AMERICA HOLDINGS 50540R409 COM NEW 2386 25900 Call 25900
Lam Research Corp 512807108 COM 10782 190300 Put 190300
Lam Research Corp 512807108 COM 11870 209500 Call 209500
Lamar Advertising Co 512815101 CL A 432 11700 Put 11700
Lamar Advertising Co 512815101 CL A 639 17300 Call 17300
Lan Airlines SA 501723100 SPONSORED ADR 740 28900 28900
Las Vegas Sands Corp 517834107 COM 350 8300 Call 8300
Las Vegas Sands Corp 517834107 COM 5489 130000 Put 130000
Las Vegas Sands Corp 517834107 COM 6198 146800 146800
Lattice Semiconductor
Corp 518415104 COM 386 65400 65400
Leap Wireless
International Inc 521863308 COM NEW 186 12000 Call 12000
Leap Wireless
International Inc 521863308 COM NEW 1304 84200 Put 84200
Leap Wireless
International Inc 521863308 COM NEW 2337 150900 150900
Legg Mason Inc 524901105 COM 1292 35800 Call 35800
Legg Mason Inc 524901105 COM 2432 67400 Put 67400
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
Leggett & Platt Inc 524660107 COM 1876 76590 76590
LENNAR CORP 526057104 CL A 1910 105400 105400
LENNAR CORP 526057104 CL A 2711 149600 Call 149600
LENNAR CORP 526057104 CL A 8078 445800 Put 445800
Leucadia National Corp 527288104 COM 293 7800 Call 7800
Leucadia National Corp 527288104 COM 1836 48900 Put 48900
LEXMARK INTERNATIONAL INC 529771107 CL A 893 24100 Put 24100
LEXMARK INTERNATIONAL INC 529771107 CL A 1664 44926 44926
LEXMARK INTERNATIONAL INC 529771107 CL A 1667 45000 Call 45000
Liberty Global Inc 530555101 COM SER A 1453 35100 Call 35100
Liberty Global Inc 530555101 COM SER A 3230 78005 78005
Liberty Media
Corp - Capital 53071M302 CAP COM SER A 3183 43201 43201
Liberty Media
Corp - Interactive 53071M104 INT COM SER A 160 10000 Call 10000
Liberty Media
Corp - Interactive 53071M104 INT COM SER A 3086 192400 192400
LIFE TECHNOLOGIES CORP 53217V109 COM 299 5700 Put 5700
LIFE TECHNOLOGIES CORP 53217V109 COM 346 6600 Call 6600
LIFE TECHNOLOGIES CORP 53217V109 COM 1783 34008 34008
Life Time Fitness Inc 53217R207 COM 291 7800 Call 7800
Life Time Fitness Inc 53217R207 COM 752 20154 20154
LifePoint Hospitals Inc 53219L109 COM 346 8600 Put 8600
LifePoint Hospitals Inc 53219L109 COM 1927 47953 47953
Lincare Holdings Inc 532791100 COM 2382 80295 80295
Lincoln Educational
Services Corp 533535100 COM 234 14700 14700
Lincoln National Corp 534187109 COM 372 12400 12400
Lincoln National Corp 534187109 COM 4170 138800 Put 138800
Lincoln National Corp 534187109 COM 5981 199100 Call 199100
Linear Technology Corp 535678106 COM 690 20504 20504
Linear Technology Corp 535678106 COM 3366 100100 Call 100100
Live Nation
Entertainment Inc 538034109 COM 197 19700 19700
Lockheed Martin Corp 539830109 COM 2191 27250 27250
Lockheed Martin Corp 539830109 COM 10195 126800 Call 126800
Logitech International SA H50430232 SHS 2522 139113 139113
Lorillard Inc 544147101 COM 4846 51000 Put 51000
Lorillard Inc 544147101 COM 5967 62800 62800
Lorillard Inc 544147101 COM 21007 221100 Call 221100
Louisiana-Pacific Corp 546347105 COM 1087 103500 103500
Lowe's Cos Inc 548661107 COM 3869 146400 Call 146400
Lowe's Cos Inc 548661107 COM 13926 526900 Put 526900
LSI Corp 502161102 COM 983 144500 144500
LTD BRANDS INC 532716107 COM 1194 36300 Call 36300
LTD BRANDS INC 532716107 COM 2841 86400 Put 86400
Lubrizol Corp 549271104 COM 6457 48200 Call 48200
Lululemon Athletica Inc 550021109 COM 12351 138700 Call 138700
Lululemon Athletica Inc 550021109 COM 27606 310000 Put 310000
Macy's Inc 55616P104 COM 3178 131000 Put 131000
Macy's Inc 55616P104 COM 7344 302700 302700
Macy's Inc 55616P104 COM 9146 377000 Call 377000
Magellan Health
Services Inc 559079207 COM NEW 1470 29957 29957
Magna International Inc 559222401 COM 398 8300 Put 8300
Magna International Inc 559222401 COM 637 13300 Call 13300
Magna International Inc 559222401 COM 3598 75100 75100
Manitowoc Co Inc/The 563571108 COM 289 13200 Call 13200
Manitowoc Co Inc/The 563571108 COM 1206 55100 55100
Manpower Inc 56418H100 COM 6005 95500 Call 95500
Manpower Inc 56418H100 COM 9847 156600 Put 156600
Marathon Oil Corp 565849106 COM 2154 40400 Put 40400
Marathon Oil Corp 565849106 COM 6472 121400 Call 121400
Marathon Oil Corp 565849106 COM 8642 162106 162106
MARRIOTT INTERNATIONAL
INC/DE 571903202 CL A 1943 54600 Put 54600
MARRIOTT INTERNATIONAL
INC/DE 571903202 CL A 3025 85013 85013
MARRIOTT INTERNATIONAL
INC/DE 571903202 CL A 4892 137500 Call 137500
MARSH & MCLENNAN
COS INC 571748102 COM 1660 55700 Call 55700
MARTIN MARIETTA
MATERIALS INC 573284106 COM 2233 24900 Call 24900
MARTIN MARIETTA
MATERIALS INC 573284106 COM 2600 29000 Put 29000
Marvell Technology
Group Ltd G5876H105 ORD 2755 177200 Call 177200
Marvell Technology
Group Ltd G5876H105 ORD 18532 1191800 1191800
Marvell Technology
Group Ltd G5876H105 ORD 21188 1362600 Put 1362600
Masco Corp 574599106 COM 161 11600 Call 11600
Masco Corp 574599106 COM 1881 135100 135100
Massey Energy Co 576206106 COM 3466 50700 Put 50700
Massey Energy Co 576206106 COM 8907 130300 Call 130300
Mastercard Inc 57636Q104 CL A 352 1400 1400
Mastercard Inc 57636Q104 CL A 4833 19200 Call 19200
Mastercard Inc 57636Q104 CL A 10321 41000 Put 41000
Mattel Inc 577081102 COM 1057 42400 Call 42400
Mattel Inc 577081102 COM 1895 76031 76031
Mattel Inc 577081102 COM 6075 243700 Put 243700
Maxim Integrated
Products Inc 57772K101 COM 1500 58600 Call 58600
Maxim Integrated
Products Inc 57772K101 COM 1866 72900 72900
MCCORMICK & CO INC/MD 579780206 COM NON VTG 655 13700 13700
MCDERMOTT
INTERNATIONAL INC 580037109 COM 584 23000 Put 23000
MCDERMOTT
INTERNATIONAL INC 580037109 COM 825 32500 Call 32500
MCDERMOTT
INTERNATIONAL INC 580037109 COM 1632 64268 64268
McDonald's Corp 580135101 COM 639 8400 Call 8400
McDonald's Corp 580135101 COM 1644 21600 Put 21600
MCGRAW-HILL COS INC/THE 580645109 COM 1501 38100 Call 38100
McKesson Corp 58155Q103 COM 443 5600 5600
McMoRan Exploration Co 582411104 COM 1690 95400 Put 95400
McMoRan Exploration Co 582411104 COM 3457 195200 195200
MDC Holdings Inc 552676108 COM 636 25100 Call 25100
MDC Holdings Inc 552676108 COM 5721 225700 Put 225700
Mead Johnson
Nutrition Co 582839106 4692 81000 81000
MeadWestvaco Corp 583334107 COM 791 26071 26071
Medco Health
Solutions Inc 58405U102 COM 6896 122800 Call 122800
Medco Health
Solutions Inc 58405U102 COM 10289 183200 Put 183200
Medco Health
Solutions Inc 58405U102 COM 14944 266100 266100
Medicis Pharmaceutical
Corp 584690309 CL A NEW 628 19600 Put 19600
Medicis Pharmaceutical
Corp 584690309 CL A NEW 811 25300 25300
Medicis Pharmaceutical
Corp 584690309 CL A NEW 1576 49200 Call 49200
Medtronic Inc 585055106 COM 2479 63000 Call 63000
Medtronic Inc 585055106 COM 13021 330900 Put 330900
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
MEMC ELECTRONIC
MATERIALS INC 552715104 COM 303 23400 Call 23400
MEMC ELECTRONIC
MATERIALS INC 552715104 COM 481 37100 Put 37100
MEMC ELECTRONIC
MATERIALS INC 552715104 COM 1156 89229 89229
Men's Wearhouse Inc/The 587118100 COM 744 27500 Put 27500
Men's Wearhouse Inc/The 587118100 COM 1513 55900 55900
MercadoLibre Inc 58733R102 COM 947 11600 Put 11600
MercadoLibre Inc 58733R102 COM 4326 53000 Call 53000
Merck & Co Inc 58933Y105 COM 1258 38100 38100
Meritor Inc 59001K100 652 38400 38400
Meritor Inc 59001K100 930 54800 Call 54800
MetLife Inc 59156R108 COM 407 9100 Put 9100
MetLife Inc 59156R108 COM 1914 42800 Call 42800
MetroPCS
Communications Inc 591708102 COM 3118 192000 192000
METTLER-TOLEDO
INTERNATIONAL INC 592688105 COM 344 2000 Put 2000
METTLER-TOLEDO
INTERNATIONAL INC 592688105 COM 413 2400 Call 2400
MF Global Holdings Ltd 55277J108 COM 373 45000 45000
MGIC Investment Corp 552848103 COM 1670 187900 187900
Microchip
Technology Inc 595017104 COM 418 11000 Call 11000
Micron Technology Inc 595112103 COM 868 75700 Call 75700
Micron Technology Inc 595112103 COM 2097 183000 Put 183000
Micron Technology Inc 595112103 COM 4469 390000 390000
Micros Systems Inc 594901100 COM 1703 34462 34462
Microsemi Corp 595137100 COM 477 23014 23014
Microsoft Corp 594918104 COM 1755 69200 Call 69200
Microsoft Corp 594918104 COM 13045 514400 514400
MicroStrategy Inc 594972408 CL A NEW 323 2400 2400
Millicom International
Cellular SA L6388F110 SHS NEW 848 8817 8817
Mobile Telesystems OJSC 607409109 SPONSORED ADR 333 15700 15700
Mohawk Industries Inc 608190104 COM 275 4500 4500
Mohawk Industries Inc 608190104 COM 2256 36900 Call 36900
Mohawk Industries Inc 608190104 COM 4727 77300 Put 77300
MOLSON COORS BREWING CO 60871R209 CL B 4770 101733 101733
Monsanto Co 61166W101 COM 2977 41200 Call 41200
Monsanto Co 61166W101 COM 3150 43599 43599
Monsanto Co 61166W101 COM 9452 130800 Put 130800
MONSTER WORLDWIDE INC 611742107 COM 902 56700 Call 56700
MONSTER WORLDWIDE INC 611742107 COM 1722 108300 Put 108300
Moody's Corp 615369105 COM 610 18000 Put 18000
Morgan Stanley 617446448 COM NEW 1459 53400 Call 53400
Morgan Stanley 617446448 COM NEW 1557 56995 56995
Morgan Stanley 617446448 COM NEW 6133 224500 Put 224500
Mosaic Co/The 61945A107 COM 4016 51000 Call 51000
Mosaic Co/The 61945A107 COM 8459 107418 107418
Mosaic Co/The 61945A107 COM 16923 214900 Put 214900
Motorola Solutions Inc 620076307 COM NEW 10212 228500 Call 228500
Motorola Solutions Inc 620076307 COM NEW 23610 528300 Put 528300
MSCI Inc 55354G100 CL A 898 24400 Call 24400
Murphy Oil Corp 626717102 COM 323 4400 Call 4400
Murphy Oil Corp 626717102 COM 1021 13900 Put 13900
Murphy Oil Corp 626717102 COM 6700 91256 91256
MYLAN INC/PA 628530107 COM 476 21000 Put 21000
MYLAN INC/PA 628530107 COM 1573 69377 69377
MYLAN INC/PA 628530107 COM 1635 72100 Call 72100
Myriad Genetics Inc 62855J104 COM 272 13500 Put 13500
Myriad Genetics Inc 62855J104 COM 417 20700 Call 20700
Myriad Genetics Inc 62855J104 COM 2062 102350 102350
Nabors Industries Ltd G6359F103 SHS 1568 51600 Call 51600
Nabors Industries Ltd G6359F103 SHS 4906 161500 Put 161500
Nalco Holding Co 62985Q101 COM 645 23600 Call 23600
Nalco Holding Co 62985Q101 COM 1387 50800 Put 50800
Nalco Holding Co 62985Q101 COM 1477 54100 54100
NASDAQ OMX GROUP
INC/THE 631103108 COM 1778 68800 Put 68800
NASDAQ OMX GROUP
INC/THE 631103108 COM 3969 153616 153616
National Oilwell
Varco Inc 637071101 COM 296 3731 3731
National Oilwell
Varco Inc 637071101 COM 1141 14400 Call 14400
National Oilwell
Varco Inc 637071101 COM 14332 180800 Put 180800
National Semiconductor
Corp 637640103 COM 1119 78000 Call 78000
National Semiconductor
Corp 637640103 COM 1286 89700 89700
Navistar International
Corp 6.3934E+112 COM 3785 54600 54600
NCR CORP 6.2886E+112 COM 431 22861 22861
NetApp Inc 64110D104 COM 2192 45500 Call 45500
NetApp Inc 64110D104 COM 2485 51586 51586
NetApp Inc 64110D104 COM 3700 76800 Put 76800
NetFlix Inc 64110L106 COM 261 1100 1100
NetFlix Inc 64110L106 COM 807 3400 Put 3400
Netlogic
Microsystems Inc 64118B100 COM 8148 193900 Call 193900
Netlogic
Microsystems Inc 64118B100 COM 23313 554800 Put 554800
NEW YORK COMMUNITY
BANCORP INC 649445103 COM 2496 144626 144626
NEW YORK COMMUNITY
BANCORP INC 649445103 COM 4279 247900 Call 247900
New York Times Co/The 650111107 CL A 306 32300 Put 32300
New York Times Co/The 650111107 CL A 2128 224700 224700
Newell Rubbermaid Inc 651229106 COM 335 17490 17490
Newfield Exploration Co 651290108 COM 1020 13421 13421
Newmarket Corp 651587107 COM 1028 6500 6500
Newmont Mining Corp 651639106 COM 3204 58700 Call 58700
Newmont Mining Corp 651639106 COM 5369 98364 98364
Nexen Inc 65334H102 COM 1682 67500 67500
NextEra Energy Inc 65339F101 COM 1742 31600 Put 31600
NextEra Energy Inc 65339F101 COM 12110 219700 Call 219700
NII Holdings Inc 62913F201 CL B NEW 546 13100 Put 13100
NII Holdings Inc 62913F201 CL B NEW 750 18000 Call 18000
NIKE Inc 654106103 CL B 6247 82529 82529
NiSource Inc 65473P105 COM 2641 137707 137707
Noble Corp H5833N103 NAMEN -AKT 1514 33179 33179
Noble Corp H5833N103 NAMEN -AKT 9384 205700 Call 205700
Noble Corp H5833N103 NAMEN -AKT 10981 240700 Put 240700
Noble Energy Inc 655044105 COM 2697 27900 Call 27900
Noble Energy Inc 655044105 COM 4639 48000 Put 48000
NOKIA OYJ 654902204 SPONSORED ADR 2371 278618 278618
Nordic American
Tanker Shipping G65773106 COM 355 14300 Call 14300
Nordson Corp 655663102 COM 253 2200 Put 2200
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
Nordstrom Inc 655664100 COM 2679 59700 Put 59700
Northeast Utilities 664397106 COM 3111 89900 89900
Northrop Grumman Corp 666807102 COM 2989 47663 47663
Northrop Grumman Corp 666807102 COM 4082 65100 Call 65100
NOVARTIS AG 66987V109 SPONSORED ADR 4848 89200 89200
Novellus Systems Inc 670008101 COM 1858 50052 50052
Novellus Systems Inc 670008101 COM 3219 86700 Call 86700
Novellus Systems Inc 670008101 COM 8707 234500 Put 234500
Novo Nordisk A/S 670100205 ADR 1302 10400 10400
NRG Energy Inc 629377508 COM NEW 1682 78100 Put 78100
NRG Energy Inc 629377508 COM NEW 2135 99100 99100
NRG Energy Inc 629377508 COM NEW 2296 106600 Call 106600
NU SKIN ENTERPRISES INC 67018T105 CL A 871 30300 30300
Nucor Corp 670346105 COM 3203 69600 Put 69600
Nucor Corp 670346105 COM 20511 445700 Call 445700
NuVasive Inc 670704105 COM 261 10300 Put 10300
NV Energy Inc 67073Y106 COM 1645 110500 110500
Nvidia Corp 67066G104 COM 1581 85670 85670
Nvidia Corp 67066G104 COM 13675 740800 Call 740800
Nvidia Corp 67066G104 COM 32037 1735500 Put 1735500
NYSE Euronext 629491101 COM 2088 59370 59370
Occidental Petroleum Corp 674599105 COM 1818 17400 Call 17400
Occidental Petroleum Corp 674599105 COM 5632 53900 Put 53900
Office Depot Inc 676220106 COM 58 12600 12600
OfficeMax Inc 67622P101 COM 607 46900 46900
Oil Services
Holders Trust 678002106 DEPOSTRY RCPT 1693 10300 10300
OLD REPUBLIC
INTERNATIONAL CORP 680223104 COM 1323 104245 104245
Olin Corp 680665205 COM PAR $1 433 18900 18900
Olin Corp 680665205 COM PAR $1 678 29600 Call 29600
Omnicare Inc 681904108 COM 237 7900 Call 7900
Omnicare Inc 681904108 COM 2195 73200 73200
OMNICOM GROUP INC 681919106 COM 800 16300 Call 16300
OMNICOM GROUP INC 681919106 COM 2507 51100 Put 51100
Omnivision
Technologies Inc 682128103 COM 4548 128000 128000
Omnivision
Technologies Inc 682128103 COM 8414 236800 Call 236800
Omnivision
Technologies Inc 682128103 COM 27980 787500 Put 787500
Oneok Inc 682680103 COM 712 10639 10639
Oneok Inc 682680103 COM 736 11000 Call 11000
Onyx Pharmaceuticals
Inc 683399109 COM 478 13600 Call 13600
Onyx Pharmaceuticals
Inc 683399109 COM 588 16700 Put 16700
Oracle Corp 68389X105 COM 2857 85624 85624
Oracle Corp 68389X105 COM 7001 209800 Put 209800
Oracle Corp 68389X105 COM 12647 379000 Call 379000
Orient-Express
Hotels Ltd G67743107 CL A 1723 139300 Put 139300
Oshkosh Corp 688239201 COM 623 17600 Call 17600
Oshkosh Corp 688239201 COM 1274 36000 Put 36000
Oshkosh Corp 688239201 COM 1567 44300 44300
OVERSEAS SHIPHOLDING
GROUP INC 690368105 COM 444 13800 Call 13800
OVERSEAS SHIPHOLDING
GROUP INC 690368105 COM 1160 36100 Put 36100
Owens & Minor Inc 690732102 COM 875 26948 26948
Owens-Illinois Inc 690768403 COM NEW 2035 67400 Put 67400
Owens-Illinois Inc 690768403 COM NEW 2148 71161 71161
Owens-Illinois Inc 690768403 COM NEW 4598 152300 Call 152300
PACCAR Inc 693718108 COM 2476 47300 Call 47300
PACCAR Inc 693718108 COM 3816 72886 72886
PartnerRe Ltd G6852T105 COM 1469 18533 18533
Patriot Coal Corp 70336T104 COM 3358 130000 Call 130000
Patriot Coal Corp 70336T104 COM 3756 145400 145400
Patriot Coal Corp 70336T104 COM 9007 348700 Put 348700
Paychex Inc 704326107 COM 1066 34000 Put 34000
Paychex Inc 704326107 COM 1540 49100 Call 49100
PDL BioPharma Inc 69329Y104 COM 345 59400 59400
Peabody Energy Corp 704549104 COM 417 5800 Call 5800
Peabody Energy Corp 704549104 COM 4829 67100 Put 67100
Penn National
Gaming Inc 707569109 COM 419 11300 Call 11300
Penn National
Gaming Inc 707569109 COM 548 14782 14782
Penn Virginia Corp 707882106 COM 434 25601 25601
Penn West
Petroleum Ltd 707887105 COM 848 30600 30600
Pentair Inc 709631105 COM 249 6600 6600
People's United
Financial Inc 712704105 COM 2009 159700 159700
PEPSICO INC/NC 713448108 COM 2364 36700 Call 36700
Perrigo Co 714290103 COM 2171 27300 Call 27300
Perrigo Co 714290103 COM 2425 30500 Put 30500
PetroChina Co Ltd 7.1646E+104 SPONSORED ADR 1081 7100 7100
Petrohawk Energy Corp 716495106 COM 1946 79300 Put 79300
Petrohawk Energy Corp 716495106 COM 2209 90000 Call 90000
Petrohawk Energy Corp 716495106 COM 6976 284267 284267
PETROLEO BRASILEIRO SA 71654V408 SPONSORED ADR 311 7700 Call 7700
PETROLEO BRASILEIRO SA 71654V408 SPONSORED ADR 4924 121800 121800
PETROLEO BRASILEIRO SA 71654V408 SPONSORED ADR 11345 280600 Put 280600
Petroquest Energy Inc 716748108 COM 140 15000 15000
PetSmart Inc 716768106 COM 4439 108396 108396
PF Chang's China
Bistro Inc 69333Y108 COM 1201 26000 Call 26000
PF Chang's China
Bistro Inc 69333Y108 COM 1584 34300 34300
Pfizer Inc 717081103 COM 3772 185700 Call 185700
Pfizer Inc 717081103 COM 7921 390000 Put 390000
PG&E CORP 69331C108 COM 7645 173033 173033
Pharmaceutical Product
Development Inc 717124101 COM 1531 55254 55254
Philip Morris
International Inc 718172109 COM 906 13800 Call 13800
Philip Morris
International Inc 718172109 COM 1391 21200 Put 21200
PHILLIPS-VAN
HEUSEN CORP 718592108 COM 4409 67800 Call 67800
PHILLIPS-VAN
HEUSEN CORP 718592108 COM 6614 101700 Put 101700
Piedmont Natural
Gas Co Inc 720186105 COM 904 29800 29800
Pier 1 Imports Inc 720279108 COM 1571 154800 154800
PINNACLE WEST
CAPITAL CORP 723484101 COM 270 6300 Call 6300
PINNACLE WEST
CAPITAL CORP 723484101 COM 2148 50200 50200
Pitney Bowes Inc 724479100 COM 1469 57200 57200
Pitney Bowes Inc 724479100 COM 2387 92900 Call 92900
PLAINS EXPLORATION &
PRODUCTION CO 726505100 COM 3019 83342 83342
PLAINS EXPLORATION &
PRODUCTION CO 726505100 COM 3522 97200 Call 97200
PLAINS EXPLORATION &
PRODUCTION CO 726505100 COM 8503 234700 Put 234700
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
Plantronics Inc 727493108 COM 315 8600 8600
PLATINUM UNDERWRITERS
HOLDINGS LTD G7127P100 COM 606 15900 15900
PMC - Sierra Inc 69344F106 COM 92 12200 12200
PNC FINANCIAL
SERVICES GROUP INC 693475105 COM 970 15400 Call 15400
PNC FINANCIAL
SERVICES GROUP INC 693475105 COM 2989 47458 47458
Pnm Resources Inc 69349H107 COM 203 13600 13600
Polaris Industries Inc 731068102 COM 365 4200 Put 4200
Polaris Industries Inc 731068102 COM 914 10500 Call 10500
Polaris Industries Inc 731068102 COM 1338 15377 15377
Polo Ralph Lauren Corp 731572103 CL A 1471 11900 Put 11900
Polo Ralph Lauren Corp 731572103 CL A 3141 25400 Call 25400
Polycom Inc 73172K104 COM 2950 56900 Call 56900
Polycom Inc 73172K104 COM 3127 60300 Put 60300
Polypore
International Inc 73179V103 COM 622 10800 Call 10800
Polypore
International Inc 73179V103 COM 1036 18000 18000
Polypore
International Inc 73179V103 COM 1497 26000 Put 26000
Portland General
Electric Co 736508847 COM NEW 1139 47900 47900
Potlatch Corp 737630103 COM 703 17480 17480
Power-One Inc 73930R102 COM 259 29600 Call 29600
Power-One Inc 73930R102 COM 3403 388900 388900
Powershares QQQ
Trust Series 1 73935A104 UNIT SER 1 13800 240289 240289
Powershares QQQ
Trust Series 1 73935A104 UNIT SER 1 137918 2401500 Call 2401500
Powershares QQQ
Trust Series 1 73935A104 UNIT SER 1 151793 2643100 Put 2643100
PPG Industries Inc 693506107 COM 666 7000 Put 7000
PPG Industries Inc 693506107 COM 1066 11200 Call 11200
PPL CORP 69351T106 COM 1811 71600 Put 71600
PPL CORP 69351T106 COM 3499 138300 138300
PPL CORP 69351T106 COM 8951 353800 Call 353800
Precision Castparts Corp 740189105 COM 942 6400 Call 6400
priceline.com Inc 741503403 COM NEW 7343 14499 14499
PRINCIPAL FINANCIAL
GROUP INC 74251V102 COM 376 11700 11700
Progress Energy Inc 743263105 COM 715 15500 Call 15500
PROGRESSIVE CORP/THE 743315103 COM 2288 108300 108300
Protective Life Corp 743674103 COM 1197 45100 45100
Prudential Financial Inc 744320102 COM 646 10488 10488
Prudential Financial Inc 744320102 COM 942 15300 Call 15300
Prudential Financial Inc 744320102 COM 3646 59200 Put 59200
PSS World Medical Inc 69366A100 COM 508 18700 Call 18700
PSS World Medical Inc 69366A100 COM 826 30441 30441
Public Service
Enterprise Group Inc 744573106 COM 2448 77700 Put 77700
Public Service
Enterprise Group Inc 744573106 COM 5010 159000 Call 159000
Pulte Group Inc 745867101 COM 203 27488 27488
QLogic Corp 747277101 COM 2375 128052 128052
QUALCOMM Inc 747525103 COM 2511 45798 45798
QUALCOMM Inc 747525103 COM 12830 234000 Call 234000
Quanta Services Inc 7.4762E+106 COM 935 41700 Call 41700
Quanta Services Inc 7.4762E+106 COM 1559 69500 Put 69500
Quest Software Inc 74834T103 COM 2418 95239 95239
Questar Corp 748356102 COM 224 12849 12849
Quicksilver
Resources Inc 74837R104 COM 1369 95699 95699
Rackspace Hosting Inc 750086100 COM 1290 30100 30100
RadioShack Corp 750438103 COM 324 21600 Call 21600
RadioShack Corp 750438103 COM 383 25500 Put 25500
RadioShack Corp 750438103 COM 5410 360400 360400
Ralcorp Holdings Inc 751028101 COM 1642 24000 24000
Rambus Inc 750917106 COM 1179 59522 59522
Range Resources Corp 75281A109 COM 935 16000 Call 16000
Range Resources Corp 75281A109 COM 2023 34600 Put 34600
Raymond James
Financial Inc 754730109 COM 264 6900 Call 6900
RAYTHEON CO 755111507 COM NEW 1063 20900 Put 20900
RAYTHEON CO 755111507 COM NEW 1854 36441 36441
RAYTHEON CO 755111507 COM NEW 15785 310300 Call 310300
Red Hat Inc 756577102 COM 958 21100 Call 21100
Red Hat Inc 756577102 COM 3426 75485 75485
Red Robin Gourmet
Burgers Inc 75689M101 COM 250 9300 9300
Regions Financial Corp 7591EP100 COM 1225 168800 168800
Regis Corp 758932107 COM 195 11000 11000
REINSURANCE GROUP
OF AMERICA INC 759351604 COM NEW 2015 32100 32100
RELIANCE STEEL &
ALUMINUM CO 759509102 COM 277 4800 Call 4800
RELIANCE STEEL &
ALUMINUM CO 759509102 COM 1855 32100 32100
RenaissanceRe
Holdings Ltd G7496G103 COM 1847 26770 26770
Rent-A-Center Inc/TX 76009N100 COM 1878 53798 53798
Republic Services Inc 760759100 COM 5041 167800 167800
Research In Motion Ltd 760975102 COM 2625 46400 Call 46400
Research In Motion Ltd 760975102 COM 4053 71641 71641
Research In Motion Ltd 760975102 COM 7309 129200 Put 129200
Reynolds American Inc 761713106 COM 451 12700 12700
Reynolds American Inc 761713106 COM 5990 168600 Call 168600
RF Micro Devices Inc 749941100 COM 235 36700 Call 36700
RF Micro Devices Inc 749941100 COM 4941 770800 770800
Rio Tinto PLC 767204100 SPONSORED ADR 2269 31900 31900
Riverbed Technology Inc 768573107 COM 15666 416100 Put 416100
Riverbed Technology Inc 768573107 COM 21694 576200 Call 576200
Rock-Tenn Co 772739207 CL A 749 10800 Put 10800
Rock-Tenn Co 772739207 CL A 2531 36500 Call 36500
Rock-Tenn Co 772739207 CL A 2705 39000 39000
Rockwood Holdings Inc 774415103 COM 1536 31200 Put 31200
Rockwood Holdings Inc 774415103 COM 3716 75500 Call 75500
Rosetta Resources Inc 777779307 COM 3879 81600 81600
Rovi Corp 779376102 COM 998 18600 Call 18600
Rovi Corp 779376102 COM 1985 37005 37005
Rovi Corp 779376102 COM 2715 50600 Put 50600
ROWAN COS INC 779382100 COM 269 6100 Call 6100
ROWAN COS INC 779382100 COM 1710 38700 38700
Royal Caribbean
Cruises Ltd V7780T103 COM 1766 42800 Put 42800
Royal Dutch Shell PLC 780259206 SPONS ADR A 4160 57100 57100
Royal Gold Inc 780287108 COM 2809 53600 Put 53600
Royal Gold Inc 780287108 COM 3113 59400 Call 59400
Rpm International Inc 749685103 COM 240 10100 Call 10100
Rpm International Inc 749685103 COM 1130 47600 47600
RR Donnelley & Sons Co 257867101 COM 1077 56900 Call 56900
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
RR Donnelley & Sons Co 257867101 COM 3127 165295 165295
Rti International
Metals Inc 74973W107 COM 281 9029 9029
Rti International
Metals Inc 74973W107 COM 704 22600 Call 22600
Rti International
Metals Inc 74973W107 COM 1704 54700 Put 54700
Ryder System Inc 783549108 COM 2439 48200 48200
Ryland Group Inc 783764103 COM 1027 64600 Call 64600
Ryland Group Inc 783764103 COM 3371 212000 Put 212000
Safeway Inc 786514208 COM NEW 2797 118800 Call 118800
Safeway Inc 786514208 COM NEW 4166 176979 176979
SAIC Inc 78390X101 COM 2261 133649 133649
Saks Inc 79377W108 COM 218 19300 19300
Salesforce.com Inc 79466L302 COM 6265 46900 Call 46900
Salesforce.com Inc 79466L302 COM 13411 100400 Put 100400
Sanderson Farms Inc 800013104 COM 1130 24600 Call 24600
Sanderson Farms Inc 800013104 COM 1667 36300 36300
SanDisk Corp 80004C101 COM 1198 25998 25998
SanDisk Corp 80004C101 COM 6531 141700 Call 141700
SanDisk Corp 80004C101 COM 8863 192300 Put 192300
SandRidge Energy Inc 80007P307 COM 6990 546100 546100
Sanmina-Sci Corp 800907206 COM NEW 159 14200 Call 14200
Sanmina-Sci Corp 800907206 COM NEW 233 20800 Put 20800
Sanmina-Sci Corp 800907206 COM NEW 453 40400 40400
SANOFI-AVENTIS SA 80105N105 SPONSORED ADR 769 21822 21822
Sara Lee Corp 803111103 COM 7140 404100 Put 404100
Sara Lee Corp 803111103 COM 10374 587100 Call 587100
Savient
Pharmaceuticals Inc 80517Q100 COM 129 12200 Put 12200
Savient
Pharmaceuticals Inc 80517Q100 COM 681 64200 64200
SBA Communications Corp 78388J106 COM 964 24300 Call 24300
SBA Communications Corp 78388J106 COM 2024 51000 Put 51000
Schlumberger Ltd 806857108 COM 7535 80800 Call 80800
Schlumberger Ltd 806857108 COM 17216 184600 Put 184600
Schnitzer Steel
Industries Inc 806882106 CL A 410 6300 Put 6300
Schnitzer Steel
Industries Inc 806882106 CL A 813 12500 12500
Schnitzer Steel
Industries Inc 806882106 CL A 1814 27900 Call 27900
Schweitzer-Mauduit
International Inc 808541106 COM 790 15600 15600
SCOTTS MIRACLE-GRO
CO/THE 810186106 CL A 2985 51600 Call 51600
Seagate Technology PLC G7945M107 SHS 307 21300 Put 21300
Seagate Technology PLC G7945M107 SHS 562 39000 Call 39000
Seagate Technology PLC G7945M107 SHS 8368 581100 581100
Sealed Air Corp 81211K100 COM 848 31800 31800
Sears Holdings Corp 812350106 COM 777 9400 Call 9400
Sears Holdings Corp 812350106 COM 950 11500 11500
Sears Holdings Corp 812350106 COM 24092 291500 Put 291500
Select Comfort Corp 81616X103 COM 124 10300 10300
Service Corp
International/US 817565104 COM 229 20700 20700
SHAW GROUP INC/THE 820280105 COM 485 13704 13704
SHAW GROUP INC/THE 820280105 COM 4015 113400 Put 113400
SHAW GROUP INC/THE 820280105 COM 7928 223900 Call 223900
Sigma-Aldrich Corp 826552101 COM 1107 17400 Put 17400
Sigma-Aldrich Corp 826552101 COM 2431 38200 Call 38200
Signature Bank/
New York NY 82669G104 COM 378 6700 Put 6700
Signet Jewelers Ltd G81276100 SHS 1574 34200 34200
Silgan Holdings Inc 827048109 COM 324 8500 Call 8500
Silgan Holdings Inc 827048109 COM 1118 29324 29324
Silicon
Laboratories Inc 826919102 COM 402 9300 Call 9300
Silver Wheaton Corp 828336107 COM 3885 89600 Call 89600
Silver Wheaton Corp 828336107 COM 6556 151200 151200
Silver Wheaton Corp 828336107 COM 12015 277100 Put 277100
Skechers U.S.A. Inc 830566105 CL A 333 16200 Call 16200
Skechers U.S.A. Inc 830566105 CL A 349 16995 16995
Skechers U.S.A. Inc 830566105 CL A 1045 50900 Put 50900
Skyworks Solutions Inc 83088M102 COM 2629 81090 81090
Skyworks Solutions Inc 83088M102 COM 5093 157100 Call 157100
Skyworks Solutions Inc 83088M102 COM 17137 528600 Put 528600
SM Energy Co 78454L100 COM 356 4800 Put 4800
SM Energy Co 78454L100 COM 1128 15200 Call 15200
Smithfield Foods Inc 832248108 COM 883 36700 Put 36700
Smithfield Foods Inc 832248108 COM 1321 54900 54900
Smithfield Foods Inc 832248108 COM 2430 101000 Call 101000
Sohu.com Inc 83408W103 COM 638 7144 7144
Sohu.com Inc 83408W103 COM 5826 65200 Call 65200
Sohu.com Inc 83408W103 COM 9025 101000 Put 101000
Solutia Inc 834376501 COM NEW 1704 67100 67100
Sonoco Products Co 835495102 COM 1181 32600 32600
SONY CORP 835699307 ADR NEW 1171 36800 Call 36800
SONY CORP 835699307 ADR NEW 3301 103700 Put 103700
Sotheby's 835898107 COM 984 18700 Call 18700
Sotheby's 835898107 COM 2488 47300 47300
Southern Co 842587107 COM 1687 44279 44279
Southern Co 842587107 COM 3369 88400 Call 88400
Southern Union Co 844030106 COM 667 23300 23300
Southwest Airlines Co 844741108 COM 318 25200 Put 25200
Southwest Airlines Co 844741108 COM 482 38200 Call 38200
Southwest Airlines Co 844741108 COM 5541 438700 438700
Southwestern Energy Co 845467109 COM 1271 29568 29568
SPDR Dow
Jones Industrial
Average ETF Trust 78467X109 UT SER 1 119809 973900 Call 973900
SPDR Dow
Jones Industrial
Average ETF Trust 78467X109 UT SER 1 153763 1249900 Put 1249900
SPDR Gold Shares 78463V107 GOLD SHS 974 6968 6968
SPDR S&P 500 ETF Trust 78462F103 TR UNIT 193997 1464018 1464018
SPDR S&P 500 ETF Trust 78462F103 TR UNIT 449832 3394700 Put 3394700
SPDR S&P 500 ETF Trust 78462F103 TR UNIT 1086290 8197800 Call 8197800
Spirit Aerosystems
Holdings Inc 848574109 COM CL A 1491 58100 58100
SPX Corp 784635104 COM 460 5800 Put 5800
SPX Corp 784635104 COM 1253 15780 15780
SPX Corp 784635104 COM 2263 28500 Call 28500
St Joe Co/The 790148100 COM 2126 84800 Put 84800
St Jude Medical Inc 790849103 COM 1630 31800 Call 31800
St Jude Medical Inc 790849103 COM 2245 43800 Put 43800
Staples Inc 855030102 COM 709 36498 36498
Staples Inc 855030102 COM 2433 125300 Put 125300
Staples Inc 855030102 COM 8343 429600 Call 429600
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
Starbucks Corp 855244109 COM 5827 157700 Call 157700
Starbucks Corp 855244109 COM 14403 389800 Put 389800
STARWOOD HOTELS &
RESORTS WORLDWIDE INC 85590A401 COM 8050 138500 Call 138500
STARWOOD HOTELS &
RESORTS WORLDWIDE INC 85590A401 COM 9880 170000 Put 170000
State Street Corp 857477103 COM 840 18700 18700
State Street Corp 857477103 COM 1793 39900 Put 39900
Statoil ASA 85771P102 SPONSORED ADR 3090 111800 111800
Steel Dynamics Inc 858119100 COM 316 16811 16811
Steel Dynamics Inc 858119100 COM 972 51800 Put 51800
Steel Dynamics Inc 858119100 COM 4586 244300 Call 244300
Steelcase Inc 858155203 CL A 124 10900 10900
Stericycle Inc 858912108 COM 754 8500 Call 8500
Steven Madden Ltd 556269108 COM 1793 38200 38200
Stifel Financial Corp 860630102 COM 438 6100 Call 6100
Stillwater Mining Co 86074Q102 COM 1598 69700 69700
Stillwater Mining Co 86074Q102 COM 3160 137800 Call 137800
Stillwater Mining Co 86074Q102 COM 11548 503600 Put 503600
STMicroelectronics NV 861012102 NY REGISTRY 1362 109700 109700
Stone Energy Corp 861642106 COM 247 7400 Call 7400
Stone Energy Corp 861642106 COM 297 8900 Put 8900
Stone Energy Corp 861642106 COM 2012 60300 60300
Strayer Education Inc 863236105 COM 4061 31120 31120
Stryker Corp 863667101 COM 693 11400 Put 11400
Suncor Energy Inc 867224107 COM 2806 62586 62586
Suncor Energy Inc 867224107 COM 3793 84600 Call 84600
Suncor Energy Inc 867224107 COM 11681 260500 Put 260500
Sunoco Inc 86764P109 COM 2630 57680 57680
Sunoco Inc 86764P109 COM 5412 118700 Call 118700
Sunpower Corp 867652109 COM CL A 1246 72700 72700
Sunpower Corp 867652109 COM CL A 2388 139300 Call 139300
Sunpower Corp 867652109 COM CL A 7806 455400 Put 455400
SunTrust Banks Inc 867914103 COM 487 16900 Call 16900
SunTrust Banks Inc 867914103 COM 637 22100 Put 22100
SunTrust Banks Inc 867914103 COM 848 29400 29400
Superior Energy
Services Inc 868157108 COM 619 15100 Put 15100
Superior Energy
Services Inc 868157108 COM 1218 29709 29709
Superior Energy
Services Inc 868157108 COM 1341 32700 Call 32700
SUPERVALU Inc 868536103 COM 237 26500 Call 26500
SUPERVALU Inc 868536103 COM 2269 254100 254100
SVB Financial Group 78486Q101 COM 376 6600 Call 6600
Swift Energy Co 870738101 COM 393 9200 9200
Symantec Corp 871503108 COM 549 29628 29628
Synaptics Inc 87157D109 COM 1183 43800 Put 43800
Synaptics Inc 87157D109 COM 1818 67300 67300
T Rowe Price Group Inc 74144T108 COM 2006 30200 Call 30200
Take-Two Interactive
Software Inc 874054109 COM 207 13500 Call 13500
Take-Two Interactive
Software Inc 874054109 COM 2206 143500 143500
Target Corp 8.7612E+110 COM 645 12900 Call 12900
Target Corp 8.7612E+110 COM 4268 85338 85338
Tata Motors Ltd 876568502 SPONSORED ADR 339 12200 Call 12200
Tata Motors Ltd 876568502 SPONSORED ADR 695 25000 Put 25000
Tata Motors Ltd 876568502 SPONSORED ADR 3552 127800 127800
TCF Financial Corp 872275102 COM 209 13200 Put 13200
TCF Financial Corp 872275102 COM 749 47200 Call 47200
TD Ameritrade
Holding Corp 87236Y108 COM 609 29200 Put 29200
TD Ameritrade
Holding Corp 87236Y108 COM 1670 80000 Call 80000
Tyco Electronics Ltd H8912P106 SHS 540 15500 Call 15500
TECO Energy Inc 872375100 COM 362 19300 Call 19300
TECO Energy Inc 872375100 COM 2028 108101 108101
Teekay Corp Y8564W103 COM 1503 40700 Call 40700
Tele Norte Leste
Participacoes SA 879246106 SPON ADR PFD 605 34500 34500
Telefonaktiebolaget
LM Ericsson 294821608 ADR B SEK 10 728 56600 56600
Telefonica SA 879382208 SPONSORED ADR 2053 81400 81400
TELEFONOS DE MEXICO
SAB DE CV 879403780 SPON ADR ORD L 623 34100 Put 34100
TELEFONOS DE MEXICO
SAB DE CV 879403780 SPON ADR ORD L 656 35907 35907
TELEFONOS DE MEXICO
SAB DE CV 879403780 SPON ADR ORD L 1808 99000 Call 99000
TeleTech Holdings Inc 879939106 COM 376 19400 19400
Tellabs Inc 879664100 COM 3488 665600 665600
Temple-Inland Inc 879868107 COM 1553 66380 66380
TEMPUR-PEDIC
INTERNATIONAL INC 88023U101 COM 289 5700 Put 5700
Tenneco Inc 880349105 COM 1218 28700 28700
Tenneco Inc 880349105 COM 1240 29200 Call 29200
Tenneco Inc 880349105 COM 1448 34100 Put 34100
Teradata Corp 88076W103 COM 482 9500 9500
Teradyne Inc 880770102 COM 695 39000 Call 39000
Teradyne Inc 880770102 COM 1724 96800 96800
Terex Corp 880779103 COM 3600 97200 Put 97200
Terex Corp 880779103 COM 4471 120700 Call 120700
Tesoro Corp 881609101 COM 934 34794 34794
Tesoro Corp 881609101 COM 6906 257400 Put 257400
Tesoro Corp 881609101 COM 7035 262200 Call 262200
Teva Pharmaceutical
Industries Ltd 881624209 ADR 3131 62400 Call 62400
Teva Pharmaceutical
Industries Ltd 881624209 ADR 5092 101500 Put 101500
Teva Pharmaceutical
Industries Ltd 881624209 ADR 23292 464254 464254
Texas Instruments Inc 882508104 COM 5146 148900 148900
Texas Roadhouse Inc 882681109 COM 408 24000 24000
Textron Inc 883203101 COM 1485 54200 54200
Textron Inc 883203101 COM 2944 107500 Call 107500
Thomas & Betts Corp 884315102 COM 280 4700 Put 4700
Thomas & Betts Corp 884315102 COM 1325 22281 22281
Thomas & Betts Corp 884315102 COM 1754 29500 Call 29500
Thoratec Corp 885175307 COM NEW 578 22300 Call 22300
Thoratec Corp 885175307 COM NEW 1527 58900 Put 58900
Thoratec Corp 885175307 COM NEW 3695 142503 142503
TIBCO Software Inc 88632Q103 COM 382 14000 Put 14000
TIBCO Software Inc 88632Q103 COM 1826 67000 Call 67000
Tidewater Inc 886423102 COM 2059 34400 Put 34400
Tidewater Inc 886423102 COM 3794 63400 Call 63400
Tiffany & Co 886547108 COM 8970 146000 Call 146000
Tiffany & Co 886547108 COM 15090 245600 Put 245600
Time Warner Cable Inc 88732J207 COM 257 3600 Call 3600
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
Time Warner Cable Inc 88732J207 COM 4748 66553 66553
Time Warner Inc 887317303 COM NEW 7101 198900 Call 198900
Time Warner Inc 887317303 COM NEW 7704 215800 Put 215800
Timken Co 887389104 COM 502 9600 Put 9600
Timken Co 887389104 COM 2265 43300 Call 43300
Titan International Inc 88830M102 COM 237 8900 8900
Titanium Metals Corp 888339207 COM NEW 373 20100 Call 20100
Titanium Metals Corp 888339207 COM NEW 1631 87800 Put 87800
Tivo Inc 888706108 COM 392 44700 44700
Toll Brothers Inc 889478103 COM 1164 58900 Put 58900
Toll Brothers Inc 889478103 COM 1734 87700 Call 87700
Torchmark Corp 891027104 COM 465 7000 7000
TOTAL SA 8.9151E+113 SPONSORED ADR 433 7100 Put 7100
Total System
Services Inc 891906109 COM 710 39400 39400
Towers Watson & Co 891894107 CL A 998 18000 18000
Tractor Supply Co 892356106 COM 724 12100 Call 12100
Tractor Supply Co 892356106 COM 2125 35500 Put 35500
Transatlantic
Holdings Inc 893521104 COM 1713 35200 35200
Travelers Cos Inc/The 8.9417E+113 COM 2535 42622 42622
TreeHouse Foods Inc 89469A104 COM 330 5800 Call 5800
TreeHouse Foods Inc 89469A104 COM 671 11800 11800
TRIMBLE NAVIGATION LTD 896239100 COM 419 8300 Put 8300
Trinity Industries Inc 896522109 COM 498 13587 13587
Trinity Industries Inc 896522109 COM 2659 72500 Call 72500
Trinity Industries Inc 896522109 COM 4019 109600 Put 109600
Triquint
Semiconductor Inc 89674K103 COM 1172 90800 90800
Triquint
Semiconductor Inc 89674K103 COM 1611 124800 Put 124800
Triumph Group Inc 896818101 COM 955 10800 10800
TRW Automotive
Holdings Corp 87264S106 COM 2831 51400 51400
TTM Technologies Inc 87305R109 COM 260 14300 14300
Tupperware Brands Corp 899896104 COM 872 14600 14600
Tupperware Brands Corp 899896104 COM 1338 22400 Put 22400
Tupperware Brands Corp 899896104 COM 1630 27300 Call 27300
Tyco International Ltd H89128104 SHS 5118 114307 114307
TYSON FOODS INC 902494103 CL A 1931 100600 Call 100600
TYSON FOODS INC 902494103 CL A 1978 103100 Put 103100
TYSON FOODS INC 902494103 CL A 2712 141300 141300
UBS AG H89231338 SHS NEW 507 28100 28100
UGI Corp 902681105 COM 1527 46415 46415
Ultra Petroleum Corp 903914109 COM 719 14600 14600
Ultra Petroleum Corp 903914109 COM 872 17700 Put 17700
Ultra Petroleum Corp 903914109 COM 2453 49800 Call 49800
Under Armour Inc 904311107 CL A 4648 68300 Put 68300
Under Armour Inc 904311107 CL A 5410 79500 Call 79500
Unit Corp 909218109 COM 520 8400 Put 8400
UNITED PARCEL
SERVICE INC 911312106 CL B 654 8800 Put 8800
UNITED PARCEL
SERVICE INC 911312106 CL B 3538 47600 Call 47600
United Rentals Inc 911363109 COM 2193 65900 65900
United States Steel Corp 912909108 COM 1121 20787 20787
United States Steel Corp 912909108 COM 6262 116100 Call 116100
United States Steel Corp 912909108 COM 15858 294000 Put 294000
United Therapeutics Corp 91307C102 COM 5831 87000 Put 87000
United Therapeutics Corp 91307C102 COM 6233 93000 Call 93000
United Therapeutics Corp 91307C102 COM 6621 98798 98798
UnitedHealth Group Inc 91324P102 COM 4913 108700 Put 108700
UnitedHealth Group Inc 91324P102 COM 8389 185600 Call 185600
Universal Corp/VA 913456109 COM 570 13100 Call 13100
Universal Corp/VA 913456109 COM 623 14300 14300
Universal Corp/VA 913456109 COM 740 17000 Put 17000
UNIVERSAL HEALTH
SERVICES INC 913903100 CL B 1463 29600 29600
UNIVERSAL HEALTH
SERVICES INC 913903100 CL B 1571 31800 Call 31800
UNIVERSAL HEALTH
SERVICES INC 913903100 CL B 3632 73500 Put 73500
Urban Outfitters Inc 917047102 COM 671 22500 Put 22500
URS Corp 903236107 COM 497 10800 Call 10800
URS Corp 903236107 COM 622 13500 Put 13500
URS Corp 903236107 COM 1752 38045 38045
US Airways Group Inc 90341W108 COM 2785 319800 319800
US Bancorp 902973304 COM NEW 640 24215 24215
US Bancorp 902973304 COM NEW 7556 285900 Put 285900
US Bancorp 902973304 COM NEW 9184 347500 Call 347500
USG Corp 903293405 COM NEW 1055 63300 Put 63300
USG Corp 903293405 COM NEW 1205 72300 Call 72300
Vail Resorts Inc 91879Q109 COM 297 6100 Put 6100
Vail Resorts Inc 91879Q109 COM 410 8400 Call 8400
Vail Resorts Inc 91879Q109 COM 575 11800 11800
Valassis
Communications Inc 918866104 COM 973 33400 33400
Vale SA 9.1912E+109 ADR 910 27300 27300
Vale SA 9.1912E+109 ADR 5193 155700 Put 155700
Valeant Pharmaceuticals
International Inc 91911K102 COM 6490 130300 Put 130300
Valeant Pharmaceuticals
International Inc 91911K102 COM 8503 170700 Call 170700
Valero Energy Corp 91913Y100 COM 620 20800 Call 20800
Valero Energy Corp 91913Y100 COM 5583 187230 187230
Validus Holdings Ltd G9319H102 COM SHS 1380 41400 41400
VALMONT INDUSTRIES INC 920253101 COM 1065 10200 10200
Varian Medical
Systems Inc 92220P105 COM 1583 23400 Put 23400
Varian Medical
Systems Inc 92220P105 COM 2212 32700 Call 32700
Varian Semiconductor
Equipment
Associates Inc 922207105 COM 277 5700 Call 5700
Varian Semiconductor
Equipment
Associates Inc 922207105 COM 511 10500 Put 10500
Veeco Instruments Inc 922417100 COM 5989 117800 117800
Veeco Instruments Inc 922417100 COM 18719 368200 Put 368200
Veeco Instruments Inc 922417100 COM 24434 480600 Call 480600
VeriFone Systems Inc 92342Y109 COM 5204 94700 Call 94700
VeriFone Systems Inc 92342Y109 COM 6704 122000 Put 122000
Verizon
Communications Inc 92343V104 COM 8668 224900 Put 224900
Verizon
Communications Inc 92343V104 COM 26041 675700 Call 675700
Vertex
Pharmaceuticals Inc 92532F100 COM 1074 22400 Call 22400
Vertex
Pharmaceuticals Inc 92532F100 COM 1476 30805 30805
Vertex
Pharmaceuticals Inc 92532F100 COM 1893 39500 Put 39500
VF Corp 918204108 COM 3724 37800 Call 37800
Virgin Media Inc 92769L101 COM 2773 99800 99800
Visa Inc 92826C839 COM CL A 2356 32000 Put 32000
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER CUSIP TITLE OF CLASS (X$1000) PRN AMT SH/PRN OPTION DISCRETION MANAGERS SOLE SHARED NONE
Visa Inc 92826C839 COM CL A 2989 40600 Call 40600
Visa Inc 92826C839 COM CL A 7045 95700 95700
Vishay
Intertechnology Inc 928298108 COM 1953 110100 110100
VistaPrint NV N93540107 SHS 275 5300 Put 5300
VistaPrint NV N93540107 SHS 2161 41641 41641
VMware Inc 928563402 CL A COM 3590 44024 44024
VMware Inc 928563402 CL A COM 3726 45700 Put 45700
VMware Inc 928563402 CL A COM 3938 48300 Call 48300
Vodafone Group PLC 92857W209 SPONS ADR NEW 1838 63945 63945
Volterra Semiconductor
Corp 928708106 COM 239 9629 9629
Vulcan Materials Co 929160109 COM 260 5700 5700
Vulcan Materials Co 929160109 COM 7456 163500 Call 163500
Vulcan Materials Co 929160109 COM 13119 287700 Put 287700
W&T Offshore Inc 92922P106 COM 248 10900 10900
Wabash National Corp 929566107 COM 816 70500 70500
Wabtec Corp/DE 929740108 COM 346 5100 Put 5100
Wabtec Corp/DE 929740108 COM 916 13500 Call 13500
WADDELL & REED
FINANCIAL INC 930059100 CL A 325 8000 Put 8000
Walgreen Co 931422109 COM 566 14100 Put 14100
Walgreen Co 931422109 COM 7506 186995 186995
Walgreen Co 931422109 COM 12849 320100 Call 320100
Wal-Mart Stores Inc 931142103 COM 1223 23500 Put 23500
Wal-Mart Stores Inc 931142103 COM 8958 172100 Call 172100
Wal-Mart Stores Inc 931142103 COM 23406 449682 449682
Walter Energy Inc 93317Q105 COM 406 3000 Put 3000
Walter Energy Inc 93317Q105 COM 3020 22296 22296
Walter Energy Inc 93317Q105 COM 3115 23000 Call 23000
Warnaco Group Inc/The 934390402 COM NEW 2336 40850 40850
Warner Chilcott PLC G94368100 SHS A 1115 47900 Call 47900
Warner Chilcott PLC G94368100 SHS A 4125 177191 177191
Washington Federal Inc 938824109 COM 276 15900 15900
WASHINGTON POST CO/THE 939640108 CL B 1356 3100 3100
Waste Connections Inc 941053100 COM 1185 41150 41150
Waters Corp 941848103 COM 495 5700 Put 5700
Waters Corp 941848103 COM 2251 25900 Call 25900
Watsco Inc 942622200 COM 1234 17700 17700
WEATHERFORD
INTERNATIONAL LTD H27013103 REG SHS 938 41500 Call 41500
WEATHERFORD
INTERNATIONAL LTD H27013103 REG SHS 3937 174200 Put 174200
WEATHERFORD
INTERNATIONAL LTD H27013103 REG SHS 4579 202590 202590
Websense Inc 947684106 COM 266 11600 11600
Webster Financial Corp 947890109 COM 928 43300 43300
WEIGHT WATCHERS
INTERNATIONAL INC 948626106 COM 2811 40100 Call 40100
Wellcare Health
Plans Inc 94946T106 COM 692 16500 16500
Wellcare Health
Plans Inc 94946T106 COM 776 18500 Call 18500
Wellcare Health
Plans Inc 94946T106 COM 1028 24500 Put 24500
WellPoint Inc 94973V107 COM 4236 60700 Put 60700
WellPoint Inc 94973V107 COM 8249 118200 Call 118200
Wells Fargo & Co 949746101 COM 1860 58675 58675
Wells Fargo & Co 949746101 COM 4086 128900 Call 128900
Wells Fargo & Co 949746101 COM 9675 305200 Put 305200
Werner Enterprises Inc 950755108 COM 1808 68307 68307
Westar Energy Inc 95709T100 COM 742 28100 28100
Western Digital Corp 958102105 COM 1516 40650 40650
Western Digital Corp 958102105 COM 14465 387900 Call 387900
Western Digital Corp 958102105 COM 18548 497400 Put 497400
Western Refining Inc 959319104 COM 1603 94600 94600
Western Union Co/The 959802109 COM 2470 118900 Call 118900
Western Union Co/The 959802109 COM 5012 241300 Put 241300
WGL Holdings Inc 92924F106 COM 995 25500 25500
Whirlpool Corp 963320106 COM 3722 43600 Put 43600
Whirlpool Corp 963320106 COM 5335 62500 62500
Whirlpool Corp 963320106 COM 5403 63300 Call 63300
Whiting Petroleum Corp 966387102 COM 3658 49800 Put 49800
Whiting Petroleum Corp 966387102 COM 7499 102100 Call 102100
Whole Foods Market Inc 966837106 COM 890 13500 Call 13500
Williams Cos Inc/The 969457100 COM 1662 53300 Put 53300
Williams Cos Inc/The 969457100 COM 2410 77300 77300
Williams Cos Inc/The 969457100 COM 3140 100700 Call 100700
Williams-Sonoma Inc 969904101 COM 1045 25800 Call 25800
Williams-Sonoma Inc 969904101 COM 1473 36376 36376
Windstream Corp 97381W104 COM 605 47000 Call 47000
Windstream Corp 97381W104 COM 5463 424500 424500
World Fuel
Services Corp 981475106 COM 288 7100 Call 7100
World Fuel
Services Corp 981475106 COM 1974 48600 Put 48600
WORTHINGTON
INDUSTRIES INC 981811102 COM 868 41500 41500
WR Berkley Corp 84423102 COM 1047 32491 32491
Wright Medical
Group Inc 98235T107 COM 281 16500 16500
WW Grainger Inc 384802104 COM 262 1900 Put 1900
WW Grainger Inc 384802104 COM 1900 13800 Call 13800
Wyndham Worldwide Corp 98310W108 COM 4059 127600 Call 127600
Wyndham Worldwide Corp 98310W108 COM 5335 167700 Put 167700
Wynn Resorts Ltd 983134107 COM 9620 75600 Call 75600
Xcel Energy Inc 98389B100 COM 282 11800 Call 11800
Xcel Energy Inc 98389B100 COM 1333 55807 55807
Xerox Corp 984121103 COM 3409 320100 320100
Xilinx Inc 983919101 COM 6799 207300 Call 207300
Xilinx Inc 983919101 COM 11733 357700 Put 357700
XL Group Plc G98290102 SHS 684 27800 27800
XL Group Plc G98290102 SHS 2472 100500 Put 100500
XL Group Plc G98290102 SHS 6231 253300 Call 253300
Yahoo! Inc 984332106 COM 546 32800 Put 32800
Yahoo! Inc 984332106 COM 976 58600 Call 58600
Yahoo! Inc 984332106 COM 3460 207800 207800
Yum! Brands Inc 988498101 COM 1264 24600 Put 24600
Zimmer Holdings Inc 98956P102 COM 2954 48800 Call 48800
Zimmer Holdings Inc 98956P102 COM 3105 51300 Put 51300
Zions Bancorporation 989701107 COM 1861 80700 Put 80700
Zions Bancorporation 989701107 COM 12745 552700 Call 552700