0001085146-11-000885.txt : 20110811
0001085146-11-000885.hdr.sgml : 20110811
20110811161726
ACCESSION NUMBER: 0001085146-11-000885
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110811
DATE AS OF CHANGE: 20110811
EFFECTIVENESS DATE: 20110811
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JD CAPITAL MANAGEMENT LLC
CENTRAL INDEX KEY: 0001219037
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-10408
FILM NUMBER: 111027971
MAIL ADDRESS:
STREET 1: TWO GREENWICH PLAZA 2ND FLOOR
CITY: GREENWICH
STATE: CT
ZIP: 06830
13F-HR
1
jdcapital2q2011.txt
JD CAPITAL MANAGEMENT LLC
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 06/30/11
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: JD Capital Management LLC
Address: Two Greenwich Plaza
2nd Floor
Greenwich, CT 06830
13F File Number: 028-10408
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: Zuzana Guggenheimer
Title: CFO
Phone: 203-485-8813
Signature, Place, and Date of Signing:
Zuzana Guggenheimer Greenwich, CT August 11, 2011
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 270
Form 13F Information Table Value Total: $2,386,847 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.
NONE
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ABERCROMBIE & FITCH CO CL A 002896207 1218 18200 Sh Put Sole 18200 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1091 16300 Sh Call Sole 16300 0 0
AFLAC INC COM 001055102 276 5922 Sh Sole 5922 0 0
AFLAC INC COM 001055102 1559 33400 Sh Call Sole 33400 0 0
AFLAC INC COM 001055102 724 15500 Sh Put Sole 15500 0 0
AGNICO EAGLE MINES LTD COM 008474108 979 15500 Sh Sole 15500 0 0
AGNICO EAGLE MINES LTD COM 008474108 1894 30000 Sh Put Sole 30000 0 0
AK STL HLDG CORP COM 001547108 820 52000 Sh Sole 52000 0 0
AK STL HLDG CORP COM 001547108 4708 298700 Sh Call Sole 298700 0 0
AK STL HLDG CORP COM 001547108 8947 567700 Sh Put Sole 567700 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 13595 214200 Sh Call Sole 214200 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 10492 165300 Sh Put Sole 165300 0 0
ALLSTATE CORP COM 020002101 8674 284100 Sh Call Sole 284100 0 0
ALLSTATE CORP COM 020002101 1078 35300 Sh Put Sole 35300 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 5664 124644 Sh Call Sole 124644 0 0
AMDOCS LTD ORD G02602103 2598 85500 Sh Call Sole 85500 0 0
AMDOCS LTD ORD G02602103 2598 85500 Sh Put Sole 85500 0 0
AMERICAN EXPRESS CO COM 025816109 7119 137700 Sh Call Sole 137700 0 0
AMERICAN EXPRESS CO COM 025816109 4426 85600 Sh Put Sole 85600 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 6324 215700 Sh Call Sole 215700 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 6741 229900 Sh Put Sole 229900 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1200 28500 Sh Sole 28500 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 2753 65400 Sh Put Sole 65400 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 976 28064 Sh Sole 28064 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 1762 50700 Sh Call Sole 50700 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 8130 233900 Sh Put Sole 233900 0 0
ARCH COAL INC COM 039380100 11760 441100 Sh Call Sole 441100 0 0
ASHLAND INC NEW COM 044209104 323 5000 Sh Call Sole 5000 0 0
ASHLAND INC NEW COM 044209104 523 8100 Sh Put Sole 8100 0 0
BAKER HUGHES INC COM 057224107 9846 135700 Sh Call Sole 135700 0 0
BAKER HUGHES INC COM 057224107 3447 47500 Sh Put Sole 47500 0 0
BALL CORP COM 058498106 1850 48100 Sh Call Sole 48100 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 6596 321900 Sh Call Sole 321900 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 8196 400000 Sh Put Sole 400000 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 987 84250 Sh Sole 84250 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 5855 500000 Sh Put Sole 500000 0 0
BARCLAYS BK PLC IPTH S&P VIX NEW 06740C261 881 30000 Sh Put Sole 30000 0 0
BARRICK GOLD CORP COM 067901108 4914 108500 Sh Sole 108500 0 0
BARRICK GOLD CORP COM 067901108 7482 165200 Sh Put Sole 165200 0 0
BED BATH & BEYOND INC COM 075896100 7121 122000 Sh Call Sole 122000 0 0
BIG LOTS INC COM 089302103 4973 150000 Sh Call Sole 150000 0 0
CEPHALON INC COM 156708109 11985 150000 Sh Put Sole 150000 0 0
CEPHALON INC COM 156708109 8709 109000 Sh Sole 109000 0 0
CEPHALON INC COM 156708109 29563 370000 Sh Call Sole 370000 0 0
CITIGROUP INC COM NEW 172967424 669 16064 Sh Sole 16064 0 0
CITIGROUP INC COM NEW 172967424 2090 50200 Sh Put Sole 50200 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 10567 114300 Sh Call Sole 114300 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 3587 38800 Sh Put Sole 38800 0 0
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 3788 112300 Sh Put Sole 112300 0 0
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 2766 221990 Sh Sole 221990 0 0
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 7070 500000 Sh Put Sole 500000 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 1139 30000 Sh Call Sole 30000 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 311 8200 Sh Put Sole 8200 0 0
CROWN HOLDINGS INC COM 228368106 644 16600 Sh Call Sole 16600 0 0
CUMMINS INC COM 231021106 342 3300 Sh Put Sole 3300 0 0
DEVON ENERGY CORP NEW COM 25179M103 347 4400 Sh Call Sole 4400 0 0
DIREXION SHS ETF TR DLY FIN BEAR NEW 25459W144 4921 110000 Sh Call Sole 110000 0 0
DIREXION SHS ETF TR DLY EMRGMKT BULL 25459W300 6979 184000 Sh Put Sole 184000 0 0
DIREXION SHS ETF TR DLY FIN BULL NEW 25459W516 1026 40000 Sh Call Sole 40000 0 0
DIREXION SHS ETF TR DLY FIN BULL NEW 25459W516 769 30000 Sh Put Sole 30000 0 0
DRESSER-RAND GROUP INC COM 261608103 4494 83600 Sh Call Sole 83600 0 0
EASTMAN CHEM CO COM 277432100 31427 307900 Sh Call Sole 307900 0 0
EASTMAN KODAK CO COM 277461109 1762 492103 Sh Sole 492103 0 0
EASTMAN KODAK CO COM 277461109 4151 1159500 Sh Call Sole 1159500 0 0
EASTMAN KODAK CO COM 277461109 5254 1467500 Sh Put Sole 1467500 0 0
EBAY INC COM 278642103 11617 360000 Sh Put Sole 360000 0 0
EBAY INC COM 278642103 11617 360000 Sh Call Sole 360000 0 0
ELDORADO GOLD CORP NEW COM 284902103 1996 135400 Sh Put Sole 135400 0 0
ELDORADO GOLD CORP NEW COM 284902103 929 63000 Sh Sole 63000 0 0
EOG RES INC COM 26875P101 439 4200 Sh Call Sole 4200 0 0
EXPEDIA INC DEL COM 30212P105 8378 289000 Sh Sole 289000 0 0
EXXON MOBIL CORP COM 30231G102 90701 1078100 Sh Put Sole 1078100 0 0
FIRST SOLAR INC COM 336433107 4299 32500 Sh Call Sole 32500 0 0
FIRST SOLAR INC COM 336433107 4920 37200 Sh Put Sole 37200 0 0
FLOWSERVE CORP COM 34354P105 936 8520 Sh Sole 8520 0 0
FLOWSERVE CORP COM 34354P105 1593 14500 Sh Call Sole 14500 0 0
FLOWSERVE CORP COM 34354P105 2516 22900 Sh Put Sole 22900 0 0
FMC TECHNOLOGIES INC COM 30249U101 717 16000 Sh Call Sole 16000 0 0
FORD MTR CO DEL *W EXP 01/01/201 345370134 27962 5336270 Sh Sole 5336270 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 3275 237500 Sh Call Sole 237500 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 786 57000 Sh Put Sole 57000 0 0
FRANKLIN RES INC COM 354613101 972 7400 Sh Call Sole 7400 0 0
FRANKLIN RES INC COM 354613101 4424 33700 Sh Put Sole 33700 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 1587 30000 Sh Call Sole 30000 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 21940 1025239 Sh Sole 1025239 0 0
GERDAU S A SPONSORED ADR 373737105 541 51406 Sh Sole 51406 0 0
GERDAU S A SPONSORED ADR 373737105 2104 200000 Sh Put Sole 200000 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1415 97000 Sh Sole 97000 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1955 134000 Sh Put Sole 134000 0 0
GOLDCORP INC NEW COM 380956409 2317 48000 Sh Sole 48000 0 0
GOLDCORP INC NEW COM 380956409 6082 126000 Sh Put Sole 126000 0 0
HARBIN ELECTRIC INC COM 41145W109 212 14000 Sh Sole 14000 0 0
HARLEY DAVIDSON INC COM 412822108 1631 39800 Sh Call Sole 39800 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 1110 84000 Sh Put Sole 84000 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 472 35700 Sh Sole 35700 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2150 81521 Sh Sole 81521 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 3233 122600 Sh Put Sole 122600 0 0
HECKMANN CORP *W EXP 11/09/201 422680116 176 400000 Sh Sole 400000 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 9528 600000 Sh Call Sole 600000 0 0
HUMAN GENOME SCIENCES INC COM 444903108 2454 100000 Sh Call Sole 100000 0 0
IAMGOLD CORP COM 450913108 938 50000 Sh Sole 50000 0 0
IAMGOLD CORP COM 450913108 1876 100000 Sh Put Sole 100000 0 0
ILLINOIS TOOL WKS INC COM 452308109 8191 145000 Sh Call Sole 145000 0 0
ILLINOIS TOOL WKS INC COM 452308109 2666 47200 Sh Put Sole 47200 0 0
ISHARES INC MSCI BRAZIL 464286400 17401 237238 Sh Sole 237238 0 0
ISHARES INC MSCI BRAZIL 464286400 14670 200000 Sh Call Sole 200000 0 0
ISHARES INC MSCI BRAZIL 464286400 38898 530300 Sh Put Sole 530300 0 0
ISHARES INC MSCI JAPAN 464286848 3442 330000 Sh Sole 330000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1843 78263 Sh Sole 78263 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1178 50000 Sh Call Sole 50000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 8473 359800 Sh Put Sole 359800 0 0
JOHNSON CTLS INC COM 478366107 8594 206300 Sh Call Sole 206300 0 0
JOHNSON CTLS INC COM 478366107 2250 54000 Sh Put Sole 54000 0 0
JOY GLOBAL INC COM 481165108 886 9299 Sh Sole 9299 0 0
JOY GLOBAL INC COM 481165108 1648 17300 Sh Call Sole 17300 0 0
JOY GLOBAL INC COM 481165108 2371 24900 Sh Put Sole 24900 0 0
KINROSS GOLD CORP COM NO PAR 496902404 2735 173100 Sh Put Sole 173100 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1264 80000 Sh Sole 80000 0 0
KRAFT FOODS INC CL A 50075N104 5084 144300 Sh Put Sole 144300 0 0
KRAFT FOODS INC CL A 50075N104 1811 51400 Sh Call Sole 51400 0 0
LEUCADIA NATL CORP COM 527288104 471 13798 Sh Sole 13798 0 0
LEUCADIA NATL CORP COM 527288104 972 28500 Sh Put Sole 28500 0 0
LILLY ELI & CO COM 532457108 3753 100000 Sh Put Sole 100000 0 0
LINCOLN NATL CORP IND COM 534187109 950 33329 Sh Sole 33329 0 0
LINCOLN NATL CORP IND COM 534187109 2852 100100 Sh Put Sole 100100 0 0
MACYS INC COM 55616P104 2957 101124 Sh Sole 101124 0 0
MACYS INC COM 55616P104 2026 69300 Sh Call Sole 69300 0 0
MACYS INC COM 55616P104 15076 515600 Sh Put Sole 515600 0 0
MARATHON OIL CORP COM 565849106 14391 450000 Sh Call Sole 450000 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 32754 600000 Sh Call Sole 600000 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 64744 1186000 Sh Put Sole 1186000 0 0
MARKET VECTORS ETF TR JR GOLD MINERS E 57060U589 362 10500 Sh Sole 10500 0 0
MARSH & MCLENNAN COS INC COM 571748102 4679 150000 Sh Call Sole 150000 0 0
MARSH & MCLENNAN COS INC COM 571748102 4679 150000 Sh Put Sole 150000 0 0
MASCO CORP COM 574599106 2406 200000 Sh Call Sole 200000 0 0
MASTERCARD INC CL A 57636Q104 11571 38400 Sh Put Sole 38400 0 0
MASTERCARD INC CL A 57636Q104 5545 18400 Sh Call Sole 18400 0 0
METLIFE INC COM 59156R108 601 13694 Sh Sole 13694 0 0
METLIFE INC COM 59156R108 4598 104800 Sh Call Sole 104800 0 0
METLIFE INC COM 59156R108 7813 178100 Sh Put Sole 178100 0 0
METLIFE INC UNIT 99/99/9999 59156R116 24701 300000 Sh Sole 300000 0 0
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 4460 5000000 Prn Sole 5000000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 482 36500 Sh Sole 36500 0 0
MGM RESORTS INTERNATIONAL COM 552953101 3303 250000 Sh Put Sole 250000 0 0
MOLYCORP INC DEL COM 608753109 10716 175500 Sh Put Sole 175500 0 0
NETFLIX INC COM 64110L106 14317 54500 Sh Call Sole 54500 0 0
NETFLIX INC COM 64110L106 10639 40500 Sh Put Sole 40500 0 0
NEWMONT MINING CORP COM 651639106 1608 29800 Sh Sole 29800 0 0
NEWMONT MINING CORP COM 651639106 1079 20000 Sh Call Sole 20000 0 0
NEWMONT MINING CORP COM 651639106 4496 83300 Sh Put Sole 83300 0 0
NII HLDGS INC CL B NEW 62913F201 1068 25200 Sh Call Sole 25200 0 0
NII HLDGS INC CL B NEW 62913F201 1068 25200 Sh Put Sole 25200 0 0
NOVARTIS A G SPONSORED ADR 66987V109 1762 28835 Sh Sole 28835 0 0
NOVARTIS A G SPONSORED ADR 66987V109 3569 58400 Sh Call Sole 58400 0 0
NYSE EURONEXT COM 629491101 23989 700000 Sh Call Sole 700000 0 0
PACKAGING CORP AMER COM 695156109 3566 127400 Sh Call Sole 127400 0 0
PAN AMERICAN SILVER CORP COM 697900108 439 14200 Sh Sole 14200 0 0
PAN AMERICAN SILVER CORP COM 697900108 800 25900 Sh Put Sole 25900 0 0
PARKER HANNIFIN CORP COM 701094104 7771 86600 Sh Call Sole 86600 0 0
PARKER HANNIFIN CORP COM 701094104 1050 11700 Sh Put Sole 11700 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 25906 765100 Sh Call Sole 765100 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 19260 568800 Sh Put Sole 568800 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 10124 298989 Sh Sole 298989 0 0
PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 11610 7500000 Prn Sole 7500000 0 0
PMI GROUP INC NOTE 4.500% 4/1 69344MAK7 6653 13000000 Prn Sole 13000000 0 0
PRECISION CASTPARTS CORP COM 740189105 6849 41600 Sh Put Sole 41600 0 0
PRECISION CASTPARTS CORP COM 740189105 242 1470 Sh Sole 1470 0 0
PRECISION CASTPARTS CORP COM 740189105 3227 19600 Sh Call Sole 19600 0 0
PRICELINE COM INC COM NEW 741503403 4659 9100 Sh Put Sole 9100 0 0
PRICELINE COM INC COM NEW 741503403 14283 27900 Sh Call Sole 27900 0 0
PROSHARES TR PSHS ULTSH 20YRS 74347R297 1173 34000 Sh Call Sole 34000 0 0
PROSHARES TR PSHS ULSHT SP500 74347R883 219 10600 Sh Call Sole 10600 0 0
PROSHARES TR II SHRT SILV NEW 74347W643 10106 532200 Sh Call Sole 532200 0 0
PROSHARES TR II SHRT SILV NEW 74347W643 2716 143000 Sh Put Sole 143000 0 0
PROSHARES TR II ULT DJ UBS CRUDE 74347W650 2531 60000 Sh Put Sole 60000 0 0
PROSHARES TR II ULTSH DJ UBS CRU 74347W668 976 20000 Sh Put Sole 20000 0 0
PROSHARES TR II ULTRA SILVER 74347W841 12898 78200 Sh Call Sole 78200 0 0
PROSHARES TR II ULTRA SILVER 74347W841 4354 26400 Sh Put Sole 26400 0 0
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 2904 120500 Sh Call Sole 120500 0 0
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 8999 373400 Sh Put Sole 373400 0 0
RANDGOLD RES LTD ADR 752344309 714 8500 Sh Sole 8500 0 0
RANDGOLD RES LTD ADR 752344309 2185 26000 Sh Put Sole 26000 0 0
RESEARCH IN MOTION LTD COM 760975102 3866 134000 Sh Call Sole 134000 0 0
RESEARCH IN MOTION LTD COM 760975102 3751 130000 Sh Put Sole 130000 0 0
RIO TINTO PLC SPONSORED ADR 767204100 4122 57000 Sh Call Sole 57000 0 0
RIO TINTO PLC SPONSORED ADR 767204100 4696 65100 Sh Put Sole 65100 0 0
ROCKWELL AUTOMATION INC COM 773903109 852 9816 Sh Sole 9816 0 0
ROCKWELL AUTOMATION INC COM 773903109 2304 25400 Sh Put Sole 25400 0 0
ROCKWOOD HLDGS INC COM 774415103 17123 309700 Sh Call Sole 309700 0 0
ROCKWOOD HLDGS INC COM 774415103 773 15700 Sh Put Sole 15700 0 0
ROYAL GOLD INC COM 780287108 855 14600 Sh Put Sole 14600 0 0
SAKS INC COM 79377W108 15027 1345300 Sh Put Sole 1345300 0 0
SAKS INC COM 79377W108 4132 369927 Sh Sole 369927 0 0
SALESFORCE COM INC COM 79466L302 5125 34400 Sh Call Sole 34400 0 0
SALESFORCE COM INC COM 79466L302 3754 25200 Sh Put Sole 25200 0 0
SANDISK CORP COM 80004C101 3552 85580 Sh Sole 85580 0 0
SANDISK CORP COM 80004C101 8408 202600 Sh Call Sole 202600 0 0
SANDISK CORP COM 80004C101 24253 560100 Sh Put Sole 560100 0 0
SANOFI RIGHT 12/31/2020 80105N113 32 13200 Sh Sole 13200 0 0
SCHLUMBERGER LTD COM 806857108 6957 74600 Sh Put Sole 74600 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 22457 565600 Sh Put Sole 565600 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 46408 1352000 Sh Put Sole 1352000 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 51995 1700000 Sh Put Sole 1700000 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 2011 50000 Sh Call Sole 50000 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 58549 1477400 Sh Put Sole 1477400 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 67538 872000 Sh Put Sole 872000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2550 166100 Sh Sole 166100 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 60602 3818600 Sh Put Sole 3818600 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 60018 1602200 Sh Put Sole 1602200 0 0
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 80145 3096200 Sh Put Sole 3096200 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 491 14679 Sh Sole 14679 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 24569 756400 Sh Put Sole 756400 0 0
SILVER STD RES INC COM 82823L106 294 11000 Sh Sole 11000 0 0
SILVER STD RES INC COM 82823L106 1269 44000 Sh Put Sole 44000 0 0
SILVER WHEATON CORP COM 828336107 1386 42000 Sh Sole 42000 0 0
SILVER WHEATON CORP COM 828336107 4887 128000 Sh Put Sole 128000 0 0
SOTHEBYS COM 835898107 4350 100000 Sh Put Sole 100000 0 0
SOTHEBYS COM 835898107 717 16488 Sh Sole 16488 0 0
SOTHEBYS COM 835898107 966 22200 Sh Call Sole 22200 0 0
SOUTHERN CO COM 842587107 1635 42900 Sh Put Sole 42900 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 12118 83000 Sh Sole 83000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 164357 1245413 Sh Sole 1245413 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 125212 945800 Sh Put Sole 945800 0 0
STANLEY BLACK & DECKER INC COM 854502101 3499 48557 Sh Sole 48557 0 0
STANLEY BLACK & DECKER INC COM 854502101 8934 120200 Sh Put Sole 120200 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1373 24500 Sh Call Sole 24500 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 2258 40300 Sh Put Sole 40300 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1670 29799 Sh Sole 29799 0 0
SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 1604 1500000 Prn Sole 1500000 0 0
SUNTRUST BKS INC COM 867914103 2718 105346 Sh Sole 105346 0 0
SUNTRUST BKS INC COM 867914103 630 24400 Sh Call Sole 24400 0 0
SUNTRUST BKS INC COM 867914103 9364 338600 Sh Put Sole 338600 0 0
SYSCO CORP COM 871829107 4805 154100 Sh Call Sole 154100 0 0
SYSCO CORP COM 871829107 5904 197700 Sh Put Sole 197700 0 0
TECK RESOURCES LTD CL B 878742204 2436 48000 Sh Call Sole 48000 0 0
TECK RESOURCES LTD CL B 878742204 19312 380600 Sh Put Sole 380600 0 0
TECK RESOURCES LTD CL B 878742204 5277 104000 Sh Sole 104000 0 0
TEEKAY CORPORATION COM Y8564W103 4212 136400 Sh Call Sole 136400 0 0
TEMPLE INLAND INC COM 879868107 8176 274900 Sh Call Sole 274900 0 0
TEREX CORP NEW COM 880779103 1169 41097 Sh Sole 41097 0 0
TEREX CORP NEW COM 880779103 660 23200 Sh Call Sole 23200 0 0
TEREX CORP NEW COM 880779103 5009 159800 Sh Put Sole 159800 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 5806 120400 Sh Put Sole 120400 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 6616 137200 Sh Call Sole 137200 0 0
TEXTRON INC COM 883203101 4573 193700 Sh Call Sole 193700 0 0
TEXTRON INC COM 883203101 9219 382800 Sh Put Sole 382800 0 0
TEXTRON INC NOTE 4.500% 5/0 883203BN0 23292 12500000 Prn Sole 12500000 0 0
TITANIUM METALS CORP COM NEW 888339207 608 33200 Sh Call Sole 33200 0 0
TITANIUM METALS CORP COM NEW 888339207 823 44600 Sh Put Sole 44600 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1204 16200 Sh Put Sole 16200 0 0
UNITED STATES STL CORP NEW COM 912909108 46093 922600 Sh Put Sole 922600 0 0
UNITED STATES STL CORP NEW COM 912909108 10294 223586 Sh Sole 223586 0 0
UNITED STATES STL CORP NEW COM 912909108 3504 76100 Sh Call Sole 76100 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 2303 41800 Sh Put Sole 41800 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1124 20406 Sh Sole 20406 0 0
VALE S A ADR 91912E105 649 20298 Sh Sole 20298 0 0
VALE S A ADR 91912E105 21867 684400 Sh Call Sole 684400 0 0
VALE S A ADR 91912E105 74047 2275400 Sh Put Sole 2275400 0 0
VISA INC COM CL A 92826C839 405 5500 Sh Put Sole 5500 0 0
VORNADO RLTY TR SH BEN INT 929042109 3001 34300 Sh Put Sole 34300 0 0
WELLS FARGO & CO NEW COM 949746101 561 20000 Sh Sole 20000 0 0
WELLS FARGO & CO NEW COM 949746101 8418 300000 Sh Call Sole 300000 0 0
WHIRLPOOL CORP COM 963320106 984 12100 Sh Put Sole 12100 0 0
WHIRLPOOL CORP COM 963320106 9978 122700 Sh Call Sole 122700 0 0
WYNN RESORTS LTD COM 983134107 305 2400 Sh Put Sole 2400 0 0
XL GROUP PLC SHS G98290102 1936 88100 Sh Call Sole 88100 0 0
XL GROUP PLC SHS G98290102 2832 121600 Sh Put Sole 121600 0 0
YAHOO INC COM 984332106 4512 300000 Sh Call Sole 300000 0 0
YAMANA GOLD INC COM 98462Y100 2303 198000 Sh Put Sole 198000 0 0
YAMANA GOLD INC COM 98462Y100 1140 98000 Sh Sole 98000 0 0