13F-HR 1 v131469_13f-hr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2008 Check here if Amendment |_|; Amendment Number: This Amendment (Check only one): |_| is a restatement |_| adds new holding entries Institutional Investment Manager Filing this Report: Name: Vicis Capital LLC Address: 445 Park Avenue 16th Floor New York, NY 10022 Form 13F File Number: 28-11503 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: Keith Hughes Title: Chief Financial Officer Phone: 212-909-4600 Signature, Place and Date of Signing: /s/ Keith Hughes New York, NY November 14, 2008 ------------------- ----------------------------- ----------------- (Signature) (City, State) (Date) Report Type (Check only one): |X| 13F HOLDINGS REPORT: (Check here if all holdings of this reporting manager are reported in this report.) |_| 13F NOTICE: (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) |_| 13F COMBINATION REPORT: (Check here if a portion of the holding for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: None FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 1241 Form 13F Information Table Value Total: $5,084,942 (in thousands) List of Other Included Managers: None FORM 13F INFORMATION TABLE
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Name Title CUSIP Value Shrs or SH/ Put/ Investment Other Voting Authority of Issuer of Class (X$1,000) Prn Amt PRN Call Discretion Managers Sole Shared None 3M CO COM 88579Y101 15610 228523 SH Sole X 3M CO COM 88579Y101 1576 3030 SH CALL Sole 3M CO COM 88579Y101 6230 2800 SH PUT Sole X 3M CO COM 88579Y101 765 1100 SH PUT Sole X 3M CO COM 88579Y101 2455 2100 SH PUT Sole X AAR CORP NOTE 2.250% 3/0 000361AL9 3234 4500000 PRN Sole X ABBOTT LABS COM 002824100 506 2500 SH CALL Sole ABBOTT LABS COM 002824100 1040 2000 SH CALL Sole ABBOTT LABS COM 002824100 250 1000 SH CALL Sole ABBOTT LABS COM 002824100 1098 7200 SH CALL Sole ABERCROMBIE & FITCH CO. COM 002896207 9120 3000 SH PUT Sole X ABERCROMBIE & FITCH CO. COM 002896207 391 110 SH PUT Sole X ABERCROMBIE & FITCH CO. COM 002896207 657 200 SH PUT Sole X ABERCROMBIE & FITCH CO. COM 002896207 389 110 SH PUT Sole X ABITIBIBOWATER INC COM 003687100 7064 3045 SH PUT Sole X ABITIBIBOWATER INC COM 003687100 216 77 SH PUT Sole X ABITIBIBOWATER INC COM 003687100 222 137 SH PUT Sole X A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AE1 6547 9000000 PRN Sole X A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AF8 6137 9000000 PRN Sole X ADOBE SYS INC COM 00724F101 788 5000 SH CALL Sole ADVANCED MICRO DEVICES INC. COM 007903107 627 1900 SH PUT Sole X AETNA INC COM 00817Y108 268 5112 SH CALL Sole AFFYMETRIX INC NOTE 3.500% 1/1 00826TAG3 4147 6000000 PRN Sole X AFLAC INC COM 001055102 210 400 SH CALL Sole AFLAC INC COM 001055102 436 2811 SH CALL Sole AGILENT TECHNOLOGIES INC COM 00846U101 1120 1400 SH PUT Sole X AGNICO-EAGLE MINES LTD COM 008474108 469 1500 SH CALL Sole AGNICO-EAGLE MINES LTD COM 008474108 4095 1500 SH PUT Sole X AGNICO-EAGLE MINES LTD COM 008474108 264 1100 SH CALL Sole AGNICO-EAGLE MINES LTD COM 008474108 349 720 SH CALL Sole AGNICO-EAGLE MINES LTD COM 008474108 684 720 SH PUT Sole X AGNICO-EAGLE MINES LTD COM 008474108 255 1000 SH CALL Sole AMERICAN INTL GROUP INC UNIT 99/99/9999 26874115 1239 150000 PRN Sole X AIRTRAN HOLDINGS INC COM 00949P108 644 1250 SH PUT Sole X ALCOA INC COM 013817101 665 617 SH PUT Sole X ALCOA INC COM 013817101 639 500 SH PUT Sole X ALCOA INC COM 013817101 1699 750 SH PUT Sole X ALCOA INC COM 013817101 1000 1000 SH PUT Sole X ALLSTATE CORPORATION COM 20002101 1800 5854 SH CALL Sole ALLSTATE CORPORATION COM 020002101 1398 8875 SH CALL Sole ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 16351 15000000 PRN Sole X ALTERA CORPORATION COM 021441100 280 1000 SH PUT Sole X ALTRIA GROUP INC COM 02209S103 7509 378454 SH Sole X ALTRIA GROUP INC COM 02209S103 322 2000 SH PUT Sole X AMAZON.COM INC COM 023135106 11276 154980 SH Sole X AMAZON.COM INC COM 023135106 710 1100 SH CALL Sole AMAZON.COM INC COM 023135106 1333 1000 SH PUT Sole X AMAZON.COM INC COM 023135106 612 300 SH PUT Sole X AMAZON.COM INC COM 023135106 1703 2010 SH PUT Sole X AMAZON.COM INC COM 023135106 381 300 SH PUT Sole X AMBAC FINANCIAL GROUP INC COM 023139108 8220 3527881 SH Sole X AMERICAN AXLE & MFG INC COM 024061103 1011 188650 SH Sole X AMERICAN ELEC PWR INC COM 025537101 1426 38500 SH Sole X AMERICAN INTERNATIONAL GROUP INC COM 026874107 2551 1139 SH PUT Sole X AMERICAN INTERNATIONAL GROUP INC COM 026874107 736 475 SH PUT Sole X AMERICAN INTERNATIONAL GROUP INC COM 026874107 331 200 SH PUT Sole X AMERICAN INTERNATIONAL GROUP INC COM 026874107 3924 1914 SH PUT Sole X AMERICAN INTERNATIONAL GROUP INC COM 026874107 58100 10247 SH PUT Sole X AMERICAN INTERNATIONAL GROUP INC COM 026874107 3143 1000 SH PUT Sole X AMERICAN INTERNATIONAL GROUP INC COM 026874107 645 338 SH PUT Sole X AMERICAN INTERNATIONAL GROUP INC COM 026874107 9143 4050 SH PUT Sole X AMERICAN INTERNATIONAL GROUP INC COM 026874107 3139 994 SH PUT Sole X AMERICAN INTERNATIONAL GROUP INC COM 026874107 4836 3569 SH PUT Sole X AMERICAN INTERNATIONAL GROUP INC COM 026874107 3103 1999 SH PUT Sole X AMERICAN INTERNATIONAL GROUP INC COM 026874107 1159 700 SH PUT Sole X AMERICAN INTERNATIONAL GROUP INC COM 026874107 3510 2000 SH PUT Sole X AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1600 5000 SH CALL Sole AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1420 2000 SH PUT Sole X AMERICAN AXLE & MFG INC COM 024061103 11826 8100 SH PUT Sole X AMERICAN AXLE & MFG INC COM 024061103 6013 3060 SH PUT Sole X AMERICAN ELEC PWR INC COM 025537101 445 1000 SH PUT Sole X AMERICAN EXPRESS COMPANY COM 025816109 925 2500 SH CALL Sole AMERICAN TOWER CORP CL A 029912201 581 1250 SH PUT Sole X AMERICAN TOWER CORP CL A 029912201 1564 1700 SH PUT Sole X AMERISOURCEBERGEN CORP COM 03073E105 4303 114300 SH Sole X AMERISOURCEBERGEN CORP COM 03073E105 480 1500 SH PUT Sole X AMGEN INC. COM 031162100 15333 13509 SH CALL Sole AMGEN INC. COM 031162100 11775 15000 SH CALL Sole AMGEN INC. COM 031162100 746 1500 SH CALL Sole AMGEN INC. COM 031162100 826 700 SH CALL Sole AMGEN INC. COM 031162100 4633 4955 SH CALL Sole AMGEN INC. COM 031162100 6569 9219 SH CALL Sole AMR CORP COM 001765106 1709 2650 SH PUT Sole X AMR CORP COM 001765106 254 195 SH PUT Sole X AMR CORP COM 001765106 385 1000 SH CALL Sole AMR CORP COM 001765106 220 500 SH CALL Sole AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 2014 3000000 PRN Sole X AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AE8 7046 10000000 PRN Sole X ANADARKO PETROLEUM CORP COM 032511107 444 800 SH CALL Sole ANADARKO PETROLEUM CORP COM 032511107 1318 500 SH PUT Sole X ANALOG DEVICES INC COM 032654105 890 2000 SH PUT Sole X ANALOG DEVICES INC COM 032654105 443 500 SH PUT Sole X ANALOG DEVICES INC COM 032654105 1159 44000 SH Sole X ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 580 800 SH PUT Sole X ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1848 80000 SH Sole X ANNTAYLOR STORES CORP COM 036115103 282 300 SH PUT Sole X ANNTAYLOR STORES CORP COM 036115103 287 300 SH PUT Sole X AON CORP COM 037389103 222 350 SH PUT Sole X APEX SILVER MINES LTD COM G04074103 1683 978340 SH Sole X APPLE INC COM 037833100 21266 187105 SH Sole X APPLE INC COM 037833100 2065 2000 SH PUT Sole X APPLE INC COM 037833100 2576 1500 SH PUT Sole X APPLE INC COM 037833100 996 500 SH PUT Sole X APPLE INC COM 037833100 5285 2025 SH PUT Sole X APPLE INC COM 037833100 3735 1125 SH PUT Sole X APPLE INC COM 037833100 756 134 SH PUT Sole X APPLE INC COM 037833100 996 150 SH PUT Sole X APPLIED MATLS INC COM 038222105 796 6500 SH CALL Sole ARCADIA RESOURCES INC COM 039209101 1420 6454662 SH Sole X ARCADIA RESOURCES INC COM 039209101 1572 7143531 SH Sole X ARCHER DANIELS MIDLAND CO UNIT 99/99/9999 039483201 15204 500000 SH Sole X ASPECT MED SYS INC NOTE 2.500% 6/1 045235AB4 1031 1825000 PRN Sole X AT&T INC COM 00206R102 3874 138742 SH Sole X AUTOMATIC DATA PROCESSING COM 053015103 616 800 SH PUT Sole X AUTOMATIC DATA PROCESSING COM 053015103 495 1500 SH PUT Sole X AUTOMATIC DATA PROCESSING COM 053015103 3078 72000 SH Sole X AUTOZONE INC COM 053332102 268 220 SH PUT Sole X AUTOZONE INC COM 053332102 379 200 SH PUT Sole X AUTOZONE INC COM 053332102 1037 843 SH CALL Sole AUTOZONE INC COM 053332102 545 1000 SH CALL Sole AUTOZONE INC COM 053332102 715 440 SH PUT Sole X BANK OF AMERICA CORP COM 060505104 243 867 SH PUT Sole X BANK OF AMERICA CORP COM 060505104 202 300 SH CALL Sole BANK OF AMERICA CORP COM 060505104 4276 5500 SH CALL Sole BANK OF AMERICA CORP COM 060505104 247 400 SH CALL Sole BANK OF AMERICA CORP COM 060505104 701 1730 SH PUT Sole X BANK OF AMERICA CORP COM 060505104 8316 17600 SH CALL Sole BANK OF AMERICA CORP COM 060505104 411 801 SH PUT Sole X BANK OF AMERICA CORP COM 060505104 475 1300 SH CALL Sole BANK OF AMERICA CORP COM 060505104 1713 6990 SH CALL Sole BANK OF AMERICA CORP COM 060505104 5925 7500 SH PUT Sole X BANK OF AMERICA CORP COM 060505104 414 2500 SH CALL Sole BANK OF AMERICA CORP COM 060505104 330 3000 SH CALL Sole BANK OF AMERICA CORP COM 060505104 341 4604 SH CALL Sole BANK OF AMERICA CORP COM 060505104 2776 2034 SH PUT Sole X BANK OF AMERICA CORP COM 060505104 312 6313 SH CALL Sole BANK OF AMERICA CORP COM 060505104 330 11000 SH CALL Sole BANK OF AMERICA CORP COM 060505104 205 450 SH PUT Sole X BANK OF AMERICA CORP COM 060505104 3504 5250 SH CALL Sole BANK OF AMERICA CORP COM 060505104 289 7500 SH PUT Sole X BANK OF AMERICA CORP COM 060505104 2281 2500 SH CALL Sole BANK OF AMERICA CORP COM 060505104 4158 7700 SH CALL Sole BANK OF AMERICA CORP COM 060505104 1339 13000 SH CALL Sole BANK OF AMERICA CORP COM 060505104 609 2500 SH CALL Sole BANK OF NEW YORK MELLON CORP. COM 064058100 3654 1800 SH PUT Sole X BANK OF NEW YORK MELLON CORP. COM 064058100 3258 100000 SH Sole X BARRICK GOLD CORP COM 067901108 383 750 SH CALL Sole BARRICK GOLD CORP COM 067901108 450 1000 SH CALL Sole BARRICK GOLD CORP COM 067901108 505 1000 SH PUT Sole X BARRICK GOLD CORP COM 067901108 550 2500 SH CALL Sole BARRICK GOLD CORP COM 067901108 1012 700 SH PUT Sole X BARRICK GOLD CORP COM 067901108 231 6000 SH CALL Sole BARRICK GOLD CORP COM 067901108 920 500 SH PUT Sole X BARRICK GOLD CORP COM 067901108 2548 5200 SH PUT Sole X BARRICK GOLD CORP COM 067901108 498 2400 SH CALL Sole BARRICK GOLD CORP COM 067901108 17096 465329 SH Sole X BAXTER INTL INC COM 071813109 374 764 SH CALL Sole BAXTER INTL INC COM 071813109 1390 4028 SH CALL Sole BAXTER INTL INC COM 071813109 206 970 SH CALL Sole BAXTER INTL INC COM 071813109 593 1500 SH PUT Sole X BAXTER INTL INC COM 071813109 425 3400 SH CALL Sole BEAZER HOMES USA INC COM 07556Q105 350 58602 SH Sole X BEAZER HOMES USA INC COM 07556Q105 542 600 SH PUT Sole X BEAZER HOMES USA INC COM 07556Q105 230 200 SH PUT Sole X BED BATH & BEYOND COM 075896100 481 1250 SH CALL Sole BED BATH & BEYOND COM 075896100 214 950 SH PUT Sole X BED BATH & BEYOND COM 075896100 891 5750 SH CALL Sole BED BATH & BEYOND COM 075896100 2700 5455 SH PUT Sole X BED BATH & BEYOND COM 075896100 234 900 SH PUT Sole X BED BATH & BEYOND COM 075896100 236 555 SH PUT Sole X BEST BUY INC COM 086516101 3465 4200 SH PUT Sole X BEST BUY INC COM 086516101 209 200 SH PUT Sole X BEST BUY INC COM 086516101 270 1000 SH CALL Sole BEST BUY INC COM 086516101 268 400 SH PUT Sole X BEST BUY INC COM 086516101 3394 3970 SH PUT Sole X BEST BUY INC COM 086516101 257 200 SH PUT Sole X BEST BUY INC COM 086516101 5091 135771 SH Sole X BHP BILLITON LTD SPONSORED ADR 088606108 700 2000 SH CALL Sole BHP BILLITON LTD SPONSORED ADR 088606108 1197 600 SH PUT Sole X BHP BILLITON LTD SPONSORED ADR 088606108 6150 2500 SH PUT Sole X BHP BILLITON LTD SPONSORED ADR 088606108 1196 800 SH PUT Sole X BHP BILLITON LTD SPONSORED ADR 088606108 2418 725 SH PUT Sole X BHP BILLITON LTD SPONSORED ADR 088606108 841 521 SH PUT Sole X BHP BILLITON LTD SPONSORED ADR 088606108 13606 261701 SH Sole X BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 7812 8740000 PRN Sole X BLACK & DECKER CORP COM 091797100 738 1110 SH PUT Sole X BLACK & DECKER CORP COM 091797100 1702 28017 SH Sole X BOEING CO COM 097023105 211 100 SH PUT Sole X BOEING CO COM 097023105 3425 5000 SH PUT Sole X BOEING CO COM 097023105 231 100 SH PUT Sole X BOEING CO COM 097023105 7567 2286 SH PUT Sole X BOEING CO COM 097023105 1099 1400 SH PUT Sole X BOEING CO COM 097023105 18834 328401 SH Sole X BORDERS GROUP INC. COM 099709107 202 30850 SH Sole X BOSTON SCIENTIFIC CORP COM 101137107 14228 1159599 SH Sole X BOSTON SCIENTIFIC CORP COM 101137107 518 10895 SH CALL Sole ABITIBIBOWATER INC COM 003687100 1059 318 SH PUT Sole X BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 2521 3000000 PRN Sole X BUCYRUS INTL INC NEW COM 118759109 1979 44300 SH Sole X BUCYRUS INTL INC NEW COM 118759109 1499 470 SH PUT Sole X BUCYRUS INTL INC NEW COM 118759109 300 110 SH PUT Sole X BUNGE LIMITED COM G16962105 1931 30559 SH Sole X BUNGE LIMITED COM G16962105 4875 1500 SH PUT Sole X BUNGE LIMITED COM G16962105 1100 500 SH PUT Sole X BURGER KING HOLDINGS INC COM 121208201 1992 81108 SH Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 3442 12515 SH CALL Sole BURLINGTON NORTHN SANTA FE COM 12189T104 2017 3570 SH CALL Sole BURLINGTON NORTHN SANTA FE COM 12189T104 10323 8065 SH PUT Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 1027 2600 SH CALL Sole BURLINGTON NORTHN SANTA FE COM 12189T104 1846 1150 SH PUT Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 3544 13248 SH CALL Sole BURLINGTON NORTHN SANTA FE COM 12189T104 10514 5270 SH PUT Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 5975 2500 SH PUT Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 280 700 SH PUT Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 13753 13352 SH CALL Sole BURLINGTON NORTHN SANTA FE COM 12189T104 527 4050 SH CALL Sole BURLINGTON NORTHN SANTA FE COM 12189T104 2615 3023 SH PUT Sole X BURLINGTON NORTHN SANTA FE COM 12189T104 215 3900 SH CALL Sole BURLINGTON NORTHN SANTA FE COM 12189T104 1806 1400 SH PUT Sole X C.H. ROBINSON WORLDWIDE INC COM 12541W209 3666 71933 SH Sole X C.H. ROBINSON WORLDWIDE INC COM 12541W209 514 338 SH PUT Sole X C.H. ROBINSON WORLDWIDE INC COM 12541W209 831 565 SH PUT Sole X CABLEVISION SYSTEMS CORP CL A NY CABLVS 12686C109 19700 782998 SH Sole X CALPINE CORP COM 131347304 702 54000 SH Sole X CANADIAN NAT RAILWAY CO COM 136375102 18418 385070 SH Sole X CANADIAN NAT RAILWAY CO COM 136375102 250 200 SH PUT Sole X CANADIAN NAT RAILWAY CO COM 136375102 258 820 SH PUT Sole X CANADIAN NAT RAILWAY CO COM 136375102 2973 4100 SH PUT Sole X CANADIAN NAT RAILWAY CO COM 136375102 608 500 SH PUT Sole X CANADIAN SOLAR INC COM 136635109 5248 268718 SH Sole X CAPITAL ONE FINANCIAL CORP COM 14040H105 710 2000 SH PUT Sole X CAPITAL ONE FINANCIAL CORP COM 14040H105 834 1200 SH PUT Sole X CAPITAL ONE FINANCIAL CORP COM 14040H105 1778 1500 SH CALL Sole CAPITAL ONE FINANCIAL CORP COM 14040H105 923 1500 SH PUT Sole X CAPITAL ONE FINANCIAL CORP COM 14040H105 1330 2000 SH CALL Sole CAPITAL ONE FINANCIAL CORP COM 14040H105 1827 4200 SH CALL Sole CAPITAL ONE FINANCIAL CORP COM 14040H105 236 1135 SH CALL Sole CARMAX INC COM 143130102 208 14833 SH Sole X CARMAX INC COM 143130102 340 500 SH PUT Sole X CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 1526 1500000 SH Sole X CARNIVAL CORP COM 143658300 337 660 SH PUT Sole X CARRIZO OIL & CO INC NOTE 4.375% 6/0 144577AA1 9074 12415000 PRN Sole X CATERPILLAR INC COM 149123101 3608 60545 SH Sole X CATERPILLAR INC COM 149123101 1470 1500 SH PUT Sole X CATERPILLAR INC COM 149123101 803 5000 SH CALL Sole CATERPILLAR INC COM 149123101 1443 3900 SH CALL Sole CATERPILLAR INC COM 149123101 1376 1500 SH PUT Sole X CATERPILLAR INC COM 149123101 2708 2128 SH PUT Sole X CATERPILLAR INC COM 149123101 790 6500 SH CALL Sole CATERPILLAR INC COM 149123101 202 3200 SH CALL Sole CATERPILLAR INC COM 149123101 15769 6100 SH PUT Sole X CATERPILLAR INC COM 149123101 6123 1993 SH PUT Sole X CATERPILLAR INC COM 149123101 761 900 SH PUT Sole X CATERPILLAR INC COM 149123101 3396 2400 SH PUT Sole X CATERPILLAR INC COM 149123101 2449 1500 SH PUT Sole X CATERPILLAR INC COM 149123101 1551 600 SH PUT Sole X CATERPILLAR INC COM 149123101 1093 1000 SH PUT Sole X CATERPILLAR INC COM 149123101 1503 1130 SH PUT Sole X CBS CORP CL B 124857202 1560 1000 SH PUT Sole X CELESTICA INC SUB VTG SHS 15101Q108 506 78522 SH Sole X CELESTICA INC SUB VTG SHS 15101Q108 257 1900 SH PUT Sole X CELGENE CORP COM 151020104 344 2500 SH CALL Sole CELGENE CORP COM 151020104 205 4100 SH CALL Sole CELGENE CORP COM 151020104 5467 3850 SH PUT Sole X CENTEX CORP COM 152312104 2911 179667 SH Sole X CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 9380 10900000 PRN Sole X CENTRAL EUROPEAN DIST CORP COM 153435102 1439 31700 SH Sole X CEPHALON INC COM 156708109 1830 3000 SH CALL Sole CHAMPION ENTERPRISES INC NOTE 2.750%11/0 158496AC3 3173 6000000 PRN Sole X CHARLES SCHWAB CORP COM 808513105 3013 115870 SH Sole X CHESAPEAKE ENERGY CORP COM 165167107 253 1000 SH CALL Sole CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 15058 21500000 PRN Sole X CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 5851 6000000 PRN Sole X CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 8662 9000000 PRN Sole X CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 1454 2000000 SH Sole X CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 6636 203670 SH Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 1660 800 SH Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 2280 750 SH Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 8032 2300 SH Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 1287 1300 SH Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 686 3050 SH Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 5109 3050 SH Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 203 1500 SH Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 3143 1500 SH Sole X CHINA MOBILE LTD SPONSORED ADR 16941M109 28106 561227 SH Sole X CHINA SUNERGY CO LTD SPON ADR 16942X104 3450 486625 SH Sole X CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 5393 6000000 PRN Sole X COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 2250 2500 SH PUT Sole X COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 1305 500 SH PUT Sole X COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 1575 2250 SH PUT Sole X COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 891 550 SH PUT Sole X COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 4220 2000 SH PUT Sole X COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 16750 10000 SH PUT Sole X COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 1770 2000 SH PUT Sole X COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 808 1000 SH PUT Sole X CIENA CORP NOTE 0.875% 6/1 171779AE1 6041 12000000 PRN Sole X CIGNA CORP COM 125509109 210 3000 SH CALL Sole CISCO SYSTEMS INC COM 17275R102 2489 5500 SH PUT Sole X CISCO SYSTEMS INC COM 17275R102 2115 45494 SH CALL Sole CISCO SYSTEMS INC COM 17275R102 1002 1900 SH PUT Sole X CISCO SYSTEMS INC COM 17275R102 397 3100 SH CALL Sole CIT GROUP INC COM 125581108 650 5000 SH CALL Sole CIT GROUP INC COM 125581108 4709 3425 SH PUT Sole X CIT GROUP INC UNIT 99/99/9999 125581405 4745 500000 PRN Sole X CITIGROUP INC COM 172967101 3471 21490 SH PUT Sole X CITIGROUP INC COM 172967101 945 3000 SH CALL Sole CITIGROUP INC COM 172967101 287 1140 SH PUT Sole X CITIGROUP INC COM 172967101 531 2775 SH CALL Sole CITIGROUP INC COM 172967101 216 2000 SH CALL Sole CITIGROUP INC COM 172967101 273 500 SH PUT Sole X CITIGROUP INC COM 172967101 228 1255 SH PUT Sole X CITIGROUP INC COM 172967101 3057 8990 SH CALL Sole CITIGROUP INC COM 172967101 904 6800 SH CALL Sole CITIGROUP INC COM 172967101 713 9500 SH CALL Sole CITIGROUP INC COM 172967101 1288 1700 SH PUT Sole X CITIGROUP INC COM 172967101 296 6650 SH CALL Sole CITIGROUP INC COM 172967101 9336 9600 SH PUT Sole X CITIGROUP INC COM 172967101 1200 1000 SH PUT Sole X CITIGROUP INC COM 172967101 1848 1100 SH PUT Sole X CITIGROUP INC COM 172967101 2166 13330 SH CALL Sole CITIGROUP INC COM 172967101 1494 15644 SH CALL Sole COCA COLA ENTERPRISES INC COM 191219104 287 500 SH PUT Sole X COCA COLA CO COM 191216100 2516 47578 SH Sole X COEUR D ALENE MINES CORP IDA NOTE 3.250% 3/1 192108AR9 1734 3000000 PRN Sole X COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 388 17000 SH Sole X COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 390 1000 SH PUT Sole X COLGATE PALMOLIVE CO COM 194162103 810 2000 SH CALL Sole CONOCOPHILLIPS COM 20825C104 3963 54096 SH Sole X CONOCOPHILLIPS COM 20825C104 473 400 SH PUT Sole X CONOCOPHILLIPS COM 20825C104 316 950 SH CALL Sole CONOCOPHILLIPS COM 20825C104 1615 2000 SH PUT Sole X CONOCOPHILLIPS COM 20825C104 1200 3000 SH CALL Sole CONOCOPHILLIPS COM 20825C104 4163 3750 SH PUT Sole X CONOCOPHILLIPS COM 20825C104 279 1050 SH CALL Sole CONOCOPHILLIPS COM 20825C104 837 361 SH PUT Sole X CONOCOPHILLIPS COM 20825C104 255 500 SH CALL Sole CONSECO INC COM 208464883 340 500 SH PUT Sole X CONSOL ENERGY INC COM 20854P109 7292 158900 SH Sole X CONSOL ENERGY INC COM 20854P109 8117 1500 SH PUT Sole X CONSOL ENERGY INC COM 20854P109 1462 296 SH PUT Sole X CONTINENTAL AIRLS INC CL B 210795308 220 500 SH PUT Sole X CONTINENTAL AIRLS INC CL B 210795308 298 500 SH PUT Sole X CONTINENTAL AIRLS INC CL B 210795308 289 550 SH CALL Sole CONTINENTAL AIRLS INC CL B 210795308 702 1150 SH CALL Sole CORNING INC COM 219350105 6570 420079 SH Sole X COSTCO WHOLESALE CORP COM 22160K105 295 1000 SH PUT Sole X COVIDIEN LTD COM G2552X108 10135 188522 SH Sole X COVIDIEN LTD COM G2552X108 547 2735 SH PUT Sole X COVIDIEN LTD COM G2552X108 200 2000 SH CALL Sole CREE INC COM 225447101 462 1100 SH CALL Sole CSX CORP COM 126408103 1860 1500 SH CALL Sole CSX CORP COM 126408103 1358 1500 SH CALL Sole CSX CORP COM 126408103 1398 3290 SH PUT Sole X CSX CORP COM 126408103 2533 6030 SH CALL Sole CSX CORP COM 126408103 5208 5630 SH PUT Sole X CSX CORP COM 126408103 268 1000 SH CALL Sole CSX CORP COM 126408103 1458 1148 SH PUT Sole X CSX CORP COM 126408103 1570 1950 SH PUT Sole X CSX CORP COM 126408103 394 2500 SH CALL Sole CUMMINS INC COM 231021106 642 400 SH PUT Sole X CUMMINS INC COM 231021106 267 100 SH PUT Sole X CUMMINS INC COM 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HORTON INC COM 23331A109 365 1000 SH PUT Sole X DANAHER CORP COM 235851102 1595 1000 SH PUT Sole X DANAHER CORP COM 235851102 1030 500 SH PUT Sole X DANAHER CORP COM 235851102 332 2110 SH CALL Sole DEERE & CO COM 244199105 1647 1752 SH PUT Sole X DEERE & CO COM 244199105 503 340 SH PUT Sole X DEERE & CO COM 244199105 2040 500 SH PUT Sole X DEERE & CO COM 244199105 7865 158897 SH Sole X DELL INC COM 24702R101 825 2000 SH PUT Sole X DELL INC COM 24702R101 2386 2800 SH PUT Sole X DELL INC COM 24702R101 577 35000 SH Sole X DELTA AIR LINES INC COM 247361702 4229 567600 SH Sole X DELTA AIR LINES INC COM 247361702 1227 5643 SH PUT Sole X DELTA PETROLEUM CORP NOTE 3.750% 5/0 247907AD0 4094 5000000 PRN Sole X DEVON ENERGY CORP NEW COM 25179M103 815 1000 SH CALL Sole DIAMONDS TR UNIT SER 1 252787106 465 1000 SH Sole X DIAMONDS TR UNIT SER 1 252787106 2070 10000 SH CALL Sole DIAMONDS TR UNIT SER 1 252787106 13350 75000 SH CALL Sole DIAMONDS TR UNIT SER 1 252787106 6575 50000 SH CALL Sole DIAMONDS TR UNIT SER 1 252787106 6041 13500 SH CALL Sole DIAMONDS TR UNIT SER 1 252787106 7788 25000 SH CALL Sole DIAMONDS TR UNIT SER 1 252787106 5119 22600 SH CALL Sole DIAMONDS TR UNIT SER 1 252787106 2888 12500 SH CALL Sole DIAMONDS TR UNIT SER 1 252787106 9050 10000 SH PUT Sole X DIAMONDS TR UNIT SER 1 252787106 1320 20000 SH CALL Sole DISCOVER FINANCIAL SERVICES COM 254709108 663 5000 SH CALL Sole DISNEY WALT CO COM DISNEY 254687106 1050 7500 SH CALL Sole DISNEY WALT CO COM DISNEY 254687106 400 5000 SH CALL Sole DOVER CORP COM 260003108 972 944 SH PUT Sole X DOVER CORP COM 260003108 1524 37575 SH Sole X DRYSHIPS INC COM Y2109Q101 6167 173765 SH Sole X DRYSHIPS INC COM Y2109Q101 637 160 SH PUT Sole X DRYSHIPS INC COM Y2109Q101 798 200 SH PUT Sole X DRYSHIPS INC COM Y2109Q101 9299 1700 SH PUT Sole X DRYSHIPS INC COM Y2109Q101 201 50 SH PUT Sole X DU PONT E I DE NEMOURS & CO COM 263534109 21649 537200 SH Sole X DU PONT E I DE NEMOURS & CO COM 263534109 945 1500 SH PUT Sole X DU PONT E I DE NEMOURS & CO COM 263534109 5741 5520 SH PUT Sole X EARTHLINK INC COM 270321102 281 7500 SH CALL Sole EASTMAN KODAK CO COM 277461109 995 1000 SH PUT Sole X EBAY INC COM 278642103 1251 55900 SH Sole X EBAY INC COM 278642103 1072 1300 SH PUT Sole X EBAY INC COM 278642103 1450 750 SH PUT Sole X EL PASO CORPORATION COM 28336L109 822 64400 SH Sole X EL PASO CORPORATION COM 28336L109 663 644 SH PUT Sole X LILLY ELI & CO COM 532457108 450 4000 SH CALL Sole LILLY ELI & CO COM 532457108 1103 1500 SH PUT Sole X LILLY ELI & CO COM 532457108 1625 1000 SH PUT Sole X LILLY ELI & CO COM 532457108 2100 3000 SH PUT Sole X EMC CORP COM 268648102 5687 475510 SH Sole X EMERSON ELECTRIC CO. COM 291011104 238 400 SH PUT Sole X ENCANA CORP COM 292505104 238 2501 SH CALL Sole ENCANA CORP COM 292505104 3140 1251 SH PUT Sole X ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 5080 6000000 PRN Sole X ENERGY CONVERSION DEVICES IN COM 292659109 14312 245700 SH Sole X SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 760 350 SH PUT Sole X SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 8190 7000 SH PUT Sole X SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 318 250 SH PUT Sole X SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 411 300 SH PUT Sole X SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 15692 247900 SH Sole X ENERSYS NOTE 3.375% 6/0 29275YAA0 4534 6000000 PRN Sole X ENSCO INTL INC COM 26874Q100 713 500 SH PUT Sole X ENSCO INTL INC COM 26874Q100 1032 17900 SH Sole X ENTERTAINMENT PPTYS TR CONV PFD 9% SR E 29380T600 2001 75000 PRN Sole X EQUINIX INC NOTE 3.000%10/1 29444UAG1 14654 17000000 PRN Sole X EVEREST REINSURANCE COM G3223R108 2769 32000 SH Sole X EVERGREEN SOLAR INC NOTE 4.000% 7/1 30033R108 2950 5000000 PRN Sole X EVERGREEN SOLAR INC COM 30033R108 3929 711716 SH Sole X EXCEL MARITIME CARRIERS NOTE 1.875% 10/1 300668AA8 4566 9000000 SH Sole X EXXON MOBIL CORPORATION COM 30231G102 1484 2300 SH PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 1264 950 SH PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 987 2650 SH PUT Sole X EXXON MOBIL CORPORATION COM 30231G102 57251 737196 SH Sole X FANNIE MAE COM 313586109 2845 1000 SH PUT Sole X FANNIE MAE COM 313586109 3341 870 SH PUT Sole X FANNIE MAE COM 313586109 3504 600 SH PUT Sole X FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 5331 64000 PRN Sole X FEDEX CORP COM 31428X106 451 4010 SH CALL Sole FEDEX CORP COM 31428X106 432 200 SH PUT Sole X FEDEX CORP COM 31428X106 441 600 SH PUT Sole X FEDEX CORP COM 31428X106 651 1400 SH CALL Sole FEDEX CORP COM 31428X106 455 450 SH PUT Sole X FEDEX CORP COM 31428X106 630 2100 SH CALL Sole FEDEX CORP COM 31428X106 1080 800 SH PUT Sole X FEDEX CORP COM 31428X106 1092 520 SH PUT Sole X FEDEX CORP COM 31428X106 519 200 SH PUT Sole X FEDEX CORP COM 31428X106 720 1972 SH PUT Sole X FEDEX CORP COM 31428X106 666 600 SH PUT Sole X FEDEX CORP COM 31428X106 301 190 SH PUT Sole X FERRO CORP NOTE 6.500% 8/1 315405AL4 10871 11500000 PRN Sole X FERRO CORP COM 315405100 9821 488600 SH Sole X FIFTH THIRD BANCORP CNV PFD DEP1/250 316773209 8052 75000 PRN Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2088 105001 SH Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 215 2200 SH PUT Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 977 7630 SH PUT Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1718 3000 SH PUT Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2186 2350 SH PUT Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 741 725 SH PUT Sole X SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 555 6000 SH CALL Sole SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 439 22500 SH CALL Sole FORD MOTOR CO. COM PAR $0.01 345370860 7469 15560 SH PUT Sole X FORD MOTOR CO. COM PAR $0.01 345370860 274 11646 SH CALL Sole FORD MOTOR CO. COM PAR $0.01 345370860 996 191500 SH Sole X FOREST LABS COM 345838106 756 2500 SH PUT Sole X FEDERAL HOME LN MTG CORP COM 313400301 1285 751182 SH Sole X FEDERAL HOME LN MTG CORP COM 313400301 932 400 SH PUT Sole X FREEPORT-MCMORAN COPPER & GO COM 35671D857 5815 1000 SH PUT Sole X FREEPORT-MCMORAN COPPER & GO COM 35671D857 6131 2737 SH PUT Sole X FREEPORT-MCMORAN COPPER & GO COM 35671D857 4377 76998 SH Sole X GAMESTOP CORP CL A 36467W109 599 17500 SH Sole X GAMESTOP CORP CL A 36467W109 486 300 SH PUT Sole X GAP INC DEL COM 364760108 350 2000 SH CALL Sole GENENTECH INC COM 368710406 795 1000 SH PUT Sole X GENENTECH INC COM 368710406 3475 2500 SH CALL Sole GENERAL ELECTRIC CO COM 369604103 430 500 SH PUT Sole X GENERAL ELECTRIC CO COM 369604103 1895 2000 SH PUT Sole X GENERAL ELECTRIC CO COM 369604103 7707 5300 SH PUT Sole X GENERAL ELECTRIC CO COM 369604103 659 3000 SH CALL Sole GENERAL ELECTRIC CO COM 369604103 4050 6000 SH PUT Sole X GENERAL MTRS CORP SENIOR DEBEN D 370442691 10318 500000 PRN Sole X GENERAL MTRS CORP COM 370442105 506 3525 SH CALL Sole GENERAL MTRS CORP COM 370442105 707 7854 SH CALL Sole GENERAL MTRS CORP COM 370442105 3430 4000 SH PUT Sole X GENERAL MTRS CORP COM 370442105 691 44573 SH CALL Sole GENERAL MTRS CORP COM 370442105 5113 2500 SH PUT Sole X GENERAL MTRS CORP COM 370442105 205 14657 SH CALL Sole GENERAL MTRS CORP COM 370442105 249 1487 SH PUT Sole X GENERAL MTRS CORP COM 370442105 2193 4300 SH PUT Sole X GENERAL MTRS CORP COM 370442105 2175 6000 SH PUT Sole X GENERAL MTRS CORP COM 370442105 1306 2500 SH PUT Sole X GILEAD SCIENCES INC COM 375558103 1236 1248 SH PUT Sole X GILEAD SCIENCES INC COM 375558103 434 300 SH PUT Sole X GLOBALOPTIONS GROUP INC COM NEW 37946D209 580 291448 SH Sole X GLOBALSTAR INC NOTE 5.750% 4/0 378973AA9 789 1500000 PRN Sole X GOLD FIELDS LTD SPONSORED ADR 38059T106 2082 13650 SH CALL Sole GOLDCORP INC COM 380956409 12791 404405 SH Sole X GOLDCORP INC COM 380956409 4035 3000 SH PUT Sole X GOLDEN STAR RESOURCES COM 38119T104 5491 3612571 SH Sole X GOLDMAN SACHS GROUP INC COM 38141G104 14054 109797 SH Sole X GOLDMAN SACHS GROUP INC COM 38141G104 281 1950 SH CALL Sole GOLDMAN SACHS GROUP INC COM 38141G104 738 1000 SH PUT Sole X GOLDMAN SACHS GROUP INC COM 38141G104 2798 1000 SH PUT Sole X GOLDMAN SACHS GROUP INC COM 38141G104 5768 1500 SH PUT Sole X GREAT ATLANTIC & PAC TEA INC NOTE 5.125% 6/1 390064AJ2 1741 2400000 PRN Sole X GREAT ATLANTIC & PAC TEA INC NOTE 6.750%12/1 390064AK9 3325 4700000 PRN Sole X GREAT ATLANTIC & PAC TEA INC COM 390064103 6509 601565 SH Sole X BLOCK H & R INC COM 093671105 402 5365 SH CALL Sole HALLIBURTON CO COM 406216101 7077 218500 SH Sole X HALLIBURTON CO COM 406216101 1225 2500 SH PUT Sole X HALLIBURTON CO COM 406216101 1068 1000 SH PUT Sole X HALLIBURTON CO COM 406216101 1303 1000 SH PUT Sole X HALLIBURTON CO COM 406216101 228 150 SH PUT Sole X HARLEY-DAVIDSON INC COM 412822108 3489 93546 SH Sole X HARLEY-DAVIDSON INC COM 412822108 227 300 SH PUT Sole X 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2170 2000 SH PUT Sole X HOME DEPOT INC COM 437076102 393 1000 SH PUT Sole X HOME DEPOT INC COM 437076102 625 2000 SH CALL Sole HOME DEPOT INC COM 437076102 385 3512 SH CALL Sole HOME DEPOT INC COM 437076102 3260 6150 SH PUT Sole X HOME DEPOT INC COM 437076102 840 14119 SH CALL Sole HOME DEPOT INC COM 437076102 320 10000 SH CALL Sole HOME DEPOT INC COM 437076102 248 1846 SH CALL Sole HOME DEPOT INC COM 437076102 474 1600 SH PUT Sole X HOME DEPOT INC COM 437076102 516 1097 SH PUT Sole X HONEYWELL INTERNATIONAL INC COM 438516106 4973 119694 SH Sole X HONEYWELL INTERNATIONAL INC COM 438516106 3463 2500 SH PUT Sole X HOVNANIAN ENTERPRISES CL A 442487203 468 900 SH PUT Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 2900 5000 SH Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 4038 11538 SH Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 4016 4538 SH Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 208 1000 SH Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 928 1450 SH Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 2704 4128 SH Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 304 750 SH Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 795 850 SH Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 251 200 SH Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 4554 5205 SH Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 1538 1465 SH Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 967 1465 SH Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 3485 4678 SH Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 3515 4040 SH Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 12058 21726 SH Sole X HSBC HLDGS PLC SPONSORED ADR 404280406 872 587 SH Sole X HUNT J B TRANS SVCS INC COM 445658107 2932 87874 SH Sole X HUNT J B TRANS SVCS INC COM 445658107 400 850 SH PUT Sole X HUNT J B TRANS SVCS INC COM 445658107 405 500 SH PUT Sole X HUNT J B TRANS SVCS INC COM 445658107 270 710 SH PUT Sole X ILLINOIS TOOL WORKS INC COM 452308109 600 5000 SH CALL Sole ILLINOIS TOOL WORKS INC COM 452308109 713 663 SH PUT Sole X ILLINOIS TOOL WORKS INC 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INTERNATIONAL BUSINESS MACHS COM 459200101 1000 3200 SH CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 270 2250 SH CALL Sole INTERNATIONAL BUSINESS MACHS COM 459200101 376 200 SH PUT Sole X ISHARES TR DJ US REAL EST 464287739 763 1350 SH Sole X ISHARES TR DJ US REAL EST 464287739 738 2500 SH PUT Sole X ISHARES TR FTSE XNHUA IDX 464287184 776 2250 SH CALL Sole ISHARES TR FTSE XNHUA IDX 464287184 3274 2250 SH PUT Sole X ISHARES INC MSCI BRAZIL 464286400 38544 684492 SH Sole X ISHARES INC MSCI BRAZIL 464286400 275 5000 SH CALL Sole ISHARES INC MSCI BRAZIL 464286400 15403 6100 SH PUT Sole X ISHARES INC MSCI BRAZIL 464286400 8622 2510 SH PUT Sole X ISHARES INC MSCI HONG KONG 464286871 3197 242000 SH Sole X ISHARES INC MSCI HONG KONG 464286871 1188 2500 SH PUT Sole X ISHARES INC MSCI JAPAN 464286848 250 5000 SH CALL Sole ISHARES INC MSCI SOUTH KOREA 464286772 25324 637409 SH Sole X ISHARES INC MSCI SOUTH KOREA 464286772 870 2000 SH Sole X ISHARES INC MSCI SOUTH KOREA 464286772 570 2000 SH Sole X ISHARES INC MSCI SOUTH KOREA 464286772 435 2200 SH Sole X ISHARES INC MSCI SOUTH KOREA 464286772 7550 10000 SH Sole X ISHARES INC MSCI TAIWAN 464286731 2175 5000 SH Sole X ISHARES INC MSCI TAIWAN 464286731 4860 450000 SH Sole X ISHARES TR RUSSELL 2000 464287655 86392 1270466 SH Sole X ISHARES TR RUSSELL 2000 464287655 2360 20000 SH CALL Sole ISHARES TR RUSSELL 2000 464287655 11080 50250 SH CALL Sole ISHARES TR RUSSELL 2000 464287655 3024 20500 SH CALL Sole ISTAR FINL INC FRNT 10/0 45031UBF7 3903 6500000 PRN Sole X IVANHOE MINES LTD COM 46579N103 6271 1034800 SH Sole X PENNEY J C INC COM 708160106 1479 5100 SH PUT Sole X PENNEY J C INC COM 708160106 261 300 SH PUT Sole X PENNEY J C INC COM 708160106 860 500 SH PUT Sole X PENNEY J C INC COM 708160106 550 700 SH PUT Sole X PENNEY J C INC COM 708160106 299 300 SH PUT Sole X PENNEY J C INC COM 708160106 858 700 SH PUT Sole X PENNEY J C INC COM 708160106 290 200 SH PUT Sole X PENNEY J C INC COM 708160106 4671 140107 SH Sole X JA 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46625H100 209 500 SH PUT Sole X JP MORGAN CHASE & CO COM 46625H100 8096 12600 SH CALL Sole JP MORGAN CHASE & CO COM 46625H100 1210 2350 SH PUT Sole X JP MORGAN CHASE & CO COM 46625H100 2520 4000 SH PUT Sole X JP MORGAN CHASE & CO COM 46625H100 5406 13950 SH CALL Sole JP MORGAN CHASE & CO COM 46625H100 497 650 SH PUT Sole X JP MORGAN CHASE & CO COM 46625H100 382 1300 SH CALL Sole JP MORGAN CHASE & CO COM 46625H100 754 3500 SH CALL Sole JP MORGAN CHASE & CO COM 46625H100 1635 1500 SH PUT Sole X JP MORGAN CHASE & CO COM 46625H100 1480 2000 SH CALL Sole JP MORGAN CHASE & CO COM 46625H100 1688 3000 SH CALL Sole JP MORGAN CHASE & CO COM 46625H100 2220 3000 SH CALL Sole JP MORGAN CHASE & CO COM 46625H100 613 1000 SH PUT Sole X JP MORGAN CHASE & CO COM 48203R104 2288 2500 SH PUT Sole X JUNIPER NETWORKS INC COM 48203R104 893 1500 SH PUT Sole X JUNIPER NETWORKS INC COM 48203R104 278 350 SH PUT Sole X JUNIPER NETWORKS INC COM 48203R104 5932 281560 SH Sole X KB HOME COM 48666K109 2519 127991 SH Sole X KB HOME COM 48666K109 1969 1750 SH PUT Sole X KB HOME COM 48666K109 282 400 SH PUT Sole X KB HOME COM 48666K109 293 1000 SH CALL Sole KB HOME COM 48666K109 625 1087 SH PUT Sole X KELLOGG CO COM 487836108 2503 44610 SH Sole X KELLOGG CO COM 487836108 232 2020 SH PUT Sole X KENDLE INTERNATIONAL INC NOTE 3.375% 7/1 48880LAA5 9350 8500000 PRN Sole X KEYCORP PFD 7.75% SR A 493267405 5463 60000 PRN Sole X KEYCORP COM 493267108 1282 107400 SH Sole X KIMBERLY CLARK CORP COM 494368103 465 1000 SH CALL Sole KIMBERLY CLARK CORP COM 494368103 434 3100 SH CALL Sole KINROSS GOLD CORP NOTE 1.750% 3/1 496902AB3 3253 4000000 PRN Sole X KOHLS CORP COM 500255104 600 1000 SH CALL Sole KOHLS CORP COM 500255104 602 1650 SH CALL Sole KOHLS CORP COM 500255104 3600 5000 SH PUT Sole X KOHLS CORP COM 500255104 390 2000 SH CALL Sole KOHLS CORP COM 500255104 811 1210 SH CALL Sole KOHLS CORP COM 500255104 213 1200 SH PUT Sole X KOHLS CORP COM 500255104 326 4200 SH CALL Sole KOHLS CORP COM 500255104 837 1800 SH PUT Sole X KRAFT FOODS INC CL A 50075N104 1513 46199 SH Sole X KRAFT FOODS INC CL A 50075N104 474 2400 SH CALL Sole KRAFT FOODS INC CL A 50075N104 629 3700 SH PUT Sole X KRAFT FOODS INC CL A 50075N104 450 1200 SH CALL Sole L-1 IDENTITY SOLUTIONS INC COM 50212A106 7433 486475 SH Sole X LANDSTAR SYSTEM INC COM 515098101 2202 2020 SH PUT Sole X LANDSTAR SYSTEM INC COM 515098101 6139 139325 SH Sole X LDK SOLAR CO LTD SPONSORED ADR 50183L107 11299 376368 SH Sole X LEAP WIRELESS INTL INC COM 521863308 2091 54870 SH Sole X LEGG MASON INC UNIT 99/99/9999 524901303 6238 180000 PRN Sole X LENNAR CORP COM 526057104 1885 124085 SH Sole X LENNAR CORP COM 526057104 215 500 SH CALL Sole LENNAR CORP COM 526057104 228 500 SH PUT Sole X LENNAR CORP COM 526057104 1728 2700 SH PUT Sole X LIBERTY MEDIA CORP INT COM SER A 53071M104 839 65000 SH Sole X LIBERTY MEDIA CORP INT COM SER A 53071M104 455 1000 SH PUT Sole X LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 17376 21000000 PRN Sole X LINEAR TECHNOLOGY CORP NOTE 3.125% 5/0 535678AD8 4850 5000000 PRN Sole X LINEAR TECHNOLOGY CORP COM 535678106 208 926 SH PUT Sole X LINEAR TECHNOLOGY CORP COM 535678106 396 748 SH PUT Sole X LINEAR TECHNOLOGY CORP COM 535678106 263 3500 SH CALL Sole LOWES COS INC COM 548661107 2104 4250 SH PUT Sole X LOWES COS INC COM 548661107 280 4000 SH CALL Sole LOWES COS INC COM 548661107 336 850 SH CALL Sole MACYS INC. COM 55616P104 337 18756 SH Sole X MARATHON OIL CORP. COM 565849106 780 2000 SH CALL Sole MARATHON OIL CORP. COM 565849106 1830 2000 SH PUT Sole X MARATHON OIL CORP. COM 565849106 610 1000 SH PUT Sole X MARKET VECTORS ETF TR COAL ETF 57060U837 355 11995 SH Sole X MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 560 2800 SH CALL Sole MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 254 4230 SH CALL Sole MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 7630 4335 SH PUT Sole X MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 314 1350 SH CALL Sole MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 3540 3000 SH PUT Sole X MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 14638 433197 SH Sole X MARSH & MCLENNAN COM 571748102 624 1402 SH PUT Sole X MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 21717 31000000 PRN Sole X MBIA INC COM 55262C100 1553 4500 SH CALL Sole MCDONALDS CORP COM 580135101 4905 79500 SH Sole X MCDONALDS CORP COM 580135101 1350 2000 SH PUT Sole X MCMORAN EXPLORATION CO COM 582411104 17702 748836 SH Sole X MEDTRONIC COM 585055106 908 5500 SH CALL Sole MEDTRONIC COM 585055106 315 3000 SH CALL Sole MEDTRONIC COM 585055106 325 1000 SH CALL Sole MEDTRONIC COM 585055106 325 1000 SH PUT Sole X MEDTRONIC COM 585055106 729 5500 SH CALL Sole MEDTRONIC COM 585055106 638 5000 SH CALL Sole MEDTRONIC COM 585055106 203 3000 SH CALL Sole MEDTRONIC COM 585055106 1130 2000 SH PUT Sole X MERCK & CO INC COM 589331107 428 13559 SH Sole X MERCK & CO INC COM 589331107 743 1250 SH PUT Sole X MERCK & CO INC COM 589331107 685 399 SH PUT Sole X MERRILL LYNCH & CO COM 590188108 324 2300 SH CALL Sole MERRILL LYNCH & CO COM 590188108 462 1100 SH PUT Sole X MERRILL LYNCH & CO COM 590188108 578 2000 SH CALL Sole MERRILL LYNCH & CO COM 590188108 289 1500 SH CALL Sole MERRILL LYNCH & CO COM 590188108 722 830 SH PUT Sole X MERRILL LYNCH & CO COM 590188108 317 4200 SH CALL Sole MERRILL LYNCH & CO COM 590188108 6981 4600 SH PUT Sole X MERRILL LYNCH & CO COM 590188108 1700 850 SH PUT Sole X MERRILL LYNCH & CO COM 590188108 718 200 SH PUT Sole X MERRILL LYNCH & CO COM 590188108 494 200 SH PUT Sole X METLIFE INC COM 59156R108 706 2500 SH CALL Sole METROPCS COMMUNICATIONS INC COM 591708102 1461 104400 SH Sole X METROPCS COMMUNICATIONS INC COM 591708102 908 1500 SH PUT Sole X MGIC INVESTMENT COM 552848103 1602 300 SH PUT Sole X MICROSOFT CORP COM 594918104 2922 16600 SH CALL Sole MICROSOFT CORP COM 594918104 1647 6550 SH PUT Sole X MICROSOFT CORP COM 594918104 1566 19100 SH CALL Sole MICROSOFT CORP COM 594918104 3919 9500 SH PUT Sole X MICROSOFT CORP COM 594918104 1352 39189 SH CALL Sole MICROSOFT CORP COM 594918104 306 21836 SH CALL Sole MICROSOFT CORP COM 594918104 6319 7500 SH PUT Sole X MICROSOFT CORP COM 594918104 3993 3000 SH PUT Sole X MICROSOFT CORP COM 594918104 4050 5000 SH CALL Sole MICROSOFT CORP COM 594918104 5368 9500 SH PUT Sole X MICROSOFT CORP COM 594918104 2662 22000 SH CALL Sole MICROSOFT CORP COM 594918104 656 12500 SH CALL Sole MICROSOFT CORP COM 594918104 1473 9441 SH CALL Sole MICROSOFT CORP COM 594918104 296 -7426 SH CALL Sole MIDCAP SPDR TR UNIT SER 1 595635103 223 583 SH CALL Sole ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 1235 25000 SH Sole X ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 1647 300 SH PUT Sole X MCMORAN EXPLORATION CO PFD MAND CNV 582411500 7024 45000 PRN Sole X MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 2095 37405 SH Sole X MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1125 500 SH PUT Sole X MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 1915 2000000 PRN Sole X MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 32871 30000000 PRN Sole X MONSANTO CO COM 61166W101 1454 1806 SH PUT Sole X MONSANTO CO COM 61166W101 1554 1400 SH CALL Sole MONSANTO CO COM 61166W101 2363 500 SH PUT Sole X MONSANTO CO COM 61166W101 1994 1780 SH PUT Sole X MONSANTO CO COM 61166W101 945 1500 SH CALL Sole MONSANTO CO COM 61166W101 2776 1600 SH PUT Sole X MONSANTO CO COM 61166W101 3938 1500 SH PUT Sole X MONSANTO CO COM 61166W101 7524 76018 SH Sole X MOODYS CORPORATION COM 615369105 1118 1500 SH CALL Sole MORGAN STANLEY COM 617446448 7705 335000 SH Sole X MORGAN STANLEY COM 617446448 539 1100 SH PUT Sole X MORGAN STANLEY COM 617446448 578 350 SH PUT Sole X MORGAN STANLEY COM 617446448 1740 1000 SH PUT Sole X MORGAN STANLEY COM 617446448 3330 1500 SH PUT Sole X MORGAN STANLEY COM 617446448 671 100 SH PUT Sole X MORGAN STANLEY COM 617446448 1939 700 SH PUT Sole X MORGAN STANLEY COM 617446448 367 300 SH PUT Sole X MORGAN STANLEY COM 617446448 11220 5100 SH PUT Sole X MORGAN STANLEY COM 617446448 211 14050 SH CALL Sole MOTOROLA INC COM 620076109 780 10000 SH CALL Sole MOTOROLA INC COM 620076109 5462 765000 SH Sole X MOTOROLA INC COM 620076109 10595 8150 SH PUT Sole X MYLAN INC COM 628530107 2983 261193 SH Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 484 21500 SH CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 464 58000 SH CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1155 35000 SH CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1892 86000 SH CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 330 20000 SH CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 7005 35113 SH PUT Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 9360 22500 SH PUT Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 260 20000 SH CALL Sole POWERSHARES QQQ TRUST UNIT SER 1 73935A104 4025 5000 SH PUT Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 905 1000 SH PUT Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 452 500 SH PUT Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 390 65000 SH CALL Sole NASDAQ OMX GROUP INC COM 631103108 23467 767643 SH Sole X NATIONAL CITY CORP COM 635405103 225 5000 SH CALL Sole NATIONAL CITY CORP COM 635405103 215 500 SH PUT Sole X NATIONAL CITY CORP COM 635405103 416 800 SH PUT Sole X NATIONAL RETAIL PROPERTIES NOTE 5.125% 6/ 637417AC0 4119 4000000 PRN Sole X NATIONAL CITY CORP NOTE 4.000% 2/0 635405AW3 2364 5000000 PRN Sole X NETEASE COM INC SPONSORED ADR 64110W102 660 1500 SH CALL Sole NETEASE COM INC SPONSORED ADR 64110W102 218 1500 SH PUT Sole X NEWMONT MINING CORP NOTE 1.250% 7/1 651639AJ5 9643 9500000 PRN Sole X NEWMONT MINING CORP COM 651639106 750 3000 SH CALL Sole NEWMONT MINING CORP COM 651639106 2223 2600 SH PUT Sole X NEWMONT MINING CORP COM 651639106 1255 1000 SH PUT Sole X NEWMONT MINING CORP COM 651639106 3554 2100 SH PUT Sole X NEWMONT MINING CORP COM 651639106 504 8541 SH CALL Sole NEWMONT MINING CORP COM 651639106 1013 3000 SH PUT Sole X NEWMONT MINING CORP COM 651639106 829 1500 SH PUT Sole X NEWMONT MINING CORP COM 651639106 1785 3500 SH CALL Sole NEWMONT MINING CORP COM 651639106 2118 3500 SH PUT Sole X NEWMONT MINING CORP COM 651639106 437 6063 SH CALL Sole NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 2475 2500000 PRN Sole X NIKE INC CL B 654106103 315 450 SH PUT Sole X NIKE INC CL B 654106103 480 2000 SH CALL Sole NOKIA CORP SPONSORED ADR 654902204 6798 364500 SH Sole X NOKIA CORP SPONSORED ADR 654902204 3290 2000 SH PUT Sole X NOKIA CORP SPONSORED ADR 654902204 373 500 SH PUT Sole X NOKIA CORP SPONSORED ADR 654902204 672 800 SH PUT Sole X NORDSTROM INC COM 655664100 774 1800 SH PUT Sole X NORDSTROM INC COM 655664100 551 3670 SH CALL Sole NORDSTROM INC COM 655664100 5397 4613 SH PUT Sole X NORDSTROM INC COM 655664100 384 610 SH PUT Sole X NORDSTROM INC COM 655664100 1443 1300 SH PUT Sole X NORFOLK SOUTHERN CORP COM 655844108 6348 4600 SH CALL Sole NORFOLK SOUTHERN CORP COM 655844108 2294 3100 SH CALL Sole NORFOLK SOUTHERN CORP COM 655844108 971 1646 SH PUT Sole X NORFOLK SOUTHERN CORP COM 655844108 322 381 SH PUT Sole X NOVAGOLD RES INC NOTE 5.500% 5/0 66987EAA5 4496 5000000 PRN Sole X NOVAMED INC NOTE 1.000% 6/1 66986WAA6 848 1000000 PRN Sole X NRG ENERGY INC COM 629377508 1534 61984 SH Sole X NRG ENERGY INC COM 629377508 1118 1021 SH PUT Sole X NRG ENERGY INC COM 629377508 2387 1815 SH PUT Sole X NUCOR CORP COM 670346105 1926 1800 SH PUT Sole X NUCOR CORP COM 670346105 1950 5200 SH CALL Sole NUCOR CORP COM 670346105 3919 2750 SH PUT Sole X NUCOR CORP COM 670346105 4380 110898 SH Sole X OCCIDENTAL PETROLEUM CORP COM 674599105 6837 97046 SH Sole X OCCIDENTAL PETROLEUM CORP COM 674599105 5665 2750 SH PUT Sole X OIL SERVICE HOLDRS TRUST DEPOSTRY RCPT 678002106 2415 450 SH Sole X OIL SERVICE HOLDRS TRUST DEPOSTRY RCPT 678002106 10907 74350 SH Sole X OIL SERVICE HOLDRS TRUST DEPOSTRY RCPT 678002106 481 500 SH Sole X OIL SERVICE HOLDRS TRUST DEPOSTRY RCPT 678002106 3585 500 SH Sole X OIL SERVICE HOLDRS TRUST DEPOSTRY RCPT 678002106 5374 750 SH Sole X ORACLE CORPORATION COM 68389X105 1088 15000 SH PUT Sole X ORACLE CORPORATION COM 68389X105 1200 6000 SH CALL Sole ORACLE CORPORATION COM 68389X105 544 3628 SH PUT Sole X ORACLE CORPORATION COM 68389X105 1275 15000 SH CALL Sole ORACLE CORPORATION COM 68389X105 1085 3500 SH PUT Sole X ORACLE CORPORATION COM 68389X105 420 1500 SH CALL Sole ORACLE CORPORATION COM 68389X105 638 1500 SH PUT Sole X ORACLE CORPORATION COM 68389X105 656 3500 SH CALL Sole OVERSEAS SHIPHOLDING GROUP I COM 690368105 1634 28020 SH Sole X OVERSEAS SHIPHOLDING GROUP I COM 690368105 919 1100 SH PUT Sole X OVERSEAS SHIPHOLDING GROUP I COM 690368105 701 466 SH PUT Sole X PACCAR INC COM 693718108 11516 301532 SH Sole X PACCAR INC COM 693718108 253 200 SH PUT Sole X PACCAR INC COM 693718108 1763 1040 SH PUT Sole X PACCAR INC COM 693718108 6270 2750 SH PUT Sole X PARKER HANNIFIN CORP COM 701094104 665 700 SH PUT Sole X PARKER HANNIFIN CORP COM 701094104 887 667 SH PUT Sole X PARKER HANNIFIN CORP COM 701094104 1631 30773 SH Sole X PATRIOT COAL CORP COM 70336T104 17135 589844 SH Sole X PEABODY ENERGY CORP COM 704549104 11601 257795 SH Sole X PEABODY ENERGY CORP COM 704549104 2575 1000 SH PUT Sole X PEABODY ENERGY CORP COM 704549104 1920 540 SH PUT Sole X PEABODY ENERGY CORP COM 704549104 3068 750 SH PUT Sole X PEABODY ENERGY CORP COM 704549104 3066 865 SH PUT Sole X PENN VA CORP NOTE 4.500%11/1 707882AA4 11399 10000000 PRN Sole X PEPSICO INC COM 713448108 440 2000 SH CALL Sole PET DRX CORP COM 715813101 645 250000 SH Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1545 3000 SH CALL Sole PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1005 1000 SH PUT Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 3438 2500 SH PUT Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 358 200 SH PUT Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 356 4190 SH CALL Sole PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 447 200 SH PUT Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2363 3400 SH CALL Sole PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4325 2500 SH PUT Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2514 1200 SH PUT Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 930 2000 SH CALL Sole PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4990 2000 SH PUT Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1440 1500 SH PUT Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 852 400 SH PUT Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1052 400 SH PUT Sole X PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 28295 643796 SH Sole X PETROQUEST ENERGY INC COM 716748108 5134 334441 SH Sole X PFIZER INC COM 717081103 1295 5500 SH PUT Sole X PFIZER INC COM 717081103 1264 68541 SH Sole X PFIZER INC COM 717081103 3076 4410 SH PUT Sole X PFIZER INC COM 717081103 404 8000 SH CALL Sole PFIZER INC COM 717081103 568 2000 SH PUT Sole X PHARMACEUTICAL HOLDRS TRUST DEPOSTRY RCPT 71712A206 14701 221400 SH Sole X PHARMACEUTICAL HOLDRS TRUST DEPOSTRY RCPT 71712A206 880 1000 SH PUT Sole X PHARMACEUTICAL HOLDRS TRUST DEPOSTRY RCPT 71712A206 1275 1500 SH PUT Sole X PHILIP MORRIS INTL INC COM 718172109 4099 85216 SH Sole X PIONEER NATURAL RESOURCE NOTE 2.875% 1/1 723787AH0 14804 14000000 PRN Sole X PITNEY BOWES INC COM 724479100 735 1000 SH PUT Sole X PITNEY BOWES INC COM 724479100 2260 67944 SH Sole X POTASH CORP SASK INC COM 73755L107 675 1000 SH PUT Sole X POTASH CORP SASK INC COM 73755L107 528 500 SH PUT Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 3608 5000 SH Sole X POWERSHARES QQQ TRUST UNIT SER 1 73935A104 77859 2001003 SH Sole X POWERWAVE TECHNOLOGIES INC COM 739363109 11753 2967860 SH Sole X POWERWAVE TECHNOLOGIES INC COM 739363109 264 9613 SH CALL Sole PRIDE INTERNATIONAL INC COM 74153Q102 17123 578300 SH Sole X PRIDE INTERNATIONAL INC COM 74153Q102 431 7500 SH CALL Sole PRIDE INTERNATIONAL INC COM 74153Q102 280 500 SH PUT Sole X PROCTER & GAMBLE CO COM 742718109 533 1500 SH CALL Sole PROCTER & GAMBLE CO COM 742718109 750 2000 SH CALL Sole PROCTER & GAMBLE CO COM 742718109 255 500 SH CALL Sole PROCTER & GAMBLE CO COM 742718109 256 2560 SH PUT Sole X PROLOGIS NOTE 1.875%11/1 743410AR3 16362 23000000 PRN Sole X PROLOGIS NOTE 2.625% 5/1 743410AS1 8718 12000000 PRN Sole X PRUDENTIAL FINANCIAL INC COM 744320102 8086 112300 SH Sole X PSS WORLD MEDICAL INC COM 69366A100 980 3500 SH CALL Sole PULTE HOMES INC COM 745867101 362 2300 SH CALL Sole PULTE HOMES INC COM 745867101 758 1500 SH CALL Sole PULTE HOMES INC COM 745867101 201 995 SH PUT Sole X PULTE HOMES INC COM 745867101 235 1020 SH CALL Sole PULTE HOMES INC COM 745867101 248 500 SH PUT Sole X PULTE HOMES INC COM 745867101 455 1000 SH CALL Sole PULTE HOMES INC COM 745867101 1026 2700 SH PUT Sole X QUALCOMM INC COM 747525103 212 2000 SH CALL Sole QUALCOMM INC COM 747525103 513 1678 SH PUT Sole X QWEST COMM INTL INC COM 749121109 415 128412 SH Sole X QWEST COMM INTL INC COM 749121109 3350 5000 SH PUT Sole X RADIOSHACK COM 750438103 439 1500 SH PUT Sole X RADISYS CORP COM 750459109 5839 678922 SH Sole X RADISYS CORP NOTE 2.750% 2/ 750459AE9 4364 5000000 PRN Sole X RAMBUS INC COM 750917106 6129 476992 SH Sole X RAMBUS INC COM 750917106 213 5000 SH CALL Sole REGIONS FINANCIAL CORP COM 7591EP100 667 69500 SH Sole X REGIONS FINANCIAL CORP COM 7591EP100 241 700 SH PUT Sole X REGIONS FINANCIAL CORP COM 7591EP100 1681 3000 SH PUT Sole X RETAIL HOLDERS TRUST COM 76127U101 826 1795 SH CALL Sole RETAIL HOLDERS TRUST COM 76127U101 6396 25841 SH CALL Sole RETAIL HOLDERS TRUST COM 76127U101 1160 8000 SH CALL Sole RETAIL HOLDERS TRUST COM 76127U101 1650 1000 SH PUT Sole X RETAIL HOLDERS TRUST COM 76127U101 3257 5010 SH CALL Sole RETAIL HOLDERS TRUST COM 76127U101 2181 3255 SH PUT Sole X RETAIL HOLDERS TRUST COM 76127U101 2054 5010 SH CALL Sole RETAIL HOLDERS TRUST COM 76127U101 234 250 SH PUT Sole X RETAIL HOLDERS TRUST COM 76127U101 600 600 SH PUT Sole X RETAIL HOLDERS TRUST COM 76127U101 2344 1600 SH PUT Sole X RETAIL HOLDERS TRUST COM 76127U101 282 812 SH PUT Sole X RETAIL HOLDERS TRUST COM 76127U101 1152 13161 SH CALL Sole RETAIL HOLDERS TRUST COM 76127U101 834 1150 SH PUT Sole X REYNOLDS AMERICAN INC COM 761713106 8653 177971 SH Sole X REYNOLDS AMERICAN INC COM 761713106 1200 1500 SH PUT Sole X REYNOLDS AMERICAN INC COM 761713106 685 1000 SH PUT Sole X RITE AID CORP COM 767754104 776 924388 SH Sole X RITE AID CORP COM 767754104 394 1000 SH PUT Sole X ROYAL CARIBBEAN CRUISES LTD COM V7780T103 299 300 SH PUT Sole X ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1164 800 SH PUT Sole X RYLAND GROUP INC COM 783764103 4216 158963 SH Sole X RYLAND GROUP INC COM 783764103 2715 3050 SH PUT Sole X SPDR TR UNIT SER 1 78462F103 460 2050 SH Sole X SPDR TR UNIT SER 1 78462F103 2765 2000 SH Sole X SPDR TR UNIT SER 1 78462F103 2659 20300 SH Sole X SPDR TR UNIT SER 1 78462F103 2290 20000 SH Sole X SPDR TR UNIT SER 1 78462F103 609 6281 SH Sole X SPDR TR UNIT SER 1 78462F103 37150 20000 SH Sole X SPDR TR UNIT SER 1 78462F103 42450 20000 SH Sole X SPDR TR UNIT SER 1 78462F103 210 1000 SH Sole X SPDR TR UNIT SER 1 78462F103 1398 23500 SH Sole X SPDR TR UNIT SER 1 78462F103 1022120 8812135 SH Sole X MIDCAP SPDR TR UNIT SER 1 595635103 19810 150300 SH Sole X SAKS INC COM 79377W108 1131 122322 SH Sole X SANDISK CORP COM 80004C101 557 1173 SH CALL Sole SANDISK CORP COM 80004C101 700 2500 SH CALL Sole AT&T INC COM 00206R102 6163 5000 SH PUT Sole X SCHERING PLOUGH CORP PFD CONV MAN07 806605705 32673 190000 PRN Sole X SCHLUMBERGER LTD COM 806857108 835 350 SH PUT Sole X SCHLUMBERGER LTD COM 806857108 6295 2868 SH PUT Sole X SCHLUMBERGER LTD COM 806857108 1090 1000 SH PUT Sole X SCHLUMBERGER LTD COM 806857108 4464 3100 SH PUT Sole X SCHLUMBERGER LTD COM 806857108 736 400 SH PUT Sole X SCHLUMBERGER LTD COM 806857108 30217 386950 SH Sole X SEARS HOLDINGS CORP COM 812350106 1021 430 SH PUT Sole X SEARS HOLDINGS CORP COM 812350106 336 200 SH PUT Sole X SEARS HOLDINGS CORP COM 812350106 947 422 SH PUT Sole X SEARS HOLDINGS CORP COM 812350106 1513 500 SH PUT Sole X SEARS HOLDINGS CORP COM 812350106 1208 800 SH PUT Sole X SEARS HOLDINGS CORP COM 812350106 606 320 SH PUT Sole X SEARS HOLDINGS CORP COM 812350106 4793 51262 SH Sole X SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 1765 52700 SH CALL Sole SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 23165 41000 SH PUT Sole X SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 38374 1553600 SH Sole X SVB FINL GROUP COM 78486Q101 843 500 SH CALL Sole SIRIUS SATELLITE RADIO INC COM 82967N108 880 2000 SH PUT Sole X SIRIUS SATELLITE RADIO INC COM 82967N108 890 2000 SH PUT Sole X SLM CORPORATION COM 78442P106 33290 2697705 SH Sole X SLM CORPORATION COM 78442P106 205 3896 SH CALL Sole SLM CORPORATION COM 78442P106 1496 9500 SH CALL Sole SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 7852 9000000 PRN Sole X SOTHEBYS COM 835898107 8861 441700 SH Sole X SOUTHERN CO COM 842587107 220 686 SH CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 65566 770729 SH Sole X SPDR GOLD TRUST GOLD SHS 78463V107 400 4700 SH PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 1075 2500 SH CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 463 500 SH PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 345 1000 SH CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 556 1736 SH CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 347 300 SH PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 240 1186 SH CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 1200 2500 SH CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 650 2500 SH PUT Sole X SPDR SERIES TRUST S&P RETAIL ETF 78464A714 465 2000 SH CALL Sole SPDR TR UNIT SER 1 78462F103 5831 2000 SH PUT Sole X SPDR TR UNIT SER 1 78462F103 200 50000 SH CALL Sole SPRINT NEXTEL CORP COM 852061100 454 74500 SH Sole X ST JUDE MED INC COM 790849103 263 3000 SH CALL Sole ST JUDE MED INC COM 790849103 678 2467 SH CALL Sole ST JUDE MED INC DBCV 1.220%12/1 790849AD5 1985 2000000 PRN Sole X STANDARD PACIFIC CORP NOTE 6.000%10/0 853763AA8 1673 2000000 PRN Sole X STAPLES INC COM 855030102 1985 88200 SH Sole X STAPLES INC COM 855030102 750 2000 SH PUT Sole X STARBUCKS CORP COM 855244109 1208 81222 SH Sole X STARBUCKS CORP COM 855244109 1006 500 SH PUT Sole X SPDR GOLD TRUST GOLD SHS 78463V107 410 2000 SH CALL Sole SPDR GOLD TRUST GOLD SHS 78463V107 2571 2750 SH CALL Sole SUNCOR ENERGY INC COM 867229106 1247 29600 SH Sole X SUNCOR ENERGY INC COM 867229106 3216 976 SH PUT Sole X SUNCOR ENERGY INC COM 867229106 435 600 SH PUT Sole X SUNCOR ENERGY INC COM 867229106 1855 1000 SH PUT Sole X SUNCOR ENERGY INC COM 867229106 221 3847 SH CALL Sole SUNOCO INC COM 86764P109 625 2500 SH CALL Sole SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 5228 5000000 PRN Sole X SUNTRUST BANKS INC COM 867914103 246 560 SH PUT Sole X SUNTRUST BANKS INC COM 867914103 4185 3000 SH CALL Sole SUNTRUST BANKS INC COM 867914103 300 540 SH PUT Sole X SUNTRUST BANKS INC COM 867914103 924 1200 SH PUT Sole X SUNTRUST BANKS INC COM 867914103 425 500 SH CALL Sole SUNTRUST BANKS INC COM 867914103 520 500 SH PUT Sole X SUNTRUST BANKS INC COM 867914103 1354 2015 SH CALL Sole SUNTRUST BANKS INC COM 867914103 654 1295 SH PUT Sole X SYBASE INC NOTE 1.750% 2/2 871130AB6 5340 4200000 PRN Sole X SYMANTEC CORP COM 871503108 750 2500 SH CALL Sole SYMANTEC CORP COM 871503108 225 2500 SH PUT Sole X SYSCO CORP COM 871829107 265 2000 SH PUT Sole X T ROWE PRICE ASSOCIATES COM 74144T108 1688 2500 SH CALL Sole TARGET CORP COM 87612E106 705 1000 SH PUT Sole X TARGET CORP COM 87612E106 1408 5000 SH CALL Sole TARGET CORP COM 87612E106 2125 2500 SH PUT Sole X TARGET CORP COM 87612E106 412 2700 SH CALL Sole TARGET CORP COM 87612E106 1473 1200 SH PUT Sole X TARGET CORP COM 87612E106 397 3800 SH CALL Sole TARGET CORP COM 87612E106 3500 8000 SH PUT Sole X TARGET CORP COM 87612E106 1367 2120 SH PUT Sole X TEEKAY SHIPPING CORPORATION COM Y8564W103 241 100 SH PUT Sole X TEEKAY SHIPPING CORPORATION COM Y8564W103 517 270 SH PUT Sole X TEEKAY SHIPPING CORPORATION COM Y8564W103 290 120 SH PUT Sole X TEEKAY SHIPPING CORPORATION COM Y8564W103 1083 41050 SH Sole X TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 303 5500 SH CALL Sole TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 413 2750 SH CALL Sole TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 208 6400 SH CALL Sole TESORO CORP COM 881609101 1998 121183 SH Sole X TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2775 10000 SH PUT Sole X TEVA PHARMACEUTICAL INDS LTD ADR 881624209 475 1000 SH CALL Sole TEVA PHARMACEUTICAL INDS LTD ADR 881624209 16833 367611 SH Sole X TEXAS INSTRUMENTS INC COM 882508104 805 11500 SH CALL Sole TEXAS INSTRUMENTS INC COM 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