-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, WV9kXWbywajZVu3hwaGXaqJ+DvgoEq1x6yMuTuD9um4g+V+idnFrXCI7rMm71Ach J4f9oC2XuUcgW4QZYqGP0g== 0000831001-07-000079.txt : 20070214 0000831001-07-000079.hdr.sgml : 20070214 20070214155842 ACCESSION NUMBER: 0000831001-07-000079 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20061231 FILED AS OF DATE: 20070214 DATE AS OF CHANGE: 20070214 EFFECTIVENESS DATE: 20070214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CITIGROUP INC CENTRAL INDEX KEY: 0000831001 STANDARD INDUSTRIAL CLASSIFICATION: NATIONAL COMMERCIAL BANKS [6021] IRS NUMBER: 521568099 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-02427 FILM NUMBER: 07620089 BUSINESS ADDRESS: STREET 1: 399 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10043 BUSINESS PHONE: 2125591000 MAIL ADDRESS: STREET 1: 399 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10043 FORMER COMPANY: FORMER CONFORMED NAME: TRAVELERS GROUP INC DATE OF NAME CHANGE: 19950519 FORMER COMPANY: FORMER CONFORMED NAME: TRAVELERS INC DATE OF NAME CHANGE: 19940103 FORMER COMPANY: FORMER CONFORMED NAME: PRIMERICA CORP /NEW/ DATE OF NAME CHANGE: 19920703 13F-HR 1 hr_citigroup12312006.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: December 31, 2006 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: Citigroup Inc. Address: 399 Park Avenue New York, New York 10043 Form 13F File Number: 28-2427 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: Riqueza V. Feaster Title: Assistant Secretary Phone: (212) 559-1000 Signature, Place, and Date of Signing: /s/ Riqueza V. Feaster New York, New York February 14, 2007 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 SUMMARY PAGE Report Summary: Number of Other Included Managers: 38 Form 13F Information Table Entry Total: 15,929 Form 13F Information Table Value Total: $171,065,767,611 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. Form 13F No. File Number Name 01 28-10815 Acciones y Valores Banamex, S.A. de C.V., Casa de Bolsa, Integrante del Grupo Financiero Banamex 02 28-10818 Citi Overseas Investments Bahamas Inc. 03 28-4289 Citibank (Switzerland) 04 28-6215 Citibank Canada 05 28-5347 Citibank Overseas Investment Corporation 06 28-4287 Citibank, N.A. 07 28-10819 Citicorp (Mexico) Holdings LLC 08 28-4349 Citicorp Banking Corporation 09 28-10814 Citicorp Deutschland Gmbh 10 28-11520 Citicorp Holdings Inc. 11 Citicorp Trust, National Association 12 28-10072 Citicorp Trust Bank, fsb 13 28-10293 Citigroup Alternative Investments LLC 14 28-11547 Citigroup Derivatives Markets Inc. 15 28-1114 Citigroup Financial Products Inc. 16 28-11201 Citigroup Global Markets (International) Finance AG 17 28-10817 Citigroup Global Markets Deutschland AG & Co. KGaA 18 28-4305 Citigroup Global Markets Europe Limited 19 28-10821 Citigroup Global Markets Finance Corporation & Co. beschrankt haftende KG 20 Citigroup Global Markets Finance LLC 21 28-11199 Citigroup Global Markets Financial Products LLC 22 28-11200 Citigroup Global Markets Holdings GmbH 23 28-1109 Citigroup Global Markets Holdings Inc. 24 28-541 Citigroup Global Markets Inc. 25 28-4311 Citigroup Global Markets International LLC 26 28-4309 Citigroup Global Markets Limited 27 28-11707 Citigroup Global Markets Management AG 28 28-6229 Citigroup Global Markets UK Equity Ltd 29 28-5476 Citigroup Institutional Trust Company 30 28-10295 Citigroup Investments Inc 31 28-11205 Citigroup Venture Capital Equity Partners, L.P. 32 28-11206 Citigroup Venture Capital GP Holdings, Ltd. 33 28-10071 Court Square Capital Limited 34 28-11207 CVC Partners, LLC 35 28-10816 Grupo Financiero Banamex, S.A. de C.V. 36 28-10822 Impulsora de Fondos Banamex, S.A. de C.V. 37 Phibro LLC 38 28-4325 Tribeca Global Management LLC
FORM 13F INFORMATION TABLE
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - -------------------- ----------- --------- -------- --------- --- ---- ------- ----------------------- --------- --------- --------- DAIMLERCHRYSLER AG ORD D1668R123 5886 95848 SH DEFINED 3,8 0 0 95848 DAIMLERCHRYSLER AG ORD D1668R123 4070 66278 SH DEFINED 6,10 0 0 66278 DAIMLERCHRYSLER AG ORD D1668R123 1100 17915 SH DEFINED 12 17915 0 0 DAIMLERCHRYSLER AG ORD D1668R123 2616 42600 SH DEFINED 14,15,23 42600 0 0 DAIMLERCHRYSLER AG ORD D1668R123 3875 63100 SH CALL DEFINED 14,15,23 63100 0 0 DAIMLERCHRYSLER AG ORD D1668R123 11766 191600 SH PUT DEFINED 14,15,23 191600 0 0 DAIMLERCHRYSLER AG ORD D1668R123 204886 3336356 SH DEFINED 2,5,6,9,10,17,19,20,27 3336356 0 0 DAIMLERCHRYSLER AG ORD D1668R123 2778 45237 SH DEFINED 15,23,24 33921 0 11316 DAIMLERCHRYSLER AG ORD D1668R123 81080 1320301 SH DEFINED 15,18,23,25,26 1320301 0 0 DAIMLERCHRYSLER AG ORD D1668R123 302722 4929518 SH CALL DEFINED 15,18,23,25,26 4929518 0 0 DAIMLERCHRYSLER AG ORD D1668R123 349314 5688228 SH PUT DEFINED 15,18,23,25,26 5688228 0 0 DAIMLERCHRYSLER AG ORD D1668R123 3282 53450 SH DEFINED 30,38 53450 0 0 DEUTSCHE BANK AG NAM ORD D18190898 6763 50756 SH DEFINED 3,8 0 0 50756 DEUTSCHE BANK AG NAM ORD D18190898 5398 40517 SH DEFINED 6,10 0 0 40517 DEUTSCHE BANK AG NAM ORD D18190898 1090 8184 SH DEFINED 12 8184 0 0 DEUTSCHE BANK AG NAM ORD D18190898 630661 4733270 SH DEFINED 2,5,6,9,10,17,19,20,27 4733270 0 0 DEUTSCHE BANK AG NAM ORD D18190898 3748 28133 SH DEFINED 15,23,24 19106 0 9027 DEUTSCHE BANK AG NAM ORD D18190898 1332 10000 SH PUT DEFINED 15,23,24 10000 0 0 DEUTSCHE BANK AG NAM ORD D18190898 113680 853197 SH DEFINED 15,18,23,25,26 853197 0 0 DEUTSCHE BANK AG NAM ORD D18190898 458381 3440262 SH CALL DEFINED 15,18,23,25,26 3440262 0 0 DEUTSCHE BANK AG NAM ORD D18190898 3215554 24133548 SH PUT DEFINED 15,18,23,25,26 24133548 0 0 ACE LTD ORD G0070K103 1784 29460 SH DEFINED 6,10 29460 0 0 ACE LTD ORD G0070K103 1049 17313 SH DEFINED 12 17313 0 0 ACE LTD ORD G0070K103 12348 203858 SH DEFINED 15,23,24 171731 0 32126 ACE LTD ORD G0070K103 36342 600000 SH CALL DEFINED 15,23,24 600000 0 0 ACE LTD ORD G0070K103 54513 900000 SH PUT DEFINED 15,23,24 900000 0 0 ACE LTD ORD G0070K103 1575 26000 SH DEFINED 15,18,23,25,26 26000 0 0 ACE LTD ORD G0070K103 733 12100 SH DEFINED 29 12100 0 0 ACE LTD ORD G0070K103 212 3500 SH DEFINED 30,38 3500 0 0 AIRCASTLE LTD COM G0129K104 3175 107643 SH DEFINED 15,23,24 96661 0 10982 ALLIED WRLD ASSUR CO SHS G0219G203 7 156 SH DEFINED 3,8 0 0 156 ALLIED WRLD ASSUR CO SHS G0219G203 1655 37929 SH DEFINED 15,23,24 27254 0 10675 ALLIED WRLD ASSUR CO SHS G0219G203 5633 129100 SH DEFINED 30,38 129100 0 0 AMDOCS LTD ORD G02602103 1656 42742 SH DEFINED 6,10 42742 0 0 AMDOCS LTD ORD G02602103 16 400 SH DEFINED 6,10,11 400 0 0 AMDOCS LTD ORD G02602103 807 20833 SH DEFINED 12 20833 0 0 AMDOCS LTD ORD G02602103 4700 121300 SH DEFINED 14,15,23 121300 0 0 AMDOCS LTD ORD G02602103 500 12900 SH CALL DEFINED 14,15,23 12900 0 0 AMDOCS LTD ORD G02602103 5514 142300 SH PUT DEFINED 14,15,23 142300 0 0 AMDOCS LTD ORD G02602103 21842 563672 SH DEFINED 15,23,24 488366 0 75306 AMDOCS LTD ORD G02602103 581 15000 SH PUT DEFINED 15,23,24 14200 0 800 AMDOCS LTD ORD G02602103 78 2000 SH DEFINED 15,18,23,25,26 2000 0 0 AMDOCS LTD ORD G02602103 349 9000 SH DEFINED 29 9000 0 0 AMDOCS LTD ORD G02602103 508 13100 SH DEFINED 30,38 13100 0 0 AMERICAN SAFETY INS ORD G02995101 260 14010 SH DEFINED 15,23,24 11830 0 2180 APEX SILVER MINES LT ORD G04074103 952 59885 SH DEFINED 14,15,23 59885 0 0 APEX SILVER MINES LT ORD G04074103 3203 201600 SH CALL DEFINED 14,15,23 201600 0 0 APEX SILVER MINES LT ORD G04074103 2851 179400 SH PUT DEFINED 14,15,23 179400 0 0 APEX SILVER MINES LT ORD G04074103 66 4130 SH DEFINED 15,23,24 4130 0 0 APEX SILVER MINES LT ORD G04074103 157 9900 SH DEFINED 30,38 9900 0 0 ARCH CAP GROUP LTD ORD G0450A105 811 12000 SH DEFINED 3,8 0 0 12000 ARCH CAP GROUP LTD ORD G0450A105 11 170 SH DEFINED 12 170 0 0 ARCH CAP GROUP LTD ORD G0450A105 18091 267574 SH DEFINED 15,23,24 210577 0 56997 ARCH CAP GROUP LTD ORD G0450A105 101 1499 SH DEFINED 30,38 1499 0 0 ARIES MARITIME TRNSP SHS G0474B105 563 61413 SH DEFINED 15,23,24 22280 0 39133 ARLINGTON TANKERS LT COM G04899103 44 1870 SH DEFINED 12 1870 0 0 ARLINGTON TANKERS LT COM G04899103 258 11026 SH DEFINED 15,23,24 6275 0 4751 ARLINGTON TANKERS LT COM G04899103 103 4425 SH DEFINED 29 4425 0 0 ASPEN INSURANCE HOLD SHS G05384105 76 2875 SH DEFINED 12 2875 0 0 ASPEN INSURANCE HOLD SHS G05384105 1243 47148 SH DEFINED 15,23,24 34208 0 12940 ASSURED GUARANTY LTD COM G0585R106 3363 126418 SH DEFINED 15,23,24 112598 0 13820 ASSURED GUARANTY LTD COM G0585R106 511 19200 SH DEFINED 29 19200 0 0 AXIS CAPITAL HOLDING SHS G0692U109 219 6559 SH DEFINED 6,10 6559 0 0 AXIS CAPITAL HOLDING SHS G0692U109 1168 35000 SH DEFINED 12 35000 0 0 AXIS CAPITAL HOLDING SHS G0692U109 68283 2046242 SH DEFINED 15,23,24 2046242 0 0 AXIS CAPITAL HOLDING SHS G0692U109 524 15700 SH DEFINED 30,38 15700 0 0 ACCENTURE LTD BERMUD CL A G1150G111 3681 99683 SH DEFINED 6,10 99683 0 0 ACCENTURE LTD BERMUD CL A G1150G111 1783 48285 SH DEFINED 6,10,11 46710 0 1575 ACCENTURE LTD BERMUD CL A G1150G111 146 3965 SH DEFINED 12 3965 0 0 ACCENTURE LTD BERMUD CL A G1150G111 140 3800 SH DEFINED 14,15,23 3800 0 0 ACCENTURE LTD BERMUD CL A G1150G111 2356 63800 SH CALL DEFINED 14,15,23 63800 0 0 ACCENTURE LTD BERMUD CL A G1150G111 7364 199400 SH PUT DEFINED 14,15,23 199400 0 0 ACCENTURE LTD BERMUD CL A G1150G111 7056 191076 SH DEFINED 15,23,24 161072 0 30004 BUNGE LIMITED COM G16962105 398 5483 SH DEFINED 6,10 5483 0 0 BUNGE LIMITED COM G16962105 7 100 SH DEFINED 6,10,11 100 0 0 BUNGE LIMITED COM G16962105 1238 17080 SH DEFINED 12 17080 0 0 BUNGE LIMITED COM G16962105 14799 204100 SH CALL DEFINED 14,15,23 204100 0 0 BUNGE LIMITED COM G16962105 5902 81400 SH PUT DEFINED 14,15,23 81400 0 0 BUNGE LIMITED COM G16962105 134732 1858118 SH DEFINED 15,23,24 1674803 0 183315 BUNGE LIMITED COM G16962105 116 1600 SH PUT DEFINED 15,23,24 1600 0 0 BUNGE LIMITED COM G16962105 71 976 SH DEFINED 15,18,23,25,26 976 0 0 BUNGE LIMITED COM G16962105 5598 77200 SH DEFINED 30,38 77200 0 0 CENTRAL EUROPEAN MED CL A NEW G20045202 11179 159700 SH DEFINED 15,23 159700 0 0 CENTRAL EUROPEAN MED CL A NEW G20045202 141 2020 SH DEFINED 15,23,24 1893 0 127 CENTRAL EUROPEAN MED CL A NEW G20045202 3038 43400 SH CALL DEFINED 15,23,24 43400 0 0 CENTRAL EUROPEAN MED CL A NEW G20045202 42200 602850 SH DEFINED 15,18,23,25,26 602850 0 0 CDC CORP SHS A G2022L106 1121 117988 SH DEFINED 14,15,23 117988 0 0 CDC CORP SHS A G2022L106 721 75900 SH CALL DEFINED 14,15,23 75900 0 0 CDC CORP SHS A G2022L106 1684 177300 SH PUT DEFINED 14,15,23 177300 0 0 CDC CORP SHS A G2022L106 558 58746 SH DEFINED 15,23,24 36811 0 21935 CHINA YUCHAI INTL LT COM G21082105 156 22704 SH DEFINED 14,15,23 22704 0 0 CHINA YUCHAI INTL LT COM G21082105 144 20900 SH CALL DEFINED 14,15,23 20900 0 0 CHINA YUCHAI INTL LT COM G21082105 340 49300 SH PUT DEFINED 14,15,23 49300 0 0 CHINA YUCHAI INTL LT COM G21082105 272 39451 SH DEFINED 15,23,24 30476 0 8975 CHIPMOS TECH BERMUDA SHS G2110R106 114 16757 SH DEFINED 15,23,24 16557 0 200 CHIPMOS TECH BERMUDA SHS G2110R106 1 85 SH DEFINED 30,38 85 0 0 CONSOLIDATED WATER C ORD G23773107 50 2002 SH DEFINED 6,10 2002 0 0 CONSOLIDATED WATER C ORD G23773107 2250 90236 SH DEFINED 15,23,24 72434 0 17802 COOPER INDS LTD CL A G24182100 764 8447 SH DEFINED 6,10 8447 0 0 COOPER INDS LTD CL A G24182100 1176 13010 SH DEFINED 6,10,11 13010 0 0 COOPER INDS LTD CL A G24182100 2657 29380 SH DEFINED 12 29380 0 0 COOPER INDS LTD CL A G24182100 20254 223978 SH DEFINED 15,23,24 199211 0 24767 COOPER INDS LTD CL A G24182100 434 4800 SH DEFINED 29 4800 0 0 COOPER INDS LTD CL A G24182100 72 800 SH DEFINED 30,38 800 0 0 CREDICORP LTD COM G2519Y108 53116 1297414 SH DEFINED 6,10 1297414 0 0 CREDICORP LTD COM G2519Y108 22 536 SH DEFINED 15,23,24 536 0 0 ENDURANCE SPECIALTY SHS G30397106 124 3396 SH DEFINED 12 3396 0 0 ENDURANCE SPECIALTY SHS G30397106 6584 179979 SH DEFINED 15,23,24 166107 0 13872 ASA BERMUDA LIMITED COM G3156P103 46 708 SH DEFINED 12 708 0 0 ASA BERMUDA LIMITED COM G3156P103 10603 164235 SH DEFINED 15,23,24 136237 0 27998 ASA BERMUDA LIMITED COM G3156P103 1214 18800 SH DEFINED 15,18,23,25,26 18800 0 0 EVEREST RE GROUP LTD COM G3223R108 3051 31099 SH DEFINED 6,10 31099 0 0 EVEREST RE GROUP LTD COM G3223R108 7 75 SH DEFINED 6,10,11 75 0 0 EVEREST RE GROUP LTD COM G3223R108 38 389 SH DEFINED 12 389 0 0 EVEREST RE GROUP LTD COM G3223R108 2825 28796 SH DEFINED 15,23,24 28021 0 775 EVEREST RE GROUP LTD COM G3223R108 451 4600 SH DEFINED 30,38 4600 0 0 FOSTER WHEELER LTD SHS NEW G36535139 7 132 SH DEFINED 6,10 132 0 0 FOSTER WHEELER LTD SHS NEW G36535139 34 614 SH DEFINED 12 614 0 0 FOSTER WHEELER LTD SHS NEW G36535139 3879 70353 SH DEFINED 14,15,23 70353 0 0 FOSTER WHEELER LTD SHS NEW G36535139 5740 104100 SH CALL DEFINED 14,15,23 104100 0 0 FOSTER WHEELER LTD SHS NEW G36535139 6258 113500 SH PUT DEFINED 14,15,23 113500 0 0 FOSTER WHEELER LTD SHS NEW G36535139 32147 583008 SH DEFINED 15,23,24 569052 0 13956 FOSTER WHEELER LTD SHS NEW G36535139 27570 500000 SH CALL DEFINED 15,23,24 500000 0 0 FOSTER WHEELER LTD SHS NEW G36535139 27570 500000 SH PUT DEFINED 15,23,24 500000 0 0 FRESH DEL MONTE PROD ORD G36738105 183 12265 SH DEFINED 12 12265 0 0 FRESH DEL MONTE PROD ORD G36738105 1743 116918 SH DEFINED 15,23,24 84039 0 32879 FRESH DEL MONTE PROD ORD G36738105 25 1700 SH DEFINED 29 1700 0 0 FRONTLINE LTD SHS G3682E127 5 170 SH DEFINED 12 170 0 0 FRONTLINE LTD SHS G3682E127 1610 50558 SH DEFINED 14,15,23 50558 0 0 FRONTLINE LTD SHS G3682E127 1780 55900 SH CALL DEFINED 14,15,23 55900 0 0 FRONTLINE LTD SHS G3682E127 3669 115200 SH PUT DEFINED 14,15,23 115200 0 0 FRONTLINE LTD SHS G3682E127 1192 37437 SH DEFINED 15,23,24 36053 0 1384 FRONTLINE LTD SHS G3682E127 52 1642 SH DEFINED 15,18,23,25,26 1642 0 0 FRONTLINE LTD SHS G3682E127 70 2200 SH DEFINED 29 2200 0 0 FRONTLINE LTD SHS G3682E127 794 24920 SH DEFINED 30,38 24920 0 0 GARMIN LTD ORD G37260109 2906 52217 SH DEFINED 6,10 52217 0 0 GARMIN LTD ORD G37260109 253 4550 SH DEFINED 6,10,11 4550 0 0 GARMIN LTD ORD G37260109 21 385 SH DEFINED 12 385 0 0 GARMIN LTD ORD G37260109 16876 303200 SH CALL DEFINED 14,15,23 303200 0 0 GARMIN LTD ORD G37260109 20728 372400 SH PUT DEFINED 14,15,23 372400 0 0 GARMIN LTD ORD G37260109 44779 804514 SH DEFINED 15,23,24 601592 0 202922 GARMIN LTD ORD G37260109 1681 30200 SH CALL DEFINED 15,23,24 30200 0 0 GARMIN LTD ORD G37260109 3128 56200 SH PUT DEFINED 15,23,24 56200 0 0 GARMIN LTD ORD G37260109 51 915 SH DEFINED 30,38 915 0 0 GLOBAL CROSSING LTD SHS NEW G3921A175 84 3422 SH DEFINED 12 3422 0 0 GLOBAL CROSSING LTD SHS NEW G3921A175 423 17228 SH DEFINED 15,23,24 16953 0 275 GLOBALSANTAFE CORP SHS G3930E101 1228 20896 SH DEFINED 6,10 20896 0 0 GLOBALSANTAFE CORP SHS G3930E101 2606 44336 SH DEFINED 6,10,11 43736 0 600 GLOBALSANTAFE CORP SHS G3930E101 815 13872 SH DEFINED 12 13872 0 0 GLOBALSANTAFE CORP SHS G3930E101 9416 160194 SH DEFINED 14,15,23 160194 0 0 GLOBALSANTAFE CORP SHS G3930E101 21690 369000 SH CALL DEFINED 14,15,23 369000 0 0 GLOBALSANTAFE CORP SHS G3930E101 30166 513200 SH PUT DEFINED 14,15,23 513200 0 0 GLOBALSANTAFE CORP SHS G3930E101 37808 643210 SH DEFINED 15,23,24 540415 0 102794 GLOBALSANTAFE CORP SHS G3930E101 7112 121000 SH PUT DEFINED 15,23,24 121000 0 0 GLOBALSANTAFE CORP SHS G3930E101 83 1416 SH DEFINED 15,18,23,25,26 1416 0 0 GLOBALSANTAFE CORP SHS G3930E101 1023 17400 SH DEFINED 29 17400 0 0 HELEN OF TROY CORP L COM G4388N106 1237 50980 SH DEFINED 15,23,24 50680 0 300 HERBALIFE LTD COM USD SHS G4412G101 4 104 SH DEFINED 6,10 104 0 0 HERBALIFE LTD COM USD SHS G4412G101 333 8291 SH DEFINED 12 8291 0 0 HERBALIFE LTD COM USD SHS G4412G101 2880 71719 SH DEFINED 15,23,24 69908 0 1811 HERBALIFE LTD COM USD SHS G4412G101 3309 82400 SH DEFINED 30,38 82400 0 0 INGERSOLL-RAND COMPA CL A G4776G101 1141 29166 SH DEFINED 6,10 29166 0 0 INGERSOLL-RAND COMPA CL A G4776G101 940 24022 SH DEFINED 6,10,11 23922 0 100 INGERSOLL-RAND COMPA CL A G4776G101 1798 45961 SH DEFINED 12 45961 0 0 INGERSOLL-RAND COMPA CL A G4776G101 254 6500 SH DEFINED 14,15,23 6500 0 0 INGERSOLL-RAND COMPA CL A G4776G101 4234 108200 SH CALL DEFINED 14,15,23 108200 0 0 INGERSOLL-RAND COMPA CL A G4776G101 5858 149700 SH PUT DEFINED 14,15,23 149700 0 0 INGERSOLL-RAND COMPA CL A G4776G101 21749 555814 SH DEFINED 15,23,24 442718 0 113096 INGERSOLL-RAND COMPA CL A G4776G101 3913 100000 SH CALL DEFINED 15,23,24 100000 0 0 INGERSOLL-RAND COMPA CL A G4776G101 2487 63560 SH DEFINED 30,38 63560 0 0 IPC HLDGS LTD ORD G4933P101 176 5599 SH DEFINED 12 5599 0 0 IPC HLDGS LTD ORD G4933P101 623 19797 SH DEFINED 15,23,24 9357 0 10440 IPC HLDGS LTD ORD G4933P101 818 26013 SH DEFINED 30,38 26013 0 0 JINPAN INTL LTD ORD G5138L100 538 22285 SH DEFINED 15,23,24 10435 0 11850 KNIGHTSBRIDGE TANKER ORD G5299G106 275 11637 SH DEFINED 15,23,24 10537 0 1100 LAZARD LTD SHS A G54050102 467 9856 SH DEFINED 12 9856 0 0 LAZARD LTD SHS A G54050102 14686 310225 SH DEFINED 15,23,24 278365 0 31860 MARVELL TECHNOLOGY G ORD G5876H105 426 22174 SH DEFINED 6,10 22174 0 0 MARVELL TECHNOLOGY G ORD G5876H105 1390 72415 SH DEFINED 6,10,11 72265 0 150 MARVELL TECHNOLOGY G ORD G5876H105 645 33606 SH DEFINED 12 33606 0 0 MARVELL TECHNOLOGY G ORD G5876H105 1559 81235 SH DEFINED 14,15,23 81235 0 0 MARVELL TECHNOLOGY G ORD G5876H105 9179 478300 SH CALL DEFINED 14,15,23 478300 0 0 MARVELL TECHNOLOGY G ORD G5876H105 13408 698700 SH PUT DEFINED 14,15,23 698700 0 0 MARVELL TECHNOLOGY G ORD G5876H105 9376 488562 SH DEFINED 15,23,24 436688 0 51874 MARVELL TECHNOLOGY G ORD G5876H105 3366 175400 SH CALL DEFINED 15,23,24 175400 0 0 MARVELL TECHNOLOGY G ORD G5876H105 960 50000 SH PUT DEFINED 15,23,24 50000 0 0 MARVELL TECHNOLOGY G ORD G5876H105 819 42700 SH DEFINED 29 42700 0 0 MONTPELIER RE HOLDIN SHS G62185106 841 45175 SH DEFINED 6,10,11 45175 0 0 MONTPELIER RE HOLDIN SHS G62185106 594 31933 SH DEFINED 12 31933 0 0 MONTPELIER RE HOLDIN SHS G62185106 896 48127 SH DEFINED 15,23,24 32479 0 15648 NABORS INDUSTRIES LT SHS G6359F103 85593 2874194 SH DEFINED 6,10 2874194 0 0 NABORS INDUSTRIES LT SHS G6359F103 1057369 35506000 SH CALL DEFINED 6,10 35506000 0 0 NABORS INDUSTRIES LT SHS G6359F103 642 21569 SH DEFINED 6,10,11 21569 0 0 NABORS INDUSTRIES LT SHS G6359F103 203 6808 SH DEFINED 12 6808 0 0 NABORS INDUSTRIES LT SHS G6359F103 4634 155623 SH DEFINED 14,15,23 155623 0 0 NABORS INDUSTRIES LT SHS G6359F103 24298 815900 SH CALL DEFINED 14,15,23 815900 0 0 NABORS INDUSTRIES LT SHS G6359F103 25370 851900 SH PUT DEFINED 14,15,23 851900 0 0 NABORS INDUSTRIES LT SHS G6359F103 28972 972883 SH DEFINED 15,23,24 846132 0 126751 NABORS INDUSTRIES LT SHS G6359F103 6 200 SH PUT DEFINED 15,23,24 200 0 0 NABORS INDUSTRIES LT SHS G6359F103 170 5704 SH DEFINED 15,18,23,25,26 5704 0 0 NABORS INDUSTRIES LT SHS G6359F103 3593 120660 SH DEFINED 30,38 120660 0 0 NOBLE CORPORATION SHS G65422100 1565 20550 SH DEFINED 6,10 20550 0 0 NOBLE CORPORATION SHS G65422100 660 8662 SH DEFINED 6,10,11 8612 0 50 NOBLE CORPORATION SHS G65422100 953 12517 SH DEFINED 12 12517 0 0 NOBLE CORPORATION SHS G65422100 6460 84834 SH DEFINED 14,15,23 84834 0 0 NOBLE CORPORATION SHS G65422100 8453 111000 SH CALL DEFINED 14,15,23 111000 0 0 NOBLE CORPORATION SHS G65422100 15999 210100 SH PUT DEFINED 14,15,23 210100 0 0 NOBLE CORPORATION SHS G65422100 24160 317266 SH DEFINED 15,23,24 260538 0 56727 NOBLE CORPORATION SHS G65422100 19038 250000 SH CALL DEFINED 15,23,24 250000 0 0 NOBLE CORPORATION SHS G65422100 6854 90000 SH PUT DEFINED 15,23,24 90000 0 0 NORDIC AMERICAN TANK COM G65773106 10518 308004 SH DEFINED 15,23,24 269111 0 38892 OPENTV CORP CL A G67543101 45 19347 SH DEFINED 15,23,24 19275 0 72 ORIENT-EXPRESS HOTEL CL A G67743107 11 225 SH DEFINED 6,10 225 0 0 ORIENT-EXPRESS HOTEL CL A G67743107 90 1896 SH DEFINED 12 1896 0 0 ORIENT-EXPRESS HOTEL CL A G67743107 2907 61429 SH DEFINED 15,23,24 43764 0 17665 ORIGIN AGRITECH LIMI SHS G67828106 1203 109995 SH DEFINED 15,23,24 67869 0 42126 PARTNERRE LTD COM G6852T105 11538 162440 SH DEFINED 6,10 162440 0 0 PARTNERRE LTD COM G6852T105 506586 7132000 SH CALL DEFINED 6,10 7132000 0 0 PARTNERRE LTD COM G6852T105 227 3200 SH DEFINED 6,10,11 3200 0 0 PARTNERRE LTD COM G6852T105 9 125 SH DEFINED 12 125 0 0 PARTNERRE LTD COM G6852T105 3783 53259 SH DEFINED 15,23,24 47065 0 6194 PARTNERRE LTD COM G6852T105 15982 225000 SH CALL DEFINED 15,23,24 225000 0 0 PLATINUM UNDERWRITER COM G7127P100 171 5535 SH DEFINED 12 5535 0 0 PLATINUM UNDERWRITER COM G7127P100 2130 68838 SH DEFINED 15,23,24 68838 0 0 PRUDENTIAL PLC 6.75%SUB RE G7293H114 820 32000 SH DEFINED 12 32000 0 0 PRUDENTIAL PLC 6.75%SUB RE G7293H114 477 18603 SH DEFINED 15,23,24 5703 0 12900 PXRE GROUP LTD COM G73018106 57 12350 SH DEFINED 12 12350 0 0 PXRE GROUP LTD COM G73018106 56 12080 SH DEFINED 15,23,24 11545 0 535 PXRE GROUP LTD COM G73018106 1074 232900 SH DEFINED 30,38 232900 0 0 QIAO XING UNIVERSAL ORD G7303A109 212 16074 SH DEFINED 15,23,24 13098 0 2976 QIAO XING UNIVERSAL ORD G7303A109 26 2000 SH PUT DEFINED 15,23,24 2000 0 0 QUANTA CAPITAL HLDGS SHS G7313F106 3655 1700000 SH DEFINED 15,23 1700000 0 0 QUANTA CAPITAL HLDGS SHS G7313F106 21 9652 SH DEFINED 15,23,24 9652 0 0 SCOTTISH RE GROUP LI SHS G73537410 60 11324 SH DEFINED 15,23,24 11149 0 175 RENAISSANCERE HOLDIN COM G7496G103 186 3104 SH DEFINED 6,10 3104 0 0 RENAISSANCERE HOLDIN COM G7496G103 432 7198 SH DEFINED 12 7198 0 0 RENAISSANCERE HOLDIN COM G7496G103 7773 129553 SH DEFINED 15,23,24 128957 0 596 RENAISSANCERE HOLDIN COM G7496G103 540 9000 SH DEFINED 30,38 9000 0 0 SEAGATE TECHNOLOGY SHS G7945J104 67 2538 SH DEFINED 3,8 0 0 2538 SEAGATE TECHNOLOGY SHS G7945J104 782 29524 SH DEFINED 6,10 29524 0 0 SEAGATE TECHNOLOGY SHS G7945J104 13250 500000 SH CALL DEFINED 6,10 500000 0 0 SEAGATE TECHNOLOGY SHS G7945J104 106 4000 SH DEFINED 6,10,11 4000 0 0 SEAGATE TECHNOLOGY SHS G7945J104 5391 203425 SH DEFINED 12 203425 0 0 SEAGATE TECHNOLOGY SHS G7945J104 10029 378461 SH DEFINED 14,15,23 378461 0 0 SEAGATE TECHNOLOGY SHS G7945J104 18842 711000 SH CALL DEFINED 14,15,23 711000 0 0 SEAGATE TECHNOLOGY SHS G7945J104 19279 727500 SH PUT DEFINED 14,15,23 727500 0 0 SEAGATE TECHNOLOGY SHS G7945J104 120912 4562732 SH DEFINED 15,23,24 4146291 0 416440 SEAGATE TECHNOLOGY SHS G7945J104 928 35000 SH CALL DEFINED 15,23,24 35000 0 0 SEAGATE TECHNOLOGY SHS G7945J104 7563 285400 SH PUT DEFINED 15,23,24 285400 0 0 SEAGATE TECHNOLOGY SHS G7945J104 594 22400 SH DEFINED 29 22400 0 0 SEAGATE TECHNOLOGY SHS G7945J104 53000 2000000 SH DEFINED 30,38 2000000 0 0 SECURITY CAPITAL ASS COM G8018D107 30 1095 SH DEFINED 12 1095 0 0 SECURITY CAPITAL ASS COM G8018D107 896 32200 SH DEFINED 15,23,24 32000 0 200 SHIP FINANCE INTERNA SHS G81075106 1706 71783 SH DEFINED 15,23,24 69211 0 2572 SINA CORP ORD G81477104 45 1568 SH DEFINED 12 1568 0 0 SINA CORP ORD G81477104 6859 239000 SH CALL DEFINED 14,15,23 239000 0 0 SINA CORP ORD G81477104 4167 145200 SH PUT DEFINED 14,15,23 145200 0 0 SINA CORP ORD G81477104 627 21841 SH DEFINED 15,23,24 21369 0 472 SMART MODULAR TECHNO ORD SHS G82245104 1713 127234 SH DEFINED 15,23,24 95969 0 31265 SMART MODULAR TECHNO ORD SHS G82245104 206 15300 SH DEFINED 29 15300 0 0 STEWART W P & CO LTD COM G84922106 10 600 SH DEFINED 12 600 0 0 STEWART W P & CO LTD COM G84922106 222 14015 SH DEFINED 15,23,24 7850 0 6165 UTI WORLDWIDE INC ORD G87210103 4 149 SH DEFINED 6,10 149 0 0 UTI WORLDWIDE INC ORD G87210103 6 215 SH DEFINED 12 215 0 0 UTI WORLDWIDE INC ORD G87210103 965 32289 SH DEFINED 15,23,24 20119 0 12170 TRANSOCEAN INC ORD G90078109 8874 109706 SH DEFINED 6,10 109706 0 0 TRANSOCEAN INC ORD G90078109 2222 27475 SH PUT DEFINED 6,10 27475 0 0 TRANSOCEAN INC ORD G90078109 290 3581 SH DEFINED 6,10,11 3581 0 0 TRANSOCEAN INC ORD G90078109 2220 27444 SH DEFINED 12 27444 0 0 TRANSOCEAN INC ORD G90078109 75511 933500 SH CALL DEFINED 14,15,23 933500 0 0 TRANSOCEAN INC ORD G90078109 58314 720900 SH PUT DEFINED 14,15,23 720900 0 0 TRANSOCEAN INC ORD G90078109 40315 498396 SH DEFINED 15,23,24 452015 0 46380 TRANSOCEAN INC ORD G90078109 8809 108900 SH CALL DEFINED 15,23,24 108900 0 0 TRANSOCEAN INC ORD G90078109 8218 101600 SH PUT DEFINED 15,23,24 101600 0 0 TRANSOCEAN INC ORD G90078109 268 3309 SH DEFINED 15,18,23,25,26 3309 0 0 TRANSOCEAN INC ORD G90078109 1142 14120 SH DEFINED 29 14120 0 0 TRANSOCEAN INC ORD G90078109 2022 25000 SH DEFINED 30,38 25000 0 0 TSAKOS ENERGY NAVIGA SHS G9108L108 1591 34666 SH DEFINED 15,23,24 30479 0 4187 WEATHERFORD INTERNAT COM G95089101 75 1797 SH DEFINED 3,8 0 0 1797 WEATHERFORD INTERNAT COM G95089101 1300 31106 SH DEFINED 6,10 31106 0 0 WEATHERFORD INTERNAT COM G95089101 214 5115 SH DEFINED 6,10,11 5115 0 0 WEATHERFORD INTERNAT COM G95089101 560 13393 SH DEFINED 12 13393 0 0 WEATHERFORD INTERNAT COM G95089101 7489 179200 SH CALL DEFINED 14,15,23 179200 0 0 WEATHERFORD INTERNAT COM G95089101 3907 93500 SH PUT DEFINED 14,15,23 93500 0 0 WEATHERFORD INTERNAT COM G95089101 174148 4167213 SH DEFINED 15,23,24 3821011 0 346202 WEATHERFORD INTERNAT COM G95089101 238 5705 SH DEFINED 15,18,23,25,26 5705 0 0 WEATHERFORD INTERNAT COM G95089101 160 3822 SH DEFINED 29 3822 0 0 WHITE MTNS INS GROUP COM G9618E107 269 465 SH DEFINED 6,10 465 0 0 WHITE MTNS INS GROUP COM G9618E107 9 15 SH DEFINED 6,10,11 15 0 0 WHITE MTNS INS GROUP COM G9618E107 170 293 SH DEFINED 12 293 0 0 WHITE MTNS INS GROUP COM G9618E107 10619 18327 SH DEFINED 15,23,24 15792 0 2534 WILLIS GROUP HOLDING SHS G96655108 202 5097 SH DEFINED 6,10 5097 0 0 WILLIS GROUP HOLDING SHS G96655108 1717 43232 SH DEFINED 12 43232 0 0 WILLIS GROUP HOLDING SHS G96655108 5196 130836 SH DEFINED 15,23,24 110457 0 20379 WILLIS GROUP HOLDING SHS G96655108 286 7200 SH DEFINED 30,38 7200 0 0 XOMA LTD ORD G9825R107 38 17094 SH DEFINED 15,23,24 16134 0 960 XL CAP LTD CL A G98255105 2187 30369 SH DEFINED 6,10 30369 0 0 XL CAP LTD CL A G98255105 603 8375 SH DEFINED 6,10,11 8375 0 0 XL CAP LTD CL A G98255105 648 8995 SH DEFINED 12 8995 0 0 XL CAP LTD CL A G98255105 4350 60400 SH CALL DEFINED 14,15,23 60400 0 0 XL CAP LTD CL A G98255105 4372 60700 SH PUT DEFINED 14,15,23 60700 0 0 XL CAP LTD CL A G98255105 18542 257450 SH DEFINED 15,23,24 226008 0 31442 XL CAP LTD CL A G98255105 27958 388200 SH PUT DEFINED 15,23,24 388200 0 0 XL CAP LTD CL A G98255105 353 4900 SH DEFINED 30,38 4900 0 0 XYRATEX LTD COM G98268108 97 4500 SH DEFINED 6,10 4500 0 0 XYRATEX LTD COM G98268108 4501 208569 SH DEFINED 15,23,24 207797 0 772 XYRATEX LTD COM G98268108 192 8900 SH DEFINED 29 8900 0 0 ALCON INC COM SHS H01301102 2901 25956 SH DEFINED 6,10 25956 0 0 ALCON INC COM SHS H01301102 3 25 SH DEFINED 6,10,11 25 0 0 ALCON INC COM SHS H01301102 806 7212 SH DEFINED 12 7212 0 0 ALCON INC COM SHS H01301102 10797 96600 SH CALL DEFINED 14,15,23 96600 0 0 ALCON INC COM SHS H01301102 6326 56600 SH PUT DEFINED 14,15,23 56600 0 0 ALCON INC COM SHS H01301102 4799 42932 SH DEFINED 15,23,24 32342 0 10589 ALCON INC COM SHS H01301102 604 5400 SH DEFINED 29 5400 0 0 LOGITECH INTL S A SHS H50430232 20 695 SH DEFINED 12 695 0 0 LOGITECH INTL S A SHS H50430232 371 12955 SH DEFINED 15,23,24 11593 0 1362 LOGITECH INTL S A SHS H50430232 305 10670 SH DEFINED 30,38 10670 0 0 UBS AG SHS NEW H89231338 386 6400 SH DEFINED 3,8 0 0 6400 UBS AG SHS NEW H89231338 67 1110 SH DEFINED 6,10 1110 0 0 UBS AG SHS NEW H89231338 27 450 SH DEFINED 6,10,11 450 0 0 UBS AG SHS NEW H89231338 1626 26947 SH DEFINED 12 26947 0 0 UBS AG SHS NEW H89231338 1735 28764 SH DEFINED 2,5,6,9,10,17,19,20,27 28764 0 0 UBS AG SHS NEW H89231338 8556 141813 SH DEFINED 15,23,24 116507 0 25306 UBS AG SHS NEW H89231338 1435 23780 SH DEFINED 30,38 23780 0 0 ACS MOTION CONTROL L SHS M01773106 166 40599 SH DEFINED 15,23,24 40599 0 0 ALADDIN KNOWLEDGE SY ORD M0392N101 162 8288 SH DEFINED 15,23,24 8217 0 71 ALADDIN KNOWLEDGE SY ORD M0392N101 58 3000 SH CALL DEFINED 15,23,24 3000 0 0 ALVARION LTD SHS M0861T100 30 4467 SH DEFINED 14,15,23 4467 0 0 ALVARION LTD SHS M0861T100 469 69800 SH CALL DEFINED 14,15,23 69800 0 0 ALVARION LTD SHS M0861T100 142 21100 SH PUT DEFINED 14,15,23 21100 0 0 ALVARION LTD SHS M0861T100 687 102261 SH DEFINED 15,23,24 92319 0 9942 ALVARION LTD SHS M0861T100 22 3200 SH CALL DEFINED 15,23,24 3200 0 0 AUDIOCODES LTD ORD M15342104 4 400 SH DEFINED 6,10,11 400 0 0 AUDIOCODES LTD ORD M15342104 148 15826 SH DEFINED 15,23,24 11380 0 4446 AUDIOCODES LTD ORD M15342104 0 22 SH DEFINED 30,38 22 0 0 CHECK POINT SOFTWARE ORD M22465104 960 43805 SH DEFINED 6,10 43805 0 0 CHECK POINT SOFTWARE ORD M22465104 132 6025 SH DEFINED 6,10,11 6025 0 0 CHECK POINT SOFTWARE ORD M22465104 31 1395 SH DEFINED 12 1395 0 0 CHECK POINT SOFTWARE ORD M22465104 2107 96100 SH CALL DEFINED 14,15,23 96100 0 0 CHECK POINT SOFTWARE ORD M22465104 2766 126200 SH PUT DEFINED 14,15,23 126200 0 0 CHECK POINT SOFTWARE ORD M22465104 1058 48284 SH DEFINED 15,23,24 44830 0 3454 CHECK POINT SOFTWARE ORD M22465104 293 13345 SH DEFINED 15,18,23,25,26 13345 0 0 CHECK POINT SOFTWARE ORD M22465104 622 28354 SH DEFINED 30,38 28354 0 0 CLICKSOFTWARE TECHNO ORD M25082104 66 22300 SH DEFINED 15,23,24 17300 0 5000 COMPUGEN LTD ORD M25722105 616 237823 SH DEFINED 15,23,24 165469 0 72354 POWERDSINE LTD SHS M41415106 5 500 SH DEFINED 15,23,24 500 0 0 POWERDSINE LTD SHS M41415106 1097 100000 SH DEFINED 30,38 100000 0 0 GIVEN IMAGING ORD SHS M52020100 30 1548 SH DEFINED 15,23,24 1509 0 39 GIVEN IMAGING ORD SHS M52020100 290 15000 SH DEFINED 30,38 15000 0 0 LANOPTICS LTD ORD M6706C103 292 20930 SH DEFINED 15,23,24 15080 0 5850 MAGAL SECURITY SYS L ORD M6786D104 211 23599 SH DEFINED 15,23,24 23599 0 0 MIND C T I LTD ORD M70240102 81 30056 SH DEFINED 15,23,24 27006 0 3050 ORBOTECH LTD ORD M75253100 301 11845 SH DEFINED 15,23,24 10797 0 1048 ORBOTECH LTD ORD M75253100 1 45 SH DEFINED 30,38 45 0 0 RADVISION LTD ORD M81869105 246 12265 SH DEFINED 15,23,24 6214 0 6051 RADWARE LTD ORD M81873107 48 3000 SH DEFINED 12 3000 0 0 RADWARE LTD ORD M81873107 5143 323662 SH DEFINED 15,23,24 318190 0 5472 SAIFUN SEMICONDUCTOR ORD SHS M8233P102 456 24521 SH DEFINED 15,23,24 24521 0 0 SYNERON MEDICAL LTD ORD SHS M87245102 417 15380 SH DEFINED 14,15,23 15380 0 0 SYNERON MEDICAL LTD ORD SHS M87245102 2309 85100 SH CALL DEFINED 14,15,23 85100 0 0 SYNERON MEDICAL LTD ORD SHS M87245102 2903 107000 SH PUT DEFINED 14,15,23 107000 0 0 SYNERON MEDICAL LTD ORD SHS M87245102 1825 67284 SH DEFINED 15,23,24 66301 0 983 SYNERON MEDICAL LTD ORD SHS M87245102 402 14813 SH DEFINED 30,38 14813 0 0 TEFRON LTD ORD M87482101 307 29250 SH DEFINED 15,23,24 28550 0 700 AERCAP HOLDINGS NV SHS N00985106 5994 258600 SH DEFINED 30,38 258600 0 0 ASM INTL N V COM N07045102 592 28270 SH DEFINED 14,15,23 28270 0 0 ASM INTL N V COM N07045102 793 37900 SH PUT DEFINED 14,15,23 37900 0 0 ASM INTL N V COM N07045102 3246 155098 SH DEFINED 15,23,24 155098 0 0 ASM INTL N V COM N07045102 372 17778 SH DEFINED 15,18,23,25,26 17778 0 0 ASM INTL N V COM N07045102 4950 236500 SH DEFINED 30,38 236500 0 0 ASML HLDG NV N Y SHS N07059111 81 3270 SH DEFINED 12 3270 0 0 ASML HLDG NV N Y SHS N07059111 2066 83900 SH CALL DEFINED 14,15,23 83900 0 0 ASML HLDG NV N Y SHS N07059111 2793 113400 SH PUT DEFINED 14,15,23 113400 0 0 ASML HLDG NV N Y SHS N07059111 2150 87304 SH DEFINED 15,23,24 72106 0 15198 ASML HLDG NV N Y SHS N07059111 4928 200100 SH CALL DEFINED 15,23,24 200100 0 0 ASML HLDG NV N Y SHS N07059111 91 3700 SH PUT DEFINED 15,23,24 3700 0 0 CNH GLOBAL N V SHS NEW N20935206 440 16126 SH DEFINED 15,23,24 14406 0 1720 CORE LABORATORIES N COM N22717107 135 1664 SH DEFINED 12 1664 0 0 CORE LABORATORIES N COM N22717107 45253 558682 SH DEFINED 15,23,24 504134 0 54548 QIAGEN N V ORD N72482107 46 3073 SH DEFINED 12 3073 0 0 QIAGEN N V ORD N72482107 73 4852 SH DEFINED 15,23,24 4852 0 0 QIAGEN N V ORD N72482107 1076 71146 SH DEFINED 15,18,23,25,26 71146 0 0 QIAGEN N V ORD N72482107 879 58096 SH DEFINED 30,38 58096 0 0 BANCO LATINOAMERICAN CL E P16994132 330 19465 SH DEFINED 15,23,24 18913 0 552 COPA HOLDINGS SA CL A P31076105 988 21216 SH DEFINED 15,23,24 18545 0 2671 ULTRAPETROL BAHAMAS COM P94398107 6454 489700 SH DEFINED 13,30 489700 0 0 EXCEL MARITIME CARRI COM V3267N107 2 156 SH DEFINED 12 156 0 0 EXCEL MARITIME CARRI COM V3267N107 268 18328 SH DEFINED 15,23,24 15777 0 2551 ROYAL CARIBBEAN CRUI COM V7780T103 292 7063 SH DEFINED 6,10 7063 0 0 ROYAL CARIBBEAN CRUI COM V7780T103 36 875 SH DEFINED 12 875 0 0 ROYAL CARIBBEAN CRUI COM V7780T103 8694 210100 SH CALL DEFINED 14,15,23 210100 0 0 ROYAL CARIBBEAN CRUI COM V7780T103 9083 219500 SH PUT DEFINED 14,15,23 219500 0 0 ROYAL CARIBBEAN CRUI COM V7780T103 5814 140506 SH DEFINED 15,23,24 104877 0 35628 ROYAL CARIBBEAN CRUI COM V7780T103 1020 24660 SH DEFINED 30,38 24660 0 0 CREATIVE TECHNOLOGY ORD Y1775U107 91 13814 SH DEFINED 15,16,21-23 13814 0 0 CREATIVE TECHNOLOGY ORD Y1775U107 41 6265 SH DEFINED 15,23,24 4765 0 1500 DANAOS CORPORATION SHS Y1968P105 1184 49493 SH DEFINED 15,23,24 44555 0 4938 DIANA SHIPPING INC COM Y2066G104 1 75 SH DEFINED 12 75 0 0 DIANA SHIPPING INC COM Y2066G104 162 10216 SH DEFINED 15,23,24 9434 0 782 DRYSHIPS INC SHS Y2109Q101 705 39128 SH DEFINED 12 39128 0 0 DRYSHIPS INC SHS Y2109Q101 2602 144481 SH DEFINED 15,23,24 140519 0 3962 DOUBLE HULL TANKERS COM Y21110104 5497 339544 SH DEFINED 15,23,24 279229 0 60315 EAGLE BULK SHIPPING COM Y2187A101 139 8000 SH DEFINED 12 8000 0 0 EAGLE BULK SHIPPING COM Y2187A101 12209 704079 SH DEFINED 15,23,24 551630 0 152448 FLEXTRONICS INTL LTD ORD Y2573F102 297 25879 SH DEFINED 6,10 25879 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 1114 97000 SH DEFINED 6,10,11 97000 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 596 51919 SH DEFINED 12 51919 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 1583 137854 SH DEFINED 14,15,23 137854 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 5797 505000 SH CALL DEFINED 14,15,23 505000 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 3773 328700 SH PUT DEFINED 14,15,23 328700 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 6 482 SH DEFINED 15,16,21-23 482 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 32625 2841875 SH DEFINED 15,23,24 2440346 0 401529 FLEXTRONICS INTL LTD ORD Y2573F102 2296 200000 SH PUT DEFINED 15,23,24 200000 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 664 57800 SH DEFINED 29 57800 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 2972 258859 SH DEFINED 30,38 258859 0 0 GENERAL MARITIME COR SHS Y2692M103 2 65 SH DEFINED 6,10 65 0 0 GENERAL MARITIME COR SHS Y2692M103 65 1846 SH DEFINED 12 1846 0 0 GENERAL MARITIME COR SHS Y2692M103 845 24005 SH DEFINED 15,23,24 20989 0 3016 GENERAL MARITIME COR SHS Y2692M103 70 2000 SH DEFINED 29 2000 0 0 OMI CORP NEW COM Y6476W104 3 130 SH DEFINED 6,10 130 0 0 OMI CORP NEW COM Y6476W104 163 7686 SH DEFINED 12 7686 0 0 OMI CORP NEW COM Y6476W104 483 22800 SH DEFINED 14,15,23 22800 0 0 OMI CORP NEW COM Y6476W104 182 8600 SH CALL DEFINED 14,15,23 8600 0 0 OMI CORP NEW COM Y6476W104 449 21200 SH PUT DEFINED 14,15,23 21200 0 0 OMI CORP NEW COM Y6476W104 1023 48320 SH DEFINED 15,23,24 44073 0 4247 OMI CORP NEW COM Y6476W104 1063 50200 SH DEFINED 30,38 50200 0 0 QUINTANA MARITIME LT SHS Y7169G109 1282 116437 SH DEFINED 15,23,24 94108 0 22329 SEASPAN CORP SHS Y75638109 1151 49800 SH DEFINED 6,10 49800 0 0 SEASPAN CORP SHS Y75638109 525 22700 SH DEFINED 12 22700 0 0 SEASPAN CORP SHS Y75638109 12397 536201 SH DEFINED 15,23,24 461237 0 74964 TEEKAY LNG PARTNERS PRTNRSP UNI Y8564M105 2988 89695 SH DEFINED 15,23,24 68129 0 21565 TEEKAY SHIPPING MARS COM Y8564W103 108 2469 SH DEFINED 6,10 2469 0 0 TEEKAY SHIPPING MARS COM Y8564W103 8 180 SH DEFINED 12 180 0 0 TEEKAY SHIPPING MARS COM Y8564W103 4877 111800 SH CALL DEFINED 14,15,23 111800 0 0 TEEKAY SHIPPING MARS COM Y8564W103 1985 45500 SH PUT DEFINED 14,15,23 45500 0 0 TEEKAY SHIPPING MARS COM Y8564W103 348 7978 SH DEFINED 15,23,24 7260 0 718 TEEKAY SHIPPING MARS COM Y8564W103 23773 545000 SH CALL DEFINED 15,23,24 545000 0 0 TEEKAY SHIPPING MARS COM Y8564W103 70 1600 SH DEFINED 29 1600 0 0 TEEKAY SHIPPING MARS COM Y8564W103 802 18390 SH DEFINED 30,38 18390 0 0 TEEKAY OFFSHORE PART PARTNERSHIP Y8565J101 20145 764239 SH DEFINED 15,23,24 757781 0 6458 VERIGY LTD SHS Y93691106 8 462 SH DEFINED 3,8 0 0 462 VERIGY LTD SHS Y93691106 4 200 SH DEFINED 6,10 200 0 0 VERIGY LTD SHS Y93691106 2 120 SH DEFINED 6,10,11 120 0 0 VERIGY LTD SHS Y93691106 52 2918 SH DEFINED 12 2918 0 0 VERIGY LTD SHS Y93691106 10079 567813 SH DEFINED 15,23,24 435961 0 131852 AAON INC COM PAR $0. 000360206 807 30693 SH DEFINED 15,23,24 29593 0 1100 AAR CORP NOTE 2.875 000361AF2 3716 2280000 PRN DEFINED 15,23,24 2280000 0 0 AAR CORP COM 000361105 272 9320 SH DEFINED 6,10 9320 0 0 AAR CORP COM 000361105 114 3915 SH DEFINED 12 3915 0 0 AAR CORP COM 000361105 217 7422 SH DEFINED 15,23,24 7422 0 0 AAR CORP COM 000361105 388 13300 SH DEFINED 29 13300 0 0 AAR CORP COM 000361105 108 3700 SH DEFINED 30,38 3700 0 0 ABB LTD SPONSORED A 000375204 2 118 SH DEFINED 6,10,11 118 0 0 ABB LTD SPONSORED A 000375204 754 41922 SH DEFINED 12 41922 0 0 ABB LTD SPONSORED A 000375204 577 32100 SH CALL DEFINED 14,15,23 32100 0 0 ABB LTD SPONSORED A 000375204 119 6600 SH PUT DEFINED 14,15,23 6600 0 0 ABB LTD SPONSORED A 000375204 15826 880197 SH DEFINED 15,23,24 675275 0 204922 ABB LTD SPONSORED A 000375204 390 21700 SH DEFINED 30,38 21700 0 0 ABX AIR INC COM 00080S101 78 11227 SH DEFINED 15,23,24 3927 0 7300 ACCO BRANDS CORP COM 00081T108 2 81 SH DEFINED 6,10 81 0 0 ACCO BRANDS CORP COM 00081T108 7 282 SH DEFINED 6,10,11 282 0 0 ACCO BRANDS CORP COM 00081T108 14 516 SH DEFINED 12 516 0 0 ACCO BRANDS CORP COM 00081T108 5972 225619 SH DEFINED 15,23,24 218124 0 7495 A D C TELECOMMUNICAT COM NEW 000886309 7358 506389 SH DEFINED 6,10 506389 0 0 A D C TELECOMMUNICAT COM NEW 000886309 102 7042 SH DEFINED 12 7042 0 0 A D C TELECOMMUNICAT COM NEW 000886309 683 47031 SH DEFINED 14,15,23 47031 0 0 A D C TELECOMMUNICAT COM NEW 000886309 469 32300 SH CALL DEFINED 14,15,23 32300 0 0 A D C TELECOMMUNICAT COM NEW 000886309 3662 252000 SH PUT DEFINED 14,15,23 252000 0 0 A D C TELECOMMUNICAT COM NEW 000886309 2514 173005 SH DEFINED 15,23,24 160813 0 12192 A D C TELECOMMUNICAT COM NEW 000886309 257 17702 SH DEFINED 30,38 17702 0 0 ACM INCOME FUND INC COM 000912105 28 3500 SH DEFINED 6,10,11 3500 0 0 ACM INCOME FUND INC COM 000912105 73 8948 SH DEFINED 12 8948 0 0 ACM INCOME FUND INC COM 000912105 2185 268444 SH DEFINED 15,23,24 215635 0 52809 ACM GOVT OPPORTUNITY COM 000918102 790 94007 SH DEFINED 15,23,24 90466 0 3540 ABN AMRO HLDG NV SPONSORED A 000937102 1445 45093 SH DEFINED 12 45093 0 0 ABN AMRO HLDG NV SPONSORED A 000937102 1242 38760 SH DEFINED 15,23,24 35077 0 3683 ABN AMRO HLDG NV SPONSORED A 000937102 2 66 SH DEFINED 30,38 66 0 0 ACM MUN SECS INCOME COM 000942102 449 42125 SH DEFINED 12 42125 0 0 ACM MUN SECS INCOME COM 000942102 45 4206 SH DEFINED 15,23,24 1140 0 3066 ACM MANAGED DLR INCO COM 000949107 44 5590 SH DEFINED 15,23,24 2351 0 3239 ACM MANAGED DLR INCO COM 000949107 252 32100 SH DEFINED 15,18,23,25,26 32100 0 0 ABM INDS INC COM 000957100 249 10977 SH DEFINED 6,10 10977 0 0 ABM INDS INC COM 000957100 69 3025 SH DEFINED 6,10,11 3025 0 0 ABM INDS INC COM 000957100 6 255 SH DEFINED 12 255 0 0 ABM INDS INC COM 000957100 306 13488 SH DEFINED 15,23,24 12088 0 1400 ABM INDS INC COM 000957100 50 2200 SH DEFINED 29 2200 0 0 ABM INDS INC COM 000957100 266 11700 SH DEFINED 30,38 11700 0 0 AFLAC INC COM 001055102 3121 67848 SH DEFINED 6,10 67848 0 0 AFLAC INC COM 001055102 914 19877 SH DEFINED 6,10,11 19802 0 75 AFLAC INC COM 001055102 585 12724 SH DEFINED 12 12724 0 0 AFLAC INC COM 001055102 121 2633 SH DEFINED 14,15,23 2633 0 0 AFLAC INC COM 001055102 810 17600 SH CALL DEFINED 14,15,23 17600 0 0 AFLAC INC COM 001055102 1527 33200 SH PUT DEFINED 14,15,23 33200 0 0 AFLAC INC COM 001055102 13756 299040 SH DEFINED 15,23,24 224871 0 74168 AGCO CORP NOTE 1.250 001084AM4 7369 7500000 PRN DEFINED 15,23,24 7500000 0 0 AGCO CORP COM 001084102 35 1116 SH DEFINED 6,10 1116 0 0 AGCO CORP COM 001084102 14 450 SH DEFINED 6,10,11 450 0 0 AGCO CORP COM 001084102 97 3130 SH DEFINED 12 3130 0 0 AGCO CORP COM 001084102 5213 168486 SH DEFINED 15,23,24 150576 0 17910 AGCO CORP COM 001084102 715 23100 SH DEFINED 30,38 23100 0 0 AGL RES INC COM 001204106 0 9 SH DEFINED 6,10 9 0 0 AGL RES INC COM 001204106 97 2491 SH DEFINED 6,10,11 2491 0 0 AGL RES INC COM 001204106 31 800 SH DEFINED 12 800 0 0 AGL RES INC COM 001204106 3073 78968 SH DEFINED 15,23,24 68181 0 10786 AES CORP COM 00130H105 1366 61967 SH DEFINED 6,10 61967 0 0 AES CORP COM 00130H105 21820 990000 SH CALL DEFINED 6,10 990000 0 0 AES CORP COM 00130H105 8816 400000 SH PUT DEFINED 6,10 400000 0 0 AES CORP COM 00130H105 284 12900 SH DEFINED 6,10,11 12900 0 0 AES CORP COM 00130H105 206 9369 SH DEFINED 12 9369 0 0 AES CORP COM 00130H105 8737 396400 SH CALL DEFINED 14,15,23 396400 0 0 AES CORP COM 00130H105 3701 167900 SH PUT DEFINED 14,15,23 167900 0 0 AES CORP COM 00130H105 13980 634319 SH DEFINED 15,23,24 544166 0 90153 AES CORP COM 00130H105 8816 400000 SH CALL DEFINED 15,23,24 400000 0 0 AES CORP COM 00130H105 882 40000 SH PUT DEFINED 15,23,24 40000 0 0 AES CORP COM 00130H105 2204 100010 SH DEFINED 30,38 100010 0 0 AK STL HLDG CORP COM 001547108 8 494 SH DEFINED 6,10 494 0 0 AK STL HLDG CORP COM 001547108 2069 122445 SH DEFINED 14,15,23 122445 0 0 AK STL HLDG CORP COM 001547108 1514 89600 SH CALL DEFINED 14,15,23 89600 0 0 AK STL HLDG CORP COM 001547108 6520 385800 SH PUT DEFINED 14,15,23 385800 0 0 AK STL HLDG CORP COM 001547108 396 23414 SH DEFINED 15,23,24 20094 0 3320 AK STL HLDG CORP COM 001547108 627 37100 SH DEFINED 30,38 37100 0 0 AMB PROPERTY CORP COM 00163T109 224 3826 SH DEFINED 6,10 3826 0 0 AMB PROPERTY CORP COM 00163T109 172 2928 SH DEFINED 12 2928 0 0 AMB PROPERTY CORP COM 00163T109 9536 162700 SH DEFINED 13,30 162700 0 0 AMB PROPERTY CORP COM 00163T109 1381 23567 SH DEFINED 15,23,24 22891 0 676 AMN HEALTHCARE SERVI COM 001744101 236 8570 SH DEFINED 6,10 8570 0 0 AMN HEALTHCARE SERVI COM 001744101 64 2339 SH DEFINED 12 2339 0 0 AMN HEALTHCARE SERVI COM 001744101 443 16077 SH DEFINED 15,23,24 15522 0 555 AMR CORP NOTE 4.500 001765BB1 8962 5906000 PRN DEFINED 15,23,24 5906000 0 0 AMR CORP COM 001765106 141 4676 SH DEFINED 6,10 4676 0 0 AMR CORP COM 001765106 200 6620 SH DEFINED 12 6620 0 0 AMR CORP COM 001765106 40170 1328800 SH CALL DEFINED 14,15,23 1328800 0 0 AMR CORP COM 001765106 47231 1562400 SH PUT DEFINED 14,15,23 1562400 0 0 AMR CORP COM 001765106 9092 300757 SH DEFINED 15,23,24 239688 0 61069 AMR CORP COM 001765106 12307 407100 SH CALL DEFINED 15,23,24 407100 0 0 AMR CORP COM 001765106 11185 370000 SH PUT DEFINED 15,23,24 370000 0 0 AMR CORP COM 001765106 233 7710 SH DEFINED 29 7710 0 0 AMR CORP COM 001765106 224 7400 SH DEFINED 30,38 7400 0 0 A S V INC COM 001963107 84 5175 SH DEFINED 6,10 5175 0 0 A S V INC COM 001963107 56 3436 SH DEFINED 12 3436 0 0 A S V INC COM 001963107 460 28269 SH DEFINED 15,23,24 27286 0 983 A S V INC COM 001963107 120 7384 SH DEFINED 29 7384 0 0 AP PHARMA INC COM 00202J104 157 114369 SH DEFINED 15,23,24 80207 0 34162 AT&T INC COM 00206R102 7659 214225 SH DEFINED 3,8 0 0 214225 AT&T INC COM 00206R102 152569 4267663 SH DEFINED 6,10 4111150 0 156513 AT&T INC COM 00206R102 760 21261 SH DEFINED 6,10,11 21261 0 0 AT&T INC COM 00206R102 91012 2545781 SH DEFINED 12 2545781 0 0 AT&T INC COM 00206R102 27188 760500 SH CALL DEFINED 14,15,23 760500 0 0 AT&T INC COM 00206R102 11143 311700 SH PUT DEFINED 14,15,23 311700 0 0 AT&T INC COM 00206R102 296347 8289427 SH DEFINED 15,23,24 7518260 0 771166 AT&T INC COM 00206R102 36790 1029100 SH CALL DEFINED 15,23,24 1029100 0 0 AT&T INC COM 00206R102 30127 842700 SH PUT DEFINED 15,23,24 841800 0 900 AT&T INC COM 00206R102 56073 1568467 SH DEFINED 15,18,23,25,26 1568467 0 0 AT&T INC COM 00206R102 1219 34100 SH DEFINED 29 34100 0 0 AT&T INC COM 00206R102 7726 216100 SH DEFINED 30,38 216100 0 0 ATMI INC COM 00207R101 280 9156 SH DEFINED 6,10 9156 0 0 ATMI INC COM 00207R101 129 4218 SH DEFINED 12 4218 0 0 ATMI INC COM 00207R101 489 16027 SH DEFINED 15,23,24 15702 0 325 ATMI INC COM 00207R101 289 9480 SH DEFINED 29 9480 0 0 ATP OIL & GAS CORP COM 00208J108 3809 96260 SH DEFINED 15,23,24 95471 0 789 ATP OIL & GAS CORP COM 00208J108 5936 150000 SH PUT DEFINED 15,23,24 150000 0 0 AU OPTRONICS CORP SPONSORED A 002255107 271 19616 SH DEFINED 12 19616 0 0 AU OPTRONICS CORP SPONSORED A 002255107 776 56190 SH DEFINED 14,15,23 56190 0 0 AU OPTRONICS CORP SPONSORED A 002255107 340 24600 SH CALL DEFINED 14,15,23 24600 0 0 AU OPTRONICS CORP SPONSORED A 002255107 1561 113026 SH PUT DEFINED 14,15,23 113026 0 0 AU OPTRONICS CORP SPONSORED A 002255107 2668 193204 SH DEFINED 15,16,21-23 193204 0 0 AU OPTRONICS CORP SPONSORED A 002255107 2475 179243 SH DEFINED 15,23,24 149269 0 29974 AU OPTRONICS CORP SPONSORED A 002255107 352 25464 SH DEFINED 30,38 25464 0 0 AVI BIOPHARMA INC COM 002346104 29 9056 SH DEFINED 14,15,23 9056 0 0 AVI BIOPHARMA INC COM 002346104 59 18400 SH CALL DEFINED 14,15,23 18400 0 0 AVI BIOPHARMA INC COM 002346104 180 56700 SH PUT DEFINED 14,15,23 56700 0 0 AVI BIOPHARMA INC COM 002346104 60 18908 SH DEFINED 15,23,24 18908 0 0 AVX CORP NEW COM 002444107 10 656 SH DEFINED 6,10 656 0 0 AVX CORP NEW COM 002444107 2 123 SH DEFINED 12 123 0 0 AVX CORP NEW COM 002444107 110 7405 SH DEFINED 15,23,24 6835 0 570 AVX CORP NEW COM 002444107 836 56500 SH DEFINED 30,38 56500 0 0 AXT INC COM 00246W103 574 121571 SH DEFINED 15,23,24 119061 0 2510 AZZ INC COM 002474104 300 5868 SH DEFINED 15,23,24 5655 0 213 AARON RENTS INC COM 002535201 353 12251 SH DEFINED 6,10 12251 0 0 AARON RENTS INC COM 002535201 157 5445 SH DEFINED 12 5445 0 0 AARON RENTS INC COM 002535201 150 5195 SH DEFINED 15,23,24 5195 0 0 AARON RENTS INC COM 002535201 138 4780 SH DEFINED 29 4780 0 0 ABBOTT LABS COM 002824100 169 3478 SH DEFINED 3,8 0 0 3478 ABBOTT LABS COM 002824100 50275 1032138 SH DEFINED 6,10 1032138 0 0 ABBOTT LABS COM 002824100 23454 481500 SH CALL DEFINED 6,10 481500 0 0 ABBOTT LABS COM 002824100 9138 187606 SH DEFINED 6,10,11 184884 0 2722 ABBOTT LABS COM 002824100 34963 717772 SH DEFINED 12 717772 0 0 ABBOTT LABS COM 002824100 11559 237300 SH CALL DEFINED 14,15,23 237300 0 0 ABBOTT LABS COM 002824100 12436 255300 SH PUT DEFINED 14,15,23 255300 0 0 ABBOTT LABS COM 002824100 85761 1760650 SH DEFINED 15,23,24 1435054 0 325596 ABBOTT LABS COM 002824100 97 2000 SH CALL DEFINED 15,23,24 2000 0 0 ABBOTT LABS COM 002824100 14175 291000 SH PUT DEFINED 15,23,24 291000 0 0 ABBOTT LABS COM 002824100 2060 42300 SH DEFINED 15,18,23,25,26 42300 0 0 ABBOTT LABS COM 002824100 848 17400 SH DEFINED 29 17400 0 0 ABBOTT LABS COM 002824100 4871 100000 SH DEFINED 30,38 100000 0 0 ABER DIAMOND CORP COM 002893105 29 802 SH DEFINED 6,10 802 0 0 ABER DIAMOND CORP COM 002893105 111 3023 SH DEFINED 15,23,24 2523 0 500 ABER DIAMOND CORP COM 002893105 4168 113600 SH DEFINED 30,38 113600 0 0 ABERCROMBIE & FITCH CL A 002896207 2286 32832 SH DEFINED 6,10 32832 0 0 ABERCROMBIE & FITCH CL A 002896207 1207 17340 SH DEFINED 6,10,11 17340 0 0 ABERCROMBIE & FITCH CL A 002896207 172 2471 SH DEFINED 12 2471 0 0 ABERCROMBIE & FITCH CL A 002896207 2454 35240 SH DEFINED 14,15,23 35240 0 0 ABERCROMBIE & FITCH CL A 002896207 13564 194800 SH CALL DEFINED 14,15,23 194800 0 0 ABERCROMBIE & FITCH CL A 002896207 16593 238300 SH PUT DEFINED 14,15,23 238300 0 0 ABERCROMBIE & FITCH CL A 002896207 8854 127164 SH DEFINED 15,23,24 92136 0 35028 ABERCROMBIE & FITCH CL A 002896207 508 7300 SH DEFINED 30,38 7300 0 0 ABBEY NATL PLC GDR 7.375% 002920809 886 34790 SH DEFINED 15,23,24 27720 0 7070 ABERDEEN ASIA PACIFI COM 003009107 15 2406 SH DEFINED 12 2406 0 0 ABERDEEN ASIA PACIFI COM 003009107 21386 3438191 SH DEFINED 15,23,24 3056419 0 381771 ABERDEEN AUSTRALIA E COM 003011103 334 23957 SH DEFINED 15,23,24 20157 0 3800 ABERDEEN GLOBAL INCO COM 003013109 992 74154 SH DEFINED 15,23,24 59564 0 14590 ABINGTON CMNTY BANCO COM 00350R106 4 210 SH DEFINED 15,23,24 210 0 0 ABINGTON CMNTY BANCO COM 00350R106 1687 87932 SH DEFINED 30,38 87932 0 0 ABIOMED INC COM 003654100 255 18073 SH DEFINED 15,23,24 9618 0 8455 ABIOMED INC COM 003654100 423 30000 SH DEFINED 30,38 30000 0 0 ABRAXIS BIOSCIENCE I COM 00383E106 3 100 SH DEFINED 6,10,11 100 0 0 ABRAXIS BIOSCIENCE I COM 00383E106 430 15715 SH DEFINED 12 15715 0 0 ABRAXIS BIOSCIENCE I COM 00383E106 2147 78541 SH DEFINED 14,15,23 78541 0 0 ABRAXIS BIOSCIENCE I COM 00383E106 2428 88800 SH CALL DEFINED 14,15,23 88800 0 0 ABRAXIS BIOSCIENCE I COM 00383E106 4489 164200 SH PUT DEFINED 14,15,23 164200 0 0 ABRAXIS BIOSCIENCE I COM 00383E106 1047 38294 SH DEFINED 15,23,24 35757 0 2537 ABRAXIS BIOSCIENCE I COM 00383E106 232 8493 SH DEFINED 30,38 8493 0 0 ACACIA RESH CORP COMBIMTRX 003881208 42 53199 SH DEFINED 15,23,24 53199 0 0 ACACIA RESH CORP ACACIA TCH 003881307 1744 130314 SH DEFINED 13,30 130314 0 0 ACACIA RESH CORP ACACIA TCH 003881307 24 1757 SH DEFINED 15,23,24 1757 0 0 ABITIBI-CONSOLIDATED COM 003924107 668 260857 SH DEFINED 6,10 260857 0 0 ABITIBI-CONSOLIDATED COM 003924107 341 133217 SH DEFINED 15,23,24 128072 0 5145 ABITIBI-CONSOLIDATED COM 003924107 512 200000 SH DEFINED 30,38 200000 0 0 ACADIA PHARMACEUTICA COM 004225108 230 26141 SH DEFINED 15,23,24 26141 0 0 ACADIA PHARMACEUTICA COM 004225108 264 30000 SH DEFINED 30,38 30000 0 0 ACADIA RLTY TR COM SH BEN 004239109 200 8003 SH DEFINED 6,10 8003 0 0 ACADIA RLTY TR COM SH BEN 004239109 20 790 SH DEFINED 12 790 0 0 ACADIA RLTY TR COM SH BEN 004239109 237 9491 SH DEFINED 15,23,24 6991 0 2500 ACCREDITED HOME LEND COM 00437P107 21 776 SH DEFINED 6,10 776 0 0 ACCREDITED HOME LEND COM 00437P107 3 108 SH DEFINED 12 108 0 0 ACCREDITED HOME LEND COM 00437P107 2094 76548 SH DEFINED 14,15,23 76548 0 0 ACCREDITED HOME LEND COM 00437P107 4617 168800 SH CALL DEFINED 14,15,23 168800 0 0 ACCREDITED HOME LEND COM 00437P107 5177 189300 SH PUT DEFINED 14,15,23 189300 0 0 ACCREDITED HOME LEND COM 00437P107 312 11412 SH DEFINED 15,23,24 11412 0 0 ACCREDITED HOME LEND COM 00437P107 5120 187200 SH CALL DEFINED 15,23,24 187200 0 0 ACCREDITED HOME LEND COM 00437P107 19 682 SH DEFINED 30,38 682 0 0 ACCURIDE CORP COM 004398103 482 42829 SH DEFINED 15,23,24 36519 0 6310 ACERGY S A SPONSORED A 00443E104 131 6867 SH DEFINED 15,23,24 4658 0 2209 ACERGY S A SPONSORED A 00443E104 478 25061 SH DEFINED 30,38 25061 0 0 ACORDA THERAPEUTICS COM 00484M106 2930 185000 SH DEFINED 15,23 185000 0 0 ACORDA THERAPEUTICS COM 00484M106 466 29441 SH DEFINED 15,23,24 29441 0 0 ACTIVISION INC NEW COM NEW 004930202 12 713 SH DEFINED 6,10 713 0 0 ACTIVISION INC NEW COM NEW 004930202 28 1630 SH DEFINED 6,10,11 1630 0 0 ACTIVISION INC NEW COM NEW 004930202 182 10572 SH DEFINED 12 10572 0 0 ACTIVISION INC NEW COM NEW 004930202 30 1737 SH DEFINED 14,15,23 1737 0 0 ACTIVISION INC NEW COM NEW 004930202 3905 226509 SH CALL DEFINED 14,15,23 226509 0 0 ACTIVISION INC NEW COM NEW 004930202 357 20720 SH PUT DEFINED 14,15,23 20720 0 0 ACTIVISION INC NEW COM NEW 004930202 2562 148603 SH DEFINED 15,23,24 136031 0 12572 ACTEL CORP COM 004934105 119 6561 SH DEFINED 6,10 6561 0 0 ACTEL CORP COM 004934105 9 508 SH DEFINED 12 508 0 0 ACTEL CORP COM 004934105 174 9595 SH DEFINED 15,23,24 9595 0 0 ACTIVE POWER INC COM 00504W100 17 6380 SH DEFINED 12 6380 0 0 ACTIVE POWER INC COM 00504W100 29 11224 SH DEFINED 15,23,24 11224 0 0 ACTIONS SEMICONDUCTO ADR 00507E107 40 4860 SH DEFINED 12 4860 0 0 ACTIONS SEMICONDUCTO ADR 00507E107 86 10346 SH DEFINED 15,23,24 10346 0 0 ACTUANT CORP CL A NEW 00508X203 3 66 SH DEFINED 6,10 66 0 0 ACTUANT CORP CL A NEW 00508X203 50 1047 SH DEFINED 12 1047 0 0 ACTUANT CORP CL A NEW 00508X203 349 7321 SH DEFINED 15,23,24 7276 0 45 ACTUANT CORP CL A NEW 00508X203 347 7287 SH DEFINED 29 7287 0 0 ACUITY BRANDS INC COM 00508Y102 595 11433 SH DEFINED 6,10 11433 0 0 ACUITY BRANDS INC COM 00508Y102 348 6680 SH DEFINED 6,10,11 6680 0 0 ACUITY BRANDS INC COM 00508Y102 33 625 SH DEFINED 12 625 0 0 ACUITY BRANDS INC COM 00508Y102 850 16338 SH DEFINED 15,23,24 16030 0 308 ACUITY BRANDS INC COM 00508Y102 68 1300 SH DEFINED 29 1300 0 0 ACUITY BRANDS INC COM 00508Y102 380 7300 SH DEFINED 30,38 7300 0 0 ACXIOM CORP COM 005125109 4 153 SH DEFINED 6,10 153 0 0 ACXIOM CORP COM 005125109 55 2136 SH DEFINED 12 2136 0 0 ACXIOM CORP COM 005125109 200 7782 SH DEFINED 15,23,24 7532 0 250 ACXIOM CORP COM 005125109 662 25804 SH DEFINED 30,38 25804 0 0 ADAMS EXPRESS CO COM 006212104 1242 89568 SH DEFINED 15,23,24 66643 0 22925 ADAPTEC INC NOTE 0.750 00651FAG3 4506 5000000 PRN DEFINED 6,10 5000000 0 0 ADAPTEC INC NOTE 0.750 00651FAG3 18 20000 PRN DEFINED 15,23,24 20000 0 0 ADAPTEC INC COM 00651F108 138 29584 SH DEFINED 6,10 29584 0 0 ADAPTEC INC COM 00651F108 580 124400 SH CALL DEFINED 14,15,23 124400 0 0 ADAPTEC INC COM 00651F108 181 38800 SH PUT DEFINED 14,15,23 38800 0 0 ADAPTEC INC COM 00651F108 420 90089 SH DEFINED 15,23,24 84705 0 5384 ADECCO SA SPONSORED A 006754105 330 19290 SH DEFINED 12 19290 0 0 ADECCO SA SPONSORED A 006754105 253 14772 SH DEFINED 15,23,24 11300 0 3472 ADESA INC COM 00686U104 540 19459 SH DEFINED 6,10 19459 0 0 ADESA INC COM 00686U104 85 3050 SH DEFINED 12 3050 0 0 ADESA INC COM 00686U104 143 5150 SH DEFINED 15,23,24 5050 0 100 ADESA INC COM 00686U104 330 11900 SH DEFINED 30,38 11900 0 0 ADMINISTAFF INC COM 007094105 262 6130 SH DEFINED 6,10 6130 0 0 ADMINISTAFF INC COM 007094105 99 2306 SH DEFINED 12 2306 0 0 ADMINISTAFF INC COM 007094105 803 18786 SH DEFINED 15,23,24 17328 0 1458 ADMINISTAFF INC COM 007094105 423 9900 SH DEFINED 30,38 9900 0 0 ADOBE SYS INC COM 00724F101 4241 103133 SH DEFINED 6,10 103133 0 0 ADOBE SYS INC COM 00724F101 52 1270 SH DEFINED 6,10,11 1270 0 0 ADOBE SYS INC COM 00724F101 2407 58528 SH DEFINED 12 58528 0 0 ADOBE SYS INC COM 00724F101 10146 246732 SH DEFINED 14,15,23 246732 0 0 ADOBE SYS INC COM 00724F101 8541 207700 SH CALL DEFINED 14,15,23 207700 0 0 ADOBE SYS INC COM 00724F101 23841 579800 SH PUT DEFINED 14,15,23 579800 0 0 ADOBE SYS INC COM 00724F101 46014 1119017 SH DEFINED 15,23,24 978802 0 140214 ADOBE SYS INC COM 00724F101 4 100 SH CALL DEFINED 15,23,24 100 0 0 ADOBE SYS INC COM 00724F101 43077 1047600 SH PUT DEFINED 15,23,24 1047600 0 0 ADOBE SYS INC COM 00724F101 1178 28640 SH DEFINED 29 28640 0 0 ADOLOR CORP COM 00724X102 177 23600 SH CALL DEFINED 14,15,23 23600 0 0 ADOLOR CORP COM 00724X102 153 20300 SH PUT DEFINED 14,15,23 20300 0 0 ADOLOR CORP COM 00724X102 3760 500000 SH DEFINED 15,23 500000 0 0 ADOLOR CORP COM 00724X102 50 6598 SH DEFINED 15,23,24 6598 0 0 ADOLOR CORP COM 00724X102 4 500 SH PUT DEFINED 15,23,24 500 0 0 ADOLOR CORP COM 00724X102 8972 1193100 SH DEFINED 15,18,23,25,26 1193100 0 0 ADOLOR CORP COM 00724X102 145 19300 SH DEFINED 29 19300 0 0 ADTRAN INC COM 00738A106 8 370 SH DEFINED 6,10 370 0 0 ADTRAN INC COM 00738A106 1234 54340 SH DEFINED 6,10,11 54340 0 0 ADTRAN INC COM 00738A106 27 1200 SH DEFINED 12 1200 0 0 ADTRAN INC COM 00738A106 2452 108000 SH CALL DEFINED 14,15,23 108000 0 0 ADTRAN INC COM 00738A106 604 26600 SH PUT DEFINED 14,15,23 26600 0 0 ADTRAN INC COM 00738A106 1664 73322 SH DEFINED 15,23,24 69497 0 3825 ADTRAN INC COM 00738A106 567 24981 SH DEFINED 30,38 24981 0 0 ADVANCE AMER CASH AD COM 00739W107 8 525 SH DEFINED 12 525 0 0 ADVANCE AMER CASH AD COM 00739W107 4733 323064 SH DEFINED 15,23,24 287741 0 35323 ADVANCE AMER CASH AD COM 00739W107 79 5400 SH DEFINED 29 5400 0 0 ADVANCE AMER CASH AD COM 00739W107 287 19600 SH DEFINED 30,38 19600 0 0 ADVANCE AUTO PARTS I COM 00751Y106 8 211 SH DEFINED 6,10 211 0 0 ADVANCE AUTO PARTS I COM 00751Y106 32 891 SH DEFINED 12 891 0 0 ADVANCE AUTO PARTS I COM 00751Y106 1960 55122 SH DEFINED 15,23,24 52097 0 3025 ADVANCE AUTO PARTS I COM 00751Y106 338 9500 SH DEFINED 30,38 9500 0 0 ADVANCED MAGNETICS I COM 00753P103 436 7300 SH CALL DEFINED 14,15,23 7300 0 0 ADVANCED MAGNETICS I COM 00753P103 579 9700 SH PUT DEFINED 14,15,23 9700 0 0 ADVANCED MAGNETICS I COM 00753P103 30 500 SH DEFINED 15,23,24 500 0 0 ADVANCED SEMICONDUCT SPONSORED A 00756M404 181 31979 SH DEFINED 15,16,21-23 31979 0 0 ADVANCED SEMICONDUCT SPONSORED A 00756M404 17 3080 SH DEFINED 15,23,24 2930 0 150 ADVANCED SEMICONDUCT SPONSORED A 00756M404 86 15200 SH DEFINED 29 15200 0 0 ADVO INC COM 007585102 264 8088 SH DEFINED 6,10 8088 0 0 ADVO INC COM 007585102 33 1009 SH DEFINED 15,23,24 1009 0 0 ADVANTAGE ENERGY INC TR UNIT 00762L101 1765 165218 SH DEFINED 15,23,24 137704 0 27513 ADVANTAGE ENERGY INC TR UNIT 00762L101 2244 210120 SH DEFINED 30,38 210120 0 0 ADVANCED MEDICAL OPT NOTE 2.500 00763MAG3 10 10000 PRN DEFINED 15,23,24 10000 0 0 ADVANCED MEDICAL OPT COM 00763M108 0 7 SH DEFINED 6,10 7 0 0 ADVANCED MEDICAL OPT COM 00763M108 95 2686 SH DEFINED 12 2686 0 0 ADVANCED MEDICAL OPT COM 00763M108 2714 77108 SH DEFINED 14,15,23 77108 0 0 ADVANCED MEDICAL OPT COM 00763M108 3798 107900 SH CALL DEFINED 14,15,23 107900 0 0 ADVANCED MEDICAL OPT COM 00763M108 8100 230100 SH PUT DEFINED 14,15,23 230100 0 0 ADVANCED MEDICAL OPT COM 00763M108 422 11987 SH DEFINED 15,23,24 11482 0 505 ADVANCED MEDICAL OPT COM 00763M108 532 15100 SH DEFINED 30,38 15100 0 0 ADVENT CLAYMORE CV S COM 00764C109 2689 95093 SH DEFINED 15,23,24 85787 0 9305 ADVENT CLAYMORE ENH COM 00765E104 194 10035 SH DEFINED 15,23,24 9467 0 568 ADVANCED LIFE SCIENC COM 00765H107 2372 872052 SH DEFINED 30,38 872052 0 0 AEROFLEX INC COM 007768104 217 18521 SH DEFINED 6,10 18521 0 0 AEROFLEX INC COM 007768104 74 6294 SH DEFINED 12 6294 0 0 AEROFLEX INC COM 007768104 298 25425 SH DEFINED 15,23,24 25275 0 150 AEROFLEX INC COM 007768104 322 27450 SH DEFINED 30,38 27450 0 0 AEROPOSTALE COM 007865108 8 247 SH DEFINED 6,10 247 0 0 AEROPOSTALE COM 007865108 17 555 SH DEFINED 12 555 0 0 AEROPOSTALE COM 007865108 895 29000 SH CALL DEFINED 14,15,23 29000 0 0 AEROPOSTALE COM 007865108 778 25200 SH PUT DEFINED 14,15,23 25200 0 0 AEROPOSTALE COM 007865108 2378 77030 SH DEFINED 15,23,24 61423 0 15607 AEROPOSTALE COM 007865108 179 5800 SH DEFINED 29 5800 0 0 AEROPOSTALE COM 007865108 6517 211100 SH DEFINED 30,38 211100 0 0 ADVANCED MICRO DEVIC COM 007903107 4203 206535 SH DEFINED 6,10 206535 0 0 ADVANCED MICRO DEVIC COM 007903107 182 8952 SH DEFINED 6,10,11 8952 0 0 ADVANCED MICRO DEVIC COM 007903107 2053 100904 SH DEFINED 12 100904 0 0 ADVANCED MICRO DEVIC COM 007903107 52556 2582600 SH CALL DEFINED 14,15,23 2582600 0 0 ADVANCED MICRO DEVIC COM 007903107 18510 909600 SH PUT DEFINED 14,15,23 909600 0 0 ADVANCED MICRO DEVIC COM 007903107 5138 252480 SH DEFINED 2,5,6,9,10,17,19,20,27 252480 0 0 ADVANCED MICRO DEVIC COM 007903107 15711 772034 SH DEFINED 15,23,24 645027 0 127007 ADVANCED MICRO DEVIC COM 007903107 716 35200 SH CALL DEFINED 15,23,24 35200 0 0 ADVANCED MICRO DEVIC COM 007903107 14754 725000 SH PUT DEFINED 15,23,24 725000 0 0 ADVANCED MICRO DEVIC COM 007903107 3767 185120 SH DEFINED 30,38 185120 0 0 AEGON N V ORD AMER RE 007924103 1052 55495 SH DEFINED 12 55495 0 0 AEGON N V ORD AMER RE 007924103 3150 166207 SH DEFINED 15,23,24 134645 0 31561 AEGON N V ORD AMER RE 007924103 351 18500 SH DEFINED 29 18500 0 0 AEGON N V ORD AMER RE 007924103 550 29000 SH DEFINED 30,38 29000 0 0 ADVANTA CORP CL A 007942105 5972 150000 SH DEFINED 6,10 150000 0 0 ADVANTA CORP CL A 007942105 51 1289 SH DEFINED 15,23,24 1289 0 0 ADVANCED ENVIRON REC CL A 007947104 29 14249 SH DEFINED 15,23,24 14000 0 249 ADVANCED ENERGY INDS COM 007973100 168 8916 SH DEFINED 6,10 8916 0 0 ADVANCED ENERGY INDS COM 007973100 63 3360 SH DEFINED 12 3360 0 0 ADVANCED ENERGY INDS COM 007973100 310 16405 SH DEFINED 15,23,24 14140 0 2265 ADVANCED ENERGY INDS COM 007973100 115 6089 SH DEFINED 30,38 6089 0 0 ADVENT SOFTWARE INC COM 007974108 0 2 SH DEFINED 6,10 2 0 0 ADVENT SOFTWARE INC COM 007974108 8 220 SH DEFINED 6,10,11 220 0 0 ADVENT SOFTWARE INC COM 007974108 37 1055 SH DEFINED 12 1055 0 0 ADVENT SOFTWARE INC COM 007974108 27044 766349 SH DEFINED 15,23,24 729527 0 36822 AES TR III PFD CV 6.75 00808N202 36 736 SH DEFINED 12 736 0 0 AES TR III PFD CV 6.75 00808N202 2764 56117 SH DEFINED 15,23,24 30378 0 25739 AETRIUM INC COM 00817R103 646 181546 SH DEFINED 15,23,24 107015 0 74531 AETNA INC NEW COM 00817Y108 332 7700 SH DEFINED 3,8 0 0 7700 AETNA INC NEW COM 00817Y108 2618 60638 SH DEFINED 6,10 60638 0 0 AETNA INC NEW COM 00817Y108 4404 102000 SH CALL DEFINED 6,10 102000 0 0 AETNA INC NEW COM 00817Y108 7082 164000 SH PUT DEFINED 6,10 164000 0 0 AETNA INC NEW COM 00817Y108 320 7400 SH DEFINED 6,10,11 6400 0 1000 AETNA INC NEW COM 00817Y108 23320 540070 SH DEFINED 12 540070 0 0 AETNA INC NEW COM 00817Y108 27269 631519 SH DEFINED 14,15,23 631519 0 0 AETNA INC NEW COM 00817Y108 17553 406500 SH CALL DEFINED 14,15,23 406500 0 0 AETNA INC NEW COM 00817Y108 54700 1266800 SH PUT DEFINED 14,15,23 1266800 0 0 AETNA INC NEW COM 00817Y108 17068 395283 SH DEFINED 15,23,24 291416 0 103867 AETNA INC NEW COM 00817Y108 9 200 SH CALL DEFINED 15,23,24 200 0 0 AETNA INC NEW COM 00817Y108 168 3880 SH DEFINED 30,38 3880 0 0 AFFILIATED COMPUTER CL A 008190100 519 10624 SH DEFINED 6,10 10624 0 0 AFFILIATED COMPUTER CL A 008190100 49 994 SH DEFINED 6,10,11 994 0 0 AFFILIATED COMPUTER CL A 008190100 20 403 SH DEFINED 12 403 0 0 AFFILIATED COMPUTER CL A 008190100 1666 34120 SH DEFINED 14,15,23 34120 0 0 AFFILIATED COMPUTER CL A 008190100 1954 40000 SH CALL DEFINED 14,15,23 40000 0 0 AFFILIATED COMPUTER CL A 008190100 5050 103400 SH PUT DEFINED 14,15,23 103400 0 0 AFFILIATED COMPUTER CL A 008190100 2540 52007 SH DEFINED 15,23,24 48565 0 3442 AFFILIATED COMPUTER CL A 008190100 73 1500 SH DEFINED 30,38 1500 0 0 AFFILIATED MANAGERS DBCV 008252AE8 68227 26185000 PRN DEFINED 15,23,24 26185000 0 0 AFFILIATED MANAGERS COM 008252108 591 5617 SH DEFINED 12 5617 0 0 AFFILIATED MANAGERS COM 008252108 1630 15507 SH DEFINED 15,23,24 14936 0 571 AFFILIATED MANAGERS COM 008252108 163 1550 SH DEFINED 29 1550 0 0 AFFYMETRIX INC COM 00826T108 40 1714 SH DEFINED 6,10 1714 0 0 AFFYMETRIX INC COM 00826T108 1416 61400 SH CALL DEFINED 14,15,23 61400 0 0 AFFYMETRIX INC COM 00826T108 913 39600 SH PUT DEFINED 14,15,23 39600 0 0 AFFYMETRIX INC COM 00826T108 373 16177 SH DEFINED 15,23,24 14503 0 1674 AFFORDABLE RESIDENTI COM 008273104 1 124 SH DEFINED 12 124 0 0 AFFORDABLE RESIDENTI COM 008273104 158 13524 SH DEFINED 15,23,24 13381 0 143 AGERE SYS INC NOTE 6.500 00845VAA8 75 74000 PRN DEFINED 12 74000 0 0 AGERE SYS INC NOTE 6.500 00845VAA8 6497 6385000 PRN DEFINED 15,23,24 6385000 0 0 AGERE SYS INC NOTE 6.500 00845VAA8 17298 17000000 PRN DEFINED 30,38 17000000 0 0 AGERE SYS INC COM 00845V308 176 9194 SH DEFINED 6,10 9194 0 0 AGERE SYS INC COM 00845V308 98 5128 SH DEFINED 12 5128 0 0 AGERE SYS INC COM 00845V308 330 17200 SH DEFINED 14,15,23 17200 0 0 AGERE SYS INC COM 00845V308 978 51000 SH CALL DEFINED 14,15,23 51000 0 0 AGERE SYS INC COM 00845V308 1003 52300 SH PUT DEFINED 14,15,23 52300 0 0 AGERE SYS INC COM 00845V308 1050 54795 SH DEFINED 15,23,24 49868 0 4927 AGERE SYS INC COM 00845V308 22 1143 SH DEFINED 15,18,23,25,26 1143 0 0 AGERE SYS INC COM 00845V308 479 25000 SH DEFINED 30,38 25000 0 0 AGILENT TECHNOLOGIES COM 00846U101 1318 37812 SH DEFINED 6,10 37812 0 0 AGILENT TECHNOLOGIES COM 00846U101 106 3040 SH DEFINED 6,10,11 3040 0 0 AGILENT TECHNOLOGIES COM 00846U101 959 27513 SH DEFINED 12 27513 0 0 AGILENT TECHNOLOGIES COM 00846U101 6970 200000 SH CALL DEFINED 14,15,23 200000 0 0 AGILENT TECHNOLOGIES COM 00846U101 5172 148400 SH PUT DEFINED 14,15,23 148400 0 0 AGILENT TECHNOLOGIES COM 00846U101 19655 563996 SH DEFINED 15,23,24 457954 0 106042 AGILENT TECHNOLOGIES COM 00846U101 34850 1000000 SH CALL DEFINED 15,23,24 1000000 0 0 AGILENT TECHNOLOGIES COM 00846U101 1715 49200 SH PUT DEFINED 15,23,24 49200 0 0 AGILE SOFTWARE CORP COM 00846X105 51 8214 SH DEFINED 6,10 8214 0 0 AGILE SOFTWARE CORP COM 00846X105 39 6343 SH DEFINED 15,23,24 6343 0 0 AGILYSYS INC COM 00847J105 129 7711 SH DEFINED 6,10 7711 0 0 AGILYSYS INC COM 00847J105 194 11593 SH DEFINED 15,23,24 11493 0 100 AGNICO EAGLE MINES L COM 008474108 68 1654 SH DEFINED 6,10 1654 0 0 AGNICO EAGLE MINES L COM 008474108 8 200 SH DEFINED 12 200 0 0 AGNICO EAGLE MINES L COM 008474108 3033 73547 SH DEFINED 14,15,23 73547 0 0 AGNICO EAGLE MINES L COM 008474108 3621 87800 SH CALL DEFINED 14,15,23 87800 0 0 AGNICO EAGLE MINES L COM 008474108 7786 188800 SH PUT DEFINED 14,15,23 188800 0 0 AGNICO EAGLE MINES L COM 008474108 6839 165846 SH DEFINED 15,23,24 133818 0 32028 AGNICO EAGLE MINES L COM 008474108 87 2100 SH DEFINED 29 2100 0 0 AGNICO EAGLE MINES L COM 008474108 25 600 SH DEFINED 30,38 600 0 0 AIM SELECT REAL ESTA SHS 00888R107 14 862 SH DEFINED 6,10,11 862 0 0 AIM SELECT REAL ESTA SHS 00888R107 1344 80600 SH DEFINED 15,23 80600 0 0 AIM SELECT REAL ESTA SHS 00888R107 7558 453398 SH DEFINED 15,23,24 367163 0 86235 AIM SELECT REAL ESTA SHS 00888R107 1604 96200 SH DEFINED 30,38 96200 0 0 AGRIUM INC COM 008916108 608 19300 SH DEFINED 3,8 0 0 19300 AGRIUM INC COM 008916108 236 7491 SH DEFINED 6,10 7491 0 0 AGRIUM INC COM 008916108 377 11975 SH DEFINED 6,10,11 11975 0 0 AGRIUM INC COM 008916108 114 3615 SH DEFINED 12 3615 0 0 AGRIUM INC COM 008916108 2183 69332 SH DEFINED 15,23,24 47895 0 21437 AGRIUM INC COM 008916108 224 7100 SH DEFINED 29 7100 0 0 AIR FRANCE KLM SPONSORED A 009119108 29 689 SH DEFINED 12 689 0 0 AIR FRANCE KLM SPONSORED A 009119108 947 22613 SH DEFINED 15,23,24 16856 0 5757 AIR METHODS CORP COM PAR $.0 009128307 287 10271 SH DEFINED 15,23,24 10150 0 121 AIR PRODS & CHEMS IN COM 009158106 636 9053 SH DEFINED 3,8 0 0 9053 AIR PRODS & CHEMS IN COM 009158106 1416 20143 SH DEFINED 6,10 20143 0 0 AIR PRODS & CHEMS IN COM 009158106 155 2209 SH DEFINED 6,10,11 2209 0 0 AIR PRODS & CHEMS IN COM 009158106 17649 251118 SH DEFINED 12 251118 0 0 AIR PRODS & CHEMS IN COM 009158106 12390 176301 SH DEFINED 15,23,24 149220 0 27081 AIR T INC COM 009207101 211 24028 SH DEFINED 15,23,24 22578 0 1450 AIRGAS INC COM 009363102 0 9 SH DEFINED 6,10 9 0 0 AIRGAS INC COM 009363102 2855 70447 SH DEFINED 15,23,24 67824 0 2623 AIRGAS INC COM 009363102 267 6600 SH DEFINED 30,38 6600 0 0 AIRNET SYS INC COM 009417106 468 157950 SH DEFINED 15,23,24 157900 0 50 AIRTRAN HLDGS INC COM 00949P108 7 622 SH DEFINED 3,8 0 0 622 AIRTRAN HLDGS INC COM 00949P108 2 176 SH DEFINED 6,10 176 0 0 AIRTRAN HLDGS INC COM 00949P108 73 6212 SH DEFINED 12 6212 0 0 AIRTRAN HLDGS INC COM 00949P108 169 14400 SH DEFINED 14,15,23 14400 0 0 AIRTRAN HLDGS INC COM 00949P108 140 11900 SH CALL DEFINED 14,15,23 11900 0 0 AIRTRAN HLDGS INC COM 00949P108 161 13700 SH PUT DEFINED 14,15,23 13700 0 0 AIRTRAN HLDGS INC COM 00949P108 5857 498896 SH DEFINED 15,23,24 374431 0 124465 AIRTRAN HLDGS INC COM 00949P108 2348 200000 SH PUT DEFINED 15,23,24 200000 0 0 AIRTRAN HLDGS INC COM 00949P108 52 4400 SH DEFINED 30,38 4400 0 0 AKAMAI TECHNOLOGIES NOTE 1.000 00971TAE1 348 100000 PRN DEFINED 15,23,24 100000 0 0 AKAMAI TECHNOLOGIES COM 00971T101 1689 31791 SH DEFINED 6,10 31791 0 0 AKAMAI TECHNOLOGIES COM 00971T101 20 377 SH DEFINED 12 377 0 0 AKAMAI TECHNOLOGIES COM 00971T101 6166 116070 SH DEFINED 14,15,23 116070 0 0 AKAMAI TECHNOLOGIES COM 00971T101 16738 315100 SH CALL DEFINED 14,15,23 315100 0 0 AKAMAI TECHNOLOGIES COM 00971T101 18587 349900 SH PUT DEFINED 14,15,23 349900 0 0 AKAMAI TECHNOLOGIES COM 00971T101 13949 262587 SH DEFINED 15,23,24 225586 0 37001 AKAMAI TECHNOLOGIES COM 00971T101 15936 300000 SH CALL DEFINED 15,23,24 300000 0 0 AKORN INC COM 009728106 113 18013 SH DEFINED 15,23,24 18013 0 0 AKZO NOBEL NV SPONSORED A 010199305 997 16377 SH DEFINED 12 16377 0 0 AKZO NOBEL NV SPONSORED A 010199305 1166 19163 SH DEFINED 15,23,24 15805 0 3357 AKZO NOBEL NV SPONSORED A 010199305 380 6250 SH DEFINED 29 6250 0 0 ALASKA AIR GROUP INC COM 011659109 3 70 SH DEFINED 6,10 70 0 0 ALASKA AIR GROUP INC COM 011659109 6 150 SH DEFINED 6,10,11 150 0 0 ALASKA AIR GROUP INC COM 011659109 38 961 SH DEFINED 12 961 0 0 ALASKA AIR GROUP INC COM 011659109 3426 86735 SH DEFINED 15,23,24 80600 0 6135 ALASKA AIR GROUP INC COM 011659109 1307 33100 SH DEFINED 30,38 33100 0 0 ALASKA COMMUNICATION COM 01167P101 12268 807619 SH DEFINED 15,23,24 778213 0 29406 ALBANY INTL CORP CL A 012348108 242 7340 SH DEFINED 6,10 7340 0 0 ALBANY INTL CORP CL A 012348108 50 1510 SH DEFINED 12 1510 0 0 ALBANY INTL CORP CL A 012348108 533 16181 SH DEFINED 15,23,24 16181 0 0 ALBANY INTL CORP CL A 012348108 66 2000 SH DEFINED 29 2000 0 0 ALBANY INTL CORP CL A 012348108 86 2600 SH DEFINED 30,38 2600 0 0 ALBANY MOLECULAR RES COM 012423109 286 27039 SH DEFINED 15,23,24 4194 0 22845 ALBEMARLE CORP COM 012653101 0 4 SH DEFINED 6,10 4 0 0 ALBEMARLE CORP COM 012653101 53 737 SH DEFINED 12 737 0 0 ALBEMARLE CORP COM 012653101 1701 23688 SH DEFINED 15,23,24 21824 0 1864 ALBERTO CULVER CO NE COM 013078100 180 8402 SH DEFINED 6,10 8402 0 0 ALBERTO CULVER CO NE COM 013078100 80 3750 SH DEFINED 6,10,11 3750 0 0 ALBERTO CULVER CO NE COM 013078100 290 13540 SH DEFINED 12 13540 0 0 ALBERTO CULVER CO NE COM 013078100 2962 138069 SH DEFINED 15,23,24 97174 0 40895 ALBERTO CULVER CO NE COM 013078100 809 37730 SH DEFINED 30,38 37730 0 0 ALCAN INC COM 013716105 5158 105817 SH DEFINED 6,10 105817 0 0 ALCAN INC COM 013716105 3529 72400 SH CALL DEFINED 6,10 72400 0 0 ALCAN INC COM 013716105 2297 47132 SH DEFINED 12 47132 0 0 ALCAN INC COM 013716105 2119 43482 SH DEFINED 14,15,23 43482 0 0 ALCAN INC COM 013716105 15524 318500 SH CALL DEFINED 14,15,23 318500 0 0 ALCAN INC COM 013716105 15621 320500 SH PUT DEFINED 14,15,23 320500 0 0 ALCAN INC COM 013716105 4178 85711 SH DEFINED 15,23,24 72552 0 13158 ALCAN INC COM 013716105 200 4100 SH DEFINED 29 4100 0 0 ALCOA INC COM 013817101 3130 104283 SH DEFINED 3,8 0 0 104283 ALCOA INC COM 013817101 11380 379222 SH DEFINED 6,10 298566 0 80656 ALCOA INC COM 013817101 2297 76539 SH DEFINED 6,10,11 75564 0 975 ALCOA INC COM 013817101 5330 177624 SH DEFINED 12 177624 0 0 ALCOA INC COM 013817101 14741 491200 SH CALL DEFINED 14,15,23 491200 0 0 ALCOA INC COM 013817101 21241 707800 SH PUT DEFINED 14,15,23 707800 0 0 ALCOA INC COM 013817101 100450 3347225 SH DEFINED 15,23,24 2916147 0 431077 ALCOA INC COM 013817101 16599 553100 SH CALL DEFINED 15,23,24 553100 0 0 ALCOA INC COM 013817101 10504 350000 SH PUT DEFINED 15,23,24 350000 0 0 ALCOA INC COM 013817101 1476 49180 SH DEFINED 15,18,23,25,26 49180 0 0 ALCOA INC COM 013817101 3286 109510 SH DEFINED 30,38 109510 0 0 ALCATEL-LUCENT SPONSORED A 013904305 67 4696 SH DEFINED 6,10 4696 0 0 ALCATEL-LUCENT SPONSORED A 013904305 6 400 SH DEFINED 6,10,11 156 0 244 ALCATEL-LUCENT SPONSORED A 013904305 1715 120594 SH DEFINED 12 120594 0 0 ALCATEL-LUCENT SPONSORED A 013904305 925 65030 SH DEFINED 14,15,23 65030 0 0 ALCATEL-LUCENT SPONSORED A 013904305 32582 2291300 SH CALL DEFINED 14,15,23 2291300 0 0 ALCATEL-LUCENT SPONSORED A 013904305 2130 149800 SH PUT DEFINED 14,15,23 149800 0 0 ALCATEL-LUCENT SPONSORED A 013904305 17075 1200739 SH DEFINED 15,23,24 1087458 0 113281 ALCATEL-LUCENT SPONSORED A 013904305 1024 72000 SH CALL DEFINED 15,23,24 72000 0 0 ALCATEL-LUCENT SPONSORED A 013904305 14220 1000000 SH PUT DEFINED 15,23,24 1000000 0 0 ALCATEL-LUCENT SPONSORED A 013904305 2839 199622 SH DEFINED 15,18,23,25,26 199622 0 0 ALDILA INC COM NEW 014384200 5578 373867 SH DEFINED 15,23,24 373787 0 80 ALEXANDER & BALDWIN COM 014482103 3 70 SH DEFINED 6,10 70 0 0 ALEXANDER & BALDWIN COM 014482103 52 1168 SH DEFINED 12 1168 0 0 ALEXANDER & BALDWIN COM 014482103 1581 35651 SH DEFINED 15,23,24 27427 0 8224 ALEXANDER & BALDWIN COM 014482103 77 1733 SH DEFINED 30,38 1733 0 0 ALESCO FINL INC COM 014485106 19 1745 SH DEFINED 12 1745 0 0 ALESCO FINL INC COM 014485106 49 4591 SH DEFINED 15,23,24 4591 0 0 ALESCO FINL INC COM 014485106 49 4575 SH DEFINED 29 4575 0 0 ALEXANDRIA REAL ESTA COM 015271109 107 1069 SH DEFINED 12 1069 0 0 ALEXANDRIA REAL ESTA COM 015271109 6807 67800 SH DEFINED 13,30 67800 0 0 ALEXANDRIA REAL ESTA COM 015271109 2393 23832 SH DEFINED 15,23,24 21717 0 2115 ALEXION PHARMACEUTIC COM 015351109 2571 63648 SH DEFINED 6,10 63648 0 0 ALEXION PHARMACEUTIC COM 015351109 19 460 SH DEFINED 12 460 0 0 ALEXION PHARMACEUTIC COM 015351109 1074 26600 SH CALL DEFINED 14,15,23 26600 0 0 ALEXION PHARMACEUTIC COM 015351109 965 23900 SH PUT DEFINED 14,15,23 23900 0 0 ALEXION PHARMACEUTIC COM 015351109 503 12456 SH DEFINED 15,23,24 12426 0 30 ALEXION PHARMACEUTIC COM 015351109 9160 226800 SH CALL DEFINED 15,23,24 226800 0 0 ALEXION PHARMACEUTIC COM 015351109 412 10200 SH DEFINED 29 10200 0 0 ALEXION PHARMACEUTIC COM 015351109 404 10000 SH DEFINED 30,38 10000 0 0 ALEXZA PHARMACEUTICA COM 015384100 11 985 SH DEFINED 15,23,24 985 0 0 ALEXZA PHARMACEUTICA COM 015384100 740 65000 SH DEFINED 30,38 65000 0 0 ALFA CORP COM 015385107 2 104 SH DEFINED 12 104 0 0 ALFA CORP COM 015385107 343 18256 SH DEFINED 15,23,24 18256 0 0 ALICO INC COM 016230104 516 10183 SH DEFINED 15,23,24 4384 0 5799 ALKERMES INC COM 01642T108 9 671 SH DEFINED 12 671 0 0 ALKERMES INC COM 01642T108 88 6619 SH DEFINED 14,15,23 6619 0 0 ALKERMES INC COM 01642T108 1943 145300 SH CALL DEFINED 14,15,23 145300 0 0 ALKERMES INC COM 01642T108 733 54800 SH PUT DEFINED 14,15,23 54800 0 0 ALKERMES INC COM 01642T108 10307 770869 SH DEFINED 15,23,24 660150 0 110719 ALKERMES INC COM 01642T108 494 36959 SH DEFINED 30,38 36959 0 0 ALLEGHANY CORP DEL COM 017175100 15 40 SH DEFINED 6,10 40 0 0 ALLEGHANY CORP DEL COM 017175100 473 1300 SH DEFINED 12 1300 0 0 ALLEGHANY CORP DEL COM 017175100 4319 11878 SH DEFINED 15,23,24 3639 0 8239 ALLEGHENY ENERGY INC COM 017361106 1728 37643 SH DEFINED 6,10 37643 0 0 ALLEGHENY ENERGY INC COM 017361106 45 975 SH DEFINED 6,10,11 975 0 0 ALLEGHENY ENERGY INC COM 017361106 93 2020 SH DEFINED 12 2020 0 0 ALLEGHENY ENERGY INC COM 017361106 2175 47379 SH DEFINED 15,23,24 39489 0 7889 ALLEGHENY ENERGY INC COM 017361106 106 2300 SH DEFINED 30,38 2300 0 0 ALLEGHENY TECHNOLOGI COM 01741R102 363 4000 SH DEFINED 3,8 0 0 4000 ALLEGHENY TECHNOLOGI COM 01741R102 440 4851 SH DEFINED 6,10 4851 0 0 ALLEGHENY TECHNOLOGI COM 01741R102 451 4977 SH DEFINED 6,10,11 4977 0 0 ALLEGHENY TECHNOLOGI COM 01741R102 33 363 SH DEFINED 12 363 0 0 ALLEGHENY TECHNOLOGI COM 01741R102 7392 81512 SH DEFINED 14,15,23 81512 0 0 ALLEGHENY TECHNOLOGI COM 01741R102 22534 248500 SH CALL DEFINED 14,15,23 248500 0 0 ALLEGHENY TECHNOLOGI COM 01741R102 27077 298600 SH PUT DEFINED 14,15,23 298600 0 0 ALLEGHENY TECHNOLOGI COM 01741R102 12374 136461 SH DEFINED 15,23,24 119556 0 16905 ALLEGHENY TECHNOLOGI COM 01741R102 9 100 SH CALL DEFINED 15,23,24 100 0 0 ALLEGHENY TECHNOLOGI COM 01741R102 100 1100 SH PUT DEFINED 15,23,24 100 0 1000 ALLEGHENY TECHNOLOGI COM 01741R102 30 330 SH DEFINED 30,38 330 0 0 ALLERGAN INC NOTE 1.500 018490AL6 107 98000 PRN DEFINED 12 98000 0 0 ALLERGAN INC NOTE 1.500 018490AL6 2818 2585000 PRN DEFINED 15,23,24 2585000 0 0 ALLERGAN INC COM 018490102 1669 13936 SH DEFINED 6,10 13936 0 0 ALLERGAN INC COM 018490102 12 100 SH DEFINED 6,10,11 100 0 0 ALLERGAN INC COM 018490102 2347 19600 SH DEFINED 12 19600 0 0 ALLERGAN INC COM 018490102 700 5850 SH DEFINED 14,15,23 5850 0 0 ALLERGAN INC COM 018490102 3353 28000 SH CALL DEFINED 14,15,23 28000 0 0 ALLERGAN INC COM 018490102 4155 34700 SH PUT DEFINED 14,15,23 34700 0 0 ALLERGAN INC COM 018490102 13265 110779 SH DEFINED 15,23,24 96313 0 14465 ALLERGAN INC COM 018490102 335 2800 SH PUT DEFINED 15,23,24 2800 0 0 ALLERGAN INC COM 018490102 2994 25000 SH DEFINED 30,38 25000 0 0 ALLETE INC COM NEW 018522300 356 7652 SH DEFINED 6,10 7652 0 0 ALLETE INC COM NEW 018522300 98 2098 SH DEFINED 12 2098 0 0 ALLETE INC COM NEW 018522300 580 12458 SH DEFINED 15,23,24 10833 0 1624 ALLETE INC COM NEW 018522300 22 470 SH DEFINED 30,38 470 0 0 ALLIANCE DATA SYSTEM COM 018581108 171 2733 SH DEFINED 6,10 2733 0 0 ALLIANCE DATA SYSTEM COM 018581108 31 489 SH DEFINED 12 489 0 0 ALLIANCE DATA SYSTEM COM 018581108 3199 51211 SH DEFINED 15,23,24 48681 0 2530 ALLIANCE IMAGING INC COM NEW 018606202 778 117016 SH DEFINED 15,23,24 104322 0 12694 ALLIANCE HOLDINGS GP COM UNITS L 01861G100 1046 52950 SH DEFINED 15,23,24 52950 0 0 ALLIANCE NATL MUN IN COM 01864U106 34 2200 SH DEFINED 6,10,11 2200 0 0 ALLIANCE NATL MUN IN COM 01864U106 177 11588 SH DEFINED 15,23,24 8398 0 3190 ALLIANCE RES PARTNER UT LTD PART 01877R108 126 3650 SH DEFINED 6,10,11 3650 0 0 ALLIANCE RES PARTNER UT LTD PART 01877R108 12623 365673 SH DEFINED 15,23,24 330266 0 35406 ALLIANCE RES PARTNER UT LTD PART 01877R108 14 400 SH CALL DEFINED 15,23,24 400 0 0 ALLIANCE ONE INTL IN COM 018772103 156 22035 SH DEFINED 6,10 22035 0 0 ALLIANCE ONE INTL IN COM 018772103 481 68138 SH DEFINED 15,23,24 39455 0 28683 ALLIANCE WORLD DLR G COM 01879R106 251 18290 SH DEFINED 12 18290 0 0 ALLIANCE WORLD DLR G COM 01879R106 14851 1084005 SH DEFINED 15,23,24 902788 0 181217 ALLIANCE WORLD DLR G COM 018796102 610 46044 SH DEFINED 15,23,24 30042 0 16001 ALLIANCE WORLD DLR G COM 018796102 438 33100 SH DEFINED 15,18,23,25,26 33100 0 0 ALLIANT ENERGY CORP COM 018802108 191 5061 SH DEFINED 6,10 5061 0 0 ALLIANT ENERGY CORP COM 018802108 960 25416 SH DEFINED 6,10,11 25416 0 0 ALLIANT ENERGY CORP COM 018802108 27 704 SH DEFINED 12 704 0 0 ALLIANT ENERGY CORP COM 018802108 2844 75292 SH DEFINED 15,23,24 40076 0 35216 ALLIANT ENERGY CORP COM 018802108 302 7990 SH DEFINED 30,38 7990 0 0 ALLIANT TECHSYSTEMS NOTE 2.750 018804AH7 155 141000 PRN DEFINED 12 141000 0 0 ALLIANT TECHSYSTEMS NOTE 2.750 018804AH7 5 5000 PRN DEFINED 15,23,24 5000 0 0 ALLIANT TECHSYSTEMS COM 018804104 123 1567 SH DEFINED 6,10 1567 0 0 ALLIANT TECHSYSTEMS COM 018804104 2301 29434 SH DEFINED 12 29434 0 0 ALLIANT TECHSYSTEMS COM 018804104 4591 58712 SH DEFINED 15,23,24 56939 0 1773 ALLIANT TECHSYSTEMS COM 018804104 194 2480 SH DEFINED 29 2480 0 0 ALLIANZ SE SP ADR 1/10 018805101 225 11011 SH DEFINED 12 11011 0 0 ALLIANZ SE SP ADR 1/10 018805101 1492 73062 SH DEFINED 15,23,24 66922 0 6140 ALLIANZ SE SP ADR 1/10 018805101 500 24500 SH DEFINED 29 24500 0 0 ALLIANCEBERNSTEIN HO UNIT LTD PA 01881G106 886 11015 SH DEFINED 6,10,11 11015 0 0 ALLIANCEBERNSTEIN HO UNIT LTD PA 01881G106 11213 139466 SH DEFINED 12 139466 0 0 ALLIANCEBERNSTEIN HO UNIT LTD PA 01881G106 9486 117983 SH DEFINED 15,23,24 72473 0 45509 ALLIED CAP CORP NEW COM 01903Q108 205 6283 SH DEFINED 6,10 6283 0 0 ALLIED CAP CORP NEW COM 01903Q108 279 8549 SH DEFINED 6,10,11 8549 0 0 ALLIED CAP CORP NEW COM 01903Q108 60 1836 SH DEFINED 12 1836 0 0 ALLIED CAP CORP NEW COM 01903Q108 539 16484 SH DEFINED 14,15,23 16484 0 0 ALLIED CAP CORP NEW COM 01903Q108 471 14400 SH CALL DEFINED 14,15,23 14400 0 0 ALLIED CAP CORP NEW COM 01903Q108 879 26900 SH PUT DEFINED 14,15,23 26900 0 0 ALLIED CAP CORP NEW COM 01903Q108 21523 658586 SH DEFINED 15,23,24 514197 0 144389 ALLIED CAP CORP NEW COM 01903Q108 196 6000 SH DEFINED 30,38 6000 0 0 ALLIED IRISH BKS P L SPON ADR OR 019228402 59 975 SH DEFINED 6,10,11 975 0 0 ALLIED IRISH BKS P L SPON ADR OR 019228402 2467 40596 SH DEFINED 12 40596 0 0 ALLIED IRISH BKS P L SPON ADR OR 019228402 7462 122766 SH DEFINED 15,23,24 98564 0 24202 ALLIED IRISH BKS P L SPON ADR OR 019228402 517 8500 SH DEFINED 29 8500 0 0 ALLIED WASTE INDS IN SDCV 4.250 019589AD2 44 46000 PRN DEFINED 15,23,24 46000 0 0 ALLIED WASTE INDS IN COM PAR$.01 019589308 153 12416 SH DEFINED 6,10 12416 0 0 ALLIED WASTE INDS IN COM PAR$.01 019589308 65 5269 SH DEFINED 12 5269 0 0 ALLIED WASTE INDS IN COM PAR$.01 019589308 2002 162925 SH DEFINED 15,23,24 158652 0 4273 ALLIED WASTE INDS IN COM PAR$.01 019589308 2476 201500 SH DEFINED 30,38 201500 0 0 ALLIED WASTE INDS IN PFD CV D 6. 019589704 6451 19117 SH DEFINED 15,23,24 19117 0 0 ALLIS CHALMERS ENERG COM PAR $.0 019645506 22 969 SH DEFINED 12 969 0 0 ALLIS CHALMERS ENERG COM PAR $.0 019645506 180 7802 SH DEFINED 15,23,24 7182 0 620 ALLOS THERAPEUTICS I COM 019777101 35 5979 SH DEFINED 15,23,24 5779 0 200 ALLOS THERAPEUTICS I COM 019777101 234 40000 SH DEFINED 30,38 40000 0 0 ALLSCRIPTS HEALTHCAR DBCV 3.500 01988PAB4 14730 6000000 PRN DEFINED 15,23,24 6000000 0 0 ALLSCRIPTS HEALTHCAR COM 01988P108 510 18913 SH DEFINED 6,10 18913 0 0 ALLSCRIPTS HEALTHCAR COM 01988P108 157 5825 SH DEFINED 6,10,11 5825 0 0 ALLSCRIPTS HEALTHCAR COM 01988P108 91 3385 SH DEFINED 12 3385 0 0 ALLSCRIPTS HEALTHCAR COM 01988P108 1107 41014 SH DEFINED 15,23,24 36834 0 4180 ALLSCRIPTS HEALTHCAR COM 01988P108 675 25000 SH DEFINED 30,38 25000 0 0 ALLSTATE CORP COM 020002101 144 2219 SH DEFINED 3,8 0 0 2219 ALLSTATE CORP COM 020002101 5957 91498 SH DEFINED 6,10 91498 0 0 ALLSTATE CORP COM 020002101 380 5835 SH DEFINED 6,10,11 5835 0 0 ALLSTATE CORP COM 020002101 6477 99480 SH DEFINED 12 99480 0 0 ALLSTATE CORP COM 020002101 25256 387900 SH CALL DEFINED 14,15,23 387900 0 0 ALLSTATE CORP COM 020002101 17873 274500 SH PUT DEFINED 14,15,23 274500 0 0 ALLSTATE CORP COM 020002101 58672 901125 SH DEFINED 15,23,24 752784 0 148340 ALLSTATE CORP COM 020002101 13 200 SH CALL DEFINED 15,23,24 200 0 0 ALLSTATE CORP COM 020002101 32555 500000 SH PUT DEFINED 15,23,24 500000 0 0 ALLSTATE CORP COM 020002101 1542 23681 SH DEFINED 15,18,23,25,26 23681 0 0 ALLSTATE CORP COM 020002101 2496 38340 SH DEFINED 29 38340 0 0 ALLTEL CORP COM 020039103 3876 64081 SH DEFINED 6,10 64081 0 0 ALLTEL CORP COM 020039103 1146 18942 SH DEFINED 6,10,11 18942 0 0 ALLTEL CORP COM 020039103 723 11948 SH DEFINED 12 11948 0 0 ALLTEL CORP COM 020039103 2339 38666 SH DEFINED 14,15,23 38666 0 0 ALLTEL CORP COM 020039103 18192 300800 SH CALL DEFINED 14,15,23 300800 0 0 ALLTEL CORP COM 020039103 31359 518500 SH PUT DEFINED 14,15,23 518500 0 0 ALLTEL CORP COM 020039103 172194 2847120 SH DEFINED 15,23,24 2460795 0 386324 ALLTEL CORP COM 020039103 56828 939622 SH CALL DEFINED 15,23,24 939622 0 0 ALLTEL CORP COM 020039103 1633 27000 SH DEFINED 30,38 27000 0 0 ALNYLAM PHARMACEUTIC COM 02043Q107 994 46434 SH DEFINED 15,23,24 43444 0 2990 ALON USA ENERGY INC COM 020520102 310 11800 SH DEFINED 14,15,23 11800 0 0 ALON USA ENERGY INC COM 020520102 66 2500 SH CALL DEFINED 14,15,23 2500 0 0 ALON USA ENERGY INC COM 020520102 403 15300 SH PUT DEFINED 14,15,23 15300 0 0 ALON USA ENERGY INC COM 020520102 3404 129392 SH DEFINED 15,23,24 126402 0 2990 ALPHA NATURAL RESOUR COM 02076X102 20 1377 SH DEFINED 12 1377 0 0 ALPHA NATURAL RESOUR COM 02076X102 798 56095 SH DEFINED 14,15,23 56095 0 0 ALPHA NATURAL RESOUR COM 02076X102 620 43600 SH CALL DEFINED 14,15,23 43600 0 0 ALPHA NATURAL RESOUR COM 02076X102 979 68800 SH PUT DEFINED 14,15,23 68800 0 0 ALPHA NATURAL RESOUR COM 02076X102 270 18965 SH DEFINED 15,23,24 16424 0 2541 ALPHARMA INC CL A 020813101 299 12427 SH DEFINED 6,10 12427 0 0 ALPHARMA INC CL A 020813101 5 200 SH DEFINED 6,10,11 200 0 0 ALPHARMA INC CL A 020813101 121 5027 SH DEFINED 15,23,24 4527 0 500 ALPHARMA INC CL A 020813101 402 16700 SH CALL DEFINED 15,23,24 16700 0 0 ALPHARMA INC CL A 020813101 29 1183 SH DEFINED 15,18,23,25,26 1183 0 0 ALPHARMA INC CL A 020813101 347 14400 SH DEFINED 30,38 14400 0 0 ALPINE GLOBAL DYNAMI COM 02082E106 35 1500 SH DEFINED 12 1500 0 0 ALPINE GLOBAL DYNAMI COM 02082E106 12601 547855 SH DEFINED 15,23,24 464610 0 83245 ALTAIR NANOTECHNOLOG COM 021373105 72 27359 SH DEFINED 15,23,24 25609 0 1750 ALTERA CORP COM 021441100 705 35808 SH DEFINED 6,10 35808 0 0 ALTERA CORP COM 021441100 42 2113 SH DEFINED 6,10,11 2113 0 0 ALTERA CORP COM 021441100 35 1760 SH DEFINED 12 1760 0 0 ALTERA CORP COM 021441100 4192 213000 SH CALL DEFINED 14,15,23 213000 0 0 ALTERA CORP COM 021441100 3985 202500 SH PUT DEFINED 14,15,23 202500 0 0 ALTERA CORP COM 021441100 110 5600 SH DEFINED 2,5,6,9,10,17,19,20,27 5600 0 0 ALTERA CORP COM 021441100 14433 733391 SH DEFINED 15,23,24 665100 0 68291 ALTERA CORP COM 021441100 7994 406200 SH CALL DEFINED 15,23,24 406200 0 0 ALTERA CORP COM 021441100 624 31722 SH DEFINED 30,38 31722 0 0 ALTIRIS INC COM 02148M100 155 6094 SH DEFINED 6,10 6094 0 0 ALTIRIS INC COM 02148M100 104 4109 SH DEFINED 15,23,24 4051 0 58 ALTIRIS INC COM 02148M100 0 13 SH DEFINED 30,38 13 0 0 ALTRIA GROUP INC COM 02209S103 848252 9884088 SH DEFINED 6,10 9884088 0 0 ALTRIA GROUP INC COM 02209S103 2885022 33617131 SH CALL DEFINED 6,10 33617131 0 0 ALTRIA GROUP INC COM 02209S103 1947 22692 SH DEFINED 6,10,11 21303 0 1389 ALTRIA GROUP INC COM 02209S103 86501 1007934 SH DEFINED 12 1007934 0 0 ALTRIA GROUP INC COM 02209S103 46050 536584 SH DEFINED 14,15,23 536584 0 0 ALTRIA GROUP INC COM 02209S103 69334 807900 SH CALL DEFINED 14,15,23 807900 0 0 ALTRIA GROUP INC COM 02209S103 122276 1424800 SH PUT DEFINED 14,15,23 1424800 0 0 ALTRIA GROUP INC COM 02209S103 126266 1471283 SH DEFINED 15,23 1471283 0 0 ALTRIA GROUP INC COM 02209S103 39657 462100 SH DEFINED 2,5,6,9,10,17,19,20,27 462100 0 0 ALTRIA GROUP INC COM 02209S103 310229 3614880 SH DEFINED 15,23,24 3168765 0 446114 ALTRIA GROUP INC COM 02209S103 133510 1555700 SH CALL DEFINED 15,23,24 1555700 0 0 ALTRIA GROUP INC COM 02209S103 172327 2008000 SH PUT DEFINED 15,23,24 2007800 0 200 ALTRIA GROUP INC COM 02209S103 21115 246035 SH DEFINED 15,18,23,25,26 246035 0 0 ALTRIA GROUP INC COM 02209S103 29702 346100 SH CALL DEFINED 15,18,23,25,26 346100 0 0 ALTRIA GROUP INC COM 02209S103 1562 18200 SH DEFINED 29 18200 0 0 ALTRIA GROUP INC COM 02209S103 815 9500 SH DEFINED 30,38 9500 0 0 ALTUS PHARMACEUTICAL COM 02216N105 1287 68266 SH DEFINED 15,23,24 68266 0 0 ALTUS PHARMACEUTICAL COM 02216N105 811 43000 SH DEFINED 30,38 43000 0 0 ALUMINA LTD SPONSORED A 022205108 452 22697 SH DEFINED 12 22697 0 0 ALUMINA LTD SPONSORED A 022205108 37 1835 SH DEFINED 15,23,24 735 0 1100 ALUMINUM CORP CHINA SPON ADR H 022276109 6056 257713 SH DEFINED 15,23,24 230104 0 27609 ALUMINUM CORP CHINA SPON ADR H 022276109 118 5000 SH DEFINED 15,18,23,25,26 5000 0 0 ALZA CORP SDCV 02261WAB5 76 84000 PRN DEFINED 12 84000 0 0 ALZA CORP SDCV 02261WAB5 14 15000 PRN DEFINED 15,23,24 15000 0 0 AMAZON COM INC NOTE 4.750 023135AF3 933 950979 PRN DEFINED 15,23,24 752979 0 198000 AMAZON COM INC COM 023135106 204 5171 SH DEFINED 3,8 0 0 5171 AMAZON COM INC COM 023135106 3435 87054 SH DEFINED 6,10 87054 0 0 AMAZON COM INC COM 023135106 231 5850 SH DEFINED 6,10,11 5850 0 0 AMAZON COM INC COM 023135106 1229 31142 SH DEFINED 12 31142 0 0 AMAZON COM INC COM 023135106 2894 73342 SH DEFINED 14,15,23 73342 0 0 AMAZON COM INC COM 023135106 16009 405700 SH CALL DEFINED 14,15,23 405700 0 0 AMAZON COM INC COM 023135106 42167 1068600 SH PUT DEFINED 14,15,23 1068600 0 0 AMAZON COM INC COM 023135106 6005 152184 SH DEFINED 2,5,6,9,10,17,19,20,27 152184 0 0 AMAZON COM INC COM 023135106 65191 1652087 SH DEFINED 15,23,24 1296186 0 355901 AMAZON COM INC COM 023135106 8725 221100 SH CALL DEFINED 15,23,24 221100 0 0 AMAZON COM INC COM 023135106 14166 359000 SH PUT DEFINED 15,23,24 359000 0 0 AMBAC FINL GROUP INC COM 023139108 855 9601 SH DEFINED 6,10 9601 0 0 AMBAC FINL GROUP INC COM 023139108 21 235 SH DEFINED 6,10,11 235 0 0 AMBAC FINL GROUP INC COM 023139108 312 3504 SH DEFINED 12 3504 0 0 AMBAC FINL GROUP INC COM 023139108 2031 22800 SH CALL DEFINED 14,15,23 22800 0 0 AMBAC FINL GROUP INC COM 023139108 2155 24200 SH PUT DEFINED 14,15,23 24200 0 0 AMBAC FINL GROUP INC COM 023139108 5540 62197 SH DEFINED 15,23,24 56706 0 5490 AMBAC FINL GROUP INC COM 023139108 312 3500 SH DEFINED 30,38 3500 0 0 AMCOR LTD ADR NEW 02341R302 963 42246 SH DEFINED 12 42246 0 0 AMCOR LTD ADR NEW 02341R302 392 17206 SH DEFINED 15,23,24 15782 0 1424 AMCOL INTL CORP COM 02341W103 153 5502 SH DEFINED 6,10 5502 0 0 AMCOL INTL CORP COM 02341W103 27 990 SH DEFINED 12 990 0 0 AMCOL INTL CORP COM 02341W103 809 29174 SH DEFINED 15,23,24 21724 0 7450 AMCOL INTL CORP COM 02341W103 139 5000 SH DEFINED 30,38 5000 0 0 AMDOCS LTD NOTE 0.500 02342TAD1 270 254000 PRN DEFINED 12 254000 0 0 AMDOCS LTD NOTE 0.500 02342TAD1 112 106000 PRN DEFINED 15,23,24 106000 0 0 AMEDISYS INC COM 023436108 213 6465 SH DEFINED 6,10 6465 0 0 AMEDISYS INC COM 023436108 67 2046 SH DEFINED 12 2046 0 0 AMEDISYS INC COM 023436108 994 30248 SH DEFINED 15,23,24 27792 0 2456 AMEDISYS INC COM 023436108 47 1434 SH DEFINED 29 1434 0 0 AMERCO COM 023586100 27 315 SH DEFINED 12 315 0 0 AMERCO COM 023586100 549 6305 SH DEFINED 15,23,24 5755 0 550 AMERCO COM 023586100 74 850 SH DEFINED 29 850 0 0 AMEREN CORP COM 023608102 999 18594 SH DEFINED 6,10 18594 0 0 AMEREN CORP COM 023608102 270 5025 SH DEFINED 6,10,11 5025 0 0 AMEREN CORP COM 023608102 913 16990 SH DEFINED 12 16990 0 0 AMEREN CORP COM 023608102 30021 558732 SH DEFINED 15,23,24 489331 0 69400 AMEREN CORP COM 023608102 175 3265 SH DEFINED 15,18,23,25,26 3265 0 0 AMEREN CORP COM 023608102 344 6400 SH DEFINED 30,38 6400 0 0 AMERICA FIRST APT IN COM 02363X104 332 18168 SH DEFINED 15,23,24 16757 0 1411 AMERICA FIRST TAX EX BEN UNIT CT 02364V107 1194 149485 SH DEFINED 15,23,24 146885 0 2600 AMERICA MOVIL S A DE SPON ADR L 02364W105 317 7000 SH DEFINED 3,8 0 0 7000 AMERICA MOVIL S A DE SPON ADR L 02364W105 5473 121024 SH DEFINED 6,10 121024 0 0 AMERICA MOVIL S A DE SPON ADR L 02364W105 45220 1000000 SH CALL DEFINED 6,10 1000000 0 0 AMERICA MOVIL S A DE SPON ADR L 02364W105 1040 23000 SH PUT DEFINED 6,10 23000 0 0 AMERICA MOVIL S A DE SPON ADR L 02364W105 27 600 SH DEFINED 6,10,11 600 0 0 AMERICA MOVIL S A DE SPON ADR L 02364W105 6215 137444 SH DEFINED 12 137444 0 0 AMERICA MOVIL S A DE SPON ADR L 02364W105 5485 121291 SH DEFINED 14,15,23 121291 0 0 AMERICA MOVIL S A DE SPON ADR L 02364W105 20584 455200 SH CALL DEFINED 14,15,23 455200 0 0 AMERICA MOVIL S A DE SPON ADR L 02364W105 19607 433600 SH PUT DEFINED 14,15,23 433600 0 0 AMERICA MOVIL S A DE SPON ADR L 02364W105 27927 617585 SH DEFINED 15,23,24 356241 0 261343 AMERICA MOVIL S A DE SPON ADR L 02364W105 5879 130000 SH CALL DEFINED 15,23,24 130000 0 0 AMERICA MOVIL S A DE SPON ADR L 02364W105 1854 41000 SH PUT DEFINED 15,23,24 41000 0 0 AMERICA MOVIL S A DE SPON ADR L 02364W105 348 7700 SH DEFINED 30,38 7700 0 0 AMERICAN AXLE & MFG COM 024061103 2 98 SH DEFINED 6,10 98 0 0 AMERICAN AXLE & MFG COM 024061103 123 6503 SH DEFINED 12 6503 0 0 AMERICAN AXLE & MFG COM 024061103 1531 80638 SH DEFINED 14,15,23 80638 0 0 AMERICAN AXLE & MFG COM 024061103 4670 245900 SH CALL DEFINED 14,15,23 245900 0 0 AMERICAN AXLE & MFG COM 024061103 7471 393400 SH PUT DEFINED 14,15,23 393400 0 0 AMERICAN AXLE & MFG COM 024061103 313 16464 SH DEFINED 15,23,24 15405 0 1059 AMERICAN AXLE & MFG COM 024061103 190 10000 SH PUT DEFINED 15,23,24 10000 0 0 AMERICAN BILTRITE IN COM 024591109 227 24750 SH DEFINED 15,23,24 20650 0 4100 AMER BIO MEDICA CORP COM 024600108 75 82867 SH DEFINED 15,23,24 82867 0 0 AMERICAN CAMPUS CMNT COM 024835100 24 827 SH DEFINED 12 827 0 0 AMERICAN CAMPUS CMNT COM 024835100 1873 65778 SH DEFINED 15,23,24 60728 0 5050 AMERICAN CAPITAL STR COM 024937104 533 11529 SH DEFINED 6,10,11 11529 0 0 AMERICAN CAPITAL STR COM 024937104 80 1735 SH DEFINED 12 1735 0 0 AMERICAN CAPITAL STR COM 024937104 49046 1060221 SH DEFINED 15,23,24 876469 0 183751 AMERICAN COMMERCIAL COM NEW 025195207 2 33 SH DEFINED 6,10 33 0 0 AMERICAN COMMERCIAL COM NEW 025195207 38 581 SH DEFINED 12 581 0 0 AMERICAN COMMERCIAL COM NEW 025195207 1685 25724 SH DEFINED 15,23,24 24802 0 922 AMERICAN EAGLE OUTFI COM 02553E106 2552 81766 SH DEFINED 6,10 81766 0 0 AMERICAN EAGLE OUTFI COM 02553E106 1092 34973 SH DEFINED 6,10,11 34186 0 787 AMERICAN EAGLE OUTFI COM 02553E106 13069 418746 SH DEFINED 12 418746 0 0 AMERICAN EAGLE OUTFI COM 02553E106 1636 52424 SH DEFINED 14,15,23 52424 0 0 AMERICAN EAGLE OUTFI COM 02553E106 14260 456900 SH CALL DEFINED 14,15,23 456900 0 0 AMERICAN EAGLE OUTFI COM 02553E106 15458 495300 SH PUT DEFINED 14,15,23 495300 0 0 AMERICAN EAGLE OUTFI COM 02553E106 7632 244531 SH DEFINED 15,23,24 231080 0 13451 AMERICAN EAGLE OUTFI COM 02553E106 937 30014 SH DEFINED 30,38 30014 0 0 AMERICAN ELEC PWR IN COM 025537101 15 346 SH DEFINED 3,8 0 0 346 AMERICAN ELEC PWR IN COM 025537101 10082 236773 SH DEFINED 6,10 236773 0 0 AMERICAN ELEC PWR IN COM 025537101 165 3868 SH DEFINED 6,10,11 3868 0 0 AMERICAN ELEC PWR IN COM 025537101 22787 535153 SH DEFINED 12 535153 0 0 AMERICAN ELEC PWR IN COM 025537101 3477 81657 SH DEFINED 14,15,23 81657 0 0 AMERICAN ELEC PWR IN COM 025537101 3066 72000 SH CALL DEFINED 14,15,23 72000 0 0 AMERICAN ELEC PWR IN COM 025537101 9061 212800 SH PUT DEFINED 14,15,23 212800 0 0 AMERICAN ELEC PWR IN COM 025537101 17424 409215 SH DEFINED 15,23,24 349663 0 59552 AMERICAN EQTY INVT L NOTE 5.250 025676AE7 11892 10004000 PRN DEFINED 15,23,24 10004000 0 0 AMERICAN EQTY INVT L COM 025676206 140 10768 SH DEFINED 12 10768 0 0 AMERICAN EQTY INVT L COM 025676206 138 10591 SH DEFINED 15,23,24 9891 0 700 AMERICAN EQTY INVT L COM 025676206 79 6100 SH DEFINED 29 6100 0 0 AMERICAN EXPRESS CO COM 025816109 89 1466 SH DEFINED 3,8 0 0 1466 AMERICAN EXPRESS CO COM 025816109 17516 288705 SH DEFINED 6,10 288705 0 0 AMERICAN EXPRESS CO COM 025816109 1456 24000 SH CALL DEFINED 6,10 24000 0 0 AMERICAN EXPRESS CO COM 025816109 1695 27933 SH DEFINED 6,10,11 27738 0 195 AMERICAN EXPRESS CO COM 025816109 26199 431821 SH DEFINED 12 431821 0 0 AMERICAN EXPRESS CO COM 025816109 56878 937500 SH CALL DEFINED 14,15,23 937500 0 0 AMERICAN EXPRESS CO COM 025816109 46103 759900 SH PUT DEFINED 14,15,23 759900 0 0 AMERICAN EXPRESS CO COM 025816109 226346 3730779 SH DEFINED 15,23,24 3000159 0 730620 AMERICAN EXPRESS CO COM 025816109 71166 1173000 SH CALL DEFINED 15,23,24 1173000 0 0 AMERICAN EXPRESS CO COM 025816109 39205 646200 SH PUT DEFINED 15,23,24 646200 0 0 AMERICAN EXPRESS CO COM 025816109 3351 55228 SH DEFINED 15,18,23,25,26 55228 0 0 AMERICAN EXPRESS CO COM 025816109 1080 17800 SH DEFINED 29 17800 0 0 AMERICAN FINL GROUP NOTE 1.486 025932AD6 178 285000 PRN DEFINED 12 285000 0 0 AMERICAN FINL GROUP NOTE 1.486 025932AD6 17477 27908000 PRN DEFINED 15,23,24 27908000 0 0 AMERICAN FINL GROUP COM 025932104 0 5 SH DEFINED 6,10 5 0 0 AMERICAN FINL GROUP COM 025932104 28 780 SH DEFINED 12 780 0 0 AMERICAN FINL GROUP COM 025932104 552 15383 SH DEFINED 15,23,24 14696 0 687 AMERICAN FINL GROUP COM 025932104 259 7225 SH DEFINED 30,38 7225 0 0 AMERICAN FINL RLTY T NOTE 4.375 02607PAB3 18003 19000000 PRN DEFINED 30,38 19000000 0 0 AMERICAN FINL RLTY T COM 02607P305 506 44208 SH DEFINED 6,10 44208 0 0 AMERICAN FINL RLTY T COM 02607P305 35 3091 SH DEFINED 12 3091 0 0 AMERICAN FINL RLTY T COM 02607P305 1080 94375 SH DEFINED 15,23,24 76218 0 18156 AMERICAN GREETINGS C CL A 026375105 3 106 SH DEFINED 6,10 106 0 0 AMERICAN GREETINGS C CL A 026375105 47 1985 SH DEFINED 12 1985 0 0 AMERICAN GREETINGS C CL A 026375105 204 8530 SH DEFINED 15,23,24 8042 0 488 AMERICAN GREETINGS C CL A 026375105 465 19500 SH DEFINED 30,38 19500 0 0 AMERICAN HOME MTG IN COM 02660R107 247 7020 SH DEFINED 6,10 7020 0 0 AMERICAN HOME MTG IN COM 02660R107 86 2459 SH DEFINED 12 2459 0 0 AMERICAN HOME MTG IN COM 02660R107 7193 204817 SH DEFINED 15,23,24 194435 0 10381 AMERICAN HOME MTG IN COM 02660R107 313 8900 SH DEFINED 30,38 8900 0 0 AMERICAN INTL GROUP NOTE 0.500 026874AN7 608 620000 PRN DEFINED 15,23,24 620000 0 0 AMERICAN INTL GROUP COM 026874107 615 8576 SH DEFINED 3,8 0 0 8576 AMERICAN INTL GROUP COM 026874107 69816 974268 SH DEFINED 6,10 974268 0 0 AMERICAN INTL GROUP COM 026874107 251736 3512916 SH CALL DEFINED 6,10 3512916 0 0 AMERICAN INTL GROUP COM 026874107 5375 75000 SH PUT DEFINED 6,10 75000 0 0 AMERICAN INTL GROUP COM 026874107 437 6094 SH DEFINED 6,10,11 6094 0 0 AMERICAN INTL GROUP COM 026874107 81128 1132129 SH DEFINED 12 1132129 0 0 AMERICAN INTL GROUP COM 026874107 47855 667800 SH CALL DEFINED 14,15,23 667800 0 0 AMERICAN INTL GROUP COM 026874107 69783 973800 SH PUT DEFINED 14,15,23 973800 0 0 AMERICAN INTL GROUP COM 026874107 273 3815 SH DEFINED 2,5,6,9,10,17,19,20,27 3815 0 0 AMERICAN INTL GROUP COM 026874107 284568 3971088 SH DEFINED 15,23,24 3155625 0 815463 AMERICAN INTL GROUP COM 026874107 89475 1248600 SH CALL DEFINED 15,23,24 1248600 0 0 AMERICAN INTL GROUP COM 026874107 111890 1561400 SH PUT DEFINED 15,23,24 1561400 0 0 AMERICAN INTL GROUP COM 026874107 5734 80013 SH DEFINED 15,18,23,25,26 80013 0 0 AMERICAN ITALIAN PAS CL A 027070101 41 4643 SH DEFINED 6,10 4643 0 0 AMERICAN ITALIAN PAS CL A 027070101 501 56333 SH DEFINED 15,23,24 56133 0 200 AMERICAN MED SYS HLD COM 02744M108 331 17867 SH DEFINED 6,10 17867 0 0 AMERICAN MED SYS HLD COM 02744M108 254 13714 SH DEFINED 12 13714 0 0 AMERICAN MED SYS HLD COM 02744M108 19 1021 SH DEFINED 15,23,24 1011 0 10 AMERICAN MED SYS HLD COM 02744M108 414 22350 SH DEFINED 29 22350 0 0 AMERICAN MTG ACCEP C SH BEN INT 027568104 253 14979 SH DEFINED 15,23,24 14979 0 0 AMERICAN NATL INS CO COM 028591105 5 44 SH DEFINED 12 44 0 0 AMERICAN NATL INS CO COM 028591105 825 7233 SH DEFINED 15,23,24 5683 0 1550 AMERICAN ORIENTAL BI COM 028731107 49 4166 SH DEFINED 12 4166 0 0 AMERICAN ORIENTAL BI COM 028731107 451 38627 SH DEFINED 15,23,24 36131 0 2496 AMERICAN PWR CONVERS COM 029066107 558 18241 SH DEFINED 6,10 18241 0 0 AMERICAN PWR CONVERS COM 029066107 1742 56936 SH DEFINED 6,10,11 56936 0 0 AMERICAN PWR CONVERS COM 029066107 123 4034 SH DEFINED 12 4034 0 0 AMERICAN PWR CONVERS COM 029066107 3301 107900 SH CALL DEFINED 14,15,23 107900 0 0 AMERICAN PWR CONVERS COM 029066107 3573 116800 SH PUT DEFINED 14,15,23 116800 0 0 AMERICAN PWR CONVERS COM 029066107 12363 404146 SH DEFINED 15,23,24 401813 0 2333 AMERICAN PWR CONVERS COM 029066107 5970 195162 SH DEFINED 30,38 195162 0 0 AMERICAN RIVER BANKS COM 029326105 337 14033 SH DEFINED 15,23,24 14033 0 0 AMERICAN SCIENCE & E COM 029429107 72 1206 SH DEFINED 12 1206 0 0 AMERICAN SCIENCE & E COM 029429107 851 14292 SH DEFINED 15,23,24 13084 0 1208 AMERICAN SOFTWARE IN CL A 029683109 1131 163250 SH DEFINED 15,23,24 141586 0 21663 AMERICAN STD COS INC COM 029712106 3179 69328 SH DEFINED 6,10 69328 0 0 AMERICAN STD COS INC COM 029712106 7 160 SH DEFINED 6,10,11 160 0 0 AMERICAN STD COS INC COM 029712106 52 1128 SH DEFINED 12 1128 0 0 AMERICAN STD COS INC COM 029712106 990 21600 SH CALL DEFINED 14,15,23 21600 0 0 AMERICAN STD COS INC COM 029712106 894 19500 SH PUT DEFINED 14,15,23 19500 0 0 AMERICAN STD COS INC COM 029712106 5288 115336 SH DEFINED 15,23,24 93944 0 21391 AMERICAN STD COS INC COM 029712106 802 17500 SH DEFINED 30,38 17500 0 0 AMERICAN STS WTR CO COM 029899101 217 5624 SH DEFINED 6,10 5624 0 0 AMERICAN STS WTR CO COM 029899101 38 980 SH DEFINED 12 980 0 0 AMERICAN STS WTR CO COM 029899101 2117 54817 SH DEFINED 15,23,24 38788 0 16029 AMERICAN TOWER CORP NOTE 5.000 029912AF9 3671 3685000 PRN DEFINED 15,23,24 3685000 0 0 AMERICAN TOWER CORP NOTE 3.000 029912AR3 48 25000 PRN DEFINED 12 25000 0 0 AMERICAN TOWER CORP NOTE 3.000 029912AR3 48908 25724000 PRN DEFINED 15,23,24 25724000 0 0 AMERICAN TOWER CORP CL A 029912201 2051 55014 SH DEFINED 6,10 55014 0 0 AMERICAN TOWER CORP CL A 029912201 2411 64674 SH DEFINED 12 64674 0 0 AMERICAN TOWER CORP CL A 029912201 3228 86592 SH DEFINED 14,15,23 86592 0 0 AMERICAN TOWER CORP CL A 029912201 14431 387100 SH CALL DEFINED 14,15,23 387100 0 0 AMERICAN TOWER CORP CL A 029912201 29954 803500 SH PUT DEFINED 14,15,23 803500 0 0 AMERICAN TOWER CORP CL A 029912201 29961 803676 SH DEFINED 15,23,24 702171 0 101505 AMERICAN TOWER CORP CL A 029912201 9320 250000 SH CALL DEFINED 15,23,24 250000 0 0 AMERICAN TOWER CORP CL A 029912201 522 14010 SH DEFINED 29 14010 0 0 AMERICAN TOWER CORP CL A 029912201 919 24660 SH DEFINED 30,38 24660 0 0 AMERN STRATEGIC INCO COM 030099105 273 23639 SH DEFINED 15,23,24 18639 0 5000 AMERICAN SUPERCONDUC COM 030111108 12 1225 SH DEFINED 6,10 1225 0 0 AMERICAN SUPERCONDUC COM 030111108 1269 129327 SH DEFINED 15,23,24 108792 0 20535 AMERICAN WOODMARK CO COM 030506109 209 5005 SH DEFINED 15,23,24 5005 0 0 AMERICREDIT CORP COM 03060R101 142 5647 SH DEFINED 6,10 5647 0 0 AMERICREDIT CORP COM 03060R101 65 2565 SH DEFINED 12 2565 0 0 AMERICREDIT CORP COM 03060R101 5472 217400 SH CALL DEFINED 14,15,23 217400 0 0 AMERICREDIT CORP COM 03060R101 1535 61000 SH PUT DEFINED 14,15,23 61000 0 0 AMERICREDIT CORP COM 03060R101 7553 300086 SH DEFINED 15,23,24 292245 0 7841 AMERICREDIT CORP COM 03060R101 2068 82170 SH DEFINED 30,38 82170 0 0 AMERICREDIT CORP COM 03060R101 629 25000 SH PUT DEFINED 30,38 25000 0 0 AMERIGON INC COM 03070L300 260 26900 SH DEFINED 15,23,24 15000 0 11900 AMERISTAR CASINOS IN COM 03070Q101 736 23930 SH DEFINED 12 23930 0 0 AMERISTAR CASINOS IN COM 03070Q101 945 30738 SH DEFINED 15,23,24 29907 0 831 AMERISTAR CASINOS IN COM 03070Q101 561 18240 SH DEFINED 30,38 18240 0 0 AMERON INTL INC COM 030710107 23 303 SH DEFINED 6,10 303 0 0 AMERON INTL INC COM 030710107 269 3528 SH DEFINED 15,23,24 3428 0 100 AMERISOURCEBERGEN CO COM 03073E105 819 18209 SH DEFINED 6,10 18209 0 0 AMERISOURCEBERGEN CO COM 03073E105 117 2600 SH DEFINED 6,10,11 2600 0 0 AMERISOURCEBERGEN CO COM 03073E105 343 7635 SH DEFINED 12 7635 0 0 AMERISOURCEBERGEN CO COM 03073E105 1996 44400 SH DEFINED 14,15,23 44400 0 0 AMERISOURCEBERGEN CO COM 03073E105 4474 99500 SH CALL DEFINED 14,15,23 99500 0 0 AMERISOURCEBERGEN CO COM 03073E105 10862 241600 SH PUT DEFINED 14,15,23 241600 0 0 AMERISOURCEBERGEN CO COM 03073E105 5989 133201 SH DEFINED 15,23,24 118999 0 14202 AMERISOURCEBERGEN CO COM 03073E105 1726 38400 SH DEFINED 30,38 38400 0 0 AMERIGROUP CORP COM 03073T102 0 11 SH DEFINED 3,8 0 0 11 AMERIGROUP CORP COM 03073T102 485 13523 SH DEFINED 6,10 13523 0 0 AMERIGROUP CORP COM 03073T102 62 1714 SH DEFINED 12 1714 0 0 AMERIGROUP CORP COM 03073T102 776 21621 SH DEFINED 15,23,24 13686 0 7935 AMERIGROUP CORP COM 03073T102 1349 37600 SH DEFINED 30,38 37600 0 0 AMERIPRISE FINL INC COM 03076C106 5563 102080 SH DEFINED 6,10 102080 0 0 AMERIPRISE FINL INC COM 03076C106 28 505 SH DEFINED 6,10,11 505 0 0 AMERIPRISE FINL INC COM 03076C106 3283 60232 SH DEFINED 12 60232 0 0 AMERIPRISE FINL INC COM 03076C106 5765 105774 SH DEFINED 15,23,24 86680 0 19094 AMERIPRISE FINL INC COM 03076C106 118 2158 SH DEFINED 15,18,23,25,26 2158 0 0 AMERIS BANCORP COM 03076K108 329 11676 SH DEFINED 15,23,24 11485 0 190 AMERIGAS PARTNERS L UNIT L P IN 030975106 384 11800 SH DEFINED 6,10,11 11800 0 0 AMERIGAS PARTNERS L UNIT L P IN 030975106 669 20571 SH DEFINED 15,23,24 17824 0 2747 AMETEK INC NEW COM 031100100 7 208 SH DEFINED 6,10 208 0 0 AMETEK INC NEW COM 031100100 48 1500 SH DEFINED 6,10,11 1500 0 0 AMETEK INC NEW COM 031100100 69 2159 SH DEFINED 12 2159 0 0 AMETEK INC NEW COM 031100100 1769 55572 SH DEFINED 15,23,24 48278 0 7294 AMETEK INC NEW COM 031100100 390 12250 SH DEFINED 30,38 12250 0 0 AMGEN INC NOTE 031162AL4 276 369000 PRN DEFINED 12 369000 0 0 AMGEN INC NOTE 031162AL4 70223 93787000 PRN DEFINED 15,23,24 93787000 0 0 AMGEN INC NOTE 031162AL4 7488 10000000 PRN DEFINED 30,38 10000000 0 0 AMGEN INC NOTE 0.125 031162AN0 69 71000 PRN DEFINED 12 71000 0 0 AMGEN INC NOTE 0.125 031162AN0 8682 8905000 PRN DEFINED 15,23,24 8905000 0 0 AMGEN INC NOTE 0.375 031162AQ3 4184 4259000 PRN DEFINED 15,23,24 4259000 0 0 AMGEN INC COM 031162100 314 4592 SH DEFINED 3,8 0 0 4592 AMGEN INC COM 031162100 131689 1927809 SH DEFINED 6,10 1927809 0 0 AMGEN INC COM 031162100 2501 36612 SH DEFINED 6,10,11 36337 0 275 AMGEN INC COM 031162100 26026 380995 SH DEFINED 12 380995 0 0 AMGEN INC COM 031162100 1783 26097 SH DEFINED 14,15,23 26097 0 0 AMGEN INC COM 031162100 36607 535900 SH CALL DEFINED 14,15,23 535900 0 0 AMGEN INC COM 031162100 39135 572900 SH PUT DEFINED 14,15,23 572900 0 0 AMGEN INC COM 031162100 8116 118816 SH DEFINED 2,5,6,9,10,17,19,20,27 118816 0 0 AMGEN INC COM 031162100 556956 8153360 SH DEFINED 15,23,24 6449945 0 1703415 AMGEN INC COM 031162100 6387 93500 SH CALL DEFINED 15,23,24 93500 0 0 AMGEN INC COM 031162100 29681 434500 SH PUT DEFINED 15,23,24 434500 0 0 AMGEN INC COM 031162100 7767 113700 SH DEFINED 15,18,23,25,26 113700 0 0 AMGEN INC COM 031162100 1674 24500 SH DEFINED 29 24500 0 0 AMGEN INC COM 031162100 342233 5010000 SH DEFINED 30,38 5010000 0 0 AMIS HLDGS INC COM 031538101 33 3137 SH DEFINED 6,10 3137 0 0 AMIS HLDGS INC COM 031538101 61 5803 SH DEFINED 15,23,24 5803 0 0 AMIS HLDGS INC COM 031538101 210994 19961582 SH DEFINED 8,31-34 19961582 0 0 AMIS HLDGS INC COM 031538101 1886 178443 SH DEFINED 8,32,33 178443 0 0 AMIS HLDGS INC COM 031538101 2117 200274 SH DEFINED 8,32-34 200274 0 0 AMKOR TECHNOLOGY INC NOTE 5.000 031652AH3 15365 15423000 PRN DEFINED 15,23,24 15423000 0 0 AMKOR TECHNOLOGY INC NOTE 2.500 031652AX8 4785 5050000 PRN DEFINED 15,23,24 5050000 0 0 AMKOR TECHNOLOGY INC COM 031652100 7 724 SH DEFINED 6,10 724 0 0 AMKOR TECHNOLOGY INC COM 031652100 3389 362900 SH CALL DEFINED 14,15,23 362900 0 0 AMKOR TECHNOLOGY INC COM 031652100 2590 277300 SH PUT DEFINED 14,15,23 277300 0 0 AMKOR TECHNOLOGY INC COM 031652100 886 94873 SH DEFINED 15,23,24 77763 0 17110 AMKOR TECHNOLOGY INC COM 031652100 680 72788 SH DEFINED 30,38 72788 0 0 AMPCO-PITTSBURGH COR COM 032037103 68 2025 SH DEFINED 6,10,11 2025 0 0 AMPCO-PITTSBURGH COR COM 032037103 54 1600 SH DEFINED 12 1600 0 0 AMPCO-PITTSBURGH COR COM 032037103 371 11075 SH DEFINED 15,23,24 10671 0 404 AMPHENOL CORP NEW CL A 032095101 2438 39268 SH DEFINED 6,10 39268 0 0 AMPHENOL CORP NEW CL A 032095101 990 15940 SH DEFINED 6,10,11 15940 0 0 AMPHENOL CORP NEW CL A 032095101 147 2365 SH DEFINED 12 2365 0 0 AMPHENOL CORP NEW CL A 032095101 21285 342863 SH DEFINED 15,23,24 307759 0 35104 AMREP CORP NEW COM 032159105 58 476 SH DEFINED 6,10 476 0 0 AMREP CORP NEW COM 032159105 659 5377 SH DEFINED 15,23,24 5252 0 125 AMSURG CORP COM 03232P405 173 7537 SH DEFINED 6,10 7537 0 0 AMSURG CORP COM 03232P405 192 8345 SH DEFINED 15,23,24 8345 0 0 AMSURG CORP COM 03232P405 373 16200 SH DEFINED 30,38 16200 0 0 AMYLIN PHARMACEUTICA NOTE 2.500 032346AD0 2198 1750000 PRN DEFINED 15,23,24 1750000 0 0 AMYLIN PHARMACEUTICA COM 032346108 1643 45558 SH DEFINED 6,10 45558 0 0 AMYLIN PHARMACEUTICA COM 032346108 40 1100 SH DEFINED 12 1100 0 0 AMYLIN PHARMACEUTICA COM 032346108 1310 36312 SH DEFINED 14,15,23 36312 0 0 AMYLIN PHARMACEUTICA COM 032346108 7073 196100 SH CALL DEFINED 14,15,23 196100 0 0 AMYLIN PHARMACEUTICA COM 032346108 6356 176200 SH PUT DEFINED 14,15,23 176200 0 0 AMYLIN PHARMACEUTICA COM 032346108 1770 49070 SH DEFINED 15,23,24 47341 0 1729 AMYLIN PHARMACEUTICA COM 032346108 5338 148000 SH CALL DEFINED 15,23,24 148000 0 0 AMYLIN PHARMACEUTICA COM 032346108 397 11000 SH PUT DEFINED 15,23,24 11000 0 0 AMYLIN PHARMACEUTICA COM 032346108 757 20996 SH DEFINED 30,38 20996 0 0 AMVESCAP PLC SPONSORED A 03235E100 129 5230 SH DEFINED 12 5230 0 0 AMVESCAP PLC SPONSORED A 03235E100 2233 90608 SH DEFINED 15,23,24 68917 0 21691 AMVESCAP PLC SPONSORED A 03235E100 11388 462000 SH DEFINED 15,18,23,25,28 462000 0 0 ANADARKO PETE CORP COM 032511107 92 2109 SH DEFINED 3,8 0 0 2109 ANADARKO PETE CORP COM 032511107 2828 64974 SH DEFINED 6,10 64974 0 0 ANADARKO PETE CORP COM 032511107 809 18585 SH DEFINED 6,10,11 18585 0 0 ANADARKO PETE CORP COM 032511107 11591 266332 SH DEFINED 12 266332 0 0 ANADARKO PETE CORP COM 032511107 4994 114760 SH DEFINED 14,15,23 114760 0 0 ANADARKO PETE CORP COM 032511107 12482 286800 SH CALL DEFINED 14,15,23 286800 0 0 ANADARKO PETE CORP COM 032511107 30051 690500 SH PUT DEFINED 14,15,23 690500 0 0 ANADARKO PETE CORP COM 032511107 152437 3502695 SH DEFINED 15,23,24 3165784 0 336910 ANADARKO PETE CORP COM 032511107 496 11400 SH DEFINED 29 11400 0 0 ANADARKO PETE CORP COM 032511107 5440 125000 SH DEFINED 37 125000 0 0 ANADARKO PETE CORP COM 032511107 535 12300 SH DEFINED 30,38 12300 0 0 ANADIGICS INC COM 032515108 450 50770 SH DEFINED 15,23,24 40875 0 9895 ANALOG DEVICES INC COM 032654105 1131 34417 SH DEFINED 6,10 34417 0 0 ANALOG DEVICES INC COM 032654105 13 410 SH DEFINED 6,10,11 410 0 0 ANALOG DEVICES INC COM 032654105 121 3672 SH DEFINED 12 3672 0 0 ANALOG DEVICES INC COM 032654105 3070 93400 SH CALL DEFINED 14,15,23 93400 0 0 ANALOG DEVICES INC COM 032654105 2889 87900 SH PUT DEFINED 14,15,23 87900 0 0 ANALOG DEVICES INC COM 032654105 8223 250169 SH DEFINED 15,23,24 228471 0 21698 ANALOGIC CORP COM PAR $0. 032657207 197 3517 SH DEFINED 6,10 3517 0 0 ANALOGIC CORP COM PAR $0. 032657207 24 432 SH DEFINED 12 432 0 0 ANALOGIC CORP COM PAR $0. 032657207 232 4133 SH DEFINED 15,23,24 3809 0 324 ANAREN INC COM 032744104 11 600 SH DEFINED 12 600 0 0 ANAREN INC COM 032744104 772 43490 SH DEFINED 15,23,24 39751 0 3739 ANCHOR BANCORP WIS I COM 032839102 131 4553 SH DEFINED 6,10 4553 0 0 ANCHOR BANCORP WIS I COM 032839102 119 4130 SH DEFINED 15,23,24 4080 0 50 ANDERSONS INC COM 034164103 2772 65384 SH DEFINED 15,23,24 44750 0 20634 ANDREW CORP NOTE 3.250 034425AB4 1999 1982000 PRN DEFINED 15,23,24 1982000 0 0 ANDREW CORP COM 034425108 11 1104 SH DEFINED 6,10 1104 0 0 ANDREW CORP COM 034425108 80 7844 SH DEFINED 12 7844 0 0 ANDREW CORP COM 034425108 359 35100 SH CALL DEFINED 14,15,23 35100 0 0 ANDREW CORP COM 034425108 180 17600 SH PUT DEFINED 14,15,23 17600 0 0 ANDREW CORP COM 034425108 91 8905 SH DEFINED 15,23,24 8905 0 0 ANGELICA CORP COM 034663104 62 2391 SH DEFINED 6,10 2391 0 0 ANGELICA CORP COM 034663104 169 6564 SH DEFINED 15,23,24 6564 0 0 ANGLO AMERN PLC ADR 03485P102 2789 114275 SH DEFINED 12 114275 0 0 ANGLO AMERN PLC ADR 03485P102 13343 546639 SH DEFINED 15,23,24 470784 0 75854 ANGLO AMERN PLC ADR 03485P102 3662 150000 SH DEFINED 15,18,23,25,28 150000 0 0 ANGLO AMERN PLC ADR 03485P102 1556 63750 SH DEFINED 30,38 63750 0 0 ANGLOGOLD ASHANTI LT SPONSORED A 035128206 118 2500 SH DEFINED 6,10,11 2500 0 0 ANGLOGOLD ASHANTI LT SPONSORED A 035128206 620 13165 SH DEFINED 12 13165 0 0 ANGLOGOLD ASHANTI LT SPONSORED A 035128206 5932 125966 SH DEFINED 14,15,23 125966 0 0 ANGLOGOLD ASHANTI LT SPONSORED A 035128206 5731 121700 SH CALL DEFINED 14,15,23 121700 0 0 ANGLOGOLD ASHANTI LT SPONSORED A 035128206 16547 351400 SH PUT DEFINED 14,15,23 351400 0 0 ANGLOGOLD ASHANTI LT SPONSORED A 035128206 11196 237752 SH DEFINED 15,23,24 221613 0 16139 ANGLOGOLD ASHANTI LT SPONSORED A 035128206 2585 54900 SH PUT DEFINED 15,23,24 54900 0 0 ANGLOGOLD ASHANTI LT SPONSORED A 035128206 29 615 SH DEFINED 15,18,23,25,26 615 0 0 ANGLOGOLD ASHANTI LT SPONSORED A 035128206 1375 29200 SH DEFINED 30,38 29200 0 0 ANHEUSER BUSCH COS I COM 035229103 4981 101231 SH DEFINED 6,10 101231 0 0 ANHEUSER BUSCH COS I COM 035229103 7195 146244 SH DEFINED 6,10,11 146019 0 225 ANHEUSER BUSCH COS I COM 035229103 13299 270307 SH DEFINED 12 270307 0 0 ANHEUSER BUSCH COS I COM 035229103 1384 28133 SH DEFINED 14,15,23 28133 0 0 ANHEUSER BUSCH COS I COM 035229103 11857 241000 SH CALL DEFINED 14,15,23 241000 0 0 ANHEUSER BUSCH COS I COM 035229103 17441 354500 SH PUT DEFINED 14,15,23 354500 0 0 ANHEUSER BUSCH COS I COM 035229103 68454 1391331 SH DEFINED 15,23,24 1152369 0 238961 ANHEUSER BUSCH COS I COM 035229103 1491 30300 SH CALL DEFINED 15,23,24 30300 0 0 ANHEUSER BUSCH COS I COM 035229103 4231 86000 SH PUT DEFINED 15,23,24 86000 0 0 ANHEUSER BUSCH COS I COM 035229103 590 12000 SH DEFINED 29 12000 0 0 ANHEUSER BUSCH COS I COM 035229103 98 2000 SH DEFINED 30,38 2000 0 0 ANIXTER INTL INC COM 035290105 466 8577 SH DEFINED 6,10 8577 0 0 ANIXTER INTL INC COM 035290105 4 76 SH DEFINED 12 76 0 0 ANIXTER INTL INC COM 035290105 1768 32558 SH DEFINED 15,23,24 31151 0 1407 ANNALY CAP MGMT INC COM 035710409 112 8057 SH DEFINED 6,10 8057 0 0 ANNALY CAP MGMT INC COM 035710409 74 5300 SH DEFINED 12 5300 0 0 ANNALY CAP MGMT INC COM 035710409 1991 143100 SH DEFINED 14,15,23 143100 0 0 ANNALY CAP MGMT INC COM 035710409 238 17100 SH CALL DEFINED 14,15,23 17100 0 0 ANNALY CAP MGMT INC COM 035710409 2604 187200 SH PUT DEFINED 14,15,23 187200 0 0 ANNALY CAP MGMT INC COM 035710409 10318 741800 SH DEFINED 15,23,24 550843 0 190956 ANNALY CAP MGMT INC COM 035710409 665 47800 SH DEFINED 30,38 47800 0 0 ANNTAYLOR STORES COR COM 036115103 322 9800 SH DEFINED 3,8 0 0 9800 ANNTAYLOR STORES COR COM 036115103 58 1778 SH DEFINED 6,10 1778 0 0 ANNTAYLOR STORES COR COM 036115103 1167 35538 SH DEFINED 12 35538 0 0 ANNTAYLOR STORES COR COM 036115103 1074 32700 SH CALL DEFINED 14,15,23 32700 0 0 ANNTAYLOR STORES COR COM 036115103 2992 91100 SH PUT DEFINED 14,15,23 91100 0 0 ANNTAYLOR STORES COR COM 036115103 1115 33949 SH DEFINED 15,23,24 32864 0 1085 ANNTAYLOR STORES COR COM 036115103 1111 33830 SH DEFINED 30,38 33830 0 0 ANSYS INC COM 03662Q105 438 10066 SH DEFINED 6,10 10066 0 0 ANSYS INC COM 03662Q105 98 2258 SH DEFINED 12 2258 0 0 ANSYS INC COM 03662Q105 279 6417 SH DEFINED 15,23,24 6018 0 399 ANSYS INC COM 03662Q105 83 1900 SH DEFINED 29 1900 0 0 ANTHRACITE CAP INC COM 037023108 346 27196 SH DEFINED 15,23,24 19896 0 7300 ANTHRACITE CAP INC COM 037023108 267 21000 SH DEFINED 30,38 21000 0 0 ANTIGENICS INC DEL NOTE 5.250 037032AC3 1429 2250000 PRN DEFINED 15,23,24 2250000 0 0 ANTIGENICS INC DEL COM 037032109 72 39490 SH DEFINED 14,15,23 39490 0 0 ANTIGENICS INC DEL COM 037032109 50 27500 SH CALL DEFINED 14,15,23 27500 0 0 ANTIGENICS INC DEL COM 037032109 67 36800 SH PUT DEFINED 14,15,23 36800 0 0 ANTIGENICS INC DEL COM 037032109 94 51369 SH DEFINED 15,23,24 51369 0 0 ANWORTH MORTGAGE ASS COM 037347101 486 51148 SH DEFINED 15,23,24 51148 0 0 AON CORP DBCV 3.500 037389AT0 31942 19344000 PRN DEFINED 15,23,24 19344000 0 0 AON CORP COM 037389103 219 6196 SH DEFINED 3,8 0 0 6196 AON CORP COM 037389103 999 28256 SH DEFINED 6,10 28256 0 0 AON CORP COM 037389103 566 16025 SH DEFINED 6,10,11 16025 0 0 AON CORP COM 037389103 1172 33174 SH DEFINED 12 33174 0 0 AON CORP COM 037389103 152 4300 SH CALL DEFINED 14,15,23 4300 0 0 AON CORP COM 037389103 4583 129674 SH DEFINED 15,23,24 93781 0 35892 APACHE CORP COM 037411105 2828 42514 SH DEFINED 6,10 42514 0 0 APACHE CORP COM 037411105 1987 29868 SH DEFINED 6,10,11 29868 0 0 APACHE CORP COM 037411105 2882 43337 SH DEFINED 12 43337 0 0 APACHE CORP COM 037411105 15188 228353 SH DEFINED 14,15,23 228353 0 0 APACHE CORP COM 037411105 35197 529200 SH CALL DEFINED 14,15,23 529200 0 0 APACHE CORP COM 037411105 31014 466300 SH PUT DEFINED 14,15,23 466300 0 0 APACHE CORP COM 037411105 44451 668339 SH DEFINED 15,23,24 546764 0 121575 APACHE CORP COM 037411105 4510 67811 SH DEFINED 15,18,23,25,26 67811 0 0 APACHE CORP COM 037411105 4323 65000 SH DEFINED 37 65000 0 0 APARTMENT INVT & MGM CL A 03748R101 832 14848 SH DEFINED 6,10 14848 0 0 APARTMENT INVT & MGM CL A 03748R101 21 375 SH DEFINED 6,10,11 375 0 0 APARTMENT INVT & MGM CL A 03748R101 2360 42135 SH DEFINED 12 42135 0 0 APARTMENT INVT & MGM CL A 03748R101 7841 139971 SH DEFINED 15,23,24 105764 0 34206 APARTMENT INVT & MGM CL A 03748R101 86 1529 SH DEFINED 15,18,23,25,26 1529 0 0 APOGEE ENTERPRISES I COM 037598109 137 7110 SH DEFINED 6,10 7110 0 0 APOGEE ENTERPRISES I COM 037598109 1 52 SH DEFINED 12 52 0 0 APOGEE ENTERPRISES I COM 037598109 186 9636 SH DEFINED 15,23,24 8636 0 1000 APEX SILVER MINES LT NOTE 2.875 03760XAB7 12108 14457000 PRN DEFINED 15,23,24 14457000 0 0 APEX SILVER MINES LT NOTE 4.000 03760XAD3 6155 6925000 PRN DEFINED 15,23,24 6925000 0 0 APOLLO GROUP INC CL A 037604105 563 14449 SH DEFINED 6,10 14449 0 0 APOLLO GROUP INC CL A 037604105 125 3203 SH DEFINED 12 3203 0 0 APOLLO GROUP INC CL A 037604105 8336 213900 SH CALL DEFINED 14,15,23 213900 0 0 APOLLO GROUP INC CL A 037604105 5721 146800 SH PUT DEFINED 14,15,23 146800 0 0 APOLLO GROUP INC CL A 037604105 3701 94983 SH DEFINED 15,23,24 83828 0 11154 APOLLO GROUP INC CL A 037604105 2412 61882 SH DEFINED 30,38 61882 0 0 APOLLO INVT CORP COM 03761U106 35 1575 SH DEFINED 6,10,11 1575 0 0 APOLLO INVT CORP COM 03761U106 4 175 SH DEFINED 12 175 0 0 APOLLO INVT CORP COM 03761U106 31131 1389791 SH DEFINED 15,23,24 1155530 0 234260 APOLLO INVT CORP COM 03761U106 249 11121 SH DEFINED 30,38 11121 0 0 APPLE COMPUTER INC COM 037833100 52529 619152 SH DEFINED 6,10 619152 0 0 APPLE COMPUTER INC COM 037833100 10791227 127195040 SH CALL DEFINED 6,10 127195040 0 0 APPLE COMPUTER INC COM 037833100 10794193 127230000 SH PUT DEFINED 6,10 127230000 0 0 APPLE COMPUTER INC COM 037833100 334 3942 SH DEFINED 6,10,11 3942 0 0 APPLE COMPUTER INC COM 037833100 5610 66130 SH DEFINED 12 66130 0 0 APPLE COMPUTER INC COM 037833100 36783 433561 SH DEFINED 14,15,23 433561 0 0 APPLE COMPUTER INC COM 037833100 168433 1985300 SH CALL DEFINED 14,15,23 1985300 0 0 APPLE COMPUTER INC COM 037833100 359484 4237200 SH PUT DEFINED 14,15,23 4237200 0 0 APPLE COMPUTER INC COM 037833100 32478 382812 SH DEFINED 2,5,6,9,10,17,19,20,27 382812 0 0 APPLE COMPUTER INC COM 037833100 280644 3307920 SH DEFINED 15,23,24 2968443 0 339477 APPLE COMPUTER INC COM 037833100 90677 1068800 SH CALL DEFINED 15,23,24 1067900 0 900 APPLE COMPUTER INC COM 037833100 158048 1862900 SH PUT DEFINED 15,23,24 1862900 0 0 APPLE COMPUTER INC COM 037833100 235 2767 SH DEFINED 15,18,23,25,26 2767 0 0 APPLE COMPUTER INC COM 037833100 835 9840 SH DEFINED 29 9840 0 0 APPLEBEES INTL INC COM 037899101 3 141 SH DEFINED 6,10 141 0 0 APPLEBEES INTL INC COM 037899101 82 3343 SH DEFINED 12 3343 0 0 APPLEBEES INTL INC COM 037899101 873 35400 SH CALL DEFINED 14,15,23 35400 0 0 APPLEBEES INTL INC COM 037899101 910 36900 SH PUT DEFINED 14,15,23 36900 0 0 APPLEBEES INTL INC COM 037899101 539 21829 SH DEFINED 15,23,24 19894 0 1935 APPLEBEES INTL INC COM 037899101 360 14612 SH DEFINED 30,38 14612 0 0 APRIA HEALTHCARE GRO COM 037933108 1 32 SH DEFINED 3,8 0 0 32 APRIA HEALTHCARE GRO COM 037933108 0 5 SH DEFINED 6,10 5 0 0 APRIA HEALTHCARE GRO COM 037933108 2702 101405 SH DEFINED 14,15,23 101405 0 0 APRIA HEALTHCARE GRO COM 037933108 2468 92600 SH CALL DEFINED 14,15,23 92600 0 0 APRIA HEALTHCARE GRO COM 037933108 5407 202900 SH PUT DEFINED 14,15,23 202900 0 0 APRIA HEALTHCARE GRO COM 037933108 210 7872 SH DEFINED 15,23,24 7872 0 0 APRIA HEALTHCARE GRO COM 037933108 259 9700 SH DEFINED 30,38 9700 0 0 APPLERA CORP COM AP BIO 038020103 657 17900 SH DEFINED 3,8 0 0 17900 APPLERA CORP COM AP BIO 038020103 644 17560 SH DEFINED 6,10 17560 0 0 APPLERA CORP COM AP BIO 038020103 650 17725 SH DEFINED 6,10,11 17725 0 0 APPLERA CORP COM AP BIO 038020103 140 3818 SH DEFINED 12 3818 0 0 APPLERA CORP COM AP BIO 038020103 756 20600 SH CALL DEFINED 14,15,23 20600 0 0 APPLERA CORP COM AP BIO 038020103 859 23400 SH PUT DEFINED 14,15,23 23400 0 0 APPLERA CORP COM AP BIO 038020103 3855 105057 SH DEFINED 15,23,24 97551 0 7506 APPLERA CORP COM AP BIO 038020103 1101 30000 SH DEFINED 30,38 30000 0 0 APPLIED DIGITAL SOLU COM NEW 038188306 22 12397 SH DEFINED 15,23,24 9207 0 3190 APPLIED INDL TECHNOL COM 03820C105 247 9395 SH DEFINED 6,10 9395 0 0 APPLIED INDL TECHNOL COM 03820C105 9 348 SH DEFINED 12 348 0 0 APPLIED INDL TECHNOL COM 03820C105 47 1771 SH DEFINED 15,23,24 1321 0 450 APPLIED INDL TECHNOL COM 03820C105 117 4450 SH DEFINED 30,38 4450 0 0 APPLIED MICRO CIRCUI COM 03822W109 8 2172 SH DEFINED 6,10 2172 0 0 APPLIED MICRO CIRCUI COM 03822W109 18 4991 SH DEFINED 14,15,23 4991 0 0 APPLIED MICRO CIRCUI COM 03822W109 333 93616 SH DEFINED 15,23,24 85261 0 8355 APPLIED MATLS INC COM 038222105 18712 1014215 SH DEFINED 6,10 1014215 0 0 APPLIED MATLS INC COM 038222105 406 21995 SH DEFINED 6,10,11 21845 0 150 APPLIED MATLS INC COM 038222105 6085 329822 SH DEFINED 12 329822 0 0 APPLIED MATLS INC COM 038222105 10978 595000 SH CALL DEFINED 14,15,23 595000 0 0 APPLIED MATLS INC COM 038222105 12125 657200 SH PUT DEFINED 14,15,23 657200 0 0 APPLIED MATLS INC COM 038222105 328 17772 SH DEFINED 2,5,6,9,10,17,19,20,27 17772 0 0 APPLIED MATLS INC COM 038222105 69103 3745446 SH DEFINED 15,23,24 3189589 0 555856 APPLIED MATLS INC COM 038222105 880 47700 SH CALL DEFINED 15,23,24 47700 0 0 APPLIED MATLS INC COM 038222105 5542 300400 SH PUT DEFINED 15,23,24 300400 0 0 APPLIED MATLS INC COM 038222105 509 27573 SH DEFINED 15,18,23,25,26 27573 0 0 APPLIED MATLS INC COM 038222105 1985 107610 SH DEFINED 30,38 107610 0 0 APTARGROUP INC COM 038336103 1 19 SH DEFINED 3,8 0 0 19 APTARGROUP INC COM 038336103 516 8743 SH DEFINED 6,10 8743 0 0 APTARGROUP INC COM 038336103 41 700 SH DEFINED 6,10,11 700 0 0 APTARGROUP INC COM 038336103 1 19 SH DEFINED 12 19 0 0 APTARGROUP INC COM 038336103 593 10048 SH DEFINED 15,23,24 9948 0 100 AQUA AMERICA INC COM 03836W103 53 2316 SH DEFINED 6,10 2316 0 0 AQUA AMERICA INC COM 03836W103 213 9333 SH DEFINED 6,10,11 9333 0 0 AQUA AMERICA INC COM 03836W103 7 304 SH DEFINED 12 304 0 0 AQUA AMERICA INC COM 03836W103 8073 354399 SH DEFINED 15,23,24 265023 0 89375 AQUA AMERICA INC COM 03836W103 579 25400 SH DEFINED 30,38 25400 0 0 AQUANTIVE INC COM 03839G105 272 11010 SH DEFINED 6,10 11010 0 0 AQUANTIVE INC COM 03839G105 1859 75400 SH CALL DEFINED 14,15,23 75400 0 0 AQUANTIVE INC COM 03839G105 2293 93000 SH PUT DEFINED 14,15,23 93000 0 0 AQUANTIVE INC COM 03839G105 1073 43517 SH DEFINED 15,23,24 42774 0 743 AQUANTIVE INC COM 03839G105 5070 205600 SH PUT DEFINED 15,23,24 205600 0 0 AQUANTIVE INC COM 03839G105 308 12500 SH DEFINED 29 12500 0 0 AQUANTIVE INC COM 03839G105 142 5770 SH DEFINED 30,38 5770 0 0 AQUILA INC COM 03840P102 0 46 SH DEFINED 6,10 46 0 0 AQUILA INC COM 03840P102 1511 321566 SH DEFINED 15,23,24 263587 0 57979 AQUILA INC PIES 6.75% 03840P409 264 6879 SH DEFINED 15,23,24 4695 0 2184 ARACRUZ CELULOSE S A SPON ADR PF 038496204 80 1300 SH DEFINED 12 1300 0 0 ARACRUZ CELULOSE S A SPON ADR PF 038496204 1836 29998 SH DEFINED 15,23,24 25407 0 4591 ARACRUZ CELULOSE S A SPON ADR PF 038496204 12 200 SH DEFINED 30,38 200 0 0 ARAMARK CORP CL B 038521100 8 231 SH DEFINED 6,10 231 0 0 ARAMARK CORP CL B 038521100 836 25000 SH DEFINED 6,10,11 25000 0 0 ARAMARK CORP CL B 038521100 3 85 SH DEFINED 12 85 0 0 ARAMARK CORP CL B 038521100 7281 217668 SH DEFINED 15,23,24 213589 0 4079 ARAMARK CORP CL B 038521100 3452 103200 SH DEFINED 30,38 103200 0 0 ARBITRON INC COM 03875Q108 325 7475 SH DEFINED 6,10 7475 0 0 ARBITRON INC COM 03875Q108 28 652 SH DEFINED 12 652 0 0 ARBITRON INC COM 03875Q108 341 7842 SH DEFINED 15,23,24 6302 0 1540 ARBOR RLTY TR INC COM 038923108 220 7300 SH DEFINED 12 7300 0 0 ARBOR RLTY TR INC COM 038923108 756 25132 SH DEFINED 15,23,24 24272 0 860 ARCADIS N V NY REGISTRY 03923E107 9 150 SH DEFINED 12 150 0 0 ARCADIS N V NY REGISTRY 03923E107 1099 17969 SH DEFINED 15,23,24 16636 0 1333 ARCH CHEMICALS INC COM 03937R102 202 6078 SH DEFINED 6,10 6078 0 0 ARCH CHEMICALS INC COM 03937R102 55 1665 SH DEFINED 15,23,24 1465 0 200 ARCH COAL INC COM 039380100 18 584 SH DEFINED 6,10 584 0 0 ARCH COAL INC COM 039380100 1656 55130 SH DEFINED 6,10,11 55005 0 125 ARCH COAL INC COM 039380100 72 2409 SH DEFINED 12 2409 0 0 ARCH COAL INC COM 039380100 314 10471 SH DEFINED 14,15,23 10471 0 0 ARCH COAL INC COM 039380100 16913 563200 SH CALL DEFINED 14,15,23 563200 0 0 ARCH COAL INC COM 039380100 16718 556700 SH PUT DEFINED 14,15,23 556700 0 0 ARCH COAL INC COM 039380100 9647 321245 SH DEFINED 15,23,24 271953 0 49291 ARCH COAL INC COM 039380100 2985 99400 SH CALL DEFINED 15,23,24 99400 0 0 ARCH COAL INC COM 039380100 67 2236 SH DEFINED 15,18,23,25,26 2236 0 0 ARCH COAL INC COM 039380100 180 6000 SH DEFINED 30,38 6000 0 0 ARCHER DANIELS MIDLA COM 039483102 396 12400 SH DEFINED 3,8 0 0 12400 ARCHER DANIELS MIDLA COM 039483102 30851 965314 SH DEFINED 6,10 965314 0 0 ARCHER DANIELS MIDLA COM 039483102 43 1344 SH DEFINED 6,10,11 1344 0 0 ARCHER DANIELS MIDLA COM 039483102 1480 46306 SH DEFINED 12 46306 0 0 ARCHER DANIELS MIDLA COM 039483102 8072 252569 SH DEFINED 14,15,23 252569 0 0 ARCHER DANIELS MIDLA COM 039483102 7654 239500 SH CALL DEFINED 14,15,23 239500 0 0 ARCHER DANIELS MIDLA COM 039483102 14392 450300 SH PUT DEFINED 14,15,23 450300 0 0 ARCHER DANIELS MIDLA COM 039483102 58147 1819362 SH DEFINED 15,23,24 1494167 0 325195 ARCHER DANIELS MIDLA COM 039483102 642 20100 SH CALL DEFINED 15,23,24 20100 0 0 ARCHER DANIELS MIDLA COM 039483102 3196 100000 SH PUT DEFINED 15,23,24 100000 0 0 ARCHER DANIELS MIDLA COM 039483102 79 2467 SH DEFINED 15,18,23,25,26 2467 0 0 ARCHER DANIELS MIDLA COM 039483102 463 14500 SH DEFINED 29 14500 0 0 ARCHER DANIELS MIDLA COM 039483102 8878 277800 SH DEFINED 30,38 277800 0 0 ARCHSTONE SMITH TR COM 039583109 1922 33013 SH DEFINED 6,10 33013 0 0 ARCHSTONE SMITH TR COM 039583109 207 3554 SH DEFINED 6,10,11 3554 0 0 ARCHSTONE SMITH TR COM 039583109 8105 139242 SH DEFINED 12 139242 0 0 ARCHSTONE SMITH TR COM 039583109 2794 48000 SH DEFINED 13,30 48000 0 0 ARCHSTONE SMITH TR COM 039583109 31 528 SH DEFINED 14,15,23 528 0 0 ARCHSTONE SMITH TR COM 039583109 3143 53993 SH DEFINED 15,23,24 43828 0 10164 ARCHSTONE SMITH TR COM 039583109 201 3460 SH DEFINED 15,18,23,25,26 3460 0 0 ARCHSTONE SMITH TR COM 039583109 349 6000 SH DEFINED 30,38 6000 0 0 ARCHSTONE SMITH OPER NOTE 4.000 039584AC1 113 106000 PRN DEFINED 12 106000 0 0 ARCHSTONE SMITH OPER NOTE 4.000 039584AC1 7997 7500000 PRN DEFINED 15,23 7500000 0 0 ARCHSTONE SMITH OPER NOTE 4.000 039584AC1 1627 1526000 PRN DEFINED 15,23,24 1526000 0 0 ARENA PHARMACEUTICAL COM 040047102 10 765 SH DEFINED 12 765 0 0 ARENA PHARMACEUTICAL COM 040047102 365 28268 SH DEFINED 15,23,24 15059 0 13209 ARENA RESOURCES INC COM 040049108 71 1665 SH DEFINED 12 1665 0 0 ARENA RESOURCES INC COM 040049108 46 1083 SH DEFINED 15,23,24 1083 0 0 ARENA RESOURCES INC COM 040049108 151 3525 SH DEFINED 29 3525 0 0 ARES CAP CORP COM 04010L103 3078 161088 SH DEFINED 15,23,24 105487 0 55601 ARIAD PHARMACEUTICAL COM 04033A100 86 16642 SH DEFINED 14,15,23 16642 0 0 ARIAD PHARMACEUTICAL COM 04033A100 83 16200 SH CALL DEFINED 14,15,23 16200 0 0 ARIAD PHARMACEUTICAL COM 04033A100 18 3500 SH PUT DEFINED 14,15,23 3500 0 0 ARIAD PHARMACEUTICAL COM 04033A100 185 35999 SH DEFINED 15,23,24 30399 0 5600 ARIAD PHARMACEUTICAL COM 04033A100 514 100000 SH DEFINED 30,38 100000 0 0 ARIBA INC COM NEW 04033V203 89 11544 SH DEFINED 6,10 11544 0 0 ARIBA INC COM NEW 04033V203 0 50 SH DEFINED 6,10,11 50 0 0 ARIBA INC COM NEW 04033V203 0 2 SH DEFINED 12 2 0 0 ARIBA INC COM NEW 04033V203 450 58200 SH CALL DEFINED 14,15,23 58200 0 0 ARIBA INC COM NEW 04033V203 19 2500 SH PUT DEFINED 14,15,23 2500 0 0 ARIBA INC COM NEW 04033V203 76 9818 SH DEFINED 15,23,24 9818 0 0 ARKANSAS BEST CORP D COM 040790107 226 6286 SH DEFINED 6,10 6286 0 0 ARKANSAS BEST CORP D COM 040790107 13 368 SH DEFINED 12 368 0 0 ARKANSAS BEST CORP D COM 040790107 797 22150 SH DEFINED 15,23,24 19880 0 2270 ARKANSAS BEST CORP D COM 040790107 58 1600 SH DEFINED 29 1600 0 0 ARM HLDGS PLC SPONSORED A 042068106 15 2015 SH DEFINED 12 2015 0 0 ARM HLDGS PLC SPONSORED A 042068106 1319 180640 SH DEFINED 15,23,24 175051 0 5589 ARM HLDGS PLC SPONSORED A 042068106 274 37467 SH DEFINED 30,38 37467 0 0 ARMOR HOLDINGS INC COM 042260109 527 9599 SH DEFINED 6,10 9599 0 0 ARMOR HOLDINGS INC COM 042260109 16 300 SH DEFINED 6,10,11 300 0 0 ARMOR HOLDINGS INC COM 042260109 42 765 SH DEFINED 12 765 0 0 ARMOR HOLDINGS INC COM 042260109 2695 49128 SH DEFINED 15,23,24 38210 0 10918 ARMOR HOLDINGS INC COM 042260109 302 5500 SH DEFINED 30,38 5500 0 0 ARQULE INC COM 04269E107 42 7118 SH DEFINED 6,10 7118 0 0 ARQULE INC COM 04269E107 22 3689 SH DEFINED 15,23,24 3689 0 0 ARRIS GROUP INC COM 04269Q100 9 724 SH DEFINED 6,10 724 0 0 ARRIS GROUP INC COM 04269Q100 764 61100 SH DEFINED 6,10,11 61100 0 0 ARRIS GROUP INC COM 04269Q100 104 8297 SH DEFINED 12 8297 0 0 ARRIS GROUP INC COM 04269Q100 596 47670 SH DEFINED 14,15,23 47670 0 0 ARRIS GROUP INC COM 04269Q100 315 25200 SH CALL DEFINED 14,15,23 25200 0 0 ARRIS GROUP INC COM 04269Q100 343 27400 SH PUT DEFINED 14,15,23 27400 0 0 ARRIS GROUP INC COM 04269Q100 1465 117142 SH DEFINED 15,23,24 106270 0 10872 ARRIS GROUP INC COM 04269Q100 41 3250 SH DEFINED 29 3250 0 0 ARRIS GROUP INC COM 04269Q100 1066 85191 SH DEFINED 30,38 85191 0 0 ARRAY BIOPHARMA INC COM 04269X105 118 9147 SH DEFINED 15,23,24 8647 0 500 ARRAY BIOPHARMA INC COM 04269X105 388 30000 SH DEFINED 30,38 30000 0 0 ARROW ELECTRS INC COM 042735100 174 5505 SH DEFINED 6,10 5505 0 0 ARROW ELECTRS INC COM 042735100 9 300 SH DEFINED 6,10,11 300 0 0 ARROW ELECTRS INC COM 042735100 6 175 SH DEFINED 12 175 0 0 ARROW ELECTRS INC COM 042735100 858 27202 SH DEFINED 15,23,24 25327 0 1875 ARROW FINL CORP COM 042744102 565 22812 SH DEFINED 15,23,24 22345 0 467 ARROW INTL INC COM 042764100 42 1199 SH DEFINED 12 1199 0 0 ARROW INTL INC COM 042764100 217 6121 SH DEFINED 15,23,24 4821 0 1300 ARROW INTL INC COM 042764100 35 1000 SH DEFINED 29 1000 0 0 ARTESIAN RESOURCES C CL A 043113208 9 450 SH DEFINED 6,10,11 450 0 0 ARTESIAN RESOURCES C CL A 043113208 285 14521 SH DEFINED 15,23,24 13641 0 880 ARTHROCARE CORP COM 043136100 271 6792 SH DEFINED 6,10 6792 0 0 ARTHROCARE CORP COM 043136100 31 787 SH DEFINED 12 787 0 0 ARTHROCARE CORP COM 043136100 53 1336 SH DEFINED 15,23,24 1336 0 0 ARVINMERITOR INC COM 043353101 3 179 SH DEFINED 6,10 179 0 0 ARVINMERITOR INC COM 043353101 137 7540 SH DEFINED 12 7540 0 0 ARVINMERITOR INC COM 043353101 210 11496 SH DEFINED 15,23,24 11141 0 355 ARVINMERITOR INC COM 043353101 64 3500 SH DEFINED 29 3500 0 0 ARVINMERITOR INC COM 043353101 673 36900 SH DEFINED 30,38 36900 0 0 ASHFORD HOSPITALITY COM SHS 044103109 47 3750 SH DEFINED 12 3750 0 0 ASHFORD HOSPITALITY COM SHS 044103109 1694 136070 SH DEFINED 15,23,24 81606 0 54464 ASHFORD HOSPITALITY COM SHS 044103109 39 3125 SH DEFINED 29 3125 0 0 ASHLAND INC NEW COM 044209104 433 6265 SH DEFINED 6,10 6265 0 0 ASHLAND INC NEW COM 044209104 33 472 SH DEFINED 6,10,11 472 0 0 ASHLAND INC NEW COM 044209104 5 70 SH DEFINED 12 70 0 0 ASHLAND INC NEW COM 044209104 9658 139600 SH CALL DEFINED 14,15,23 139600 0 0 ASHLAND INC NEW COM 044209104 7679 111000 SH PUT DEFINED 14,15,23 111000 0 0 ASHLAND INC NEW COM 044209104 14497 209560 SH DEFINED 15,23,24 178048 0 31512 ASHLAND INC NEW COM 044209104 180 2600 SH DEFINED 30,38 2600 0 0 ASIA PAC FD INC COM 044901106 491 21517 SH DEFINED 15,23,24 11091 0 10426 ASIA TIGERS FD INC COM 04516T105 953 45396 SH DEFINED 15,23,24 16800 0 28596 ASPECT MED SYS INC COM 045235108 545 28993 SH DEFINED 15,23,24 13591 0 15402 ASSISTED LIVING CONC CL A 04544X102 2225 225000 SH DEFINED 13,30 225000 0 0 ASSOCIATED BANC CORP COM 045487105 200 5726 SH DEFINED 6,10 5726 0 0 ASSOCIATED BANC CORP COM 045487105 23 650 SH DEFINED 6,10,11 650 0 0 ASSOCIATED BANC CORP COM 045487105 2 65 SH DEFINED 12 65 0 0 ASSOCIATED BANC CORP COM 045487105 1573 45108 SH DEFINED 15,23,24 40028 0 5080 ASSOCIATED BANC CORP COM 045487105 291 8340 SH DEFINED 30,38 8340 0 0 ASSOCIATED ESTATES R COM 045604105 13 975 SH DEFINED 6,10,11 975 0 0 ASSOCIATED ESTATES R COM 045604105 194 14100 SH DEFINED 15,23,24 14100 0 0 ASSURANT INC COM 04621X108 597 10800 SH DEFINED 3,8 0 0 10800 ASSURANT INC COM 04621X108 301 5452 SH DEFINED 6,10 5452 0 0 ASSURANT INC COM 04621X108 114 2070 SH DEFINED 12 2070 0 0 ASSURANT INC COM 04621X108 3851 69702 SH DEFINED 15,23,24 62587 0 7115 ASSURANT INC COM 04621X108 1492 27000 SH DEFINED 15,18,23,25,26 27000 0 0 ASSURANT INC COM 04621X108 7597 137500 SH DEFINED 30,38 137500 0 0 ASTA FDG INC COM 046220109 429 14100 SH DEFINED 6,10,11 14100 0 0 ASTA FDG INC COM 046220109 256 8409 SH DEFINED 15,23,24 8000 0 409 ASTEC INDS INC COM 046224101 166 4743 SH DEFINED 6,10 4743 0 0 ASTEC INDS INC COM 046224101 201 5725 SH DEFINED 6,10,11 5725 0 0 ASTEC INDS INC COM 046224101 6 180 SH DEFINED 12 180 0 0 ASTEC INDS INC COM 046224101 146 4153 SH DEFINED 15,23,24 2846 0 1307 ASTORIA FINL CORP COM 046265104 131 4351 SH DEFINED 6,10 4351 0 0 ASTORIA FINL CORP COM 046265104 13 433 SH DEFINED 12 433 0 0 ASTORIA FINL CORP COM 046265104 7419 245995 SH DEFINED 15,23,24 193639 0 52355 ASTORIA FINL CORP COM 046265104 0 1 SH DEFINED 29 1 0 0 ASTORIA FINL CORP COM 046265104 320 10600 SH DEFINED 30,38 10600 0 0 ASTRAZENECA PLC SPONSORED A 046353108 296 5525 SH DEFINED 6,10,11 5525 0 0 ASTRAZENECA PLC SPONSORED A 046353108 562 10499 SH DEFINED 12 10499 0 0 ASTRAZENECA PLC SPONSORED A 046353108 8434 157500 SH CALL DEFINED 14,15,23 157500 0 0 ASTRAZENECA PLC SPONSORED A 046353108 6517 121700 SH PUT DEFINED 14,15,23 121700 0 0 ASTRAZENECA PLC SPONSORED A 046353108 7675 143321 SH DEFINED 15,23,24 117005 0 26316 ASTRAZENECA PLC SPONSORED A 046353108 152824 2853849 SH DEFINED 15,18,23,25,28 2853849 0 0 ASTRAZENECA PLC SPONSORED A 046353108 431 8050 SH DEFINED 29 8050 0 0 ASTRAZENECA PLC SPONSORED A 046353108 2952 55120 SH DEFINED 30,38 55120 0 0 AT ROAD INC COM 04648K105 95 12947 SH DEFINED 15,23,24 12947 0 0 AT ROAD INC COM 04648K105 258 35300 SH DEFINED 29 35300 0 0 ASYST TECHNOLOGY COR COM 04648X107 1 200 SH DEFINED 6,10,11 200 0 0 ASYST TECHNOLOGY COR COM 04648X107 98 13361 SH DEFINED 15,23,24 11549 0 1812 ASYST TECHNOLOGY COR COM 04648X107 141 19300 SH DEFINED 29 19300 0 0 ASYST TECHNOLOGY COR COM 04648X107 1 91 SH DEFINED 30,38 91 0 0 ATARI INC COM 04651M105 113 198412 SH DEFINED 15,23,24 198412 0 0 ATHEROS COMMUNICATIO COM 04743P108 34 1575 SH DEFINED 12 1575 0 0 ATHEROS COMMUNICATIO COM 04743P108 1145 53700 SH CALL DEFINED 14,15,23 53700 0 0 ATHEROS COMMUNICATIO COM 04743P108 1132 53100 SH PUT DEFINED 14,15,23 53100 0 0 ATHEROS COMMUNICATIO COM 04743P108 1082 50759 SH DEFINED 15,23,24 50359 0 400 ATHEROGENICS INC NOTE 1.500 047439AD6 650 891000 PRN DEFINED 15,23,24 891000 0 0 ATHEROGENICS INC COM 047439104 1 74 SH DEFINED 12 74 0 0 ATHEROGENICS INC COM 047439104 3301 333100 SH CALL DEFINED 14,15,23 333100 0 0 ATHEROGENICS INC COM 047439104 1544 155800 SH PUT DEFINED 14,15,23 155800 0 0 ATHEROGENICS INC COM 047439104 477 48141 SH DEFINED 15,23,24 47806 0 335 ATHEROGENICS INC COM 047439104 171 17300 SH CALL DEFINED 15,23,24 17300 0 0 ATHEROGENICS INC COM 047439104 99 10038 SH DEFINED 30,38 10038 0 0 ATLANTIC TELE NETWOR COM NEW 049079205 11 376 SH DEFINED 12 376 0 0 ATLANTIC TELE NETWOR COM NEW 049079205 341 11624 SH DEFINED 15,23,24 11624 0 0 ATLAS AIR WORLDWIDE COM NEW 049164205 2 48 SH DEFINED 12 48 0 0 ATLAS AIR WORLDWIDE COM NEW 049164205 4291 96430 SH DEFINED 15,23,24 96430 0 0 ATLAS AMER INC COM 049167109 416 8170 SH DEFINED 15,23,24 8101 0 69 ATLAS AMER INC COM 049167109 1733 34000 SH DEFINED 30,38 34000 0 0 ATLAS PIPELINE PARTN UNIT L P IN 049392103 9039 188311 SH DEFINED 15,23,24 133321 0 54990 ATMEL CORP COM 049513104 57 9377 SH DEFINED 6,10 9377 0 0 ATMEL CORP COM 049513104 3 463 SH DEFINED 12 463 0 0 ATMEL CORP COM 049513104 257 42519 SH DEFINED 14,15,23 42519 0 0 ATMEL CORP COM 049513104 264 43600 SH CALL DEFINED 14,15,23 43600 0 0 ATMEL CORP COM 049513104 1010 166900 SH PUT DEFINED 14,15,23 166900 0 0 ATMEL CORP COM 049513104 696 115025 SH DEFINED 15,23,24 110950 0 4075 ATMEL CORP COM 049513104 841 139025 SH DEFINED 30,38 139025 0 0 ATMOS ENERGY CORP COM 049560105 702 21995 SH DEFINED 6,10 21995 0 0 ATMOS ENERGY CORP COM 049560105 23 715 SH DEFINED 12 715 0 0 ATMOS ENERGY CORP COM 049560105 3562 111637 SH DEFINED 15,23,24 69295 0 42342 ATMOS ENERGY CORP COM 049560105 89 2800 SH DEFINED 29 2800 0 0 ATMOS ENERGY CORP COM 049560105 271 8500 SH DEFINED 30,38 8500 0 0 ATWOOD OCEANICS INC COM 050095108 333 6802 SH DEFINED 6,10 6802 0 0 ATWOOD OCEANICS INC COM 050095108 2 40 SH DEFINED 12 40 0 0 ATWOOD OCEANICS INC COM 050095108 281 5747 SH DEFINED 15,23,24 3872 0 1875 AUDIBLE INC COM NEW 05069A302 23 2886 SH DEFINED 6,10 2886 0 0 AUDIBLE INC COM NEW 05069A302 405 51049 SH DEFINED 15,23,24 34565 0 16484 AUDIOCODES LTD NOTE 2.000 050732AB2 568 636000 PRN DEFINED 15,23,24 636000 0 0 AUDIOVOX CORP CL A 050757103 64 4534 SH DEFINED 6,10 4534 0 0 AUDIOVOX CORP CL A 050757103 199 14113 SH DEFINED 15,23,24 12983 0 1130 AURIZON MINES LTD COM 05155P106 113 35931 SH DEFINED 15,23,24 35931 0 0 AUSTRALIA&NEW ZEALAN SPONSORED A 052528304 935 8381 SH DEFINED 12 8381 0 0 AUSTRALIA&NEW ZEALAN SPONSORED A 052528304 1459 13079 SH DEFINED 15,23,24 11618 0 1461 AUTODESK INC COM 052769106 51 1264 SH DEFINED 3,8 0 0 1264 AUTODESK INC COM 052769106 925 22870 SH DEFINED 6,10 22870 0 0 AUTODESK INC COM 052769106 790 19530 SH DEFINED 6,10,11 19530 0 0 AUTODESK INC COM 052769106 223 5510 SH DEFINED 12 5510 0 0 AUTODESK INC COM 052769106 3507 86670 SH DEFINED 14,15,23 86670 0 0 AUTODESK INC COM 052769106 2504 61900 SH CALL DEFINED 14,15,23 61900 0 0 AUTODESK INC COM 052769106 6486 160300 SH PUT DEFINED 14,15,23 160300 0 0 AUTODESK INC COM 052769106 90896 2246575 SH DEFINED 15,23,24 2106347 0 140227 AUTODESK INC COM 052769106 20230 500000 SH PUT DEFINED 15,23,24 500000 0 0 AUTOLIV INC COM 052800109 214 3547 SH DEFINED 6,10 3547 0 0 AUTOLIV INC COM 052800109 2264 37540 SH DEFINED 6,10,11 37440 0 100 AUTOLIV INC COM 052800109 128 2115 SH DEFINED 12 2115 0 0 AUTOLIV INC COM 052800109 2190 36324 SH DEFINED 15,23,24 28315 0 8009 AUTOLIV INC COM 052800109 19676 326301 SH DEFINED 15,18,23,25,26 326301 0 0 AUTOLIV INC COM 052800109 699 11600 SH DEFINED 30,38 11600 0 0 AUTOMATIC DATA PROCE NOTE 053015AC7 51 40000 PRN DEFINED 15,23,24 0 0 40000 AUTOMATIC DATA PROCE COM 053015103 367 7442 SH DEFINED 3,8 0 0 7442 AUTOMATIC DATA PROCE COM 053015103 2551 51799 SH DEFINED 6,10 51799 0 0 AUTOMATIC DATA PROCE COM 053015103 561 11400 SH CALL DEFINED 6,10 11400 0 0 AUTOMATIC DATA PROCE COM 053015103 4074 82728 SH DEFINED 6,10,11 82728 0 0 AUTOMATIC DATA PROCE COM 053015103 30385 616948 SH DEFINED 12 616948 0 0 AUTOMATIC DATA PROCE COM 053015103 12007 243800 SH CALL DEFINED 14,15,23 243800 0 0 AUTOMATIC DATA PROCE COM 053015103 7417 150600 SH PUT DEFINED 14,15,23 150600 0 0 AUTOMATIC DATA PROCE COM 053015103 39610 804266 SH DEFINED 15,23,24 573876 0 230390 AUTOMATIC DATA PROCE COM 053015103 30 600 SH PUT DEFINED 15,23,24 600 0 0 AUTOMATIC DATA PROCE COM 053015103 1478 30000 SH DEFINED 30,38 30000 0 0 AUTONATION INC COM 05329W102 307 14419 SH DEFINED 6,10 14419 0 0 AUTONATION INC COM 05329W102 13 614 SH DEFINED 12 614 0 0 AUTONATION INC COM 05329W102 2147 100700 SH CALL DEFINED 14,15,23 100700 0 0 AUTONATION INC COM 05329W102 422 19800 SH PUT DEFINED 14,15,23 19800 0 0 AUTONATION INC COM 05329W102 1577 73957 SH DEFINED 15,23,24 71334 0 2623 AUTONATION INC COM 05329W102 1464 68660 SH DEFINED 30,38 68660 0 0 AUTOZONE INC COM 053332102 566 4897 SH DEFINED 6,10 4897 0 0 AUTOZONE INC COM 053332102 2269 19635 SH DEFINED 6,10,11 19435 0 200 AUTOZONE INC COM 053332102 425 3676 SH DEFINED 12 3676 0 0 AUTOZONE INC COM 053332102 12272 106200 SH CALL DEFINED 14,15,23 106200 0 0 AUTOZONE INC COM 053332102 23505 203400 SH PUT DEFINED 14,15,23 203400 0 0 AUTOZONE INC COM 053332102 12989 112398 SH DEFINED 15,23,24 100729 0 11669 AUXILIUM PHARMACEUTI COM 05334D107 1436 97778 SH DEFINED 15,23,24 93885 0 3893 AVALONBAY CMNTYS INC COM 053484101 4319 33212 SH DEFINED 6,10 33212 0 0 AVALONBAY CMNTYS INC COM 053484101 65 500 SH DEFINED 6,10,11 500 0 0 AVALONBAY CMNTYS INC COM 053484101 2071 15928 SH DEFINED 12 15928 0 0 AVALONBAY CMNTYS INC COM 053484101 2835 21800 SH DEFINED 13,30 21800 0 0 AVALONBAY CMNTYS INC COM 053484101 1306 10040 SH DEFINED 15,23,24 6899 0 3140 AVALONBAY CMNTYS INC COM 053484101 13 100 SH DEFINED 30,38 100 0 0 AVANT IMMUNOTHERAPEU COM 053491106 53 39826 SH DEFINED 15,23,24 39826 0 0 AVATAR HLDGS INC NOTE 4.500 053494AF7 20157 13110000 PRN DEFINED 15,23,24 13110000 0 0 AVAYA INC COM 053499109 622 44515 SH DEFINED 6,10 44515 0 0 AVAYA INC COM 053499109 3 200 SH DEFINED 6,10,11 200 0 0 AVAYA INC COM 053499109 19 1336 SH DEFINED 12 1336 0 0 AVAYA INC COM 053499109 1799 128700 SH CALL DEFINED 14,15,23 128700 0 0 AVAYA INC COM 053499109 1310 93700 SH PUT DEFINED 14,15,23 93700 0 0 AVAYA INC COM 053499109 3639 260316 SH DEFINED 15,23,24 205258 0 55058 AVAYA INC COM 053499109 828 59200 SH DEFINED 30,38 59200 0 0 AVERY DENNISON CORP COM 053611109 2526 37188 SH DEFINED 6,10 37188 0 0 AVERY DENNISON CORP COM 053611109 1596 23499 SH DEFINED 6,10,11 23499 0 0 AVERY DENNISON CORP COM 053611109 1184 17432 SH DEFINED 12 17432 0 0 AVERY DENNISON CORP COM 053611109 8377 123316 SH DEFINED 15,23,24 103916 0 19400 AVID TECHNOLOGY INC COM 05367P100 388 10425 SH DEFINED 6,10 10425 0 0 AVID TECHNOLOGY INC COM 05367P100 25 660 SH DEFINED 12 660 0 0 AVID TECHNOLOGY INC COM 05367P100 1171 31436 SH DEFINED 14,15,23 31436 0 0 AVID TECHNOLOGY INC COM 05367P100 1658 44500 SH CALL DEFINED 14,15,23 44500 0 0 AVID TECHNOLOGY INC COM 05367P100 2869 77000 SH PUT DEFINED 14,15,23 77000 0 0 AVID TECHNOLOGY INC COM 05367P100 1316 35329 SH DEFINED 15,23,24 20389 0 14940 AVIS BUDGET GROUP COM 053774105 5 210 SH DEFINED 6,10 210 0 0 AVIS BUDGET GROUP COM 053774105 24 1091 SH DEFINED 6,10,11 759 0 332 AVIS BUDGET GROUP COM 053774105 91 4206 SH DEFINED 12 4206 0 0 AVIS BUDGET GROUP COM 053774105 11832 545500 SH CALL DEFINED 14,15,23 545500 0 0 AVIS BUDGET GROUP COM 053774105 2557 117900 SH PUT DEFINED 14,15,23 117900 0 0 AVIS BUDGET GROUP COM 053774105 13014 600000 SH DEFINED 15,23 600000 0 0 AVIS BUDGET GROUP COM 053774105 1333 61446 SH DEFINED 15,23,24 47861 0 13585 AVIS BUDGET GROUP COM 053774105 14597 673000 SH CALL DEFINED 15,23,24 673000 0 0 AVIS BUDGET GROUP COM 053774105 1085 50000 SH PUT DEFINED 15,23,24 50000 0 0 AVIS BUDGET GROUP COM 053774105 228 10500 SH DEFINED 30,38 10500 0 0 AVISTA CORP COM 05379B107 331 13096 SH DEFINED 6,10 13096 0 0 AVISTA CORP COM 05379B107 36 1437 SH DEFINED 6,10,11 1437 0 0 AVISTA CORP COM 05379B107 822 32474 SH DEFINED 15,23,24 28926 0 3548 AVNET INC DBCV 2.000 053807AL7 153 152000 PRN DEFINED 15,23,24 142000 0 10000 AVNET INC COM 053807103 168 6593 SH DEFINED 6,10 6593 0 0 AVNET INC COM 053807103 683 26750 SH DEFINED 6,10,11 26750 0 0 AVNET INC COM 053807103 103 4052 SH DEFINED 12 4052 0 0 AVNET INC COM 053807103 5685 222689 SH DEFINED 15,23,24 207519 0 15170 AVNET INC COM 053807103 1340 52500 SH PUT DEFINED 15,23,24 52500 0 0 AVOCENT CORP COM 053893103 12 368 SH DEFINED 6,10 368 0 0 AVOCENT CORP COM 053893103 71 2100 SH DEFINED 6,10,11 2100 0 0 AVOCENT CORP COM 053893103 136 4026 SH DEFINED 12 4026 0 0 AVOCENT CORP COM 053893103 106 3124 SH DEFINED 14,15,23 3124 0 0 AVOCENT CORP COM 053893103 284 8400 SH CALL DEFINED 14,15,23 8400 0 0 AVOCENT CORP COM 053893103 196 5800 SH PUT DEFINED 14,15,23 5800 0 0 AVOCENT CORP COM 053893103 1749 51665 SH DEFINED 15,23,24 43129 0 8536 AVOCENT CORP COM 053893103 4739 140000 SH CALL DEFINED 15,23,24 140000 0 0 AVON PRODS INC COM 054303102 2563 77565 SH DEFINED 6,10 77565 0 0 AVON PRODS INC COM 054303102 1502 45450 SH DEFINED 6,10,11 44825 0 625 AVON PRODS INC COM 054303102 514 15555 SH DEFINED 12 15555 0 0 AVON PRODS INC COM 054303102 7038 213000 SH CALL DEFINED 14,15,23 213000 0 0 AVON PRODS INC COM 054303102 5253 159000 SH PUT DEFINED 14,15,23 159000 0 0 AVON PRODS INC COM 054303102 85723 2594531 SH DEFINED 15,23,24 2475678 0 118852 AVON PRODS INC COM 054303102 1292 39100 SH DEFINED 15,18,23,25,26 39100 0 0 AVON PRODS INC COM 054303102 400 12100 SH DEFINED 30,38 12100 0 0 AXA SPONSORED A 054536107 3685 91381 SH DEFINED 12 91381 0 0 AXA SPONSORED A 054536107 7077 175488 SH DEFINED 15,23,24 143025 0 32462 AXA SPONSORED A 054536107 427 10600 SH DEFINED 29 10600 0 0 AXCELIS TECHNOLOGIES COM 054540109 149 25514 SH DEFINED 6,10 25514 0 0 AXCELIS TECHNOLOGIES COM 054540109 3 530 SH DEFINED 6,10,11 530 0 0 AXCELIS TECHNOLOGIES COM 054540109 23 3890 SH DEFINED 12 3890 0 0 AXCELIS TECHNOLOGIES COM 054540109 1259 215904 SH DEFINED 15,23,24 170435 0 45469 AXCELIS TECHNOLOGIES COM 054540109 310 53192 SH DEFINED 30,38 53192 0 0 AZTAR CORP COM 054802103 504 9257 SH DEFINED 6,10 9257 0 0 AZTAR CORP COM 054802103 201 3690 SH DEFINED 14,15,23 3690 0 0 AZTAR CORP COM 054802103 1415 26000 SH CALL DEFINED 14,15,23 26000 0 0 AZTAR CORP COM 054802103 141 2600 SH PUT DEFINED 14,15,23 2600 0 0 AZTAR CORP COM 054802103 469 8622 SH DEFINED 15,23,24 7562 0 1060 BB&T CORP COM 054937107 2914 66341 SH DEFINED 6,10 66341 0 0 BB&T CORP COM 054937107 2750 62600 SH CALL DEFINED 6,10 62600 0 0 BB&T CORP COM 054937107 1712 38964 SH DEFINED 6,10,11 38914 0 50 BB&T CORP COM 054937107 86 1958 SH DEFINED 12 1958 0 0 BB&T CORP COM 054937107 1182 26900 SH CALL DEFINED 14,15,23 26900 0 0 BB&T CORP COM 054937107 1300 29600 SH PUT DEFINED 14,15,23 29600 0 0 BB&T CORP COM 054937107 21207 482738 SH DEFINED 15,23,24 319336 0 163401 BB&T CORP COM 054937107 21965 500000 SH CALL DEFINED 15,23,24 500000 0 0 BB&T CORP COM 054937107 66 1500 SH PUT DEFINED 15,23,24 1500 0 0 BB&T CORP COM 054937107 4296 97800 SH DEFINED 15,18,23,25,26 97800 0 0 BB&T CORP COM 054937107 540 12290 SH DEFINED 30,38 12290 0 0 B & G FOODS INC NEW UNIT 99/99/ 05508R205 1249 62404 SH DEFINED 15,23,24 54338 0 8066 B A S F A G SPONSORED A 055262505 947 9742 SH DEFINED 12 9742 0 0 B A S F A G SPONSORED A 055262505 1694 17425 SH DEFINED 15,23,24 15628 0 1797 B A S F A G SPONSORED A 055262505 437 4500 SH DEFINED 29 4500 0 0 BCE INC COM NEW 05534B760 10552 390797 SH DEFINED 6,10 390797 0 0 BCE INC COM NEW 05534B760 419 15518 SH DEFINED 6,10,11 15518 0 0 BCE INC COM NEW 05534B760 283 10478 SH DEFINED 12 10478 0 0 BCE INC COM NEW 05534B760 5838 216205 SH DEFINED 15,23,24 195395 0 20810 BCE INC COM NEW 05534B760 318 11767 SH DEFINED 30,38 11767 0 0 BFC FINL CORP CL A 055384200 29 4374 SH DEFINED 15,23,24 4374 0 0 BFC FINL CORP CL A 055384200 649 97548 SH DEFINED 30,38 97548 0 0 BG PLC ADR FIN INS 055434203 4446 64956 SH DEFINED 12 64956 0 0 BG PLC ADR FIN INS 055434203 355 5188 SH DEFINED 15,23,24 5043 0 145 BG PLC ADR FIN INS 055434203 5476 80018 SH DEFINED 15,18,23,25,28 80018 0 0 BHP BILLITON PLC SPONSORED A 05545E209 10 270 SH DEFINED 12 270 0 0 BHP BILLITON PLC SPONSORED A 05545E209 256 6875 SH DEFINED 15,23,24 3475 0 3400 BISYS GROUP INC COM 055472104 72 5550 SH DEFINED 12 5550 0 0 BISYS GROUP INC COM 055472104 271 21006 SH DEFINED 15,23,24 20541 0 465 BISYS GROUP INC COM 055472104 1463 113300 SH DEFINED 30,38 113300 0 0 BJS WHOLESALE CLUB I COM 05548J106 4 140 SH DEFINED 6,10 140 0 0 BJS WHOLESALE CLUB I COM 05548J106 105 3375 SH DEFINED 6,10,11 3375 0 0 BJS WHOLESALE CLUB I COM 05548J106 37 1197 SH DEFINED 12 1197 0 0 BJS WHOLESALE CLUB I COM 05548J106 2035 65400 SH CALL DEFINED 14,15,23 65400 0 0 BJS WHOLESALE CLUB I COM 05548J106 34 1100 SH PUT DEFINED 14,15,23 1100 0 0 BJS WHOLESALE CLUB I COM 05548J106 10418 334890 SH DEFINED 15,23,24 275417 0 59473 BJS WHOLESALE CLUB I COM 05548J106 302 9700 SH DEFINED 30,38 9700 0 0 BJ SVCS CO COM 055482103 878 29931 SH DEFINED 6,10 29931 0 0 BJ SVCS CO COM 055482103 7623 260000 SH PUT DEFINED 6,10 260000 0 0 BJ SVCS CO COM 055482103 56 1900 SH DEFINED 6,10,11 1900 0 0 BJ SVCS CO COM 055482103 722 24635 SH DEFINED 12 24635 0 0 BJ SVCS CO COM 055482103 6867 234200 SH CALL DEFINED 14,15,23 234200 0 0 BJ SVCS CO COM 055482103 6832 233000 SH PUT DEFINED 14,15,23 233000 0 0 BJ SVCS CO COM 055482103 13164 448991 SH DEFINED 15,23,24 366853 0 82138 BJ SVCS CO COM 055482103 607 20700 SH DEFINED 29 20700 0 0 BJ SVCS CO COM 055482103 1437 49000 SH DEFINED 30,38 49000 0 0 BP PLC SPONSORED A 055622104 3106 46286 SH DEFINED 6,10,11 46186 0 100 BP PLC SPONSORED A 055622104 105632 1574252 SH DEFINED 12 1574252 0 0 BP PLC SPONSORED A 055622104 7743 115389 SH DEFINED 14,15,23 115389 0 0 BP PLC SPONSORED A 055622104 18788 280000 SH CALL DEFINED 14,15,23 280000 0 0 BP PLC SPONSORED A 055622104 23955 357000 SH PUT DEFINED 14,15,23 357000 0 0 BP PLC SPONSORED A 055622104 64645 963417 SH DEFINED 15,23,24 728594 0 234822 BP PLC SPONSORED A 055622104 309 4608 SH DEFINED 15,18,23,25,26 4608 0 0 BP PLC SPONSORED A 055622104 24101 359181 SH DEFINED 15,18,23,25,28 359181 0 0 BP PLC SPONSORED A 055622104 368 5480 SH DEFINED 29 5480 0 0 BP PLC SPONSORED A 055622104 13420 200000 SH DEFINED 37 200000 0 0 BP PRUDHOE BAY RTY T UNIT BEN IN 055630107 108 1400 SH DEFINED 6,10,11 1400 0 0 BP PRUDHOE BAY RTY T UNIT BEN IN 055630107 14 180 SH DEFINED 12 180 0 0 BP PRUDHOE BAY RTY T UNIT BEN IN 055630107 33518 435415 SH DEFINED 15,23,24 367260 0 68154 BRE PROPERTIES INC CL A 05564E106 285 4383 SH DEFINED 12 4383 0 0 BRE PROPERTIES INC CL A 05564E106 5468 84102 SH DEFINED 15,23,24 47132 0 36970 BT GROUP PLC ADR 05577E101 1203 20084 SH DEFINED 12 20084 0 0 BT GROUP PLC ADR 05577E101 75890 1267149 SH DEFINED 15,23,24 1068684 0 198465 BT GROUP PLC ADR 05577E101 48 798 SH DEFINED 15,18,23,25,28 798 0 0 BMC SOFTWARE INC COM 055921100 1254 38930 SH DEFINED 3,8 0 0 38930 BMC SOFTWARE INC COM 055921100 926 28766 SH DEFINED 6,10 28766 0 0 BMC SOFTWARE INC COM 055921100 16580 514911 SH DEFINED 12 514911 0 0 BMC SOFTWARE INC COM 055921100 3341 103759 SH DEFINED 14,15,23 103759 0 0 BMC SOFTWARE INC COM 055921100 4643 144200 SH CALL DEFINED 14,15,23 144200 0 0 BMC SOFTWARE INC COM 055921100 4308 133800 SH PUT DEFINED 14,15,23 133800 0 0 BMC SOFTWARE INC COM 055921100 6704 208185 SH DEFINED 15,23,24 203280 0 4905 BMC SOFTWARE INC COM 055921100 4286 133100 SH DEFINED 15,18,23,25,26 133100 0 0 BMC SOFTWARE INC COM 055921100 36 1120 SH DEFINED 30,38 1120 0 0 BAIDU COM INC SPON ADR RE 056752108 23676 210100 SH CALL DEFINED 14,15,23 210100 0 0 BAIDU COM INC SPON ADR RE 056752108 14886 132100 SH PUT DEFINED 14,15,23 132100 0 0 BAIDU COM INC SPON ADR RE 056752108 891 7907 SH DEFINED 15,23,24 7281 0 626 BAKER MICHAEL CORP COM 057149106 273 12070 SH DEFINED 15,23,24 4590 0 7480 BAKER HUGHES INC COM 057224107 65 868 SH DEFINED 3,8 0 0 868 BAKER HUGHES INC COM 057224107 4399 58926 SH DEFINED 6,10 58926 0 0 BAKER HUGHES INC COM 057224107 2918 39086 SH DEFINED 6,10,11 39011 0 75 BAKER HUGHES INC COM 057224107 1204 16131 SH DEFINED 12 16131 0 0 BAKER HUGHES INC COM 057224107 807 10808 SH DEFINED 14,15,23 10808 0 0 BAKER HUGHES INC COM 057224107 17903 239800 SH CALL DEFINED 14,15,23 239800 0 0 BAKER HUGHES INC COM 057224107 50164 671900 SH PUT DEFINED 14,15,23 671900 0 0 BAKER HUGHES INC COM 057224107 38553 516380 SH DEFINED 15,23,24 455646 0 60734 BAKER HUGHES INC COM 057224107 248 3318 SH DEFINED 15,18,23,25,26 3318 0 0 BAKER HUGHES INC COM 057224107 702 9400 SH DEFINED 29 9400 0 0 BALDOR ELEC CO COM 057741100 245 7326 SH DEFINED 6,10 7326 0 0 BALDOR ELEC CO COM 057741100 1590 47590 SH DEFINED 6,10,11 47040 0 550 BALDOR ELEC CO COM 057741100 192 5737 SH DEFINED 15,23,24 5737 0 0 BALDWIN TECHNOLOGY I CL A 058264102 52 10390 SH DEFINED 15,23,24 9675 0 715 BALL CORP COM 058498106 418 9595 SH DEFINED 6,10 9595 0 0 BALL CORP COM 058498106 368 8451 SH DEFINED 12 8451 0 0 BALL CORP COM 058498106 2404 55133 SH DEFINED 15,23,24 47315 0 7818 BALL CORP COM 058498106 135 3090 SH DEFINED 30,38 3090 0 0 BALLARD PWR SYS INC COM 05858H104 12 2113 SH DEFINED 6,10 2113 0 0 BALLARD PWR SYS INC COM 05858H104 599 105200 SH CALL DEFINED 14,15,23 105200 0 0 BALLARD PWR SYS INC COM 05858H104 282 49600 SH PUT DEFINED 14,15,23 49600 0 0 BALLARD PWR SYS INC COM 05858H104 346 60757 SH DEFINED 15,23,24 52630 0 8127 BALLY TECHNOLOGIES I COM 05874B107 4 225 SH DEFINED 6,10 225 0 0 BALLY TECHNOLOGIES I COM 05874B107 451 24130 SH DEFINED 12 24130 0 0 BALLY TECHNOLOGIES I COM 05874B107 1087 58200 SH CALL DEFINED 14,15,23 58200 0 0 BALLY TECHNOLOGIES I COM 05874B107 672 36000 SH PUT DEFINED 14,15,23 36000 0 0 BALLY TECHNOLOGIES I COM 05874B107 649 34727 SH DEFINED 15,23,24 29352 0 5375 BANCFIRST CORP COM 05945F103 281 5200 SH DEFINED 15,23,24 5200 0 0 BANCO BILBAO VIZCAYA SPONSORED A 05946K101 1228 51053 SH DEFINED 12 51053 0 0 BANCO BILBAO VIZCAYA SPONSORED A 05946K101 5481 227792 SH DEFINED 15,23,24 209467 0 18325 BANCO BRADESCO S A SP ADR PFD 059460303 2415 59853 SH DEFINED 6,10 59853 0 0 BANCO BRADESCO S A SP ADR PFD 059460303 4035 100000 SH PUT DEFINED 6,10 100000 0 0 BANCO BRADESCO S A SP ADR PFD 059460303 138 3417 SH DEFINED 12 3417 0 0 BANCO BRADESCO S A SP ADR PFD 059460303 5990 148445 SH DEFINED 15,23,24 135895 0 12550 BANCO ITAU HLDG FINA SP ADR 500 059602201 274 7587 SH DEFINED 12 7587 0 0 BANCO ITAU HLDG FINA SP ADR 500 059602201 255 7048 SH DEFINED 15,23,24 6473 0 575 BANCO SANTANDER CENT ADR 05964H105 4599 246463 SH DEFINED 12 246463 0 0 BANCO SANTANDER CENT ADR 05964H105 3061 164043 SH DEFINED 15,23,24 138383 0 25660 BANCO SANTANDER CENT ADR 05964H105 562 30100 SH DEFINED 15,18,23,25,26 30100 0 0 BANCO SANTANDER CENT ADR 05964H105 403 21600 SH DEFINED 29 21600 0 0 BANCO SANTANDER CHIL SP ADR REP 05965X109 216 4495 SH DEFINED 15,23,24 4495 0 0 BANCOLOMBIA S A SPON ADR PR 05968L102 629 20201 SH DEFINED 6,10 20201 0 0 BANCOLOMBIA S A SPON ADR PR 05968L102 229 7364 SH DEFINED 15,23,24 7364 0 0 BANCORP RHODE ISLAND COM 059690107 213 4926 SH DEFINED 15,23,24 3896 0 1030 BANCORPSOUTH INC COM 059692103 6095 227272 SH DEFINED 12 227272 0 0 BANCORPSOUTH INC COM 059692103 91 3380 SH DEFINED 15,23,24 2858 0 522 BANCORPSOUTH INC COM 059692103 75 2800 SH DEFINED 29 2800 0 0 BANCROFT FUND LTD COM 059695106 427 21919 SH DEFINED 12 21919 0 0 BANCROFT FUND LTD COM 059695106 146 7484 SH DEFINED 15,23,24 7377 0 107 BANDAG INC COM 059815100 0 1 SH DEFINED 6,10 1 0 0 BANDAG INC COM 059815100 4 75 SH DEFINED 6,10,11 75 0 0 BANDAG INC COM 059815100 151 3000 SH DEFINED 12 3000 0 0 BANDAG INC COM 059815100 640 12694 SH DEFINED 15,23,24 12694 0 0 BANDAG INC CL A 059815308 150 3000 SH DEFINED 12 3000 0 0 BANDAG INC CL A 059815308 428 8560 SH DEFINED 15,23,24 8560 0 0 BANDAG INC CL A 059815308 2613 52300 SH DEFINED 30,38 52300 0 0 BANK OF AMERICA CORP COM 060505104 12312 230611 SH DEFINED 3,8 0 0 230611 BANK OF AMERICA CORP COM 060505104 138917 2601938 SH DEFINED 6,10 2441198 0 160740 BANK OF AMERICA CORP COM 060505104 15926 298300 SH CALL DEFINED 6,10 298300 0 0 BANK OF AMERICA CORP COM 060505104 22317 418000 SH PUT DEFINED 6,10 418000 0 0 BANK OF AMERICA CORP COM 060505104 6867 128611 SH DEFINED 6,10,11 126261 0 2350 BANK OF AMERICA CORP COM 060505104 144271 2702212 SH DEFINED 12 2702212 0 0 BANK OF AMERICA CORP COM 060505104 20016 374900 SH DEFINED 14,15,23 374900 0 0 BANK OF AMERICA CORP COM 060505104 54111 1013500 SH CALL DEFINED 14,15,23 1013500 0 0 BANK OF AMERICA CORP COM 060505104 70389 1318400 SH PUT DEFINED 14,15,23 1318400 0 0 BANK OF AMERICA CORP COM 060505104 1393 26100 SH DEFINED 15,23 26100 0 0 BANK OF AMERICA CORP COM 060505104 559529 10480027 SH DEFINED 15,23,24 8554229 0 1925798 BANK OF AMERICA CORP COM 060505104 9754 182700 SH CALL DEFINED 15,23,24 182700 0 0 BANK OF AMERICA CORP COM 060505104 20016 374900 SH PUT DEFINED 15,23,24 374300 0 600 BANK OF AMERICA CORP COM 060505104 72830 1364112 SH DEFINED 15,18,23,25,26 1364112 0 0 BANK OF AMERICA CORP COM 060505104 1260 23600 SH DEFINED 29 23600 0 0 BANK OF AMERICA CORP COM 060505104 91 1700 SH DEFINED 30,38 1700 0 0 BANK OF GRANITE CORP COM 062401104 337 17744 SH DEFINED 15,23,24 17744 0 0 BANK HAWAII CORP COM 062540109 470 8720 SH DEFINED 6,10 8720 0 0 BANK HAWAII CORP COM 062540109 19 350 SH DEFINED 6,10,11 350 0 0 BANK HAWAII CORP COM 062540109 98 1814 SH DEFINED 12 1814 0 0 BANK HAWAII CORP COM 062540109 2889 53556 SH DEFINED 15,23,24 49204 0 4352 BANK MARIN CORTE MAD COM 063431100 268 7426 SH DEFINED 15,23,24 7426 0 0 BANK MONTREAL QUE COM 063671101 8879 150000 SH PUT DEFINED 4-6,10 150000 0 0 BANK MONTREAL QUE COM 063671101 4734 79974 SH DEFINED 6,10 79974 0 0 BANK MONTREAL QUE COM 063671101 178 3000 SH DEFINED 12 3000 0 0 BANK MONTREAL QUE COM 063671101 408 6891 SH DEFINED 15,23,24 6022 0 869 BANK MUTUAL CORP NEW COM 063750103 184 15190 SH DEFINED 6,10 15190 0 0 BANK MUTUAL CORP NEW COM 063750103 222 18321 SH DEFINED 15,23,24 18321 0 0 BANK MUTUAL CORP NEW COM 063750103 92 7635 SH DEFINED 30,38 7635 0 0 BANK OF THE OZARKS I COM 063904106 1008 30480 SH DEFINED 15,23,24 29280 0 1200 BANK NEW YORK INC COM 064057102 5058 128461 SH DEFINED 6,10 128461 0 0 BANK NEW YORK INC COM 064057102 4527 114989 SH DEFINED 6,10,11 114914 0 75 BANK NEW YORK INC COM 064057102 48903 1242144 SH DEFINED 12 1242144 0 0 BANK NEW YORK INC COM 064057102 5795 147200 SH CALL DEFINED 14,15,23 147200 0 0 BANK NEW YORK INC COM 064057102 4287 108900 SH PUT DEFINED 14,15,23 108900 0 0 BANK NEW YORK INC COM 064057102 30482 774256 SH DEFINED 15,23,24 641004 0 133251 BANK NEW YORK INC COM 064057102 567 14400 SH DEFINED 30,38 14400 0 0 BANK NOVA SCOTIA HAL COM 064149107 7001 156269 SH DEFINED 6,10 156269 0 0 BANK NOVA SCOTIA HAL COM 064149107 11 250 SH DEFINED 6,10,11 250 0 0 BANK NOVA SCOTIA HAL COM 064149107 2117 47260 SH DEFINED 15,23,24 43554 0 3706 BANKATLANTIC BANCORP CL A 065908501 159 11548 SH DEFINED 6,10 11548 0 0 BANKATLANTIC BANCORP CL A 065908501 44 3205 SH DEFINED 12 3205 0 0 BANKATLANTIC BANCORP CL A 065908501 172 12471 SH DEFINED 15,23,24 11926 0 545 BANKRATE INC COM 06646V108 109 2875 SH DEFINED 6,10 2875 0 0 BANKRATE INC COM 06646V108 18 485 SH DEFINED 15,23,24 423 0 62 BANKRATE INC COM 06646V108 91 2400 SH DEFINED 29 2400 0 0 BANKUNITED FINL CORP CL A 06652B103 225 8033 SH DEFINED 6,10 8033 0 0 BANKUNITED FINL CORP CL A 06652B103 130 4642 SH DEFINED 12 4642 0 0 BANKUNITED FINL CORP CL A 06652B103 57 2021 SH DEFINED 15,23,24 1295 0 726 BANKUNITED FINL CORP CL A 06652B103 1146 41000 SH DEFINED 30,38 41000 0 0 BANNER CORP COM 06652V109 265 5979 SH DEFINED 15,23,24 5979 0 0 BANTA CORP COM 066821109 0 2 SH DEFINED 6,10 2 0 0 BANTA CORP COM 066821109 7 180 SH DEFINED 12 180 0 0 BANTA CORP COM 066821109 224 6158 SH DEFINED 15,23,24 6158 0 0 BANTA CORP COM 066821109 55 1500 SH DEFINED 29 1500 0 0 BANTA CORP COM 066821109 477 13100 SH DEFINED 30,38 13100 0 0 BAR HBR BANKSHARES COM 066849100 250 7884 SH DEFINED 15,23,24 4884 0 3000 BARCLAYS BK PLC DJAIG CMDTY 06738C778 6250 127710 SH DEFINED 15,23,24 123982 0 3728 BARCLAYS BK PLC IPGS CRUDOI 06738C786 245 6433 SH DEFINED 15,23,24 5872 0 561 BARCLAYS BK PLC GSCI TTL RE 06738C794 715 17706 SH DEFINED 15,23,24 16734 0 972 BARCLAYS PLC ADR 06738E204 1600 27521 SH DEFINED 12 27521 0 0 BARCLAYS PLC ADR 06738E204 20210 347607 SH DEFINED 15,23,24 310298 0 37309 BARCLAYS PLC ADR 06738E204 5 90 SH DEFINED 30,38 90 0 0 BARD C R INC COM 067383109 776 9349 SH DEFINED 6,10 9349 0 0 BARD C R INC COM 067383109 807 9725 SH DEFINED 6,10,11 9725 0 0 BARD C R INC COM 067383109 1688 20350 SH DEFINED 12 20350 0 0 BARD C R INC COM 067383109 6 71 SH DEFINED 14,15,23 71 0 0 BARD C R INC COM 067383109 12809 154381 SH DEFINED 15,23,24 127003 0 27377 BARCLAYS BK PLC ADR 2 PREF 06739F390 21 800 SH DEFINED 12 800 0 0 BARCLAYS BK PLC ADR 2 PREF 06739F390 1421 53415 SH DEFINED 15,23,24 39312 0 14103 BARNES & NOBLE INC COM 067774109 4 105 SH DEFINED 6,10 105 0 0 BARNES & NOBLE INC COM 067774109 8 191 SH DEFINED 6,10,11 191 0 0 BARNES & NOBLE INC COM 067774109 31 785 SH DEFINED 12 785 0 0 BARNES & NOBLE INC COM 067774109 10015 252203 SH DEFINED 15,23,24 191947 0 60256 BARNES GROUP INC COM 067806109 217 9989 SH DEFINED 6,10 9989 0 0 BARNES GROUP INC COM 067806109 22 1000 SH DEFINED 6,10,11 1000 0 0 BARNES GROUP INC COM 067806109 9 417 SH DEFINED 12 417 0 0 BARNES GROUP INC COM 067806109 756 34742 SH DEFINED 15,23,24 33827 0 915 BARNES GROUP INC COM 067806109 70 3200 SH DEFINED 29 3200 0 0 BARRICK GOLD CORP COM 067901108 5637 183600 SH CALL DEFINED 4-6,10 183600 0 0 BARRICK GOLD CORP COM 067901108 1506 49062 SH DEFINED 6,10 49062 0 0 BARRICK GOLD CORP COM 067901108 5 154 SH DEFINED 6,10,11 154 0 0 BARRICK GOLD CORP COM 067901108 2891 94157 SH DEFINED 12 94157 0 0 BARRICK GOLD CORP COM 067901108 14386 468600 SH CALL DEFINED 14,15,23 468600 0 0 BARRICK GOLD CORP COM 067901108 20839 678800 SH PUT DEFINED 14,15,23 678800 0 0 BARRICK GOLD CORP COM 067901108 55414 1805030 SH DEFINED 15,23,24 1524446 0 280583 BARRICK GOLD CORP COM 067901108 810 26400 SH CALL DEFINED 15,23,24 26400 0 0 BARRICK GOLD CORP COM 067901108 6033 196500 SH PUT DEFINED 15,23,24 196500 0 0 BARRICK GOLD CORP COM 067901108 381 12403 SH DEFINED 15,18,23,25,26 12403 0 0 BARRICK GOLD CORP COM 067901108 157 5100 SH DEFINED 29 5100 0 0 BARRICK GOLD CORP COM 067901108 1085 35340 SH DEFINED 30,38 35340 0 0 BARR PHARMACEUTICALS COM 068306109 426 8501 SH DEFINED 6,10 8501 0 0 BARR PHARMACEUTICALS COM 068306109 16 325 SH DEFINED 6,10,11 325 0 0 BARR PHARMACEUTICALS COM 068306109 411 8204 SH DEFINED 12 8204 0 0 BARR PHARMACEUTICALS COM 068306109 992 19800 SH CALL DEFINED 14,15,23 19800 0 0 BARR PHARMACEUTICALS COM 068306109 1088 21700 SH PUT DEFINED 14,15,23 21700 0 0 BARR PHARMACEUTICALS COM 068306109 11767 234785 SH DEFINED 15,23,24 182882 0 51903 BARR PHARMACEUTICALS COM 068306109 15 300 SH CALL DEFINED 15,23,24 300 0 0 BARR PHARMACEUTICALS COM 068306109 40 800 SH PUT DEFINED 15,23,24 800 0 0 BARR PHARMACEUTICALS COM 068306109 491 9800 SH DEFINED 29 9800 0 0 BARR PHARMACEUTICALS COM 068306109 341 6810 SH DEFINED 30,38 6810 0 0 BARRETT BILL CORP COM 06846N104 45 1650 SH DEFINED 12 1650 0 0 BARRETT BILL CORP COM 06846N104 241 8858 SH DEFINED 15,23,24 6858 0 2000 BASIC ENERGY SVCS IN COM 06985P100 96 3900 SH CALL DEFINED 14,15,23 3900 0 0 BASIC ENERGY SVCS IN COM 06985P100 96 3900 SH PUT DEFINED 14,15,23 3900 0 0 BASIC ENERGY SVCS IN COM 06985P100 188 7616 SH DEFINED 15,23,24 7300 0 316 BAUER EDDIE HLDGS IN COM 071625107 6879 759289 SH DEFINED 15,23,24 759289 0 0 BAUSCH & LOMB INC FRNT 071707AM5 116 100000 PRN DEFINED 15,23,24 100000 0 0 BAUSCH & LOMB INC COM 071707103 253 4869 SH DEFINED 6,10 4869 0 0 BAUSCH & LOMB INC COM 071707103 495 9512 SH DEFINED 12 9512 0 0 BAUSCH & LOMB INC COM 071707103 2966 56982 SH DEFINED 14,15,23 56982 0 0 BAUSCH & LOMB INC COM 071707103 3623 69600 SH CALL DEFINED 14,15,23 69600 0 0 BAUSCH & LOMB INC COM 071707103 10724 206000 SH PUT DEFINED 14,15,23 206000 0 0 BAUSCH & LOMB INC COM 071707103 2151 41325 SH DEFINED 15,23,24 36340 0 4985 BAXTER INTL INC COM 071813109 4833 104180 SH DEFINED 6,10 104180 0 0 BAXTER INTL INC COM 071813109 1902 41008 SH DEFINED 6,10,11 41008 0 0 BAXTER INTL INC COM 071813109 4398 94796 SH DEFINED 12 94796 0 0 BAXTER INTL INC COM 071813109 8591 185200 SH CALL DEFINED 14,15,23 185200 0 0 BAXTER INTL INC COM 071813109 6137 132300 SH PUT DEFINED 14,15,23 132300 0 0 BAXTER INTL INC COM 071813109 27640 595814 SH DEFINED 15,23,24 490664 0 105150 BAXTER INTL INC COM 071813109 54 1159 SH DEFINED 15,18,23,25,26 1159 0 0 BAXTER INTL INC COM 071813109 6019 129750 SH DEFINED 30,38 129750 0 0 BAYER A G SPONSORED A 072730302 3029 56756 SH DEFINED 12 56756 0 0 BAYER A G SPONSORED A 072730302 9848 184551 SH DEFINED 15,23,24 119477 0 65074 BAYTEX ENERGY TR TRUST UNIT 073176109 259 13657 SH DEFINED 15,23,24 10942 0 2715 BE AEROSPACE INC COM 073302101 3 132 SH DEFINED 6,10 132 0 0 BE AEROSPACE INC COM 073302101 93 3630 SH DEFINED 12 3630 0 0 BE AEROSPACE INC COM 073302101 3871 150732 SH DEFINED 15,23,24 80336 0 70396 BE AEROSPACE INC COM 073302101 2568 100000 SH CALL DEFINED 15,23,24 100000 0 0 BE AEROSPACE INC COM 073302101 447 17402 SH DEFINED 30,38 17402 0 0 BEA SYS INC COM 073325102 1033 82091 SH DEFINED 6,10 82091 0 0 BEA SYS INC COM 073325102 111 8810 SH DEFINED 12 8810 0 0 BEA SYS INC COM 073325102 1490 118415 SH DEFINED 14,15,23 118415 0 0 BEA SYS INC COM 073325102 1686 134000 SH CALL DEFINED 14,15,23 134000 0 0 BEA SYS INC COM 073325102 2541 202000 SH PUT DEFINED 14,15,23 202000 0 0 BEA SYS INC COM 073325102 110 8710 SH DEFINED 2,5,6,9,10,17,19,20,27 8710 0 0 BEA SYS INC COM 073325102 6352 504955 SH DEFINED 15,23,24 420995 0 83960 BEA SYS INC COM 073325102 2107 167500 SH CALL DEFINED 15,23,24 167500 0 0 BEA SYS INC COM 073325102 96 7636 SH DEFINED 15,18,23,25,26 7636 0 0 BEA SYS INC COM 073325102 1844 146587 SH DEFINED 30,38 146587 0 0 BEACON POWER CORP COM 073677106 13 13090 SH DEFINED 15,23,24 12987 0 103 BEACON ROOFING SUPPL COM 073685109 61 3246 SH DEFINED 12 3246 0 0 BEACON ROOFING SUPPL COM 073685109 8 403 SH DEFINED 15,23,24 403 0 0 BEACON ROOFING SUPPL COM 073685109 345 18347 SH DEFINED 30,38 18347 0 0 BEAR STEARNS COS INC COM 073902108 1751 10757 SH DEFINED 6,10 10757 0 0 BEAR STEARNS COS INC COM 073902108 35 215 SH DEFINED 6,10,11 215 0 0 BEAR STEARNS COS INC COM 073902108 627 3854 SH DEFINED 12 3854 0 0 BEAR STEARNS COS INC COM 073902108 74472 457500 SH CALL DEFINED 14,15,23 457500 0 0 BEAR STEARNS COS INC COM 073902108 43983 270200 SH PUT DEFINED 14,15,23 270200 0 0 BEAR STEARNS COS INC COM 073902108 28716 176409 SH DEFINED 15,23,24 147778 0 28631 BEAR STEARNS COS INC COM 073902108 27819 170900 SH CALL DEFINED 15,23,24 170900 0 0 BEAR STEARNS COS INC COM 073902108 20396 125300 SH PUT DEFINED 15,23,24 125300 0 0 BEARINGPOINT INC COM 074002106 3 360 SH DEFINED 6,10 360 0 0 BEARINGPOINT INC COM 074002106 1 66 SH DEFINED 12 66 0 0 BEARINGPOINT INC COM 074002106 718 91251 SH DEFINED 15,23,24 63845 0 27406 BEAZER HOMES USA INC COM 07556Q105 5 102 SH DEFINED 6,10 102 0 0 BEAZER HOMES USA INC COM 07556Q105 2068 44000 SH CALL DEFINED 6,10 44000 0 0 BEAZER HOMES USA INC COM 07556Q105 2068 44000 SH PUT DEFINED 6,10 44000 0 0 BEAZER HOMES USA INC COM 07556Q105 91 1942 SH DEFINED 12 1942 0 0 BEAZER HOMES USA INC COM 07556Q105 22156 471300 SH CALL DEFINED 14,15,23 471300 0 0 BEAZER HOMES USA INC COM 07556Q105 13849 294600 SH PUT DEFINED 14,15,23 294600 0 0 BEAZER HOMES USA INC COM 07556Q105 2318 49305 SH DEFINED 15,23,24 38946 0 10359 BEBE STORES INC COM 075571109 562 28409 SH DEFINED 6,10 28409 0 0 BEBE STORES INC COM 075571109 83 4218 SH DEFINED 12 4218 0 0 BEBE STORES INC COM 075571109 61 3089 SH DEFINED 14,15,23 3089 0 0 BEBE STORES INC COM 075571109 574 29000 SH CALL DEFINED 14,15,23 29000 0 0 BEBE STORES INC COM 075571109 707 35700 SH PUT DEFINED 14,15,23 35700 0 0 BEBE STORES INC COM 075571109 20 988 SH DEFINED 15,23,24 988 0 0 BEBE STORES INC COM 075571109 216 10925 SH DEFINED 29 10925 0 0 BEBE STORES INC COM 075571109 318 16048 SH DEFINED 30,38 16048 0 0 BECKMAN COULTER INC COM 075811109 161 2685 SH DEFINED 6,10 2685 0 0 BECKMAN COULTER INC COM 075811109 311 5196 SH DEFINED 6,10,11 5196 0 0 BECKMAN COULTER INC COM 075811109 244 4076 SH DEFINED 12 4076 0 0 BECKMAN COULTER INC COM 075811109 1292 21600 SH CALL DEFINED 14,15,23 21600 0 0 BECKMAN COULTER INC COM 075811109 3140 52500 SH PUT DEFINED 14,15,23 52500 0 0 BECKMAN COULTER INC COM 075811109 1561 26107 SH DEFINED 15,23,24 21891 0 4216 BECTON DICKINSON & C COM 075887109 1576 22462 SH DEFINED 6,10 22462 0 0 BECTON DICKINSON & C COM 075887109 1601 22821 SH DEFINED 6,10,11 22821 0 0 BECTON DICKINSON & C COM 075887109 2742 39083 SH DEFINED 12 39083 0 0 BECTON DICKINSON & C COM 075887109 11 163 SH DEFINED 14,15,23 163 0 0 BECTON DICKINSON & C COM 075887109 11245 160305 SH DEFINED 15,23,24 133408 0 26896 BECTON DICKINSON & C COM 075887109 299 4260 SH DEFINED 29 4260 0 0 BED BATH & BEYOND IN COM 075896100 122 3214 SH DEFINED 3,8 0 0 3214 BED BATH & BEYOND IN COM 075896100 997 26160 SH DEFINED 6,10 26160 0 0 BED BATH & BEYOND IN COM 075896100 1342 35219 SH DEFINED 6,10,11 35144 0 75 BED BATH & BEYOND IN COM 075896100 901 23645 SH DEFINED 12 23645 0 0 BED BATH & BEYOND IN COM 075896100 5212 136800 SH CALL DEFINED 14,15,23 136800 0 0 BED BATH & BEYOND IN COM 075896100 5425 142400 SH PUT DEFINED 14,15,23 142400 0 0 BED BATH & BEYOND IN COM 075896100 47953 1258617 SH DEFINED 15,23,24 1020171 0 238446 BED BATH & BEYOND IN COM 075896100 1 28 SH DEFINED 30,38 28 0 0 BEL FUSE INC CL A 077347201 211 7000 SH DEFINED 15,23,24 7000 0 0 BEL FUSE INC CL B 077347300 104 2985 SH DEFINED 6,10 2985 0 0 BEL FUSE INC CL B 077347300 143 4107 SH DEFINED 15,23,24 4107 0 0 BELDEN CDT INC COM 077454106 432 11040 SH DEFINED 6,10 11040 0 0 BELDEN CDT INC COM 077454106 21 531 SH DEFINED 6,10,11 531 0 0 BELDEN CDT INC COM 077454106 153 3905 SH DEFINED 12 3905 0 0 BELDEN CDT INC COM 077454106 1230 31468 SH DEFINED 15,23,24 28434 0 3034 BELL MICROPRODUCTS I NOTE 3.750 078137AC0 17939 18212000 PRN DEFINED 15,23,24 18212000 0 0 BELL MICROPRODUCTS I COM 078137106 54 7659 SH DEFINED 6,10 7659 0 0 BELL MICROPRODUCTS I COM 078137106 17 2372 SH DEFINED 12 2372 0 0 BELL MICROPRODUCTS I COM 078137106 176 24925 SH DEFINED 15,23,24 24925 0 0 BELLSOUTH CORP COM 079860102 14737 312821 SH DEFINED 6,10 312821 0 0 BELLSOUTH CORP COM 079860102 18844 400000 SH CALL DEFINED 6,10 400000 0 0 BELLSOUTH CORP COM 079860102 620 13168 SH DEFINED 6,10,11 13168 0 0 BELLSOUTH CORP COM 079860102 8633 183247 SH DEFINED 12 183247 0 0 BELLSOUTH CORP COM 079860102 17788 377589 SH DEFINED 14,15,23 377589 0 0 BELLSOUTH CORP COM 079860102 6657 141300 SH CALL DEFINED 14,15,23 141300 0 0 BELLSOUTH CORP COM 079860102 22170 470600 SH PUT DEFINED 14,15,23 470600 0 0 BELLSOUTH CORP COM 079860102 178241 3783508 SH DEFINED 15,23,24 3539557 0 243950 BELLSOUTH CORP COM 079860102 46097 978500 SH CALL DEFINED 15,23,24 978500 0 0 BELLSOUTH CORP COM 079860102 39874 846400 SH PUT DEFINED 15,23,24 846400 0 0 BELO CORP COM SER A 080555105 3 175 SH DEFINED 6,10 175 0 0 BELO CORP COM SER A 080555105 944 51400 SH DEFINED 6,10,11 51400 0 0 BELO CORP COM SER A 080555105 46 2505 SH DEFINED 12 2505 0 0 BELO CORP COM SER A 080555105 518 28188 SH DEFINED 15,23,24 21929 0 6258 BELO CORP COM SER A 080555105 467 25400 SH DEFINED 30,38 25400 0 0 BEMA GOLD CORP COM 08135F107 35 6601 SH DEFINED 6,10 6601 0 0 BEMA GOLD CORP COM 08135F107 250 47700 SH CALL DEFINED 14,15,23 47700 0 0 BEMA GOLD CORP COM 08135F107 164 31200 SH PUT DEFINED 14,15,23 31200 0 0 BEMA GOLD CORP COM 08135F107 274 52104 SH DEFINED 15,23,24 50804 0 1300 BEMA GOLD CORP COM 08135F107 1050 200000 SH DEFINED 30,38 200000 0 0 BEMIS INC COM 081437105 330 9701 SH DEFINED 6,10 9701 0 0 BEMIS INC COM 081437105 111 3275 SH DEFINED 6,10,11 3275 0 0 BEMIS INC COM 081437105 1001 29465 SH DEFINED 12 29465 0 0 BEMIS INC COM 081437105 5255 154660 SH DEFINED 15,23,24 129128 0 25531 BEMIS INC COM 081437105 654 19250 SH DEFINED 30,38 19250 0 0 BENCHMARK ELECTRS IN COM 08160H101 400 16426 SH DEFINED 6,10 16426 0 0 BENCHMARK ELECTRS IN COM 08160H101 63 2584 SH DEFINED 12 2584 0 0 BENCHMARK ELECTRS IN COM 08160H101 1076 44180 SH DEFINED 15,23,24 40780 0 3400 BENJAMIN FRANKLIN BA COM 082073107 618 37900 SH DEFINED 15,23,24 31900 0 6000 BENTLEY PHARMACEUTIC COM 082657107 1 50 SH DEFINED 12 50 0 0 BENTLEY PHARMACEUTIC COM 082657107 6546 643625 SH DEFINED 15,23,24 468364 0 175261 BERKLEY W R CORP COM 084423102 214 6200 SH DEFINED 3,8 0 0 6200 BERKLEY W R CORP COM 084423102 2430 70408 SH DEFINED 6,10 70408 0 0 BERKLEY W R CORP COM 084423102 205 5952 SH DEFINED 12 5952 0 0 BERKLEY W R CORP COM 084423102 6727 194917 SH DEFINED 15,23,24 177303 0 17613 BERKLEY W R CORP COM 084423102 1449 42000 SH DEFINED 15,18,23,25,26 42000 0 0 BERKLEY W R CORP COM 084423102 1780 51570 SH DEFINED 30,38 51570 0 0 BERKSHIRE HATHAWAY I CL A 084670108 4070 37 SH DEFINED 6,10 37 0 0 BERKSHIRE HATHAWAY I CL A 084670108 330 3 SH DEFINED 6,10,11 3 0 0 BERKSHIRE HATHAWAY I CL A 084670108 1760 16 SH DEFINED 12 16 0 0 BERKSHIRE HATHAWAY I CL A 084670108 17158 156 SH DEFINED 15,23,24 125 0 31 BERKSHIRE HATHAWAY I CL A 084670108 220 2 SH DEFINED 15,18,23,25,26 2 0 0 BERKSHIRE HATHAWAY I CL B 084670207 139 38 SH DEFINED 3,8 0 0 38 BERKSHIRE HATHAWAY I CL B 084670207 13667 3728 SH DEFINED 6,10 3728 0 0 BERKSHIRE HATHAWAY I CL B 084670207 869 237 SH DEFINED 6,10,11 232 0 5 BERKSHIRE HATHAWAY I CL B 084670207 19525 5326 SH DEFINED 12 5326 0 0 BERKSHIRE HATHAWAY I CL B 084670207 161260 43987 SH DEFINED 15,23,24 32903 0 11084 BERKSHIRE HATHAWAY I CL B 084670207 4546 1240 SH DEFINED 30,38 1240 0 0 BERRY PETE CO CL A 085789105 29 924 SH DEFINED 12 924 0 0 BERRY PETE CO CL A 085789105 117 3771 SH DEFINED 15,23,24 2471 0 1300 BERRY PETE CO CL A 085789105 87 2800 SH DEFINED 29 2800 0 0 BEST BUY INC SDCV 2.250 086516AF8 213 192000 PRN DEFINED 12 192000 0 0 BEST BUY INC SDCV 2.250 086516AF8 109 98000 PRN DEFINED 15,23,24 98000 0 0 BEST BUY INC COM 086516101 53193 1081381 SH DEFINED 6,10 1081381 0 0 BEST BUY INC COM 086516101 331 6730 SH CALL DEFINED 6,10 6730 0 0 BEST BUY INC COM 086516101 276 5618 SH DEFINED 6,10,11 5558 0 60 BEST BUY INC COM 086516101 705 14326 SH DEFINED 12 14326 0 0 BEST BUY INC COM 086516101 8385 170457 SH DEFINED 14,15,23 170457 0 0 BEST BUY INC COM 086516101 21287 432750 SH CALL DEFINED 14,15,23 432750 0 0 BEST BUY INC COM 086516101 42493 863850 SH PUT DEFINED 14,15,23 863850 0 0 BEST BUY INC COM 086516101 59316 1205857 SH DEFINED 15,23,24 1051238 0 154619 BEST BUY INC COM 086516101 172 3500 SH CALL DEFINED 15,23,24 3400 0 100 BEST BUY INC COM 086516101 7462 151700 SH PUT DEFINED 15,23,24 151700 0 0 BEST BUY INC COM 086516101 2291 46573 SH DEFINED 15,18,23,25,26 46573 0 0 BEST BUY INC COM 086516101 8097 164610 SH DEFINED 30,38 164610 0 0 BEVERLY HILLS BANCOR COM 087866109 99 11953 SH DEFINED 15,23,24 11953 0 0 BHP BILLITON LTD SPONSORED A 088606108 954 24000 SH DEFINED 6,10 24000 0 0 BHP BILLITON LTD SPONSORED A 088606108 1094 27531 SH DEFINED 12 27531 0 0 BHP BILLITON LTD SPONSORED A 088606108 3343 84100 SH CALL DEFINED 14,15,23 84100 0 0 BHP BILLITON LTD SPONSORED A 088606108 3263 82100 SH PUT DEFINED 14,15,23 82100 0 0 BHP BILLITON LTD SPONSORED A 088606108 44441 1118004 SH DEFINED 15,23,24 985596 0 132408 BHP BILLITON LTD SPONSORED A 088606108 183 4600 SH DEFINED 15,18,23,25,26 4600 0 0 BHP BILLITON LTD SPONSORED A 088606108 3933 98940 SH DEFINED 30,38 98940 0 0 BIG 5 SPORTING GOODS COM 08915P101 334 13662 SH DEFINED 15,23,24 13476 0 186 BIG LOTS INC COM 089302103 125 5433 SH DEFINED 6,10 5433 0 0 BIG LOTS INC COM 089302103 170 7420 SH DEFINED 12 7420 0 0 BIG LOTS INC COM 089302103 553 24127 SH DEFINED 15,23,24 22927 0 1200 BIG LOTS INC COM 089302103 7 300 SH CALL DEFINED 15,23,24 300 0 0 BIG LOTS INC COM 089302103 681 29700 SH DEFINED 30,38 29700 0 0 BIO RAD LABS INC CL A 090572207 3 38 SH DEFINED 12 38 0 0 BIO RAD LABS INC CL A 090572207 266 3219 SH DEFINED 15,23,24 2499 0 720 BIOCRYST PHARMACEUTI COM 09058V103 368 31870 SH DEFINED 14,15,23 31870 0 0 BIOCRYST PHARMACEUTI COM 09058V103 126 10900 SH CALL DEFINED 14,15,23 10900 0 0 BIOCRYST PHARMACEUTI COM 09058V103 526 45500 SH PUT DEFINED 14,15,23 45500 0 0 BIOCRYST PHARMACEUTI COM 09058V103 641 55435 SH DEFINED 15,23,24 48075 0 7360 BIOCRYST PHARMACEUTI COM 09058V103 1 94 SH DEFINED 30,38 94 0 0 BIOJECT MED TECH INC COM NEW 09059T206 10 10400 SH DEFINED 15,23,24 10000 0 400 BIOMARIN PHARMACEUTI NOTE 3.500 09061GAB7 5119 4302000 PRN DEFINED 15,23,24 4302000 0 0 BIOMARIN PHARMACEUTI COM 09061G101 1480 90324 SH DEFINED 6,10 90324 0 0 BIOMARIN PHARMACEUTI COM 09061G101 1701 103788 SH DEFINED 15,23,24 103438 0 350 BIOMARIN PHARMACEUTI COM 09061G101 2581 157500 SH CALL DEFINED 15,23,24 157500 0 0 BIOMARIN PHARMACEUTI COM 09061G101 2592 158122 SH DEFINED 30,38 158122 0 0 BIOMET INC COM 090613100 916 22198 SH DEFINED 6,10 22198 0 0 BIOMET INC COM 090613100 43 1050 SH DEFINED 6,10,11 1050 0 0 BIOMET INC COM 090613100 333 8069 SH DEFINED 12 8069 0 0 BIOMET INC COM 090613100 11052 267800 SH CALL DEFINED 14,15,23 267800 0 0 BIOMET INC COM 090613100 11688 283200 SH PUT DEFINED 14,15,23 283200 0 0 BIOMET INC COM 090613100 32667 791554 SH DEFINED 15,23,24 708542 0 83012 BIOMET INC COM 090613100 1581 38300 SH CALL DEFINED 15,23,24 38300 0 0 BIOMET INC COM 090613100 8275 200500 SH DEFINED 15,18,23,25,26 200500 0 0 BIOMET INC COM 090613100 2889 70000 SH DEFINED 30,38 70000 0 0 BIOGEN IDEC INC COM 09062X103 276 5616 SH DEFINED 3,8 0 0 5616 BIOGEN IDEC INC COM 09062X103 1560 31718 SH DEFINED 6,10 31718 0 0 BIOGEN IDEC INC COM 09062X103 39 788 SH DEFINED 6,10,11 788 0 0 BIOGEN IDEC INC COM 09062X103 556 11309 SH DEFINED 12 11309 0 0 BIOGEN IDEC INC COM 09062X103 14427 293300 SH CALL DEFINED 14,15,23 293300 0 0 BIOGEN IDEC INC COM 09062X103 11328 230300 SH PUT DEFINED 14,15,23 230300 0 0 BIOGEN IDEC INC COM 09062X103 184 3745 SH DEFINED 2,5,6,9,10,17,19,20,27 3745 0 0 BIOGEN IDEC INC COM 09062X103 213266 4335565 SH DEFINED 15,23,24 3830827 0 504738 BIOGEN IDEC INC COM 09062X103 1039 21116 SH DEFINED 15,18,23,25,26 21116 0 0 BIOGEN IDEC INC COM 09062X103 743 15100 SH DEFINED 29 15100 0 0 BIOMED REALTY TRUST COM 09063H107 31 1081 SH DEFINED 6,10 1081 0 0 BIOMED REALTY TRUST COM 09063H107 529 18493 SH DEFINED 12 18493 0 0 BIOMED REALTY TRUST COM 09063H107 284 9942 SH DEFINED 15,23,24 9892 0 50 BIOPURE CORP CL A NEW 09065H303 36 75963 SH DEFINED 15,23,24 75195 0 768 BIOTECH HOLDRS TR DEPOSTRY RC 09067D201 367 2000 SH DEFINED 12 2000 0 0 BIOTECH HOLDRS TR DEPOSTRY RC 09067D201 28718 156313 SH DEFINED 14,15,23 156313 0 0 BIOTECH HOLDRS TR DEPOSTRY RC 09067D201 42605 231900 SH CALL DEFINED 14,15,23 231900 0 0 BIOTECH HOLDRS TR DEPOSTRY RC 09067D201 27852 151600 SH PUT DEFINED 14,15,23 151600 0 0 BIOTECH HOLDRS TR DEPOSTRY RC 09067D201 144857 788466 SH DEFINED 15,23,24 786439 0 2027 BIOTECH HOLDRS TR DEPOSTRY RC 09067D201 13026 70900 SH CALL DEFINED 15,23,24 70700 0 200 BIOTECH HOLDRS TR DEPOSTRY RC 09067D201 6890 37500 SH PUT DEFINED 15,23,24 37500 0 0 BIOTECH HOLDRS TR DEPOSTRY RC 09067D201 991 5395 SH CALL DEFINED 15,18,23,25,26 5395 0 0 BIOVAIL CORP COM 09067J109 187 8853 SH DEFINED 6,10 8853 0 0 BIOVAIL CORP COM 09067J109 1912 90373 SH DEFINED 12 90373 0 0 BIOVAIL CORP COM 09067J109 3197 151072 SH DEFINED 14,15,23 151072 0 0 BIOVAIL CORP COM 09067J109 2247 106200 SH CALL DEFINED 14,15,23 106200 0 0 BIOVAIL CORP COM 09067J109 4120 194700 SH PUT DEFINED 14,15,23 194700 0 0 BIOVAIL CORP COM 09067J109 3048 144025 SH DEFINED 15,23,24 113811 0 30214 BIOVERIS CORP COM 090676107 220 16055 SH DEFINED 15,23,24 10755 0 5300 BIOSCRIP INC COM 09069N108 1 280 SH DEFINED 6,10,11 280 0 0 BIOSCRIP INC COM 09069N108 90 26043 SH DEFINED 15,23,24 25043 0 1000 BIOLASE TECHNOLOGY I COM 090911108 52 5964 SH DEFINED 6,10 5964 0 0 BIOLASE TECHNOLOGY I COM 090911108 566 64632 SH DEFINED 15,23,24 53747 0 10885 BIOSITE INC COM 090945106 200 4096 SH DEFINED 6,10 4096 0 0 BIOSITE INC COM 090945106 15 300 SH DEFINED 6,10,11 300 0 0 BIOSITE INC COM 090945106 17 354 SH DEFINED 12 354 0 0 BIOSITE INC COM 090945106 192 3937 SH DEFINED 15,23,24 3733 0 204 BITSTREAM INC CL A 091736108 9 1000 SH DEFINED 6,10,11 1000 0 0 BITSTREAM INC CL A 091736108 83 9529 SH DEFINED 15,23,24 9529 0 0 BLACK & DECKER CORP COM 091797100 532 6652 SH DEFINED 6,10 6652 0 0 BLACK & DECKER CORP COM 091797100 834 10425 SH DEFINED 6,10,11 10050 0 375 BLACK & DECKER CORP COM 091797100 294 3676 SH DEFINED 12 3676 0 0 BLACK & DECKER CORP COM 091797100 11484 143600 SH CALL DEFINED 14,15,23 143600 0 0 BLACK & DECKER CORP COM 091797100 11796 147500 SH PUT DEFINED 14,15,23 147500 0 0 BLACK & DECKER CORP COM 091797100 12273 153465 SH DEFINED 15,23,24 129935 0 23529 BLACK & DECKER CORP COM 091797100 800 10000 SH DEFINED 30,38 10000 0 0 BLACK BOX CORP DEL COM 091826107 9 222 SH DEFINED 3,8 0 0 222 BLACK BOX CORP DEL COM 091826107 184 4372 SH DEFINED 6,10 4372 0 0 BLACK BOX CORP DEL COM 091826107 8 200 SH DEFINED 12 200 0 0 BLACK BOX CORP DEL COM 091826107 1184 28201 SH DEFINED 15,23,24 26305 0 1896 BLACKROCK GLOBAL FLG COM 091941104 704 36522 SH DEFINED 15,23,24 33987 0 2534 BLACK HILLS CORP COM 092113109 0 4 SH DEFINED 6,10 4 0 0 BLACK HILLS CORP COM 092113109 615 16650 SH DEFINED 6,10,11 16650 0 0 BLACK HILLS CORP COM 092113109 41 1098 SH DEFINED 12 1098 0 0 BLACK HILLS CORP COM 092113109 2197 59486 SH DEFINED 15,23,24 44989 0 14497 BLACK HILLS CORP COM 092113109 22 600 SH DEFINED 30,38 600 0 0 BLACKBAUD INC COM 09227Q100 357 13725 SH DEFINED 6,10,11 13725 0 0 BLACKBAUD INC COM 09227Q100 110 4237 SH DEFINED 12 4237 0 0 BLACKBAUD INC COM 09227Q100 22 853 SH DEFINED 15,23,24 553 0 300 BLACKBAUD INC COM 09227Q100 42 1625 SH DEFINED 29 1625 0 0 BLACKBAUD INC COM 09227Q100 41 1586 SH DEFINED 30,38 1586 0 0 BLACKROCK INVT QUALI COM 09247D105 1160 60529 SH DEFINED 15,23,24 54436 0 6093 BLACKROCK INCOME TR COM 09247F100 293 48239 SH DEFINED 15,23,24 30118 0 18120 BLACKROCK FL INSD MU COM 09247H106 5 314 SH DEFINED 6,10,11 314 0 0 BLACKROCK FL INSD MU COM 09247H106 157 10866 SH DEFINED 15,23,24 10866 0 0 BLACKROCK INSD MUN 2 COM 09247K109 881 56713 SH DEFINED 15,23,24 55618 0 1095 BLACKROCK NY INSD MU COM 09247L107 166 11131 SH DEFINED 15,23,24 9131 0 2000 BLACKROCK INC COM 09247X101 628 4132 SH DEFINED 12 4132 0 0 BLACKROCK INC COM 09247X101 2083 13713 SH DEFINED 15,23,24 9993 0 3720 BLACKROCK INSD MUN T COM 092474105 733 75010 SH DEFINED 15,23,24 62648 0 12362 BLACKROCK INCOME OPP COM 092475102 255 24826 SH DEFINED 15,23,24 22956 0 1870 BLACKROCK INSD MUN I COM 092479104 16 1100 SH DEFINED 6,10,11 1100 0 0 BLACKROCK INSD MUN I COM 092479104 492 33459 SH DEFINED 15,23,24 24502 0 8957 BLACKROCK MUNI 2018 COM 09248C106 1330 78185 SH DEFINED 15,23,24 77185 0 1000 BLACKROCK MUN INCOME SH BEN INT 09248F109 6874 388365 SH DEFINED 15,23,24 347870 0 40494 BLACKROCK FLA MUN IN SH BEN INT 09248H105 189 11125 SH DEFINED 15,23,24 11125 0 0 BLACKROCK N J MUN IN SH BEN INT 09248J101 1331 70262 SH DEFINED 15,23,24 49956 0 20306 BLACKROCK NY MUNI 20 COM 09248K108 262 16800 SH DEFINED 15,23,24 16250 0 550 BLACKROCK CA MUNI 20 COM 09249C105 24 1500 SH DEFINED 12 1500 0 0 BLACKROCK CA MUNI 20 COM 09249C105 286 17960 SH DEFINED 15,23,24 14992 0 2967 BLACKROCK CORE BD TR SHS BEN INT 09249E101 6 500 SH DEFINED 6,10,11 500 0 0 BLACKROCK CORE BD TR SHS BEN INT 09249E101 511 40310 SH DEFINED 15,23,24 32995 0 7314 BLACKROCK CORE BD TR SHS BEN INT 09249E101 108 8500 SH DEFINED 15,18,23,25,26 8500 0 0 BLACKROCK MUNICIPAL COM 09249H104 385 20284 SH DEFINED 15,23,24 10764 0 9519 BLACKROCK MD MUNICIP COM 09249L105 191 10505 SH DEFINED 15,23,24 5920 0 4585 BLACKROCK MUNI INCOM COM 09249N101 2142 126597 SH DEFINED 15,23,24 112951 0 13645 BLACKROCK PFD OPPORT COM SHS 09249V103 287 10882 SH DEFINED 15,23,24 7932 0 2950 BLACKROCK LTD DURATI COM SHS 09249W101 1220 64360 SH DEFINED 15,23,24 56160 0 8200 BLACKROCK MUN 2020 T COM SHS 09249X109 486 30833 SH DEFINED 15,23,24 30235 0 597 BLACKROCK STRAT DIVD COM 09249Y107 2592 167547 SH DEFINED 15,23,24 131719 0 35827 BLACKROCK STRAT DIVD COM 09249Y107 15 1000 SH DEFINED 15,18,23,25,26 1000 0 0 BLACKROCK HIGH INCOM SHS BEN INT 09250E107 51 20000 SH DEFINED 12 20000 0 0 BLACKROCK HIGH INCOM SHS BEN INT 09250E107 546 213310 SH DEFINED 15,23,24 191104 0 22206 BLACKROCK WORLD INVT COM SHS BN 09250K103 2180 123436 SH DEFINED 15,23,24 106460 0 16976 BLACKROCK DIVID ACHI COM 09250N107 15 1020 SH DEFINED 6,10,11 1020 0 0 BLACKROCK DIVID ACHI COM 09250N107 1175 77767 SH DEFINED 15,23,24 47616 0 30151 BLACKROCK GLBL ENRGY COM 09250U101 6205 225224 SH DEFINED 15,23,24 158146 0 67078 BLACKROCK HEALTH SCI COM 09250W107 912 33710 SH DEFINED 15,23,24 28600 0 5109 BLACKROCK GLOBAL OPP COM 092501105 1352 45701 SH DEFINED 15,23,24 25586 0 20114 BLACKROCK ENHANCED D COM 09251A104 66 4300 SH DEFINED 6,10,11 4300 0 0 BLACKROCK ENHANCED D COM 09251A104 266 17427 SH DEFINED 15,23,24 9549 0 7878 BLACKROCK MUNIVEST F COM 09253R105 541 54252 SH DEFINED 15,23,24 32862 0 21390 BLACKROCK MUNIYIELD COM 09253W104 627 40383 SH DEFINED 15,23,24 34791 0 5592 BLACKROCK MUNIENHANC COM 09253Y100 54 5000 SH DEFINED 6,10,11 5000 0 0 BLACKROCK MUNIENHANC COM 09253Y100 749 69120 SH DEFINED 15,23,24 56770 0 12350 BLACKROCK REAL ASSET COM 09254B109 370 24861 SH DEFINED 15,23,24 21828 0 3033 BLACKROCK MUNYIELD I COM 09254E103 202 14312 SH DEFINED 12 14312 0 0 BLACKROCK MUNYIELD I COM 09254E103 1301 91974 SH DEFINED 15,23,24 75258 0 16715 BLACKROCK MUNIYIELD COM 09254G108 351 27751 SH DEFINED 15,23,24 8151 0 19600 BLACKROCK MUNIYIELD COM 09254K109 605 42446 SH DEFINED 15,23,24 38446 0 4000 BLACKROCK MUNIHOLDIN COM 09254P108 184 13407 SH DEFINED 15,23,24 6381 0 7026 BLACKROCK MUNIHOLDIN COM 09254X101 30 2000 SH DEFINED 6,10,11 2000 0 0 BLACKROCK MUNIHOLDIN COM 09254X101 509 33701 SH DEFINED 15,23,24 26601 0 7100 BLACKROCK MUNIYIELD COM 09254Y109 400 26548 SH DEFINED 15,23,24 21348 0 5200 BLACKROCK MUNIYIELD COM 09255A100 488 33427 SH DEFINED 15,23,24 27927 0 5500 BLACKROCK MUNIHOLDIN COM 09255C106 456 32223 SH DEFINED 15,23,24 31687 0 536 BLACKROCK MUNIYIELD COM 09255E102 451 32957 SH DEFINED 15,23,24 29412 0 3545 BLACKROCK PFD INCOME COM 09255H105 69 3425 SH DEFINED 6,10,11 3425 0 0 BLACKROCK PFD INCOME COM 09255H105 454 22455 SH DEFINED 15,23,24 22165 0 290 BLACKROCK ENHANCED G COM 09255K108 538 29024 SH DEFINED 15,23,24 26824 0 2200 BLACKROCK CORPOR HIG COM 09255L106 1173 140158 SH DEFINED 15,23,24 126639 0 13518 BLACKROCK CORPOR HI COM 09255N102 37 2769 SH DEFINED 12 2769 0 0 BLACKROCK CORPOR HI COM 09255N102 4945 369038 SH DEFINED 15,23,24 344115 0 24922 BLACKROCK CORPOR HI COM 09255N102 40 3000 SH DEFINED 15,18,23,25,26 3000 0 0 BLACKROCK CORPOR HI COM 09255P107 1 54 SH DEFINED 12 54 0 0 BLACKROCK CORPOR HI COM 09255P107 1748 132698 SH DEFINED 15,23,24 123755 0 8942 BLACKROCK CORPOR HI COM 09255P107 178 13500 SH DEFINED 15,18,23,25,26 13500 0 0 BLACKROCK DEBT STRAT COM 09255R103 5176 697615 SH DEFINED 15,23,24 635173 0 62441 BLACKROCK SR HIGH IN COM 09255T109 3130 480129 SH DEFINED 15,23,24 460263 0 19866 BLACKROCK FLOAT RATE COM 09255X100 2852 157808 SH DEFINED 15,23,24 150778 0 7030 BLACKROCK FL RATE OM COM SHS 09255Y108 1448 80456 SH DEFINED 15,23,24 65029 0 15426 BLACKROCK FL RATE OM COM SHS 09255Y108 36 2000 SH DEFINED 15,18,23,25,26 2000 0 0 BLACKROCK CAP & INCO COM 09256A109 3473 170178 SH DEFINED 15,23,24 143004 0 27173 BLACKROCK CAP & INCO COM 09256A109 171 8400 SH DEFINED 15,18,23,25,26 8400 0 0 BLDRS INDEX FDS TR ASIA 50 ADR 09348R102 1729 52391 SH DEFINED 15,23,24 46275 0 6116 BLDRS INDEX FDS TR DEV MK 100 09348R201 5484 186340 SH DEFINED 15,23,24 160719 0 25621 BLDRS INDEX FDS TR EMER MK 50 09348R300 12 308 SH DEFINED 12 308 0 0 BLDRS INDEX FDS TR EMER MK 50 09348R300 7065 181460 SH DEFINED 15,23,24 149742 0 31718 BLDRS INDEX FDS TR EUR 100 ADR 09348R409 836 28089 SH DEFINED 15,23,24 24645 0 3444 BLOCK H & R INC COM 093671105 2863 124282 SH DEFINED 6,10 124282 0 0 BLOCK H & R INC COM 093671105 2277 98806 SH DEFINED 6,10,11 98306 0 500 BLOCK H & R INC COM 093671105 518 22494 SH DEFINED 12 22494 0 0 BLOCK H & R INC COM 093671105 1168 50700 SH CALL DEFINED 14,15,23 50700 0 0 BLOCK H & R INC COM 093671105 2025 87900 SH PUT DEFINED 14,15,23 87900 0 0 BLOCK H & R INC COM 093671105 4400 190979 SH DEFINED 15,23,24 169644 0 21334 BLOCK H & R INC COM 093671105 15296 663900 SH PUT DEFINED 15,23,24 663900 0 0 BLOCKBUSTER INC CL A 093679108 41 7823 SH DEFINED 14,15,23 7823 0 0 BLOCKBUSTER INC CL A 093679108 713 134800 SH CALL DEFINED 14,15,23 134800 0 0 BLOCKBUSTER INC CL A 093679108 1077 203600 SH PUT DEFINED 14,15,23 203600 0 0 BLOCKBUSTER INC CL A 093679108 3447 651610 SH DEFINED 15,23,24 514843 0 136767 BLOCKBUSTER INC CL B 093679207 12 2500 SH CALL DEFINED 14,15,23 2500 0 0 BLOCKBUSTER INC CL B 093679207 5 1000 SH PUT DEFINED 14,15,23 1000 0 0 BLOCKBUSTER INC CL B 093679207 3 595 SH DEFINED 15,23,24 595 0 0 BLOCKBUSTER INC CL B 093679207 4144 845700 SH DEFINED 30,38 845700 0 0 BLOUNT INTL INC NEW COM 095180105 4 265 SH DEFINED 12 265 0 0 BLOUNT INTL INC NEW COM 095180105 72 5326 SH DEFINED 15,23,24 5126 0 200 BLOUNT INTL INC NEW COM 095180105 145 10800 SH DEFINED 30,38 10800 0 0 BLUE COAT SYSTEMS IN COM NEW 09534T508 87 3644 SH DEFINED 6,10 3644 0 0 BLUE COAT SYSTEMS IN COM NEW 09534T508 46 1925 SH DEFINED 6,10,11 1925 0 0 BLUE COAT SYSTEMS IN COM NEW 09534T508 157 6550 SH DEFINED 14,15,23 6550 0 0 BLUE COAT SYSTEMS IN COM NEW 09534T508 194 8100 SH CALL DEFINED 14,15,23 8100 0 0 BLUE COAT SYSTEMS IN COM NEW 09534T508 172 7200 SH PUT DEFINED 14,15,23 7200 0 0 BLUE COAT SYSTEMS IN COM NEW 09534T508 10 398 SH DEFINED 15,23,24 248 0 150 BLUE COAT SYSTEMS IN COM NEW 09534T508 1 43 SH DEFINED 30,38 43 0 0 BLUE NILE INC COM 09578R103 798 21635 SH DEFINED 15,23,24 9854 0 11781 BLYTH INC COM 09643P108 2 76 SH DEFINED 6,10 76 0 0 BLYTH INC COM 09643P108 1 49 SH DEFINED 12 49 0 0 BLYTH INC COM 09643P108 282 13584 SH DEFINED 15,23,24 12014 0 1570 BOARDWALK PIPELINE P UT LTD PART 096627104 19588 635560 SH DEFINED 15,23,24 580278 0 55281 BOB EVANS FARMS INC COM 096761101 2 70 SH DEFINED 6,10 70 0 0 BOB EVANS FARMS INC COM 096761101 20 596 SH DEFINED 12 596 0 0 BOB EVANS FARMS INC COM 096761101 856 25004 SH DEFINED 15,23,24 23503 0 1501 BOB EVANS FARMS INC COM 096761101 393 11478 SH DEFINED 30,38 11478 0 0 BOEING CO COM 097023105 21966 247250 SH DEFINED 6,10 247250 0 0 BOEING CO COM 097023105 288 3246 SH DEFINED 6,10,11 3246 0 0 BOEING CO COM 097023105 10604 119362 SH DEFINED 12 119362 0 0 BOEING CO COM 097023105 64222 722900 SH CALL DEFINED 14,15,23 722900 0 0 BOEING CO COM 097023105 47645 536300 SH PUT DEFINED 14,15,23 536300 0 0 BOEING CO COM 097023105 44258 498179 SH DEFINED 15,23,24 396714 0 101465 BOEING CO COM 097023105 12047 135600 SH CALL DEFINED 15,23,24 135600 0 0 BOEING CO COM 097023105 7383 83100 SH PUT DEFINED 15,23,24 83100 0 0 BOEING CO COM 097023105 275 3100 SH DEFINED 30,38 3100 0 0 BOIS D ARC ENERGY IN COM 09738U103 178 12200 SH DEFINED 15,23,24 12200 0 0 BOMBAY CO INC COM 097924104 572 446957 SH DEFINED 15,23,24 358257 0 88700 BOOKHAM INC COM 09856E105 95 23236 SH DEFINED 12 23236 0 0 BOOKHAM INC COM 09856E105 204 50000 SH CALL DEFINED 14,15,23 50000 0 0 BOOKHAM INC COM 09856E105 1 320 SH DEFINED 15,23,24 320 0 0 BORDERS GROUP INC COM 099709107 3 139 SH DEFINED 6,10 139 0 0 BORDERS GROUP INC COM 099709107 74 3307 SH DEFINED 12 3307 0 0 BORDERS GROUP INC COM 099709107 865 38717 SH DEFINED 15,23,24 38392 0 325 BORDERS GROUP INC COM 099709107 126 5620 SH DEFINED 30,38 5620 0 0 BORG WARNER INC COM 099724106 1060 17955 SH DEFINED 6,10 17955 0 0 BORG WARNER INC COM 099724106 35 600 SH DEFINED 6,10,11 600 0 0 BORG WARNER INC COM 099724106 15 261 SH DEFINED 12 261 0 0 BORG WARNER INC COM 099724106 5293 89678 SH DEFINED 15,23,24 73653 0 16024 BORG WARNER INC COM 099724106 336 5700 SH DEFINED 30,38 5700 0 0 BOSTON BEER INC CL A 100557107 4 116 SH DEFINED 12 116 0 0 BOSTON BEER INC CL A 100557107 1599 44438 SH DEFINED 15,23,24 20356 0 24082 BOSTON COMMUNICATION COM 100582105 45 18195 SH DEFINED 15,23,24 18195 0 0 BOSTON PRIVATE FINL COM 101119105 259 9197 SH DEFINED 6,10 9197 0 0 BOSTON PRIVATE FINL COM 101119105 62 2182 SH DEFINED 12 2182 0 0 BOSTON PRIVATE FINL COM 101119105 5545 196567 SH DEFINED 15,23,24 160961 0 35605 BOSTON PPTYS LTD PAR NOTE 3.750 10112RAG9 1619 1397000 PRN DEFINED 15,23,24 1397000 0 0 BOSTON PROPERTIES IN COM 101121101 11475 102568 SH DEFINED 6,10 102568 0 0 BOSTON PROPERTIES IN COM 101121101 11 95 SH DEFINED 6,10,11 95 0 0 BOSTON PROPERTIES IN COM 101121101 1360 12155 SH DEFINED 12 12155 0 0 BOSTON PROPERTIES IN COM 101121101 11535 103100 SH DEFINED 13,30 103100 0 0 BOSTON PROPERTIES IN COM 101121101 13975 124909 SH DEFINED 15,23,24 105759 0 19150 BOSTON PROPERTIES IN COM 101121101 207 1851 SH DEFINED 15,18,23,25,26 1851 0 0 BOSTON SCIENTIFIC CO COM 101137107 122 7120 SH DEFINED 3,8 0 0 7120 BOSTON SCIENTIFIC CO COM 101137107 5755 334962 SH DEFINED 6,10 334962 0 0 BOSTON SCIENTIFIC CO COM 101137107 20788 1210000 SH CALL DEFINED 6,10 1210000 0 0 BOSTON SCIENTIFIC CO COM 101137107 10308 600000 SH PUT DEFINED 6,10 600000 0 0 BOSTON SCIENTIFIC CO COM 101137107 240 13960 SH DEFINED 6,10,11 13960 0 0 BOSTON SCIENTIFIC CO COM 101137107 2078 120957 SH DEFINED 12 120957 0 0 BOSTON SCIENTIFIC CO COM 101137107 15801 919760 SH DEFINED 14,15,23 919760 0 0 BOSTON SCIENTIFIC CO COM 101137107 20635 1201100 SH CALL DEFINED 14,15,23 1201100 0 0 BOSTON SCIENTIFIC CO COM 101137107 46434 2702800 SH PUT DEFINED 14,15,23 2702800 0 0 BOSTON SCIENTIFIC CO COM 101137107 23252 1353449 SH DEFINED 15,23,24 1307865 0 45584 BOSTON SCIENTIFIC CO COM 101137107 59378 3456200 SH CALL DEFINED 15,23,24 3456200 0 0 BOSTON SCIENTIFIC CO COM 101137107 3240 188600 SH PUT DEFINED 15,23,24 188600 0 0 BOSTON SCIENTIFIC CO COM 101137107 175 10200 SH DEFINED 15,18,23,25,26 10200 0 0 BOSTON SCIENTIFIC CO COM 101137107 1864 108500 SH DEFINED 30,38 108500 0 0 BOULDER GROWTH & INC COM 101507101 197 20500 SH DEFINED 15,23,24 20500 0 0 BOULDER TOTAL RETURN COM 101541100 4447 199058 SH DEFINED 15,23,24 167361 0 31697 BOWATER INC COM 102183100 0 6 SH DEFINED 6,10 6 0 0 BOWATER INC COM 102183100 104 4617 SH DEFINED 12 4617 0 0 BOWATER INC COM 102183100 2039 90600 SH DEFINED 14,15,23 90600 0 0 BOWATER INC COM 102183100 2261 100500 SH CALL DEFINED 14,15,23 100500 0 0 BOWATER INC COM 102183100 5159 229300 SH PUT DEFINED 14,15,23 229300 0 0 BOWATER INC COM 102183100 2290 101757 SH DEFINED 15,23,24 92775 0 8982 BOWNE & CO INC COM 103043105 117 7312 SH DEFINED 6,10 7312 0 0 BOWNE & CO INC COM 103043105 1 76 SH DEFINED 12 76 0 0 BOWNE & CO INC COM 103043105 504 31623 SH DEFINED 15,23,24 23423 0 8200 BOYD GAMING CORP COM 103304101 5 104 SH DEFINED 6,10 104 0 0 BOYD GAMING CORP COM 103304101 674 14877 SH DEFINED 12 14877 0 0 BOYD GAMING CORP COM 103304101 5976 131888 SH DEFINED 14,15,23 131888 0 0 BOYD GAMING CORP COM 103304101 4685 103400 SH CALL DEFINED 14,15,23 103400 0 0 BOYD GAMING CORP COM 103304101 7250 160000 SH PUT DEFINED 14,15,23 160000 0 0 BOYD GAMING CORP COM 103304101 4435 97890 SH DEFINED 15,23,24 87124 0 10766 BOYD GAMING CORP COM 103304101 5 100 SH PUT DEFINED 15,23,24 100 0 0 BOYD GAMING CORP COM 103304101 957 21120 SH DEFINED 30,38 21120 0 0 BRADY CORP CL A 104674106 510 13682 SH DEFINED 6,10 13682 0 0 BRADY CORP CL A 104674106 51 1375 SH DEFINED 12 1375 0 0 BRADY CORP CL A 104674106 229 6154 SH DEFINED 15,23,24 5584 0 570 BRANDYWINE RLTY TR SH BEN INT 105368203 61 1830 SH DEFINED 6,10,11 1830 0 0 BRANDYWINE RLTY TR SH BEN INT 105368203 211 6342 SH DEFINED 12 6342 0 0 BRANDYWINE RLTY TR SH BEN INT 105368203 389 11700 SH DEFINED 13,30 11700 0 0 BRANDYWINE RLTY TR SH BEN INT 105368203 4050 121814 SH DEFINED 15,23,24 89971 0 31843 BRANDYWINE RLTY TR SH BEN INT 105368203 529 15900 SH DEFINED 30,38 15900 0 0 BRASIL TELECOM PARTI SPON ADR PF 105530109 270 6320 SH DEFINED 12 6320 0 0 BRASIL TELECOM PARTI SPON ADR PF 105530109 216 5049 SH DEFINED 15,23,24 4886 0 162 BRASKEM S A SP ADR PFD 105532105 272 18633 SH DEFINED 6,10 18633 0 0 BRASKEM S A SP ADR PFD 105532105 66 4536 SH DEFINED 15,23,24 4500 0 36 BREITBURN ENERGY PAR COM UT LTD 106776107 6345 263279 SH DEFINED 15,23,24 238253 0 25026 BRIGGS & STRATTON CO COM 109043109 338 12535 SH DEFINED 6,10 12535 0 0 BRIGGS & STRATTON CO COM 109043109 311 11523 SH DEFINED 12 11523 0 0 BRIGGS & STRATTON CO COM 109043109 1172 43492 SH DEFINED 15,23,24 29835 0 13657 BRIGGS & STRATTON CO COM 109043109 110 4100 SH DEFINED 29 4100 0 0 BRIGHAM EXPLORATION COM 109178103 161 22063 SH DEFINED 15,23,24 19873 0 2190 BRIGHAM EXPLORATION COM 109178103 0 54 SH DEFINED 30,38 54 0 0 BRIGHT HORIZON FAMIL COM 109195107 255 6591 SH DEFINED 6,10 6591 0 0 BRIGHT HORIZON FAMIL COM 109195107 58 1497 SH DEFINED 12 1497 0 0 BRIGHT HORIZON FAMIL COM 109195107 1730 44741 SH DEFINED 15,23,24 37611 0 7130 BRIGHTPOINT INC COM NEW 109473405 171 12739 SH DEFINED 6,10 12739 0 0 BRIGHTPOINT INC COM NEW 109473405 39 2863 SH DEFINED 12 2863 0 0 BRIGHTPOINT INC COM NEW 109473405 4 276 SH DEFINED 15,23,24 276 0 0 BRIGHTPOINT INC COM NEW 109473405 37 2775 SH DEFINED 29 2775 0 0 BRINKER INTL INC COM 109641100 228 7556 SH DEFINED 6,10 7556 0 0 BRINKER INTL INC COM 109641100 14 450 SH DEFINED 6,10,11 450 0 0 BRINKER INTL INC COM 109641100 89 2947 SH DEFINED 12 2947 0 0 BRINKER INTL INC COM 109641100 444 14717 SH DEFINED 14,15,23 14717 0 0 BRINKER INTL INC COM 109641100 63 2100 SH CALL DEFINED 14,15,23 2100 0 0 BRINKER INTL INC COM 109641100 727 24100 SH PUT DEFINED 14,15,23 24100 0 0 BRINKER INTL INC COM 109641100 8584 284603 SH DEFINED 15,23,24 273339 0 11264 BRINKER INTL INC COM 109641100 564 18700 SH DEFINED 30,38 18700 0 0 BRINKS CO COM 109696104 7 103 SH DEFINED 6,10 103 0 0 BRINKS CO COM 109696104 81 1269 SH DEFINED 12 1269 0 0 BRINKS CO COM 109696104 918 14355 SH DEFINED 15,23,24 13575 0 780 BRINKS CO COM 109696104 141 2200 SH PUT DEFINED 15,23,24 1800 0 400 BRISTOL MYERS SQUIBB DBCV 110122AN8 1160 1160000 PRN DEFINED 15,23,24 1160000 0 0 BRISTOL MYERS SQUIBB COM 110122108 6694 254345 SH DEFINED 6,10 254345 0 0 BRISTOL MYERS SQUIBB COM 110122108 1316 50000 SH CALL DEFINED 6,10 50000 0 0 BRISTOL MYERS SQUIBB COM 110122108 2632 100000 SH PUT DEFINED 6,10 100000 0 0 BRISTOL MYERS SQUIBB COM 110122108 3301 125427 SH DEFINED 6,10,11 125127 0 300 BRISTOL MYERS SQUIBB COM 110122108 18016 684498 SH DEFINED 12 684498 0 0 BRISTOL MYERS SQUIBB COM 110122108 30200 1147400 SH CALL DEFINED 14,15,23 1147400 0 0 BRISTOL MYERS SQUIBB COM 110122108 12089 459300 SH PUT DEFINED 14,15,23 459300 0 0 BRISTOL MYERS SQUIBB COM 110122108 73975 2810606 SH DEFINED 15,23,24 2453656 0 356950 BRISTOL MYERS SQUIBB COM 110122108 9241 351100 SH CALL DEFINED 15,23,24 351100 0 0 BRISTOL MYERS SQUIBB COM 110122108 12842 487900 SH PUT DEFINED 15,23,24 487900 0 0 BRISTOL MYERS SQUIBB COM 110122108 4198 159500 SH DEFINED 15,18,23,25,26 159500 0 0 BRISTOL MYERS SQUIBB COM 110122108 2198 83500 SH DEFINED 30,38 83500 0 0 BRISTOL WEST HLDGS I COM 11037M105 173 10900 SH DEFINED 15,23,24 7600 0 3300 BRISTOW GROUP INC COM 110394103 214 5917 SH DEFINED 6,10 5917 0 0 BRISTOW GROUP INC COM 110394103 123 3411 SH DEFINED 15,23,24 3411 0 0 BRISTOW GROUP INC PFD CNV 5.5 110394400 18683 370000 SH DEFINED 6,10 370000 0 0 BRISTOW GROUP INC PFD CNV 5.5 110394400 31698 627738 SH DEFINED 15,23,24 627738 0 0 BRITISH AWYS PLC ADR 2ND INS 110419306 1654 16019 SH DEFINED 15,23,24 11847 0 4172 BRITISH AWYS PLC ADR 2ND INS 110419306 6351 61500 SH DEFINED 15,18,23,25,28 61500 0 0 BRITISH AMERN TOB PL SPONSORED A 110448107 422 7454 SH DEFINED 12 7454 0 0 BRITISH AMERN TOB PL SPONSORED A 110448107 1315 23217 SH DEFINED 15,23,24 20932 0 2285 BRITISH AMERN TOB PL SPONSORED A 110448107 13326 235200 SH DEFINED 15,18,23,25,28 235200 0 0 BRITISH SKY BROADCAS SPONSORED A 111013108 464 11266 SH DEFINED 12 11266 0 0 BRITISH SKY BROADCAS SPONSORED A 111013108 1028 24961 SH DEFINED 15,23,24 23622 0 1339 BRITISH SKY BROADCAS SPONSORED A 111013108 4 100 SH DEFINED 30,38 100 0 0 BROADBAND HOLDRS TR DEPOSITRY R 11130P104 27 1700 SH CALL DEFINED 14,15,23 1700 0 0 BROADBAND HOLDRS TR DEPOSITRY R 11130P104 1051 66854 SH DEFINED 15,23,24 66854 0 0 BROADBAND HOLDRS TR DEPOSITRY R 11130P104 16 1000 SH CALL DEFINED 15,23,24 1000 0 0 BROADCOM CORP CL A 111320107 30 916 SH DEFINED 3,8 0 0 916 BROADCOM CORP CL A 111320107 1495 46268 SH DEFINED 6,10 46268 0 0 BROADCOM CORP CL A 111320107 17 517 SH DEFINED 6,10,11 517 0 0 BROADCOM CORP CL A 111320107 2564 79363 SH DEFINED 12 79363 0 0 BROADCOM CORP CL A 111320107 2230 69013 SH DEFINED 14,15,23 69013 0 0 BROADCOM CORP CL A 111320107 39257 1215000 SH CALL DEFINED 14,15,23 1215000 0 0 BROADCOM CORP CL A 111320107 25197 779850 SH PUT DEFINED 14,15,23 779850 0 0 BROADCOM CORP CL A 111320107 65 2000 SH DEFINED 2,5,6,9,10,17,19,20,27 2000 0 0 BROADCOM CORP CL A 111320107 58616 1814183 SH DEFINED 15,23,24 1654503 0 159680 BROADCOM CORP CL A 111320107 24081 745300 SH CALL DEFINED 15,23,24 745300 0 0 BROADCOM CORP CL A 111320107 13706 424200 SH PUT DEFINED 15,23,24 424200 0 0 BROADWING CORP COM 11161E101 4 268 SH DEFINED 12 268 0 0 BROADWING CORP COM 11161E101 2521 161400 SH CALL DEFINED 14,15,23 161400 0 0 BROADWING CORP COM 11161E101 628 40200 SH PUT DEFINED 14,15,23 40200 0 0 BROADWING CORP COM 11161E101 165 10555 SH DEFINED 15,23,24 8473 0 2082 BROADWING CORP COM 11161E101 2860 183100 SH DEFINED 30,38 183100 0 0 BROCADE COMMUNICATIO COM 111621108 454 55250 SH DEFINED 3,8 0 0 55250 BROCADE COMMUNICATIO COM 111621108 39 4718 SH DEFINED 6,10 4718 0 0 BROCADE COMMUNICATIO COM 111621108 25 3000 SH DEFINED 6,10,11 3000 0 0 BROCADE COMMUNICATIO COM 111621108 26 3173 SH DEFINED 12 3173 0 0 BROCADE COMMUNICATIO COM 111621108 1978 240880 SH DEFINED 14,15,23 240880 0 0 BROCADE COMMUNICATIO COM 111621108 1702 207300 SH CALL DEFINED 14,15,23 207300 0 0 BROCADE COMMUNICATIO COM 111621108 2364 288000 SH PUT DEFINED 14,15,23 288000 0 0 BROCADE COMMUNICATIO COM 111621108 5455 664378 SH DEFINED 15,23,24 615076 0 49302 BROCADE COMMUNICATIO COM 111621108 51 6200 SH DEFINED 29 6200 0 0 BROCADE COMMUNICATIO COM 111621108 1916 233359 SH DEFINED 30,38 233359 0 0 BROOKDALE SR LIVING COM 112463104 19 390 SH DEFINED 12 390 0 0 BROOKDALE SR LIVING COM 112463104 922 19208 SH DEFINED 15,23,24 16624 0 2584 BROOKFIELD ASSET MGM CL A LTD VT 112585104 1051 21806 SH DEFINED 6,10 21806 0 0 BROOKFIELD ASSET MGM CL A LTD VT 112585104 655 13595 SH DEFINED 12 13595 0 0 BROOKFIELD ASSET MGM CL A LTD VT 112585104 5776 119883 SH DEFINED 15,23,24 58244 0 61638 BROOKFIELD PPTYS COR COM 112900105 65 1654 SH DEFINED 12 1654 0 0 BROOKFIELD PPTYS COR COM 112900105 122 3097 SH DEFINED 15,23,24 2953 0 144 BROOKFIELD PPTYS COR COM 112900105 236 6000 SH DEFINED 30,38 6000 0 0 BROOKLINE BANCORP IN COM 11373M107 204 15511 SH DEFINED 6,10 15511 0 0 BROOKLINE BANCORP IN COM 11373M107 3646 276822 SH DEFINED 15,23,24 224607 0 52215 BROOKLINE BANCORP IN COM 11373M107 1797 136442 SH DEFINED 30,38 136442 0 0 BROOKS AUTOMATION IN COM 114340102 279 19347 SH DEFINED 6,10 19347 0 0 BROOKS AUTOMATION IN COM 114340102 2 119 SH DEFINED 12 119 0 0 BROOKS AUTOMATION IN COM 114340102 219 15233 SH DEFINED 14,15,23 15233 0 0 BROOKS AUTOMATION IN COM 114340102 410 28500 SH CALL DEFINED 14,15,23 28500 0 0 BROOKS AUTOMATION IN COM 114340102 451 31300 SH PUT DEFINED 14,15,23 31300 0 0 BROOKS AUTOMATION IN COM 114340102 468 32502 SH DEFINED 15,23,24 30439 0 2063 BROOKS AUTOMATION IN COM 114340102 199 13848 SH DEFINED 30,38 13848 0 0 BROWN & BROWN INC COM 115236101 169 5987 SH DEFINED 6,10 5987 0 0 BROWN & BROWN INC COM 115236101 205 7281 SH DEFINED 12 7281 0 0 BROWN & BROWN INC COM 115236101 3521 124807 SH DEFINED 15,23,24 122526 0 2281 BROWN & BROWN INC COM 115236101 7065 250430 SH DEFINED 30,38 250430 0 0 BROWN FORMAN CORP CL A 115637100 66 982 SH DEFINED 6,10 982 0 0 BROWN FORMAN CORP CL A 115637100 371 5500 SH DEFINED 15,23,24 1580 0 3920 BROWN FORMAN CORP CL B 115637209 397 5990 SH DEFINED 6,10 5990 0 0 BROWN FORMAN CORP CL B 115637209 149 2250 SH DEFINED 6,10,11 2250 0 0 BROWN FORMAN CORP CL B 115637209 305 4600 SH DEFINED 12 4600 0 0 BROWN FORMAN CORP CL B 115637209 2561 38656 SH DEFINED 15,23,24 34134 0 4521 BROWN SHOE INC NEW COM 115736100 346 7238 SH DEFINED 6,10 7238 0 0 BROWN SHOE INC NEW COM 115736100 13 280 SH DEFINED 12 280 0 0 BROWN SHOE INC NEW COM 115736100 226 4727 SH DEFINED 15,23,24 4714 0 13 BROWN SHOE INC NEW COM 115736100 69 1450 SH DEFINED 29 1450 0 0 BROWN SHOE INC NEW COM 115736100 1046 21900 SH DEFINED 30,38 21900 0 0 BRUNSWICK CORP COM 117043109 275 8625 SH DEFINED 6,10 8625 0 0 BRUNSWICK CORP COM 117043109 95 2976 SH DEFINED 12 2976 0 0 BRUNSWICK CORP COM 117043109 2523 79078 SH DEFINED 14,15,23 79078 0 0 BRUNSWICK CORP COM 117043109 1145 35900 SH CALL DEFINED 14,15,23 35900 0 0 BRUNSWICK CORP COM 117043109 2290 71800 SH PUT DEFINED 14,15,23 71800 0 0 BRUNSWICK CORP COM 117043109 1314 41197 SH DEFINED 15,23,24 39485 0 1711 BRUNSWICK CORP COM 117043109 26 825 SH DEFINED 29 825 0 0 BRUNSWICK CORP COM 117043109 70 2200 SH DEFINED 30,38 2200 0 0 BRUSH ENGINEERED MAT COM 117421107 171 5071 SH DEFINED 6,10 5071 0 0 BRUSH ENGINEERED MAT COM 117421107 26 771 SH DEFINED 12 771 0 0 BRUSH ENGINEERED MAT COM 117421107 284 8411 SH DEFINED 15,23,24 6959 0 1452 BUCKEYE PARTNERS L P UNIT LTD PA 118230101 152 3275 SH DEFINED 6,10,11 3275 0 0 BUCKEYE PARTNERS L P UNIT LTD PA 118230101 3222 69325 SH DEFINED 12 69325 0 0 BUCKEYE PARTNERS L P UNIT LTD PA 118230101 2748 59131 SH DEFINED 15,23,24 45617 0 13514 BUCKEYE TECHNOLOGIES COM 118255108 114 9486 SH DEFINED 6,10 9486 0 0 BUCKEYE TECHNOLOGIES COM 118255108 34 2803 SH DEFINED 15,23,24 2433 0 370 BUCKLE INC COM 118440106 3 62 SH DEFINED 12 62 0 0 BUCKLE INC COM 118440106 292 5749 SH DEFINED 15,23,24 5549 0 200 BUCYRUS INTL INC NEW CL A 118759109 3 66 SH DEFINED 6,10 66 0 0 BUCYRUS INTL INC NEW CL A 118759109 100 1937 SH DEFINED 12 1937 0 0 BUCYRUS INTL INC NEW CL A 118759109 38 726 SH DEFINED 14,15,23 726 0 0 BUCYRUS INTL INC NEW CL A 118759109 1454 28100 SH CALL DEFINED 14,15,23 28100 0 0 BUCYRUS INTL INC NEW CL A 118759109 2847 55000 SH PUT DEFINED 14,15,23 55000 0 0 BUCYRUS INTL INC NEW CL A 118759109 1946 37606 SH DEFINED 15,23,24 33655 0 3951 BUFFALO WILD WINGS I COM 119848109 7 123 SH DEFINED 12 123 0 0 BUFFALO WILD WINGS I COM 119848109 305 5737 SH DEFINED 15,23,24 5488 0 249 BUILD A BEAR WORKSHO COM 120076104 88 3142 SH DEFINED 12 3142 0 0 BUILD A BEAR WORKSHO COM 120076104 703 25087 SH DEFINED 15,23,24 24509 0 578 BUILDING MATLS HLDG COM 120113105 181 7315 SH DEFINED 6,10 7315 0 0 BUILDING MATLS HLDG COM 120113105 6123 248000 SH CALL DEFINED 14,15,23 248000 0 0 BUILDING MATLS HLDG COM 120113105 2113 85600 SH PUT DEFINED 14,15,23 85600 0 0 BUILDING MATLS HLDG COM 120113105 416 16851 SH DEFINED 15,23,24 16130 0 721 BUILDING MATLS HLDG COM 120113105 2 86 SH DEFINED 30,38 86 0 0 BUNZL PUB LTD CO SPON ADR NE 120738406 586 9415 SH DEFINED 15,23,24 8190 0 1225 BUNZL PUB LTD CO SPON ADR NE 120738406 10854 174498 SH DEFINED 15,18,23,25,28 174498 0 0 BURGER KING HLDGS IN COM 121208201 54 2550 SH DEFINED 6,10,11 2550 0 0 BURGER KING HLDGS IN COM 121208201 698 33100 SH CALL DEFINED 14,15,23 33100 0 0 BURGER KING HLDGS IN COM 121208201 536 25400 SH PUT DEFINED 14,15,23 25400 0 0 BURGER KING HLDGS IN COM 121208201 299 14150 SH DEFINED 15,23,24 11850 0 2300 BURLINGTON NORTHN SA COM 12189T104 4077 55232 SH DEFINED 6,10 55232 0 0 BURLINGTON NORTHN SA COM 12189T104 231 3130 SH DEFINED 6,10,11 3130 0 0 BURLINGTON NORTHN SA COM 12189T104 13361 181020 SH DEFINED 12 181020 0 0 BURLINGTON NORTHN SA COM 12189T104 19102 258800 SH CALL DEFINED 14,15,23 258800 0 0 BURLINGTON NORTHN SA COM 12189T104 13581 184000 SH PUT DEFINED 14,15,23 184000 0 0 BURLINGTON NORTHN SA COM 12189T104 41768 565881 SH DEFINED 15,23,24 431869 0 134011 BUSINESS OBJECTS S A SPONSORED A 12328X107 6953 176245 SH DEFINED 14,15,23 176245 0 0 BUSINESS OBJECTS S A SPONSORED A 12328X107 11014 279200 SH CALL DEFINED 14,15,23 279200 0 0 BUSINESS OBJECTS S A SPONSORED A 12328X107 14782 374700 SH PUT DEFINED 14,15,23 374700 0 0 BUSINESS OBJECTS S A SPONSORED A 12328X107 523 13255 SH DEFINED 15,23,24 6521 0 6734 BUSINESS OBJECTS S A SPONSORED A 12328X107 4643 117700 SH CALL DEFINED 15,23,24 117700 0 0 BUSINESS OBJECTS S A SPONSORED A 12328X107 1479 37500 SH PUT DEFINED 15,23,24 37500 0 0 C&D TECHNOLOGIES INC COM 124661109 31 6460 SH DEFINED 6,10 6460 0 0 C&D TECHNOLOGIES INC COM 124661109 54 11304 SH DEFINED 15,23,24 11304 0 0 CAE INC COM 124765108 32 3455 SH DEFINED 6,10 3455 0 0 CAE INC COM 124765108 44 4744 SH DEFINED 12 4744 0 0 CAE INC COM 124765108 117 12758 SH DEFINED 15,23,24 10580 0 2178 CBL & ASSOC PPTYS IN COM 124830100 113 2611 SH DEFINED 12 2611 0 0 CBL & ASSOC PPTYS IN COM 124830100 6488 149657 SH DEFINED 15,23,24 116980 0 32677 CBL & ASSOC PPTYS IN COM 124830100 82 1900 SH DEFINED 29 1900 0 0 CBL & ASSOC PPTYS IN COM 124830100 286 6600 SH DEFINED 30,38 6600 0 0 CBS CORP NEW CL A 124857103 25 800 SH CALL DEFINED 14,15,23 800 0 0 CBS CORP NEW CL A 124857103 517 16544 SH DEFINED 15,23,24 13509 0 3035 CBS CORP NEW CL B 124857202 13 427 SH DEFINED 3,8 0 0 427 CBS CORP NEW CL B 124857202 3555 114014 SH DEFINED 6,10 114014 0 0 CBS CORP NEW CL B 124857202 1179 37802 SH DEFINED 6,10,11 37802 0 0 CBS CORP NEW CL B 124857202 3406 109246 SH DEFINED 12 109246 0 0 CBS CORP NEW CL B 124857202 2185 70075 SH DEFINED 14,15,23 70075 0 0 CBS CORP NEW CL B 124857202 4989 160000 SH CALL DEFINED 14,15,23 160000 0 0 CBS CORP NEW CL B 124857202 2781 89200 SH PUT DEFINED 14,15,23 89200 0 0 CBS CORP NEW CL B 124857202 11476 368059 SH DEFINED 15,23,24 306491 0 61567 CBS CORP NEW CL B 124857202 151 4850 SH DEFINED 15,18,23,25,26 4850 0 0 CBS CORP NEW CL B 124857202 589 18900 SH DEFINED 29 18900 0 0 CBRL GROUP INC NOTE 12489VAB2 8863 17771000 PRN DEFINED 15,23,24 17771000 0 0 CBRL GROUP INC COM 12489V106 17 386 SH DEFINED 6,10 386 0 0 CBRL GROUP INC COM 12489V106 1 18 SH DEFINED 12 18 0 0 CBRL GROUP INC COM 12489V106 20 452 SH DEFINED 14,15,23 452 0 0 CBRL GROUP INC COM 12489V106 886 19800 SH CALL DEFINED 14,15,23 19800 0 0 CBRL GROUP INC COM 12489V106 640 14300 SH PUT DEFINED 14,15,23 14300 0 0 CBRL GROUP INC COM 12489V106 1835 40985 SH DEFINED 15,23,24 38295 0 2690 CBRL GROUP INC COM 12489V106 1 32 SH DEFINED 30,38 32 0 0 CB RICHARD ELLIS GRO CL A 12497T101 558 16800 SH DEFINED 3,8 0 0 16800 CB RICHARD ELLIS GRO CL A 12497T101 5201 156655 SH DEFINED 6,10 156655 0 0 CB RICHARD ELLIS GRO CL A 12497T101 18541 558475 SH DEFINED 12 558475 0 0 CB RICHARD ELLIS GRO CL A 12497T101 14642 441027 SH DEFINED 15,23,24 376310 0 64717 CB RICHARD ELLIS GRO CL A 12497T101 97 2927 SH DEFINED 15,18,23,25,26 2927 0 0 CB RICHARD ELLIS GRO CL A 12497T101 83 2500 SH DEFINED 30,38 2500 0 0 CBRE REALTY FINANCE COM 12498B307 3 175 SH DEFINED 12 175 0 0 CBRE REALTY FINANCE COM 12498B307 1603 102008 SH DEFINED 15,23,24 80584 0 21424 C COR INC COM 125010108 135 12147 SH DEFINED 6,10 12147 0 0 C COR INC COM 125010108 40 3613 SH DEFINED 12 3613 0 0 C COR INC COM 125010108 1803 161875 SH DEFINED 15,23,24 116016 0 45859 C COR INC COM 125010108 2 185 SH DEFINED 30,38 185 0 0 C D W CORP COM 12512N105 2742 38999 SH DEFINED 6,10 38999 0 0 C D W CORP COM 12512N105 316 4500 SH DEFINED 6,10,11 4500 0 0 C D W CORP COM 12512N105 2620 37264 SH DEFINED 12 37264 0 0 C D W CORP COM 12512N105 3650 51900 SH CALL DEFINED 14,15,23 51900 0 0 C D W CORP COM 12512N105 10942 155600 SH PUT DEFINED 14,15,23 155600 0 0 C D W CORP COM 12512N105 765 10878 SH DEFINED 15,23,24 10207 0 671 C D W CORP COM 12512N105 6329 90000 SH CALL DEFINED 15,23,24 90000 0 0 CEC ENTMT INC COM 125137109 340 8451 SH DEFINED 6,10 8451 0 0 CEC ENTMT INC COM 125137109 88 2188 SH DEFINED 12 2188 0 0 CEC ENTMT INC COM 125137109 432 10721 SH DEFINED 15,23,24 10721 0 0 CEC ENTMT INC COM 125137109 483 12000 SH DEFINED 30,38 12000 0 0 CF INDS HLDGS INC COM 125269100 1090 42500 SH CALL DEFINED 14,15,23 42500 0 0 CF INDS HLDGS INC COM 125269100 631 24600 SH PUT DEFINED 14,15,23 24600 0 0 CF INDS HLDGS INC COM 125269100 499 19473 SH DEFINED 15,23,24 13016 0 6457 CH ENERGY GROUP INC COM 12541M102 180 3414 SH DEFINED 6,10 3414 0 0 CH ENERGY GROUP INC COM 12541M102 22 425 SH DEFINED 6,10,11 425 0 0 CH ENERGY GROUP INC COM 12541M102 79 1500 SH DEFINED 12 1500 0 0 CH ENERGY GROUP INC COM 12541M102 1609 30467 SH DEFINED 15,23,24 26829 0 3637 C H ROBINSON WORLDWI COM NEW 12541W209 321 7857 SH DEFINED 6,10 7857 0 0 C H ROBINSON WORLDWI COM NEW 12541W209 968 23669 SH DEFINED 12 23669 0 0 C H ROBINSON WORLDWI COM NEW 12541W209 1386 33900 SH CALL DEFINED 14,15,23 33900 0 0 C H ROBINSON WORLDWI COM NEW 12541W209 1840 45000 SH PUT DEFINED 14,15,23 45000 0 0 C H ROBINSON WORLDWI COM NEW 12541W209 2910 71159 SH DEFINED 15,23,24 53879 0 17279 C H ROBINSON WORLDWI COM NEW 12541W209 105 2579 SH DEFINED 30,38 2579 0 0 CIGNA CORP COM 125509109 3604 27393 SH DEFINED 6,10 27393 0 0 CIGNA CORP COM 125509109 149 1135 SH DEFINED 6,10,11 635 0 500 CIGNA CORP COM 125509109 8951 68036 SH DEFINED 12 68036 0 0 CIGNA CORP COM 125509109 996 7572 SH DEFINED 14,15,23 7572 0 0 CIGNA CORP COM 125509109 15617 118700 SH CALL DEFINED 14,15,23 118700 0 0 CIGNA CORP COM 125509109 27722 210700 SH PUT DEFINED 14,15,23 210700 0 0 CIGNA CORP COM 125509109 7937 60322 SH DEFINED 15,23,24 53234 0 7088 CIGNA CORP COM 125509109 724 5500 SH DEFINED 29 5500 0 0 CIGNA CORP COM 125509109 1316 10000 SH DEFINED 30,38 10000 0 0 CIT GROUP INC COM 125581108 1006 18040 SH DEFINED 6,10 18040 0 0 CIT GROUP INC COM 125581108 321 5750 SH DEFINED 6,10,11 5750 0 0 CIT GROUP INC COM 125581108 363 6511 SH DEFINED 12 6511 0 0 CIT GROUP INC COM 125581108 1304 23379 SH DEFINED 14,15,23 23379 0 0 CIT GROUP INC COM 125581108 2415 43300 SH CALL DEFINED 14,15,23 43300 0 0 CIT GROUP INC COM 125581108 3820 68500 SH PUT DEFINED 14,15,23 68500 0 0 CIT GROUP INC COM 125581108 10121 181477 SH DEFINED 15,23,24 165152 0 16325 CIT GROUP INC COM 125581108 18376 329500 SH PUT DEFINED 15,23,24 329500 0 0 CIT GROUP INC COM 125581108 615 11029 SH DEFINED 15,18,23,25,26 11029 0 0 CIT GROUP INC COM 125581108 39 700 SH DEFINED 30,38 700 0 0 CKE RESTAURANTS INC COM 12561E105 323 17540 SH DEFINED 6,10 17540 0 0 CKE RESTAURANTS INC COM 12561E105 9 467 SH DEFINED 12 467 0 0 CKE RESTAURANTS INC COM 12561E105 410 22258 SH DEFINED 15,23,24 15922 0 6336 CKE RESTAURANTS INC COM 12561E105 74 4000 SH DEFINED 29 4000 0 0 CKE RESTAURANTS INC COM 12561E105 6790 369000 SH DEFINED 30,38 369000 0 0 CLECO CORP NEW COM 12561W105 365 14480 SH DEFINED 6,10 14480 0 0 CLECO CORP NEW COM 12561W105 9 345 SH DEFINED 12 345 0 0 CLECO CORP NEW COM 12561W105 862 34155 SH DEFINED 15,23,24 24336 0 9818 CLECO CORP NEW COM 12561W105 73 2900 SH DEFINED 29 2900 0 0 CLECO CORP NEW COM 12561W105 805 31900 SH DEFINED 30,38 31900 0 0 CMGI INC COM 125750109 95 70818 SH DEFINED 6,10 70818 0 0 CMGI INC COM 125750109 100 74584 SH DEFINED 15,23,24 69192 0 5392 CMS ENERGY CORP NOTE 2.875 125896AW0 6375 5000000 PRN DEFINED 30,38 5000000 0 0 CMS ENERGY CORP NOTE 3.375 125896AY6 8063 5000000 PRN DEFINED 30,38 5000000 0 0 CMS ENERGY CORP COM 125896100 176 10541 SH DEFINED 6,10 10541 0 0 CMS ENERGY CORP COM 125896100 70 4216 SH DEFINED 12 4216 0 0 CMS ENERGY CORP COM 125896100 5307 317783 SH DEFINED 15,23,24 259543 0 58240 CMS ENERGY CORP COM 125896100 149 8900 SH DEFINED 30,38 8900 0 0 CSS INDS INC COM 125906107 2 65 SH DEFINED 12 65 0 0 CSS INDS INC COM 125906107 341 9631 SH DEFINED 15,23,24 9631 0 0 CSK AUTO CORP COM 125965103 1947 113500 SH DEFINED 13,30 113500 0 0 CSK AUTO CORP COM 125965103 664 38721 SH DEFINED 15,23,24 38721 0 0 CSK AUTO CORP COM 125965103 1339 78100 SH DEFINED 30,38 78100 0 0 CNA FINL CORP COM 126117100 42 1053 SH DEFINED 6,10 1053 0 0 CNA FINL CORP COM 126117100 1 16 SH DEFINED 12 16 0 0 CNA FINL CORP COM 126117100 377 9348 SH DEFINED 14,15,23 9348 0 0 CNA FINL CORP COM 126117100 254 6300 SH CALL DEFINED 14,15,23 6300 0 0 CNA FINL CORP COM 126117100 1032 25600 SH PUT DEFINED 14,15,23 25600 0 0 CNA FINL CORP COM 126117100 654 16223 SH DEFINED 15,23,24 2223 0 14000 CNA FINL CORP COM 126117100 538 13350 SH DEFINED 30,38 13350 0 0 CNA SURETY CORP COM 12612L108 39 1800 SH DEFINED 12 1800 0 0 CNA SURETY CORP COM 12612L108 7369 342732 SH DEFINED 15,23,24 245417 0 97315 CNET NETWORKS INC COM 12613R104 194 21354 SH DEFINED 6,10 21354 0 0 CNET NETWORKS INC COM 12613R104 150 16500 SH CALL DEFINED 14,15,23 16500 0 0 CNET NETWORKS INC COM 12613R104 364 40000 SH PUT DEFINED 14,15,23 40000 0 0 CNET NETWORKS INC COM 12613R104 3421 376399 SH DEFINED 15,23,24 297665 0 78734 CNET NETWORKS INC COM 12613R104 79 8715 SH DEFINED 30,38 8715 0 0 CNOOC LTD SPONSORED A 126132109 204 2158 SH DEFINED 12 2158 0 0 CNOOC LTD SPONSORED A 126132109 1893 20000 SH DEFINED 15,16,21-23 20000 0 0 CNOOC LTD SPONSORED A 126132109 2084 22022 SH DEFINED 15,23,24 18666 0 3356 CRH PLC ADR 12626K203 616 14493 SH DEFINED 12 14493 0 0 CRH PLC ADR 12626K203 2136 50259 SH DEFINED 15,23,24 43041 0 7217 CRH PLC ADR 12626K203 51 1200 SH DEFINED 15,18,23,25,28 1200 0 0 CRH PLC ADR 12626K203 340 8000 SH DEFINED 29 8000 0 0 CSG SYS INTL INC COM 126349109 10 367 SH DEFINED 6,10 367 0 0 CSG SYS INTL INC COM 126349109 6 233 SH DEFINED 12 233 0 0 CSG SYS INTL INC COM 126349109 1212 45340 SH DEFINED 15,23,24 40983 0 4357 CSG SYS INTL INC COM 126349109 29 1095 SH DEFINED 30,38 1095 0 0 CSX CORP DBCV 126408GA5 160 130000 PRN DEFINED 12 130000 0 0 CSX CORP DBCV 126408GA5 6 5000 PRN DEFINED 15,23,24 5000 0 0 CSX CORP COM 126408103 1397 40586 SH DEFINED 6,10 40586 0 0 CSX CORP COM 126408103 213 6195 SH DEFINED 6,10,11 6195 0 0 CSX CORP COM 126408103 8710 252963 SH DEFINED 12 252963 0 0 CSX CORP COM 126408103 258 7500 SH DEFINED 14,15,23 7500 0 0 CSX CORP COM 126408103 2992 86900 SH CALL DEFINED 14,15,23 86900 0 0 CSX CORP COM 126408103 5375 156100 SH PUT DEFINED 14,15,23 156100 0 0 CSX CORP COM 126408103 1253 36400 SH DEFINED 15,23 36400 0 0 CSX CORP COM 126408103 23412 679999 SH DEFINED 15,23,24 565817 0 114181 CSX CORP COM 126408103 1099 31920 SH DEFINED 30,38 31920 0 0 CT COMMUNICATIONS IN COM NEW 126426402 479 20914 SH DEFINED 12 20914 0 0 CT COMMUNICATIONS IN COM NEW 126426402 144 6303 SH DEFINED 15,23,24 6303 0 0 CTS CORP COM 126501105 142 9018 SH DEFINED 6,10 9018 0 0 CTS CORP COM 126501105 805 51300 SH DEFINED 6,10,11 51300 0 0 CTS CORP COM 126501105 2 143 SH DEFINED 12 143 0 0 CTS CORP COM 126501105 283 18014 SH DEFINED 15,23,24 13614 0 4400 CTS CORP COM 126501105 41 2600 SH DEFINED 30,38 2600 0 0 CVB FINL CORP COM 126600105 175 12133 SH DEFINED 15,23,24 11895 0 238 CVS CORP COM 126650100 598 19357 SH DEFINED 3,8 0 0 19357 CVS CORP COM 126650100 4052 131082 SH DEFINED 6,10 131082 0 0 CVS CORP COM 126650100 4183 135332 SH DEFINED 6,10,11 135232 0 100 CVS CORP COM 126650100 48020 1553531 SH DEFINED 12 1553531 0 0 CVS CORP COM 126650100 3904 126304 SH DEFINED 14,15,23 126304 0 0 CVS CORP COM 126650100 6290 203500 SH CALL DEFINED 14,15,23 203500 0 0 CVS CORP COM 126650100 7944 257000 SH PUT DEFINED 14,15,23 257000 0 0 CVS CORP COM 126650100 56333 1822473 SH DEFINED 15,23,24 1330031 0 492441 CVS CORP COM 126650100 12401 401200 SH CALL DEFINED 15,23,24 401200 0 0 CVS CORP COM 126650100 62 2000 SH PUT DEFINED 15,23,24 1400 0 600 CVS CORP COM 126650100 173 5600 SH DEFINED 15,18,23,25,26 5600 0 0 CVS CORP COM 126650100 3131 101300 SH DEFINED 29 101300 0 0 CVS CORP COM 126650100 389 12580 SH DEFINED 30,38 12580 0 0 CV THERAPEUTICS INC NOTE 2.000 126667AD6 6605 7910000 PRN DEFINED 15,23,24 7910000 0 0 CV THERAPEUTICS INC NOTE 2.750 126667AF1 12211 12075000 PRN DEFINED 15,23,24 12075000 0 0 CV THERAPEUTICS INC NOTE 3.250 126667AG9 8348 9500000 PRN DEFINED 30,38 9500000 0 0 CV THERAPEUTICS INC COM 126667104 35846 2567795 SH DEFINED 6,10 2567795 0 0 CV THERAPEUTICS INC COM 126667104 6 433 SH DEFINED 12 433 0 0 CV THERAPEUTICS INC COM 126667104 1717 123000 SH CALL DEFINED 14,15,23 123000 0 0 CV THERAPEUTICS INC COM 126667104 2602 186400 SH PUT DEFINED 14,15,23 186400 0 0 CV THERAPEUTICS INC COM 126667104 1012 72500 SH DEFINED 15,23 72500 0 0 CV THERAPEUTICS INC COM 126667104 720 51544 SH DEFINED 15,23,24 17436 0 34108 CV THERAPEUTICS INC COM 126667104 123 8800 SH DEFINED 29 8800 0 0 CV THERAPEUTICS INC COM 126667104 558 40000 SH DEFINED 30,38 40000 0 0 CA INC COM 12673P105 171657 7578668 SH DEFINED 6,10 7578668 0 0 CA INC COM 12673P105 22 981 SH DEFINED 6,10,11 981 0 0 CA INC COM 12673P105 1044 46113 SH DEFINED 12 46113 0 0 CA INC COM 12673P105 12960 572200 SH CALL DEFINED 14,15,23 572200 0 0 CA INC COM 12673P105 544 24000 SH PUT DEFINED 14,15,23 24000 0 0 CA INC COM 12673P105 13761 607546 SH DEFINED 15,23,24 364018 0 243527 CA INC COM 12673P105 8202 362100 SH CALL DEFINED 15,23,24 362100 0 0 CABELAS INC COM 126804301 135 5577 SH DEFINED 12 5577 0 0 CABELAS INC COM 126804301 1546 64084 SH DEFINED 15,23,24 55209 0 8875 CABLEVISION SYS CORP CL A NY CAB 12686C109 291 10225 SH DEFINED 6,10 10225 0 0 CABLEVISION SYS CORP CL A NY CAB 12686C109 146074 5129000 SH CALL DEFINED 6,10 5129000 0 0 CABLEVISION SYS CORP CL A NY CAB 12686C109 3 121 SH DEFINED 6,10,11 121 0 0 CABLEVISION SYS CORP CL A NY CAB 12686C109 443 15539 SH DEFINED 12 15539 0 0 CABLEVISION SYS CORP CL A NY CAB 12686C109 10965 385000 SH CALL DEFINED 14,15,23 385000 0 0 CABLEVISION SYS CORP CL A NY CAB 12686C109 3708 130200 SH PUT DEFINED 14,15,23 130200 0 0 CABLEVISION SYS CORP CL A NY CAB 12686C109 118835 4172577 SH DEFINED 15,23,24 3921399 0 251178 CABLEVISION SYS CORP CL A NY CAB 12686C109 7120 250000 SH CALL DEFINED 15,23,24 250000 0 0 CABLEVISION SYS CORP CL A NY CAB 12686C109 4434 155700 SH PUT DEFINED 15,23,24 155700 0 0 CABLEVISION SYS CORP CL A NY CAB 12686C109 3825 134300 SH DEFINED 30,38 134300 0 0 CABOT CORP COM 127055101 119 2722 SH DEFINED 6,10 2722 0 0 CABOT CORP COM 127055101 1104 25350 SH DEFINED 12 25350 0 0 CABOT CORP COM 127055101 26 596 SH DEFINED 15,23,24 596 0 0 CABOT CORP COM 127055101 70 1610 SH DEFINED 30,38 1610 0 0 CABOT MICROELECTRONI COM 12709P103 205 6034 SH DEFINED 6,10 6034 0 0 CABOT MICROELECTRONI COM 12709P103 103 3043 SH DEFINED 12 3043 0 0 CABOT MICROELECTRONI COM 12709P103 1527 45000 SH CALL DEFINED 14,15,23 45000 0 0 CABOT MICROELECTRONI COM 12709P103 557 16400 SH PUT DEFINED 14,15,23 16400 0 0 CABOT MICROELECTRONI COM 12709P103 4073 120017 SH DEFINED 15,23,24 103507 0 16510 CABOT OIL & GAS CORP COM 127097103 732 12068 SH DEFINED 6,10 12068 0 0 CABOT OIL & GAS CORP COM 127097103 183 3024 SH DEFINED 12 3024 0 0 CABOT OIL & GAS CORP COM 127097103 1229 20260 SH DEFINED 15,23,24 17891 0 2369 CABOT OIL & GAS CORP COM 127097103 260 4294 SH DEFINED 15,18,23,25,26 4294 0 0 CABOT OIL & GAS CORP COM 127097103 91 1500 SH DEFINED 29 1500 0 0 CABOT OIL & GAS CORP COM 127097103 400 6590 SH DEFINED 30,38 6590 0 0 CACI INTL INC CL A 127190304 457 8085 SH DEFINED 6,10 8085 0 0 CACI INTL INC CL A 127190304 28 502 SH DEFINED 12 502 0 0 CACI INTL INC CL A 127190304 703 12446 SH DEFINED 15,23,24 11117 0 1329 CADBURY SCHWEPPES PL ADR 127209302 361 8400 SH DEFINED 6,10,11 8400 0 0 CADBURY SCHWEPPES PL ADR 127209302 1586 36947 SH DEFINED 12 36947 0 0 CADBURY SCHWEPPES PL ADR 127209302 4524 105383 SH DEFINED 15,23,24 95312 0 10070 CADBURY SCHWEPPES PL ADR 127209302 369 8590 SH DEFINED 30,38 8590 0 0 CADENCE PHARMACEUTIC COM 12738T100 1663 135000 SH DEFINED 30,38 135000 0 0 CADENCE DESIGN SYSTE NOTE 127387AB4 173 145000 PRN DEFINED 12 145000 0 0 CADENCE DESIGN SYSTE NOTE 127387AB4 8 7000 PRN DEFINED 15,23,24 7000 0 0 CADENCE DESIGN SYSTE COM 127387108 256 14321 SH DEFINED 6,10 14321 0 0 CADENCE DESIGN SYSTE COM 127387108 7 400 SH DEFINED 6,10,11 400 0 0 CADENCE DESIGN SYSTE COM 127387108 433 24165 SH DEFINED 12 24165 0 0 CADENCE DESIGN SYSTE COM 127387108 663 37000 SH CALL DEFINED 14,15,23 37000 0 0 CADENCE DESIGN SYSTE COM 127387108 813 45400 SH PUT DEFINED 14,15,23 45400 0 0 CADENCE DESIGN SYSTE COM 127387108 1510 84289 SH DEFINED 15,23,24 82924 0 1365 CADENCE DESIGN SYSTE COM 127387108 7469 417020 SH CALL DEFINED 15,23,24 417020 0 0 CADENCE DESIGN SYSTE COM 127387108 2076 115896 SH DEFINED 15,18,23,25,26 115896 0 0 CADENCE DESIGN SYSTE COM 127387108 505 28200 SH DEFINED 29 28200 0 0 CADENCE DESIGN SYSTE COM 127387108 389 21706 SH DEFINED 30,38 21706 0 0 CALAMOS CONV & HIGH COM SHS 12811P108 8931 516223 SH DEFINED 15,23,24 402910 0 113313 CALAMOS ASSET MGMT I CL A 12811R104 11 400 SH DEFINED 6,10,11 400 0 0 CALAMOS ASSET MGMT I CL A 12811R104 3882 144700 SH DEFINED 15,23,24 123757 0 20943 CALAMOS CONV OPP AND SH BEN INT 128117108 30 1500 SH DEFINED 6,10,11 1500 0 0 CALAMOS CONV OPP AND SH BEN INT 128117108 5 228 SH DEFINED 12 228 0 0 CALAMOS CONV OPP AND SH BEN INT 128117108 7121 350620 SH DEFINED 15,23,24 290341 0 60279 CALAMOS GLOBAL TOTAL COM SH BEN 128118106 71 4179 SH DEFINED 12 4179 0 0 CALAMOS GLOBAL TOTAL COM SH BEN 128118106 711 41813 SH DEFINED 15,23,24 28015 0 13798 CALAMOS STRATEGIC TO COM SH BEN 128125101 91 5800 SH DEFINED 6,10,11 5800 0 0 CALAMOS STRATEGIC TO COM SH BEN 128125101 18512 1183632 SH DEFINED 15,23,24 964182 0 219449 CALGON CARBON CORP COM 129603106 91 14719 SH DEFINED 6,10 14719 0 0 CALGON CARBON CORP COM 129603106 344 55413 SH DEFINED 15,23,24 53813 0 1600 CALIFORNIA MICRO DEV COM 130439102 176 40210 SH DEFINED 15,23,24 25160 0 15050 CALIFORNIA MICRO DEV COM 130439102 0 97 SH DEFINED 30,38 97 0 0 CALIFORNIA WTR SVC G COM 130788102 53 1307 SH DEFINED 6,10 1307 0 0 CALIFORNIA WTR SVC G COM 130788102 6 150 SH DEFINED 6,10,11 150 0 0 CALIFORNIA WTR SVC G COM 130788102 2913 72110 SH DEFINED 15,23,24 59290 0 12819 CALIPER LIFE SCIENCE COM 130872104 21 3611 SH DEFINED 15,23,24 3111 0 500 CALIPER LIFE SCIENCE COM 130872104 157 27500 SH DEFINED 30,38 27500 0 0 CALLAWAY GOLF CO COM 131193104 7 470 SH DEFINED 3,8 0 0 470 CALLAWAY GOLF CO COM 131193104 2 168 SH DEFINED 6,10 168 0 0 CALLAWAY GOLF CO COM 131193104 8391 582282 SH DEFINED 15,23,24 466367 0 115915 CAMBREX CORP COM 132011107 153 6739 SH DEFINED 6,10 6739 0 0 CAMBREX CORP COM 132011107 103 4537 SH DEFINED 12 4537 0 0 CAMBREX CORP COM 132011107 170 7479 SH DEFINED 15,23,24 7179 0 300 CAMCO FINL CORP COM 132618109 596 46733 SH DEFINED 15,23,24 42093 0 4640 CAMDEN NATL CORP COM 133034108 231 5000 SH DEFINED 12 5000 0 0 CAMDEN NATL CORP COM 133034108 123 2666 SH DEFINED 15,23,24 2566 0 100 CAMDEN PPTY TR SH BEN INT 133131102 532 7199 SH DEFINED 6,10,11 7199 0 0 CAMDEN PPTY TR SH BEN INT 133131102 212 2871 SH DEFINED 12 2871 0 0 CAMDEN PPTY TR SH BEN INT 133131102 3685 49900 SH DEFINED 13,30 49900 0 0 CAMDEN PPTY TR SH BEN INT 133131102 2795 37852 SH DEFINED 15,23,24 27583 0 10269 CAMDEN PPTY TR SH BEN INT 133131102 354 4800 SH DEFINED 30,38 4800 0 0 CAMECO CORP COM 13321L108 8090 200000 SH PUT DEFINED 4-6,10 200000 0 0 CAMECO CORP COM 13321L108 2105 52031 SH DEFINED 6,10 52031 0 0 CAMECO CORP COM 13321L108 991 24492 SH DEFINED 12 24492 0 0 CAMECO CORP COM 13321L108 5156 127456 SH DEFINED 14,15,23 127456 0 0 CAMECO CORP COM 13321L108 4935 122000 SH CALL DEFINED 14,15,23 122000 0 0 CAMECO CORP COM 13321L108 14659 362400 SH PUT DEFINED 14,15,23 362400 0 0 CAMECO CORP COM 13321L108 12 300 SH DEFINED 15,23 300 0 0 CAMECO CORP COM 13321L108 8247 203872 SH DEFINED 15,23,24 174158 0 29713 CAMECO CORP COM 13321L108 6948 171759 SH DEFINED 15,18,23,25,26 171759 0 0 CAMECO CORP COM 13321L108 8090 200000 SH DEFINED 37 200000 0 0 CAMERON INTERNATIONA NOTE 2.500 13342BAB1 64 60000 PRN DEFINED 12 60000 0 0 CAMERON INTERNATIONA COM 13342B105 256 4832 SH DEFINED 6,10 4832 0 0 CAMERON INTERNATIONA COM 13342B105 251 4725 SH DEFINED 6,10,11 4725 0 0 CAMERON INTERNATIONA COM 13342B105 143 2693 SH DEFINED 12 2693 0 0 CAMERON INTERNATIONA COM 13342B105 5814 109600 SH CALL DEFINED 14,15,23 109600 0 0 CAMERON INTERNATIONA COM 13342B105 2557 48200 SH PUT DEFINED 14,15,23 48200 0 0 CAMERON INTERNATIONA COM 13342B105 33333 628327 SH DEFINED 15,23,24 528027 0 100300 CAMPBELL SOUP CO COM 134429109 951 24451 SH DEFINED 6,10 24451 0 0 CAMPBELL SOUP CO COM 134429109 91 2350 SH DEFINED 6,10,11 2350 0 0 CAMPBELL SOUP CO COM 134429109 24109 619939 SH DEFINED 12 619939 0 0 CAMPBELL SOUP CO COM 134429109 10586 272192 SH DEFINED 15,23,24 212554 0 59638 CAMPBELL SOUP CO COM 134429109 381 9800 SH DEFINED 30,38 9800 0 0 CDN IMPERIAL BK OF C COM 136069101 5807 68894 SH DEFINED 6,10 68894 0 0 CDN IMPERIAL BK OF C COM 136069101 85 1008 SH DEFINED 15,23,24 399 0 609 CANADIAN NATL RY CO COM 136375102 479 11137 SH DEFINED 3,8 0 0 11137 CANADIAN NATL RY CO COM 136375102 1289 29950 SH DEFINED 6,10 29950 0 0 CANADIAN NATL RY CO COM 136375102 34 800 SH DEFINED 6,10,11 800 0 0 CANADIAN NATL RY CO COM 136375102 71 1651 SH DEFINED 12 1651 0 0 CANADIAN NATL RY CO COM 136375102 17956 417297 SH DEFINED 15,23,24 306185 0 111111 CANADIAN NAT RES LTD COM 136385101 5772 108430 SH DEFINED 6,10 108430 0 0 CANADIAN NAT RES LTD COM 136385101 5323 100000 SH CALL DEFINED 6,10 100000 0 0 CANADIAN NAT RES LTD COM 136385101 5323 100000 SH PUT DEFINED 6,10 100000 0 0 CANADIAN NAT RES LTD COM 136385101 32 600 SH DEFINED 6,10,11 600 0 0 CANADIAN NAT RES LTD COM 136385101 498 9354 SH DEFINED 12 9354 0 0 CANADIAN NAT RES LTD COM 136385101 19578 367800 SH CALL DEFINED 14,15,23 367800 0 0 CANADIAN NAT RES LTD COM 136385101 14734 276800 SH PUT DEFINED 14,15,23 276800 0 0 CANADIAN NAT RES LTD COM 136385101 5444 102270 SH DEFINED 15,23,24 85196 0 17074 CANADIAN NAT RES LTD COM 136385101 218 4090 SH DEFINED 15,18,23,25,26 4090 0 0 CANADIAN PAC RY LTD COM 13645T100 332 6300 SH DEFINED 3,8 0 0 6300 CANADIAN PAC RY LTD COM 13645T100 475 9004 SH DEFINED 6,10 9004 0 0 CANADIAN PAC RY LTD COM 13645T100 213 4030 SH DEFINED 6,10,11 4030 0 0 CANADIAN PAC RY LTD COM 13645T100 315 5969 SH DEFINED 12 5969 0 0 CANADIAN PAC RY LTD COM 13645T100 506 9600 SH CALL DEFINED 14,15,23 9600 0 0 CANADIAN PAC RY LTD COM 13645T100 781 14800 SH PUT DEFINED 14,15,23 14800 0 0 CANADIAN PAC RY LTD COM 13645T100 2192 41553 SH DEFINED 15,23,24 18561 0 22992 CANADIAN PAC RY LTD COM 13645T100 549 10400 SH DEFINED 29 10400 0 0 CANADIAN SUPERIOR EN COM 136644101 119 59700 SH DEFINED 15,23,24 59700 0 0 CANETIC RES TR COM 137513107 39 2796 SH DEFINED 6,10 2796 0 0 CANETIC RES TR COM 137513107 83 6000 SH DEFINED 14,15,23 6000 0 0 CANETIC RES TR COM 137513107 138 9900 SH CALL DEFINED 14,15,23 9900 0 0 CANETIC RES TR COM 137513107 472 34000 SH PUT DEFINED 14,15,23 34000 0 0 CANETIC RES TR COM 137513107 5914 425808 SH DEFINED 15,23,24 369470 0 56337 CANETIC RES TR COM 137513107 284 20442 SH DEFINED 15,18,23,25,26 20442 0 0 CANO PETE INC COM 137801106 68 12488 SH DEFINED 15,23,24 12488 0 0 CANON INC ADR 138006309 21 375 SH DEFINED 6,10,11 375 0 0 CANON INC ADR 138006309 6021 106399 SH DEFINED 12 106399 0 0 CANON INC ADR 138006309 204 3600 SH DEFINED 2,5,6,9,10,17,19,20,27 3600 0 0 CANON INC ADR 138006309 24356 430402 SH DEFINED 15,23,24 351251 0 79150 CAPITAL CITY BK GROU COM 139674105 18 500 SH DEFINED 12 500 0 0 CAPITAL CITY BK GROU COM 139674105 229 6493 SH DEFINED 15,23,24 6223 0 270 CAPITAL LEASE FDG IN COM 140288101 258 22200 SH DEFINED 15,23,24 22200 0 0 CAPITAL ONE FINL COR COM 14040H105 183 2388 SH DEFINED 3,8 0 0 2388 CAPITAL ONE FINL COR COM 14040H105 3790 49339 SH DEFINED 6,10 49339 0 0 CAPITAL ONE FINL COR COM 14040H105 1560 20304 SH DEFINED 6,10,11 17264 0 3040 CAPITAL ONE FINL COR COM 14040H105 1457 18969 SH DEFINED 12 18969 0 0 CAPITAL ONE FINL COR COM 14040H105 5160 67176 SH DEFINED 14,15,23 67176 0 0 CAPITAL ONE FINL COR COM 14040H105 21510 280000 SH CALL DEFINED 14,15,23 280000 0 0 CAPITAL ONE FINL COR COM 14040H105 24521 319200 SH PUT DEFINED 14,15,23 319200 0 0 CAPITAL ONE FINL COR COM 14040H105 25455 331360 SH DEFINED 15,23,24 253872 0 77487 CAPITAL ONE FINL COR COM 14040H105 507 6600 SH PUT DEFINED 15,23,24 6600 0 0 CAPITAL ONE FINL COR COM 14040H105 113 1473 SH DEFINED 15,18,23,25,26 1473 0 0 CAPITAL ONE FINL COR COM 14040H105 822 10700 SH DEFINED 30,38 10700 0 0 CAPITAL SOUTHWEST CO COM 140501107 243 1926 SH DEFINED 15,23,24 1926 0 0 CAPITAL TRUST INC MD CL A NEW 14052H506 1076 21541 SH DEFINED 15,23,24 20150 0 1391 CAPITALSOURCE INC DBCV 1.250 14055XAB8 13692 12130000 PRN DEFINED 15,23,24 12130000 0 0 CAPITALSOURCE INC DBCV 3.500 14055XAD4 40 35000 PRN DEFINED 12 35000 0 0 CAPITALSOURCE INC DBCV 3.500 14055XAD4 45852 39699000 PRN DEFINED 15,23,24 39699000 0 0 CAPITALSOURCE INC COM 14055X102 724 26524 SH DEFINED 6,10 26524 0 0 CAPITALSOURCE INC COM 14055X102 26 945 SH DEFINED 12 945 0 0 CAPITALSOURCE INC COM 14055X102 12362 452643 SH DEFINED 15,23,24 377599 0 75044 CAPITALSOURCE INC COM 14055X102 503 18400 SH DEFINED 30,38 18400 0 0 CAPITOL FED FINL COM 14057C106 652 16964 SH DEFINED 15,23,24 16946 0 18 CAPSTONE TURBINE COR COM 14067D102 11 9126 SH DEFINED 6,10 9126 0 0 CAPSTONE TURBINE COR COM 14067D102 297 241434 SH DEFINED 15,23,24 229034 0 12400 CAPSTEAD MTG CORP COM NO PAR 14067E506 1 157 SH DEFINED 12 157 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 4791 577280 SH DEFINED 15,23,24 516452 0 60828 CARACO PHARMACEUTICA COM 14075T107 200 14300 SH DEFINED 12 14300 0 0 CARACO PHARMACEUTICA COM 14075T107 87 6200 SH DEFINED 15,23,24 5810 0 390 CARBO CERAMICS INC COM 140781105 191 5099 SH DEFINED 6,10 5099 0 0 CARBO CERAMICS INC COM 140781105 73 1948 SH DEFINED 12 1948 0 0 CARBO CERAMICS INC COM 140781105 41 1097 SH DEFINED 15,23,24 1052 0 45 CARDINAL FINL CORP COM 14149F109 711 69401 SH DEFINED 15,23,24 33001 0 36400 CARDINAL HEALTH INC COM 14149Y108 6554 101719 SH DEFINED 6,10 101719 0 0 CARDINAL HEALTH INC COM 14149Y108 632 9808 SH DEFINED 6,10,11 9808 0 0 CARDINAL HEALTH INC COM 14149Y108 33450 519171 SH DEFINED 12 519171 0 0 CARDINAL HEALTH INC COM 14149Y108 12776 198300 SH CALL DEFINED 14,15,23 198300 0 0 CARDINAL HEALTH INC COM 14149Y108 8866 137600 SH PUT DEFINED 14,15,23 137600 0 0 CARDINAL HEALTH INC COM 14149Y108 14925 231649 SH DEFINED 15,23,24 160437 0 71212 CARDINAL HEALTH INC COM 14149Y108 112 1741 SH DEFINED 15,18,23,25,26 1741 0 0 CARDINAL HEALTH INC COM 14149Y108 735 11400 SH DEFINED 29 11400 0 0 CARDINAL HEALTH INC COM 14149Y108 1858 28830 SH DEFINED 30,38 28830 0 0 CAREER EDUCATION COR COM 141665109 107 4298 SH DEFINED 6,10 4298 0 0 CAREER EDUCATION COR COM 141665109 30 1200 SH DEFINED 12 1200 0 0 CAREER EDUCATION COR COM 141665109 12105 488500 SH CALL DEFINED 14,15,23 488500 0 0 CAREER EDUCATION COR COM 141665109 6351 256300 SH PUT DEFINED 14,15,23 256300 0 0 CAREER EDUCATION COR COM 141665109 1123 45329 SH DEFINED 15,23,24 41177 0 4152 CAREER EDUCATION COR COM 141665109 1960 79100 SH CALL DEFINED 15,23,24 79100 0 0 CAREER EDUCATION COR COM 141665109 871 35157 SH DEFINED 30,38 35157 0 0 CAREMARK RX INC COM 141705103 5045 88345 SH DEFINED 6,10 88345 0 0 CAREMARK RX INC COM 141705103 11 200 SH DEFINED 6,10,11 200 0 0 CAREMARK RX INC COM 141705103 2570 45006 SH DEFINED 12 45006 0 0 CAREMARK RX INC COM 141705103 4182 73234 SH DEFINED 14,15,23 73234 0 0 CAREMARK RX INC COM 141705103 10994 192500 SH CALL DEFINED 14,15,23 192500 0 0 CAREMARK RX INC COM 141705103 11845 207400 SH PUT DEFINED 14,15,23 207400 0 0 CAREMARK RX INC COM 141705103 11528 201852 SH DEFINED 15,23,24 179851 0 22000 CAREMARK RX INC COM 141705103 14200 248638 SH DEFINED 30,38 248638 0 0 CAREMARK RX INC COM 141705103 8567 150000 SH PUT DEFINED 30,38 150000 0 0 CARLISLE COS INC COM 142339100 5 68 SH DEFINED 6,10 68 0 0 CARLISLE COS INC COM 142339100 4518 57550 SH DEFINED 15,23,24 46750 0 10799 CARMAX INC COM 143130102 11 211 SH DEFINED 6,10 211 0 0 CARMAX INC COM 143130102 27 500 SH DEFINED 6,10,11 500 0 0 CARMAX INC COM 143130102 25 460 SH DEFINED 12 460 0 0 CARMAX INC COM 143130102 3052 56900 SH CALL DEFINED 14,15,23 56900 0 0 CARMAX INC COM 143130102 5159 96200 SH PUT DEFINED 14,15,23 96200 0 0 CARMAX INC COM 143130102 3629 67672 SH DEFINED 15,23,24 54064 0 13608 CARNIVAL CORP DBCV 2.000 143658AN2 283 221000 PRN DEFINED 12 221000 0 0 CARNIVAL CORP DBCV 2.000 143658AN2 4198 3280000 PRN DEFINED 15,23,24 3280000 0 0 CARNIVAL CORP NOTE 143658AS1 3537 4300000 PRN DEFINED 15,23,24 4300000 0 0 CARNIVAL CORP PAIRED CTF 143658300 3030678 61787525 SH DEFINED 29 0 0 61787525 CARNIVAL CORP PAIRED CTF 143658300 2081 42431 SH DEFINED 6,10 42431 0 0 CARNIVAL CORP PAIRED CTF 143658300 37 751 SH DEFINED 6,10,11 751 0 0 CARNIVAL CORP PAIRED CTF 143658300 414 8450 SH DEFINED 12 8450 0 0 CARNIVAL CORP PAIRED CTF 143658300 27939 569600 SH CALL DEFINED 14,15,23 569600 0 0 CARNIVAL CORP PAIRED CTF 143658300 16971 346000 SH PUT DEFINED 14,15,23 346000 0 0 CARNIVAL CORP PAIRED CTF 143658300 42416 864759 SH DEFINED 15,23,24 741485 0 123273 CARNIVAL CORP PAIRED CTF 143658300 9099 185500 SH CALL DEFINED 15,23,24 185500 0 0 CARNIVAL CORP PAIRED CTF 143658300 10 200 SH PUT DEFINED 15,23,24 200 0 0 CARNIVAL CORP PAIRED CTF 143658300 3837 78217 SH DEFINED 15,18,23,25,26 78217 0 0 CARNIVAL CORP PAIRED CTF 143658300 98 2000 SH DEFINED 30,38 2000 0 0 CARPENTER TECHNOLOGY COM 144285103 703 6854 SH DEFINED 6,10 6854 0 0 CARPENTER TECHNOLOGY COM 144285103 1 14 SH DEFINED 12 14 0 0 CARPENTER TECHNOLOGY COM 144285103 763 7440 SH DEFINED 14,15,23 7440 0 0 CARPENTER TECHNOLOGY COM 144285103 1240 12100 SH CALL DEFINED 14,15,23 12100 0 0 CARPENTER TECHNOLOGY COM 144285103 5700 55600 SH PUT DEFINED 14,15,23 55600 0 0 CARPENTER TECHNOLOGY COM 144285103 568 5542 SH DEFINED 15,23,24 4486 0 1055 CARREKER CORP COM 144433109 39 5101 SH DEFINED 6,10 5101 0 0 CARREKER CORP COM 144433109 178 23293 SH DEFINED 15,23,24 16928 0 6365 CARROLLTON BANCORP COM 145282109 194 11305 SH DEFINED 15,23,24 9530 0 1775 CARTER INC COM 146229109 3 130 SH DEFINED 6,10 130 0 0 CARTER INC COM 146229109 5427 212810 SH DEFINED 12 212810 0 0 CARTER INC COM 146229109 122 4765 SH DEFINED 15,23,24 4475 0 290 CARTER INC COM 146229109 112 4400 SH DEFINED 30,38 4400 0 0 CASCADE BANCORP COM 147154108 220 7096 SH DEFINED 6,10 7096 0 0 CASCADE BANCORP COM 147154108 821 26449 SH DEFINED 15,23,24 23118 0 3331 CASCADE CORP COM 147195101 13 242 SH DEFINED 12 242 0 0 CASCADE CORP COM 147195101 459 8671 SH DEFINED 15,23,24 8123 0 548 CASCADE NAT GAS CORP COM 147339105 75 2898 SH DEFINED 6,10 2898 0 0 CASCADE NAT GAS CORP COM 147339105 5638 217505 SH DEFINED 15,23,24 217505 0 0 CASEYS GEN STORES IN COM 147528103 302 12808 SH DEFINED 6,10 12808 0 0 CASEYS GEN STORES IN COM 147528103 223 9480 SH DEFINED 6,10,11 9480 0 0 CASEYS GEN STORES IN COM 147528103 32 1374 SH DEFINED 15,23,24 1374 0 0 CASH AMER INTL INC COM 14754D100 350 7458 SH DEFINED 6,10 7458 0 0 CASH AMER INTL INC COM 14754D100 50 1063 SH DEFINED 12 1063 0 0 CASH AMER INTL INC COM 14754D100 11575 246795 SH DEFINED 15,23,24 220242 0 26553 CASTLE A M & CO COM 148411101 81 3171 SH DEFINED 6,10 3171 0 0 CASTLE A M & CO COM 148411101 295 11609 SH DEFINED 15,23,24 11609 0 0 CASTLE CONV FD INC COM 148443104 11 450 SH DEFINED 6,10,11 450 0 0 CASTLE CONV FD INC COM 148443104 325 12885 SH DEFINED 15,23,24 12410 0 474 CATALINA MARKETING C COM 148867104 2 70 SH DEFINED 6,10 70 0 0 CATALINA MARKETING C COM 148867104 327 11902 SH DEFINED 12 11902 0 0 CATALINA MARKETING C COM 148867104 913 33193 SH DEFINED 15,23,24 33193 0 0 CATALINA MARKETING C COM 148867104 22 800 SH DEFINED 30,38 800 0 0 CATALYTICA ENERGY SY COM 148884109 42 20100 SH DEFINED 15,23,24 12300 0 7800 CATERPILLAR INC DEL COM 149123101 380 6200 SH DEFINED 3,8 0 0 6200 CATERPILLAR INC DEL COM 149123101 50121 817234 SH DEFINED 6,10 817234 0 0 CATERPILLAR INC DEL COM 149123101 3067 50000 SH PUT DEFINED 6,10 50000 0 0 CATERPILLAR INC DEL COM 149123101 402 6558 SH DEFINED 6,10,11 6158 0 400 CATERPILLAR INC DEL COM 149123101 15840 258271 SH DEFINED 12 258271 0 0 CATERPILLAR INC DEL COM 149123101 11163 182014 SH DEFINED 14,15,23 182014 0 0 CATERPILLAR INC DEL COM 149123101 31524 514000 SH CALL DEFINED 14,15,23 514000 0 0 CATERPILLAR INC DEL COM 149123101 42563 694000 SH PUT DEFINED 14,15,23 694000 0 0 CATERPILLAR INC DEL COM 149123101 116984 1907447 SH DEFINED 15,23,24 1606362 0 301084 CATERPILLAR INC DEL COM 149123101 61 1000 SH CALL DEFINED 15,23,24 1000 0 0 CATERPILLAR INC DEL COM 149123101 270 4400 SH PUT DEFINED 15,23,24 4400 0 0 CATERPILLAR INC DEL COM 149123101 620 10109 SH DEFINED 15,18,23,25,26 10109 0 0 CATERPILLAR INC DEL COM 149123101 3302 53840 SH DEFINED 30,38 53840 0 0 CATHAY GENERAL BANCO COM 149150104 0 6 SH DEFINED 6,10 6 0 0 CATHAY GENERAL BANCO COM 149150104 799 23158 SH DEFINED 15,23,24 14162 0 8996 CATO CORP NEW CL A 149205106 182 7939 SH DEFINED 6,10 7939 0 0 CATO CORP NEW CL A 149205106 78 3387 SH DEFINED 12 3387 0 0 CATO CORP NEW CL A 149205106 287 12533 SH DEFINED 15,23,24 12533 0 0 CATO CORP NEW CL A 149205106 72 3150 SH DEFINED 29 3150 0 0 CAVALIER HOMES INC COM 149507105 130 31194 SH DEFINED 15,23,24 21001 0 10193 CAVCO INDS INC DEL COM 149568107 0 6 SH DEFINED 6,10 6 0 0 CAVCO INDS INC DEL COM 149568107 265 7562 SH DEFINED 15,23,24 6737 0 825 CBOT HLDGS INC CL A 14984K106 14677 96900 SH CALL DEFINED 14,15,23 96900 0 0 CBOT HLDGS INC CL A 14984K106 4771 31500 SH PUT DEFINED 14,15,23 31500 0 0 CBOT HLDGS INC CL A 14984K106 2822 18629 SH DEFINED 15,23,24 15649 0 2980 CBEYOND INC COM 149847105 50 1635 SH DEFINED 12 1635 0 0 CBEYOND INC COM 149847105 411 13431 SH DEFINED 15,23,24 8096 0 5335 CEDAR FAIR L P DEPOSITRY U 150185106 926 33280 SH DEFINED 6,10,11 32830 0 450 CEDAR FAIR L P DEPOSITRY U 150185106 111 4000 SH DEFINED 12 4000 0 0 CEDAR FAIR L P DEPOSITRY U 150185106 1463 52596 SH DEFINED 15,23,24 43941 0 8655 CEDAR SHOPPING CTRS COM NEW 150602209 7708 484500 SH DEFINED 15,23,24 477225 0 7275 CELADON GROUP INC COM 150838100 840 50157 SH DEFINED 15,23,24 45795 0 4362 CELANESE CORP DEL COM SER A 150870103 16 628 SH DEFINED 6,10 628 0 0 CELANESE CORP DEL COM SER A 150870103 445 17210 SH DEFINED 12 17210 0 0 CELANESE CORP DEL COM SER A 150870103 13041 503892 SH DEFINED 15,23,24 496832 0 7060 CELL GENESYS INC NOTE 3.125 150921AB0 6806 9105000 PRN DEFINED 15,23,24 9105000 0 0 CELL GENESYS INC COM 150921104 1 250 SH DEFINED 6,10,11 250 0 0 CELL GENESYS INC COM 150921104 1770 522193 SH DEFINED 15,23,24 232742 0 289451 CELL GENESYS INC COM 150921104 0 58 SH DEFINED 30,38 58 0 0 CELL THERAPEUTICS IN NOTE 5.750 150934AC1 1390 2000000 PRN DEFINED 30,38 2000000 0 0 CELL THERAPEUTICS IN NOTE 5.750 150934AD9 10100 13400000 PRN DEFINED 30,38 13400000 0 0 CELL THERAPEUTICS IN NOTE 4.000 150934AF4 628 978000 PRN DEFINED 15,23,24 978000 0 0 CELL THERAPEUTICS IN NOTE 7.500 150934AK3 839 1000000 PRN DEFINED 30,38 1000000 0 0 CELL THERAPEUTICS IN COM 150934107 22 12700 SH CALL DEFINED 14,15,23 12700 0 0 CELL THERAPEUTICS IN COM 150934107 38 21600 SH PUT DEFINED 14,15,23 21600 0 0 CELL THERAPEUTICS IN COM 150934107 114 65330 SH DEFINED 15,23,24 65130 0 200 CELESTICA INC SUB VTG SHS 15101Q108 82 10550 SH DEFINED 6,10,11 10550 0 0 CELESTICA INC SUB VTG SHS 15101Q108 189 24184 SH DEFINED 12 24184 0 0 CELESTICA INC SUB VTG SHS 15101Q108 353 45150 SH DEFINED 14,15,23 45150 0 0 CELESTICA INC SUB VTG SHS 15101Q108 169 21700 SH CALL DEFINED 14,15,23 21700 0 0 CELESTICA INC SUB VTG SHS 15101Q108 924 118300 SH PUT DEFINED 14,15,23 118300 0 0 CELESTICA INC SUB VTG SHS 15101Q108 1443 184776 SH DEFINED 15,23,24 182617 0 2159 CELGENE CORP NOTE 1.750 151020AC8 950 200000 PRN DEFINED 15,23,24 200000 0 0 CELGENE CORP COM 151020104 3580 62233 SH DEFINED 6,10 62233 0 0 CELGENE CORP COM 151020104 679 11811 SH DEFINED 12 11811 0 0 CELGENE CORP COM 151020104 9979 173459 SH DEFINED 14,15,23 173459 0 0 CELGENE CORP COM 151020104 48659 845800 SH CALL DEFINED 14,15,23 845800 0 0 CELGENE CORP COM 151020104 35197 611800 SH PUT DEFINED 14,15,23 611800 0 0 CELGENE CORP COM 151020104 43719 759930 SH DEFINED 15,23,24 607771 0 152159 CELGENE CORP COM 151020104 28115 488700 SH CALL DEFINED 15,23,24 488700 0 0 CELGENE CORP COM 151020104 6829 118700 SH PUT DEFINED 15,23,24 118700 0 0 CELGENE CORP COM 151020104 1594 27700 SH DEFINED 29 27700 0 0 CELGENE CORP COM 151020104 575 10000 SH DEFINED 30,38 10000 0 0 CEMEX SAB DE CV SPON ADR 5 151290889 563 16627 SH DEFINED 3,8 0 0 16627 CEMEX SAB DE CV SPON ADR 5 151290889 177 5233 SH DEFINED 12 5233 0 0 CEMEX SAB DE CV SPON ADR 5 151290889 3688 108860 SH DEFINED 14,15,23 108860 0 0 CEMEX SAB DE CV SPON ADR 5 151290889 8572 253000 SH CALL DEFINED 14,15,23 253000 0 0 CEMEX SAB DE CV SPON ADR 5 151290889 35377 1044200 SH PUT DEFINED 14,15,23 1044200 0 0 CEMEX SAB DE CV SPON ADR 5 151290889 68250 2014451 SH DEFINED 15,23,24 1626529 0 387922 CEMEX SAB DE CV SPON ADR 5 151290889 20430 603000 SH CALL DEFINED 15,23,24 603000 0 0 CEMEX SAB DE CV SPON ADR 5 151290889 6776 200000 SH PUT DEFINED 15,23,24 200000 0 0 CEMEX SAB DE CV SPON ADR 5 151290889 8 244 SH DEFINED 15,18,23,25,26 244 0 0 CENTENE CORP DEL COM 15135B101 267 10873 SH DEFINED 6,10 10873 0 0 CENTENE CORP DEL COM 15135B101 51 2069 SH DEFINED 12 2069 0 0 CENTENE CORP DEL COM 15135B101 12 494 SH DEFINED 15,23,24 494 0 0 CENTER BANCORP INC COM 151408101 198 12521 SH DEFINED 15,23,24 12521 0 0 CENTERPOINT ENERGY I NOTE 2.875 15189TAL1 3 2000 PRN DEFINED 12 2000 0 0 CENTERPOINT ENERGY I NOTE 2.875 15189TAL1 42 32000 PRN DEFINED 15,23,24 32000 0 0 CENTERPOINT ENERGY I NOTE 3.750 15189TAM9 46480 32000000 PRN DEFINED 15,23,24 32000000 0 0 CENTERPOINT ENERGY I NOTE 3.750 15189TAM9 43575 30000000 PRN DEFINED 30,38 30000000 0 0 CENTERPOINT ENERGY I COM 15189T107 470 28325 SH DEFINED 6,10 28325 0 0 CENTERPOINT ENERGY I COM 15189T107 21 1250 SH DEFINED 6,10,11 1250 0 0 CENTERPOINT ENERGY I COM 15189T107 111 6673 SH DEFINED 12 6673 0 0 CENTERPOINT ENERGY I COM 15189T107 10370 625424 SH DEFINED 15,23,24 539820 0 85603 CENTERPOINT ENERGY I COM 15189T107 963 58080 SH DEFINED 30,38 58080 0 0 CENTERPLATE INC UNIT 99/99/ 15200E204 489 25713 SH DEFINED 15,23,24 20813 0 4900 CENTEX CORP COM 152312104 622 11059 SH DEFINED 6,10 11059 0 0 CENTEX CORP COM 152312104 2026 36000 SH CALL DEFINED 6,10 36000 0 0 CENTEX CORP COM 152312104 2026 36000 SH PUT DEFINED 6,10 36000 0 0 CENTEX CORP COM 152312104 288 5118 SH DEFINED 12 5118 0 0 CENTEX CORP COM 152312104 10241 182000 SH CALL DEFINED 14,15,23 182000 0 0 CENTEX CORP COM 152312104 17928 318600 SH PUT DEFINED 14,15,23 318600 0 0 CENTEX CORP COM 152312104 10678 189770 SH DEFINED 15,23 189770 0 0 CENTEX CORP COM 152312104 12441 221099 SH DEFINED 15,23,24 151942 0 69156 CENTEX CORP COM 152312104 17 300 SH CALL DEFINED 15,23,24 300 0 0 CENTEX CORP COM 152312104 1424 25300 SH PUT DEFINED 15,23,24 25300 0 0 CENTRACORE PROPERTIE COM 15235H107 517 16000 SH DEFINED 12 16000 0 0 CENTRACORE PROPERTIE COM 15235H107 192 5930 SH DEFINED 15,23,24 5630 0 300 CENTRACORE PROPERTIE COM 15235H107 5729 177200 SH DEFINED 30,38 177200 0 0 CENTRAL EUROPEAN DIS COM 153435102 22 745 SH DEFINED 12 745 0 0 CENTRAL EUROPEAN DIS COM 153435102 659 22201 SH DEFINED 15,23,24 18364 0 3837 CENTRAL EUROPE AND R COM 153436100 54 1000 SH DEFINED 6,10,11 650 0 350 CENTRAL EUROPE AND R COM 153436100 523 9730 SH DEFINED 12 9730 0 0 CENTRAL EUROPE AND R COM 153436100 3320 61711 SH DEFINED 15,23,24 53964 0 7747 CENTRAL FD CDA LTD CL A 153501101 869 93028 SH DEFINED 15,23,24 80778 0 12250 CENTRAL GARDEN & PET COM 153527106 291 6004 SH DEFINED 6,10 6004 0 0 CENTRAL GARDEN & PET COM 153527106 185 3819 SH DEFINED 12 3819 0 0 CENTRAL GARDEN & PET COM 153527106 54 1106 SH DEFINED 15,23,24 906 0 200 CENTRAL PAC FINL COR COM 154760102 299 7724 SH DEFINED 6,10 7724 0 0 CENTRAL PAC FINL COR COM 154760102 4 92 SH DEFINED 12 92 0 0 CENTRAL PAC FINL COR COM 154760102 350 9028 SH DEFINED 15,23,24 8905 0 123 CENTRAL PKG CORP COM 154785109 74 4125 SH DEFINED 6,10 4125 0 0 CENTRAL PKG CORP COM 154785109 1 46 SH DEFINED 12 46 0 0 CENTRAL PKG CORP COM 154785109 187 10388 SH DEFINED 15,23,24 9360 0 1028 CENTRAL SECS CORP COM 155123102 4987 187136 SH DEFINED 15,23,24 164561 0 22575 CENTRAL VT PUB SVC C COM 155771108 60 2551 SH DEFINED 6,10 2551 0 0 CENTRAL VT PUB SVC C COM 155771108 2 67 SH DEFINED 12 67 0 0 CENTRAL VT PUB SVC C COM 155771108 1108 47054 SH DEFINED 15,23,24 37674 0 9380 CENTURY ALUM CO COM 156431108 259 5804 SH DEFINED 6,10 5804 0 0 CENTURY ALUM CO COM 156431108 4 86 SH DEFINED 12 86 0 0 CENTURY ALUM CO COM 156431108 405 9079 SH DEFINED 15,23,24 9079 0 0 CENTURY ALUM CO COM 156431108 914 20468 SH DEFINED 30,38 20468 0 0 CENTURY BANCORP INC CL A NON VT 156432106 588 21530 SH DEFINED 15,23,24 20680 0 850 CEPHEID COM 15670R107 2 200 SH DEFINED 15,23,24 0 0 200 CEPHEID COM 15670R107 1148 135000 SH DEFINED 30,38 135000 0 0 CENVEO INC COM 15670S105 21 1000 SH DEFINED 6,10,11 1000 0 0 CENVEO INC COM 15670S105 530 25000 SH DEFINED 12 25000 0 0 CENVEO INC COM 15670S105 4088 192810 SH DEFINED 15,23,24 158341 0 34469 CENTURYTEL INC DBCV 4.750 156700AH9 12 11000 PRN DEFINED 15,23,24 11000 0 0 CENTURYTEL INC COM 156700106 457 10466 SH DEFINED 6,10 10466 0 0 CENTURYTEL INC COM 156700106 7 151 SH DEFINED 12 151 0 0 CENTURYTEL INC COM 156700106 4069 93197 SH DEFINED 15,23,24 77068 0 16129 CENTURYTEL INC COM 156700106 237 5430 SH DEFINED 30,38 5430 0 0 CEPHALON INC NOTE 156708AJ8 20 15000 PRN DEFINED 15,23,24 15000 0 0 CEPHALON INC NOTE 156708AK5 30 24000 PRN DEFINED 12 24000 0 0 CEPHALON INC NOTE 156708AL3 7984 6003000 PRN DEFINED 15,23,24 6003000 0 0 CEPHALON INC NOTE 2.000 156708AP4 45379 27755000 PRN DEFINED 15,23,24 27755000 0 0 CEPHALON INC COM 156708109 246 3500 SH DEFINED 3,8 0 0 3500 CEPHALON INC COM 156708109 224 3183 SH DEFINED 6,10 3183 0 0 CEPHALON INC COM 156708109 127 1800 SH DEFINED 6,10,11 1800 0 0 CEPHALON INC COM 156708109 143 2037 SH DEFINED 12 2037 0 0 CEPHALON INC COM 156708109 613 8706 SH DEFINED 14,15,23 8706 0 0 CEPHALON INC COM 156708109 15624 221900 SH CALL DEFINED 14,15,23 221900 0 0 CEPHALON INC COM 156708109 16427 233300 SH PUT DEFINED 14,15,23 233300 0 0 CEPHALON INC COM 156708109 1035 14700 SH DEFINED 2,5,6,9,10,17,19,20,27 14700 0 0 CEPHALON INC COM 156708109 1566 22238 SH DEFINED 15,23,24 21613 0 625 CEPHALON INC COM 156708109 24348 345800 SH CALL DEFINED 15,23,24 345800 0 0 CEPHALON INC COM 156708109 2464 34991 SH DEFINED 15,18,23,25,26 34991 0 0 CEPHALON INC COM 156708109 225 3200 SH DEFINED 29 3200 0 0 CEPHALON INC COM 156708109 2016 28638 SH DEFINED 30,38 28638 0 0 CERADYNE INC NOTE 2.875 156710AA3 42207 35209000 PRN DEFINED 15,23,24 35209000 0 0 CERADYNE INC COM 156710105 386 6834 SH DEFINED 6,10 6834 0 0 CERADYNE INC COM 156710105 6 100 SH DEFINED 6,10,11 100 0 0 CERADYNE INC COM 156710105 12 210 SH DEFINED 12 210 0 0 CERADYNE INC COM 156710105 9854 174400 SH CALL DEFINED 14,15,23 174400 0 0 CERADYNE INC COM 156710105 5786 102400 SH PUT DEFINED 14,15,23 102400 0 0 CERADYNE INC COM 156710105 4294 76003 SH DEFINED 15,23,24 65115 0 10888 CERADYNE INC COM 156710105 49 870 SH DEFINED 30,38 870 0 0 CERIDIAN CORP NEW COM 156779100 176 6280 SH DEFINED 6,10 6280 0 0 CERIDIAN CORP NEW COM 156779100 112 4020 SH DEFINED 12 4020 0 0 CERIDIAN CORP NEW COM 156779100 995 35566 SH DEFINED 15,23,24 33686 0 1880 CERIDIAN CORP NEW COM 156779100 78 2800 SH DEFINED 30,38 2800 0 0 CERNER CORP COM 156782104 760 16697 SH DEFINED 6,10 16697 0 0 CERNER CORP COM 156782104 502 11025 SH DEFINED 6,10,11 10625 0 400 CERNER CORP COM 156782104 38 843 SH DEFINED 12 843 0 0 CERNER CORP COM 156782104 1975 43400 SH CALL DEFINED 14,15,23 43400 0 0 CERNER CORP COM 156782104 1693 37200 SH PUT DEFINED 14,15,23 37200 0 0 CERNER CORP COM 156782104 4639 101960 SH DEFINED 15,23,24 79198 0 22762 CERNER CORP COM 156782104 747 16424 SH DEFINED 30,38 16424 0 0 CHAMPION ENTERPRISES COM 158496109 182 19455 SH DEFINED 6,10 19455 0 0 CHAMPION ENTERPRISES COM 158496109 857 91538 SH DEFINED 15,23,24 81803 0 9735 CHAMPION ENTERPRISES COM 158496109 188 20100 SH DEFINED 30,38 20100 0 0 CHAPARRAL STL CO DEL COM 159423102 588 13287 SH DEFINED 6,10 13287 0 0 CHAPARRAL STL CO DEL COM 159423102 95 2156 SH DEFINED 12 2156 0 0 CHAPARRAL STL CO DEL COM 159423102 530 11981 SH DEFINED 14,15,23 11981 0 0 CHAPARRAL STL CO DEL COM 159423102 1226 27700 SH CALL DEFINED 14,15,23 27700 0 0 CHAPARRAL STL CO DEL COM 159423102 4476 101100 SH PUT DEFINED 14,15,23 101100 0 0 CHAPARRAL STL CO DEL COM 159423102 628 14191 SH DEFINED 15,23,24 13594 0 597 CHARLES RIV LABS INT NOTE 2.250 159864AB3 157 145000 PRN DEFINED 12 145000 0 0 CHARLES RIV LABS INT NOTE 2.250 159864AB3 5 5000 PRN DEFINED 15,23,24 5000 0 0 CHARLES RIV LABS INT COM 159864107 0 8 SH DEFINED 6,10 8 0 0 CHARLES RIV LABS INT COM 159864107 114 2625 SH DEFINED 12 2625 0 0 CHARLES RIV LABS INT COM 159864107 359 8309 SH DEFINED 15,23,24 7934 0 375 CHARTERMAC SH BEN INT 160908109 22 1041 SH DEFINED 6,10,11 1041 0 0 CHARTERMAC SH BEN INT 160908109 3550 165354 SH DEFINED 15,23,24 112618 0 52735 CHARLOTTE RUSSE HLDG COM 161048103 21 682 SH DEFINED 6,10 682 0 0 CHARLOTTE RUSSE HLDG COM 161048103 358 11655 SH DEFINED 15,23,24 11655 0 0 CHARLOTTE RUSSE HLDG COM 161048103 255 8287 SH DEFINED 30,38 8287 0 0 CHARMING SHOPPES INC COM 161133103 13 990 SH DEFINED 6,10 990 0 0 CHARMING SHOPPES INC COM 161133103 52 3865 SH DEFINED 12 3865 0 0 CHARMING SHOPPES INC COM 161133103 44539 3291890 SH DEFINED 15,23,24 3114293 0 177597 CHARMING SHOPPES INC COM 161133103 1039 76813 SH DEFINED 30,38 76813 0 0 CHARTER COMMUNICATIO NOTE 5.875 16117MAE7 8258 5805000 PRN DEFINED 15,23,24 5805000 0 0 CHARTER COMMUNICATIO NOTE 5.875 16117MAE7 12803 9000000 PRN DEFINED 15,18,23,25,26 9000000 0 0 CHARTER COMMUNICATIO NOTE 5.875 16117MAE7 5690 4000000 PRN DEFINED 30,38 4000000 0 0 CHARTER COMMUNICATIO CL A 16117M107 6 2025 SH DEFINED 6,10 2025 0 0 CHARTER COMMUNICATIO CL A 16117M107 31 10254 SH DEFINED 12 10254 0 0 CHARTER COMMUNICATIO CL A 16117M107 376 122835 SH DEFINED 14,15,23 122835 0 0 CHARTER COMMUNICATIO CL A 16117M107 375 122600 SH PUT DEFINED 14,15,23 122600 0 0 CHARTER COMMUNICATIO CL A 16117M107 424 138508 SH DEFINED 15,23,24 102428 0 36080 CHARTER FINL CORP WE COM 16122M100 542 10522 SH DEFINED 15,23,24 10522 0 0 CHARTERED SEMICONDUC ADR 16133R106 424 50818 SH DEFINED 15,23,24 50818 0 0 CHATTEM INC COM 162456107 17 345 SH DEFINED 6,10 345 0 0 CHATTEM INC COM 162456107 1093 21835 SH DEFINED 15,23,24 20314 0 1521 CHECKFREE CORP NEW COM 162813109 460 11464 SH DEFINED 6,10 11464 0 0 CHECKFREE CORP NEW COM 162813109 6024 150000 SH CALL DEFINED 6,10 150000 0 0 CHECKFREE CORP NEW COM 162813109 17 433 SH DEFINED 6,10,11 433 0 0 CHECKFREE CORP NEW COM 162813109 30 740 SH DEFINED 12 740 0 0 CHECKFREE CORP NEW COM 162813109 903 22483 SH DEFINED 14,15,23 22483 0 0 CHECKFREE CORP NEW COM 162813109 1096 27300 SH CALL DEFINED 14,15,23 27300 0 0 CHECKFREE CORP NEW COM 162813109 3072 76500 SH PUT DEFINED 14,15,23 76500 0 0 CHECKFREE CORP NEW COM 162813109 3799 94592 SH DEFINED 15,23,24 72239 0 22353 CHECKFREE CORP NEW COM 162813109 161 4000 SH DEFINED 29 4000 0 0 CHECKFREE CORP NEW COM 162813109 71 1758 SH DEFINED 30,38 1758 0 0 CHECKPOINT SYS INC COM 162825103 200 9889 SH DEFINED 6,10 9889 0 0 CHECKPOINT SYS INC COM 162825103 1043 51625 SH DEFINED 6,10,11 51625 0 0 CHECKPOINT SYS INC COM 162825103 32 1575 SH DEFINED 12 1575 0 0 CHECKPOINT SYS INC COM 162825103 251 12401 SH DEFINED 15,23,24 8089 0 4312 CHEESECAKE FACTORY I COM 163072101 4 174 SH DEFINED 6,10 174 0 0 CHEESECAKE FACTORY I COM 163072101 4 150 SH DEFINED 6,10,11 0 0 150 CHEESECAKE FACTORY I COM 163072101 764 31073 SH DEFINED 12 31073 0 0 CHEESECAKE FACTORY I COM 163072101 5991 243543 SH DEFINED 15,23,24 151426 0 92117 CHEESECAKE FACTORY I COM 163072101 82 3321 SH DEFINED 30,38 3321 0 0 CHEMED CORP NEW COM 16359R103 247 6683 SH DEFINED 6,10 6683 0 0 CHEMED CORP NEW COM 16359R103 15 400 SH DEFINED 6,10,11 400 0 0 CHEMED CORP NEW COM 16359R103 50 1350 SH DEFINED 12 1350 0 0 CHEMED CORP NEW COM 16359R103 2653 71737 SH DEFINED 15,23,24 58280 0 13457 CHEMICAL FINL CORP COM 163731102 3 95 SH DEFINED 12 95 0 0 CHEMICAL FINL CORP COM 163731102 206 6196 SH DEFINED 15,23,24 6196 0 0 CHEMTURA CORP COM 163893100 0 29 SH DEFINED 6,10 29 0 0 CHEMTURA CORP COM 163893100 84 8700 SH DEFINED 6,10,11 8700 0 0 CHEMTURA CORP COM 163893100 213 22146 SH DEFINED 12 22146 0 0 CHEMTURA CORP COM 163893100 574 59612 SH DEFINED 15,23,24 47269 0 12343 CHEMTURA CORP COM 163893100 1392 144500 SH CALL DEFINED 15,23,24 144500 0 0 CHEMTURA CORP COM 163893100 385 40000 SH PUT DEFINED 15,23,24 40000 0 0 CHENIERE ENERGY INC NOTE 2.250 16411RAE9 28032 27019000 PRN DEFINED 15,23,24 27019000 0 0 CHENIERE ENERGY INC NOTE 2.250 16411RAE9 6951 6700000 PRN DEFINED 30,38 6700000 0 0 CHENIERE ENERGY INC COM NEW 16411R208 30202 1046144 SH DEFINED 6,10 1046144 0 0 CHENIERE ENERGY INC COM NEW 16411R208 7218 250000 SH CALL DEFINED 6,10 250000 0 0 CHENIERE ENERGY INC COM NEW 16411R208 1360 47117 SH DEFINED 14,15,23 47117 0 0 CHENIERE ENERGY INC COM NEW 16411R208 17016 589400 SH CALL DEFINED 14,15,23 589400 0 0 CHENIERE ENERGY INC COM NEW 16411R208 9671 335000 SH PUT DEFINED 14,15,23 335000 0 0 CHENIERE ENERGY INC COM NEW 16411R208 1241 42975 SH DEFINED 15,23,24 38480 0 4495 CHENIERE ENERGY INC COM NEW 16411R208 4677 162000 SH CALL DEFINED 15,23,24 162000 0 0 CHENIERE ENERGY INC COM NEW 16411R208 87 3000 SH DEFINED 30,38 3000 0 0 CHEROKEE INC DEL NEW COM 16444H102 2253 52496 SH DEFINED 15,23,24 51646 0 850 CHESAPEAKE CORP COM 165159104 85 4993 SH DEFINED 6,10 4993 0 0 CHESAPEAKE CORP COM 165159104 330 19369 SH DEFINED 15,23,24 18270 0 1099 CHESAPEAKE ENERGY CO NOTE 2.750 165167BW6 12668 12412000 PRN DEFINED 15,23,24 12412000 0 0 CHESAPEAKE ENERGY CO COM 165167107 1630 56097 SH DEFINED 6,10 56097 0 0 CHESAPEAKE ENERGY CO COM 165167107 93977 3235000 SH CALL DEFINED 6,10 3235000 0 0 CHESAPEAKE ENERGY CO COM 165167107 58 2005 SH DEFINED 6,10,11 2005 0 0 CHESAPEAKE ENERGY CO COM 165167107 1236 42562 SH DEFINED 12 42562 0 0 CHESAPEAKE ENERGY CO COM 165167107 1376 47354 SH DEFINED 14,15,23 47354 0 0 CHESAPEAKE ENERGY CO COM 165167107 20172 694400 SH CALL DEFINED 14,15,23 694400 0 0 CHESAPEAKE ENERGY CO COM 165167107 26845 924100 SH PUT DEFINED 14,15,23 924100 0 0 CHESAPEAKE ENERGY CO COM 165167107 62892 2164957 SH DEFINED 15,23,24 1852421 0 312535 CHESAPEAKE ENERGY CO COM 165167107 11852 408000 SH CALL DEFINED 15,23,24 408000 0 0 CHESAPEAKE ENERGY CO COM 165167107 25965 893800 SH PUT DEFINED 15,23,24 893800 0 0 CHESAPEAKE ENERGY CO COM 165167107 904 31106 SH DEFINED 15,18,23,25,26 31106 0 0 CHESAPEAKE ENERGY CO COM 165167107 601 20690 SH DEFINED 29 20690 0 0 CHESAPEAKE ENERGY CO COM 165167107 2199 75700 SH DEFINED 30,38 75700 0 0 CHESAPEAKE ENERGY CO 6.25% PFD C 165167818 9839 38980 SH DEFINED 15,23,24 38980 0 0 CHESAPEAKE UTILS COR COM 165303108 301 9825 SH DEFINED 6,10,11 9825 0 0 CHESAPEAKE UTILS COR COM 165303108 107 3491 SH DEFINED 15,23,24 3465 0 26 CHEVRON CORP NEW COM 166764100 11525 156743 SH DEFINED 3,8 0 0 156743 CHEVRON CORP NEW COM 166764100 55994 761515 SH DEFINED 6,10 664822 0 96693 CHEVRON CORP NEW COM 166764100 31544 429000 SH CALL DEFINED 6,10 429000 0 0 CHEVRON CORP NEW COM 166764100 5017 68227 SH DEFINED 6,10,11 67602 0 625 CHEVRON CORP NEW COM 166764100 98908 1345143 SH DEFINED 12 1345143 0 0 CHEVRON CORP NEW COM 166764100 52412 712800 SH CALL DEFINED 14,15,23 712800 0 0 CHEVRON CORP NEW COM 166764100 42030 571600 SH PUT DEFINED 14,15,23 571600 0 0 CHEVRON CORP NEW COM 166764100 349486 4752974 SH DEFINED 15,23,24 3759858 0 993116 CHEVRON CORP NEW COM 166764100 17419 236900 SH CALL DEFINED 15,23,24 236900 0 0 CHEVRON CORP NEW COM 166764100 29133 396200 SH PUT DEFINED 15,23,24 396200 0 0 CHEVRON CORP NEW COM 166764100 13206 179604 SH DEFINED 15,18,23,25,26 179604 0 0 CHEVRON CORP NEW COM 166764100 1331 18100 SH DEFINED 29 18100 0 0 CHEVRON CORP NEW COM 166764100 11030 150000 SH DEFINED 37 150000 0 0 CHICAGO BRIDGE & IRO N Y REGISTR 167250109 8 300 SH DEFINED 6,10,11 300 0 0 CHICAGO BRIDGE & IRO N Y REGISTR 167250109 6 237 SH DEFINED 12 237 0 0 CHICAGO BRIDGE & IRO N Y REGISTR 167250109 908 33220 SH DEFINED 14,15,23 33220 0 0 CHICAGO BRIDGE & IRO N Y REGISTR 167250109 2307 84400 SH CALL DEFINED 14,15,23 84400 0 0 CHICAGO BRIDGE & IRO N Y REGISTR 167250109 3013 110200 SH PUT DEFINED 14,15,23 110200 0 0 CHICAGO BRIDGE & IRO N Y REGISTR 167250109 11021 403097 SH DEFINED 15,23,24 268413 0 134684 CHICAGO BRIDGE & IRO N Y REGISTR 167250109 208 7600 SH DEFINED 30,38 7600 0 0 CHICAGO MERCANTILE H CL A 167760107 1074 2106 SH DEFINED 6,10 2106 0 0 CHICAGO MERCANTILE H CL A 167760107 3 6 SH DEFINED 6,10,11 6 0 0 CHICAGO MERCANTILE H CL A 167760107 3144 6168 SH DEFINED 12 6168 0 0 CHICAGO MERCANTILE H CL A 167760107 137785 270300 SH CALL DEFINED 14,15,23 270300 0 0 CHICAGO MERCANTILE H CL A 167760107 113012 221700 SH PUT DEFINED 14,15,23 221700 0 0 CHICAGO MERCANTILE H CL A 167760107 19150 37566 SH DEFINED 15,23,24 33777 0 3788 CHICOS FAS INC COM 168615102 165 7966 SH DEFINED 6,10 7966 0 0 CHICOS FAS INC COM 168615102 1002 48445 SH DEFINED 6,10,11 47195 0 1250 CHICOS FAS INC COM 168615102 133 6449 SH DEFINED 12 6449 0 0 CHICOS FAS INC COM 168615102 2168 104800 SH CALL DEFINED 14,15,23 104800 0 0 CHICOS FAS INC COM 168615102 1988 96100 SH PUT DEFINED 14,15,23 96100 0 0 CHICOS FAS INC COM 168615102 16231 784468 SH DEFINED 15,23,24 637870 0 146598 CHICOS FAS INC COM 168615102 668 32290 SH DEFINED 30,38 32290 0 0 CHILDRENS PL RETAIL COM 168905107 375 5909 SH DEFINED 6,10 5909 0 0 CHILDRENS PL RETAIL COM 168905107 91 1433 SH DEFINED 12 1433 0 0 CHILDRENS PL RETAIL COM 168905107 13334 209913 SH DEFINED 15,23,24 153720 0 56193 CHINA EASTN AIRLS LT SPON ADR CL 16937R104 586 26900 SH DEFINED 15,23,24 14400 0 12500 CHINA FD INC COM 169373107 2455 71812 SH DEFINED 15,23,24 65634 0 6178 CHINA GRENTECH CORP ADR 16938P107 266 14433 SH DEFINED 15,23,24 9213 0 5220 CHINA LIFE INS CO LT SPON ADR RE 16939P106 107 2114 SH DEFINED 12 2114 0 0 CHINA LIFE INS CO LT SPON ADR RE 16939P106 3677 72800 SH DEFINED 15,16,21-23 72800 0 0 CHINA LIFE INS CO LT SPON ADR RE 16939P106 4471 88522 SH DEFINED 15,23,24 50766 0 37756 CHINA NETCOM GROUP C SPONSORED A 16940Q101 164 3064 SH DEFINED 12 3064 0 0 CHINA NETCOM GROUP C SPONSORED A 16940Q101 3388 63309 SH DEFINED 15,23,24 55266 0 8043 CHINA SOUTHN AIRLS L SPON ADR CL 169409109 5434 265698 SH DEFINED 15,23,24 256930 0 8768 CHINA MOBILE LIMITED SPONSORED A 16941M109 125 2900 SH DEFINED 6,10 2900 0 0 CHINA MOBILE LIMITED SPONSORED A 16941M109 3 70 SH DEFINED 6,10,11 70 0 0 CHINA MOBILE LIMITED SPONSORED A 16941M109 672 15547 SH DEFINED 12 15547 0 0 CHINA MOBILE LIMITED SPONSORED A 16941M109 556 12866 SH DEFINED 14,15,23 12866 0 0 CHINA MOBILE LIMITED SPONSORED A 16941M109 2239 51800 SH CALL DEFINED 14,15,23 51800 0 0 CHINA MOBILE LIMITED SPONSORED A 16941M109 2554 59100 SH PUT DEFINED 14,15,23 59100 0 0 CHINA MOBILE LIMITED SPONSORED A 16941M109 23295 538992 SH DEFINED 15,23,24 459314 0 79678 CHINA MOBILE LIMITED SPONSORED A 16941M109 30 700 SH DEFINED 15,18,23,25,26 700 0 0 CHINA MOBILE LIMITED SPONSORED A 16941M109 1050 24300 SH DEFINED 30,38 24300 0 0 CHINA PETE & CHEM CO SPON ADR H 16941R108 107 1153 SH DEFINED 12 1153 0 0 CHINA PETE & CHEM CO SPON ADR H 16941R108 12516 135100 SH CALL DEFINED 14,15,23 135100 0 0 CHINA PETE & CHEM CO SPON ADR H 16941R108 7661 82700 SH PUT DEFINED 14,15,23 82700 0 0 CHINA PETE & CHEM CO SPON ADR H 16941R108 741 8000 SH DEFINED 15,16,21-23 8000 0 0 CHINA PETE & CHEM CO SPON ADR H 16941R108 7157 77254 SH DEFINED 15,23,24 60852 0 16402 CHINA PETE & CHEM CO SPON ADR H 16941R108 9839 106210 SH DEFINED 15,18,23,25,26 106210 0 0 CHINA TELECOM CORP L SPON ADR H 169426103 11 200 SH DEFINED 6,10,11 200 0 0 CHINA TELECOM CORP L SPON ADR H 169426103 636 11700 SH DEFINED 15,16,21-23 11700 0 0 CHINA TELECOM CORP L SPON ADR H 169426103 1977 36339 SH DEFINED 15,23,24 23302 0 13037 CHINA UNICOM LTD SPONSORED A 16945R104 8763 588496 SH DEFINED 15,23,24 544027 0 44469 CHINA UNICOM LTD SPONSORED A 16945R104 298 20000 SH DEFINED 15,18,23,25,26 20000 0 0 CHINA UNICOM LTD SPONSORED A 16945R104 415 27900 SH DEFINED 30,38 27900 0 0 CHINA MED TECHNOLOGI SPONSORED A 169483104 904 33408 SH DEFINED 15,23,24 29463 0 3945 CHIPOTLE MEXICAN GRI CL A 169656105 91 1595 SH DEFINED 12 1595 0 0 CHIPOTLE MEXICAN GRI CL A 169656105 157 2750 SH DEFINED 14,15,23 2750 0 0 CHIPOTLE MEXICAN GRI CL A 169656105 2012 35300 SH CALL DEFINED 14,15,23 35300 0 0 CHIPOTLE MEXICAN GRI CL A 169656105 2548 44700 SH PUT DEFINED 14,15,23 44700 0 0 CHIPOTLE MEXICAN GRI CL A 169656105 3478 61023 SH DEFINED 15,23,24 51658 0 9365 CHIPOTLE MEXICAN GRI CL B 169656204 6509 125167 SH DEFINED 6,10 125167 0 0 CHIPOTLE MEXICAN GRI CL B 169656204 1 25 SH DEFINED 12 25 0 0 CHIPOTLE MEXICAN GRI CL B 169656204 104 2000 SH PUT DEFINED 14,15,23 2000 0 0 CHIPOTLE MEXICAN GRI CL B 169656204 55 1058 SH DEFINED 15,23,24 952 0 106 CHIPOTLE MEXICAN GRI CL B 169656204 963 18517 SH DEFINED 15,18,23,25,26 18517 0 0 CHIPOTLE MEXICAN GRI CL B 169656204 5871 112900 SH DEFINED 30,38 112900 0 0 CHOICE HOTELS INTL I COM 169905106 3 66 SH DEFINED 6,10 66 0 0 CHOICE HOTELS INTL I COM 169905106 8 200 SH DEFINED 6,10,11 200 0 0 CHOICE HOTELS INTL I COM 169905106 122 2898 SH DEFINED 12 2898 0 0 CHOICE HOTELS INTL I COM 169905106 463 11000 SH DEFINED 15,23,24 8000 0 3000 CHIQUITA BRANDS INTL *W EXP 03/1 170032114 65 26538 SH DEFINED 15,23,24 1411 0 25127 CHITTENDEN CORP COM 170228100 356 11587 SH DEFINED 6,10 11587 0 0 CHITTENDEN CORP COM 170228100 22 728 SH DEFINED 12 728 0 0 CHITTENDEN CORP COM 170228100 410 13359 SH DEFINED 15,23,24 11271 0 2088 CHITTENDEN CORP COM 170228100 224 7300 SH DEFINED 30,38 7300 0 0 CHOICEPOINT INC COM 170388102 151 3842 SH DEFINED 6,10 3842 0 0 CHOICEPOINT INC COM 170388102 1 35 SH DEFINED 12 35 0 0 CHOICEPOINT INC COM 170388102 1835 46598 SH DEFINED 15,23,24 40850 0 5748 CHOLESTECH CORP COM 170393102 1947 105617 SH DEFINED 15,23,24 62252 0 43365 CHORDIANT SOFTWARE I COM 170404107 44 13205 SH DEFINED 12 13205 0 0 CHORDIANT SOFTWARE I COM 170404107 11 3285 SH DEFINED 15,23,24 3285 0 0 CHRISTOPHER & BANKS COM 171046105 192 10276 SH DEFINED 6,10 10276 0 0 CHRISTOPHER & BANKS COM 171046105 194 10400 SH DEFINED 6,10,11 10200 0 200 CHRISTOPHER & BANKS COM 171046105 20 1050 SH DEFINED 12 1050 0 0 CHRISTOPHER & BANKS COM 171046105 116 6203 SH DEFINED 15,23,24 6203 0 0 CHRISTOPHER & BANKS COM 171046105 95 5100 SH DEFINED 29 5100 0 0 CHROMCRAFT REVINGTON COM 171117104 280 32551 SH DEFINED 15,23,24 28114 0 4437 CHUBB CORP COM 171232101 6347 119950 SH DEFINED 6,10 119950 0 0 CHUBB CORP COM 171232101 229 4330 SH DEFINED 6,10,11 4330 0 0 CHUBB CORP COM 171232101 27167 513448 SH DEFINED 12 513448 0 0 CHUBB CORP COM 171232101 6963 131600 SH CALL DEFINED 14,15,23 131600 0 0 CHUBB CORP COM 171232101 5714 108000 SH PUT DEFINED 14,15,23 108000 0 0 CHUBB CORP COM 171232101 42279 799077 SH DEFINED 15,23,24 656348 0 142729 CHUBB CORP COM 171232101 1534 29000 SH DEFINED 15,18,23,25,26 29000 0 0 CHUBB CORP COM 171232101 1180 22300 SH DEFINED 30,38 22300 0 0 CHUNGHWA TELECOM CO SPONSORED A 17133Q205 1388 70373 SH DEFINED 12 70373 0 0 CHUNGHWA TELECOM CO SPONSORED A 17133Q205 395 20000 SH DEFINED 15,16,21-23 20000 0 0 CHUNGHWA TELECOM CO SPONSORED A 17133Q205 2676 135619 SH DEFINED 15,23,24 108040 0 27579 CHURCH & DWIGHT INC DBCV 5.250 171340AC6 52 36000 PRN DEFINED 12 36000 0 0 CHURCH & DWIGHT INC COM 171340102 7 161 SH DEFINED 6,10 161 0 0 CHURCH & DWIGHT INC COM 171340102 543 12730 SH DEFINED 6,10,11 12530 0 200 CHURCH & DWIGHT INC COM 171340102 641 15032 SH DEFINED 12 15032 0 0 CHURCH & DWIGHT INC COM 171340102 2369 55542 SH DEFINED 15,23,24 49573 0 5968 CHURCH & DWIGHT INC COM 171340102 90 2100 SH DEFINED 30,38 2100 0 0 CIBA SPECIALTY CHEMI SPONSORED A 17162W206 101 3035 SH DEFINED 12 3035 0 0 CIBA SPECIALTY CHEMI SPONSORED A 17162W206 1710 51350 SH DEFINED 15,23,24 35950 0 15400 CIBER INC COM 17163B102 93 13690 SH DEFINED 6,10 13690 0 0 CIBER INC COM 17163B102 22 3215 SH DEFINED 15,23,24 3215 0 0 CIENA CORP NOTE 3.750 171779AA9 32 33000 PRN DEFINED 15,23,24 33000 0 0 CIENA CORP COM NEW 171779309 128 4604 SH DEFINED 6,10 4604 0 0 CIENA CORP COM NEW 171779309 1 21 SH DEFINED 6,10,11 21 0 0 CIENA CORP COM NEW 171779309 710 25607 SH DEFINED 12 25607 0 0 CIENA CORP COM NEW 171779309 1514 54653 SH DEFINED 14,15,23 54653 0 0 CIENA CORP COM NEW 171779309 7967 287500 SH CALL DEFINED 14,15,23 287500 0 0 CIENA CORP COM NEW 171779309 7731 279000 SH PUT DEFINED 14,15,23 279000 0 0 CIENA CORP COM NEW 171779309 784 28310 SH DEFINED 15,23,24 27500 0 810 CIENA CORP COM NEW 171779309 8 300 SH CALL DEFINED 15,23,24 300 0 0 CIENA CORP COM NEW 171779309 36 1300 SH DEFINED 29 1300 0 0 CIMAREX ENERGY CO COM 171798101 762 20868 SH DEFINED 6,10 20868 0 0 CIMAREX ENERGY CO COM 171798101 10 262 SH DEFINED 6,10,11 262 0 0 CIMAREX ENERGY CO COM 171798101 117 3204 SH DEFINED 12 3204 0 0 CIMAREX ENERGY CO COM 171798101 3410 93425 SH DEFINED 14,15,23 93425 0 0 CIMAREX ENERGY CO COM 171798101 621 17000 SH CALL DEFINED 14,15,23 17000 0 0 CIMAREX ENERGY CO COM 171798101 4504 123400 SH PUT DEFINED 14,15,23 123400 0 0 CIMAREX ENERGY CO COM 171798101 8524 233537 SH DEFINED 15,23,24 180875 0 52662 CIMAREX ENERGY CO COM 171798101 277 7600 SH DEFINED 30,38 7600 0 0 CINCINNATI BELL INC COM 171871106 0 30 SH DEFINED 6,10 30 0 0 CINCINNATI BELL INC COM 171871106 194 42450 SH DEFINED 12 42450 0 0 CINCINNATI BELL INC COM 171871106 4216 922562 SH DEFINED 15,23,24 910072 0 12490 CINCINNATI BELL INC PFD CV DEP1 171871403 969 21055 SH DEFINED 15,23,24 11105 0 9950 CINCINNATI FINL CORP COM 172062101 713 15733 SH DEFINED 6,10 15733 0 0 CINCINNATI FINL CORP COM 172062101 148 3271 SH DEFINED 6,10,11 3271 0 0 CINCINNATI FINL CORP COM 172062101 5 105 SH DEFINED 12 105 0 0 CINCINNATI FINL CORP COM 172062101 4308 95082 SH DEFINED 15,23,24 80560 0 14521 CINCINNATI FINL CORP COM 172062101 748 16501 SH DEFINED 30,38 16501 0 0 CIRCOR INTL INC COM 17273K109 890 24190 SH DEFINED 15,23,24 22977 0 1213 CIRCUIT CITY STORE I COM 172737108 4221 222416 SH DEFINED 6,10 222416 0 0 CIRCUIT CITY STORE I COM 172737108 26 1350 SH DEFINED 6,10,11 1350 0 0 CIRCUIT CITY STORE I COM 172737108 15 777 SH DEFINED 12 777 0 0 CIRCUIT CITY STORE I COM 172737108 3545 186800 SH CALL DEFINED 14,15,23 186800 0 0 CIRCUIT CITY STORE I COM 172737108 4847 255400 SH PUT DEFINED 14,15,23 255400 0 0 CIRCUIT CITY STORE I COM 172737108 7598 400335 SH DEFINED 15,23,24 345380 0 54955 CIRCUIT CITY STORE I COM 172737108 330 17400 SH CALL DEFINED 15,23,24 17400 0 0 CISCO SYS INC COM 17275R102 413 15095 SH DEFINED 3,8 0 0 15095 CISCO SYS INC COM 17275R102 51215 1873936 SH DEFINED 6,10 1873936 0 0 CISCO SYS INC COM 17275R102 17819 652000 SH CALL DEFINED 6,10 652000 0 0 CISCO SYS INC COM 17275R102 3247 118821 SH DEFINED 6,10,11 116371 0 2450 CISCO SYS INC COM 17275R102 63522 2324244 SH DEFINED 12 2324244 0 0 CISCO SYS INC COM 17275R102 45551 1666700 SH CALL DEFINED 14,15,23 1666700 0 0 CISCO SYS INC COM 17275R102 41872 1532100 SH PUT DEFINED 14,15,23 1532100 0 0 CISCO SYS INC COM 17275R102 103804 3798153 SH DEFINED 2,5,6,9,10,17,19,20,27 3798153 0 0 CISCO SYS INC COM 17275R102 541977 19830837 SH DEFINED 15,23,24 15923276 0 3907561 CISCO SYS INC COM 17275R102 80796 2956300 SH CALL DEFINED 15,23,24 2955900 0 400 CISCO SYS INC COM 17275R102 86890 3179300 SH PUT DEFINED 15,23,24 3179300 0 0 CISCO SYS INC COM 17275R102 13649 499428 SH DEFINED 15,18,23,25,26 499428 0 0 CISCO SYS INC COM 17275R102 629 23000 SH CALL DEFINED 15,18,23,25,26 23000 0 0 CISCO SYS INC COM 17275R102 801 29310 SH DEFINED 29 29310 0 0 CIRRUS LOGIC INC COM 172755100 1 200 SH DEFINED 12 200 0 0 CIRRUS LOGIC INC COM 172755100 2168 315183 SH DEFINED 15,23,24 271246 0 43937 CIRRUS LOGIC INC COM 172755100 317 46080 SH DEFINED 30,38 46080 0 0 CITADEL BROADCASTING COM 17285T106 1 69 SH DEFINED 12 69 0 0 CITADEL BROADCASTING COM 17285T106 1172 117711 SH DEFINED 15,23,24 113367 0 4344 CITADEL BROADCASTING COM 17285T106 2055 206300 SH DEFINED 30,38 206300 0 0 CINTAS CORP COM 172908105 1452 36576 SH DEFINED 6,10 36576 0 0 CINTAS CORP COM 172908105 43 1075 SH DEFINED 6,10,11 1075 0 0 CINTAS CORP COM 172908105 5488 138214 SH DEFINED 12 138214 0 0 CINTAS CORP COM 172908105 12990 327132 SH DEFINED 15,23,24 289947 0 37184 CINTAS CORP COM 172908105 282 7097 SH DEFINED 30,38 7097 0 0 CITIGROUP INC COM 172967101 216 3873 SH DEFINED 1,7,35 0 3873 0 CITIGROUP INC COM 172967101 1665 29900 SH DEFINED 3,8 0 0 29900 CITIGROUP INC COM 172967101 17768 319000 SH PUT DEFINED 6,10 319000 0 0 CITIGROUP INC COM 172967101 126 2269 SH DEFINED 6,10,11 2228 0 41 CITIGROUP INC COM 172967101 29334 526647 SH DEFINED 12 526647 0 0 CITIGROUP INC COM 172967101 57283 1028421 SH DEFINED 15,23,24 656605 0 371815 CITIGROUP INC COM 172967101 20052 360000 SH CALL DEFINED 15,23,24 359000 0 1000 CITIGROUP INC COM 172967101 557 10000 SH PUT DEFINED 15,23,24 10000 0 0 CITIGROUP INC COM 172967101 1032 18534 SH DEFINED 15,18,23,25,26 18534 0 0 CITIGROUP INC COM 172967101 3091713 55506524 SH DEFINED 1,7,35,36 0 55506524 0 CITIGROUP FDG INC ME NOTE 0.125 1730T0AW9 661 670000 PRN DEFINED 15,23,24 670000 0 0 CITIGROUP GLOBAL MKT NOTE 3.000 173073AA5 4121 4315500 PRN DEFINED 15,23,24 4315500 0 0 CITIZENS BKG CORP MI COM 174420109 169 6395 SH DEFINED 6,10,11 6395 0 0 CITIZENS BKG CORP MI COM 174420109 942 35545 SH DEFINED 12 35545 0 0 CITIZENS BKG CORP MI COM 174420109 434 16378 SH DEFINED 15,23,24 12853 0 3525 CITIZENS COMMUNICATI COM 17453B101 417 29007 SH DEFINED 6,10 29007 0 0 CITIZENS COMMUNICATI COM 17453B101 9 600 SH DEFINED 6,10,11 600 0 0 CITIZENS COMMUNICATI COM 17453B101 373 25988 SH DEFINED 12 25988 0 0 CITIZENS COMMUNICATI COM 17453B101 7 500 SH DEFINED 14,15,23 500 0 0 CITIZENS COMMUNICATI COM 17453B101 147 10200 SH CALL DEFINED 14,15,23 10200 0 0 CITIZENS COMMUNICATI COM 17453B101 251 17500 SH PUT DEFINED 14,15,23 17500 0 0 CITIZENS COMMUNICATI COM 17453B101 8161 567906 SH DEFINED 15,23,24 464981 0 102925 CITIZENS COMMUNICATI COM 17453B101 1256 87400 SH DEFINED 30,38 87400 0 0 CITIZENS UTILS TR PFD EPPICS 177351202 599 9651 SH DEFINED 15,23,24 9651 0 0 CITRIX SYS INC COM 177376100 744 27491 SH DEFINED 6,10 27491 0 0 CITRIX SYS INC COM 177376100 5 200 SH DEFINED 6,10,11 200 0 0 CITRIX SYS INC COM 177376100 29 1082 SH DEFINED 12 1082 0 0 CITRIX SYS INC COM 177376100 4087 151098 SH DEFINED 14,15,23 151098 0 0 CITRIX SYS INC COM 177376100 6035 223100 SH CALL DEFINED 14,15,23 223100 0 0 CITRIX SYS INC COM 177376100 8120 300200 SH PUT DEFINED 14,15,23 300200 0 0 CITRIX SYS INC COM 177376100 3172 117271 SH DEFINED 15,23,24 98945 0 18326 CITRIX SYS INC COM 177376100 41 1500 SH PUT DEFINED 15,23,24 1500 0 0 CITRIX SYS INC COM 177376100 4049 149700 SH DEFINED 15,18,23,25,26 149700 0 0 CITRIX SYS INC COM 177376100 1254 46346 SH DEFINED 30,38 46346 0 0 CITY BK LYNNWOOD WAS COM 17770A109 4 104 SH DEFINED 3,8 0 0 104 CITY BK LYNNWOOD WAS COM 17770A109 277 7740 SH DEFINED 15,23,24 7740 0 0 CITY HLDG CO COM 177835105 8 194 SH DEFINED 12 194 0 0 CITY HLDG CO COM 177835105 227 5550 SH DEFINED 15,23,24 4550 0 1000 CITY NATL CORP COM 178566105 4 52 SH DEFINED 3,8 0 0 52 CITY NATL CORP COM 178566105 148 2082 SH DEFINED 6,10 2082 0 0 CITY NATL CORP COM 178566105 8 115 SH DEFINED 12 115 0 0 CITY NATL CORP COM 178566105 5042 70819 SH DEFINED 15,23,24 60450 0 10369 CLAIRES STORES INC COM 179584107 4 134 SH DEFINED 6,10 134 0 0 CLAIRES STORES INC COM 179584107 4 110 SH DEFINED 12 110 0 0 CLAIRES STORES INC COM 179584107 2300 69405 SH DEFINED 15,23,24 58085 0 11320 CLAIRES STORES INC COM 179584107 484 14600 SH DEFINED 30,38 14600 0 0 CLARCOR INC COM 179895107 450 13324 SH DEFINED 6,10 13324 0 0 CLARCOR INC COM 179895107 313 9250 SH DEFINED 6,10,11 9250 0 0 CLARCOR INC COM 179895107 3 100 SH DEFINED 12 100 0 0 CLARCOR INC COM 179895107 2063 61029 SH DEFINED 15,23,24 53304 0 7725 CLARCOR INC COM 179895107 189 5600 SH DEFINED 30,38 5600 0 0 CLAYMORE MACROSHS OI SHS 18383H101 214 3761 SH DEFINED 15,23,24 3657 0 104 CLAYMORE EXCHANGE TR BNY BRI&C P 18383M100 1847 57724 SH DEFINED 15,23,24 42696 0 15028 CLAYMORE EXCHANGE TR SABRIENT IN 18383M209 453 16706 SH DEFINED 15,23,24 13978 0 2728 CLAYMORE EXCHANGE TR SABRIENT ST 18383M308 315 11307 SH DEFINED 15,23,24 10169 0 1138 CLAYMORE EXCHANGE TR ZACKS SECT 18383M407 765 27583 SH DEFINED 15,23,24 24702 0 2881 CLAYMORE EXCHANGE TR ZACKS YLD H 18383M506 1546 58478 SH DEFINED 15,23,24 51367 0 7111 CLEAN HARBORS INC COM 184496107 13 270 SH DEFINED 6,10 270 0 0 CLEAN HARBORS INC COM 184496107 34 695 SH DEFINED 12 695 0 0 CLEAN HARBORS INC COM 184496107 781 16133 SH DEFINED 15,23,24 12341 0 3792 CLEAN HARBORS INC COM 184496107 1326 27400 SH CALL DEFINED 15,23,24 27400 0 0 CLEAN HARBORS INC COM 184496107 1326 27400 SH PUT DEFINED 15,23,24 27400 0 0 CLEAR CHANNEL COMMUN COM 184502102 2756 77543 SH DEFINED 6,10 77543 0 0 CLEAR CHANNEL COMMUN COM 184502102 1104 31077 SH DEFINED 6,10,11 31077 0 0 CLEAR CHANNEL COMMUN COM 184502102 537 15116 SH DEFINED 12 15116 0 0 CLEAR CHANNEL COMMUN COM 184502102 1473 41457 SH DEFINED 14,15,23 41457 0 0 CLEAR CHANNEL COMMUN COM 184502102 5011 141000 SH CALL DEFINED 14,15,23 141000 0 0 CLEAR CHANNEL COMMUN COM 184502102 4162 117100 SH PUT DEFINED 14,15,23 117100 0 0 CLEAR CHANNEL COMMUN COM 184502102 22341 628603 SH DEFINED 15,23,24 594815 0 33787 CLEAR CHANNEL COMMUN COM 184502102 71 2000 SH CALL DEFINED 15,23,24 2000 0 0 CLEAR CHANNEL COMMUN COM 184502102 36 1000 SH PUT DEFINED 15,23,24 1000 0 0 CLEAR CHANNEL OUTDOO CL A 18451C109 168 6017 SH DEFINED 12 6017 0 0 CLEAR CHANNEL OUTDOO CL A 18451C109 269 9628 SH DEFINED 15,23,24 9552 0 76 CLEVELAND CLIFFS INC COM 185896107 503 10375 SH DEFINED 6,10 10375 0 0 CLEVELAND CLIFFS INC COM 185896107 114 2352 SH DEFINED 12 2352 0 0 CLEVELAND CLIFFS INC COM 185896107 11122 229600 SH CALL DEFINED 14,15,23 229600 0 0 CLEVELAND CLIFFS INC COM 185896107 12648 261100 SH PUT DEFINED 14,15,23 261100 0 0 CLEVELAND CLIFFS INC COM 185896107 1722 35558 SH DEFINED 15,23,24 31783 0 3775 CLEVELAND CLIFFS INC COM 185896107 173 3575 SH DEFINED 29 3575 0 0 CLEVELAND CLIFFS INC COM 185896107 901 18600 SH DEFINED 30,38 18600 0 0 CLIFTON SVGS BANCORP COM 18712Q103 213 17453 SH DEFINED 15,23,24 17453 0 0 CLINICAL DATA INC NE COM 18725U109 1394 86844 SH DEFINED 15,23,24 44940 0 41904 CLOROX CO DEL COM 189054109 910 14180 SH DEFINED 6,10 14180 0 0 CLOROX CO DEL COM 189054109 1342 20918 SH DEFINED 6,10,11 20918 0 0 CLOROX CO DEL COM 189054109 744 11605 SH DEFINED 12 11605 0 0 CLOROX CO DEL COM 189054109 5029 78400 SH CALL DEFINED 14,15,23 78400 0 0 CLOROX CO DEL COM 189054109 1565 24400 SH PUT DEFINED 14,15,23 24400 0 0 CLOROX CO DEL COM 189054109 18385 286597 SH DEFINED 15,23,24 265918 0 20679 CLOROX CO DEL COM 189054109 338 5265 SH DEFINED 15,18,23,25,26 5265 0 0 CLOUGH GLOBAL ALLOCA COM SHS BEN 18913Y103 481 21655 SH DEFINED 15,23,24 21405 0 250 CLOUGH GLOBAL EQUITY COM 18914C100 864 40782 SH DEFINED 15,23,24 37525 0 3257 CLOUGH GLOBAL OPPORT SH BEN INT 18914E106 2040 112245 SH DEFINED 15,23,24 85090 0 27155 COACH INC COM 189754104 4058 94455 SH DEFINED 6,10 94455 0 0 COACH INC COM 189754104 1134 26396 SH DEFINED 12 26396 0 0 COACH INC COM 189754104 12192 283800 SH CALL DEFINED 14,15,23 283800 0 0 COACH INC COM 189754104 16999 395700 SH PUT DEFINED 14,15,23 395700 0 0 COACH INC COM 189754104 42824 996829 SH DEFINED 15,23,24 870194 0 126635 COCA COLA BOTTLING C COM 191098102 1196 17485 SH DEFINED 6,10,11 17485 0 0 COCA COLA BOTTLING C COM 191098102 297 4337 SH DEFINED 15,23,24 4337 0 0 COCA COLA HELLENIC B SPONSORED A 1912EP104 1164 29388 SH DEFINED 12 29388 0 0 COCA COLA CO COM 191216100 3828 79333 SH DEFINED 3,8 0 0 79333 COCA COLA CO COM 191216100 97936 2029764 SH DEFINED 6,10 2024511 0 5253 COCA COLA CO COM 191216100 6691 138668 SH DEFINED 6,10,11 137308 0 1360 COCA COLA CO COM 191216100 56265 1166105 SH DEFINED 12 1166105 0 0 COCA COLA CO COM 191216100 38306 793900 SH CALL DEFINED 14,15,23 793900 0 0 COCA COLA CO COM 191216100 21877 453400 SH PUT DEFINED 14,15,23 453400 0 0 COCA COLA CO COM 191216100 276896 5738782 SH DEFINED 15,23,24 4820988 0 917793 COCA COLA CO COM 191216100 31473 652300 SH CALL DEFINED 15,23,24 652300 0 0 COCA COLA CO COM 191216100 11628 241000 SH PUT DEFINED 15,23,24 241000 0 0 COCA COLA CO COM 191216100 55709 1154592 SH DEFINED 15,18,23,25,26 1154592 0 0 COCA COLA CO COM 191216100 4825 100000 SH CALL DEFINED 15,18,23,25,26 100000 0 0 COCA COLA CO COM 191216100 593 12300 SH DEFINED 29 12300 0 0 COCA COLA CO COM 191216100 6557 135900 SH DEFINED 30,38 135900 0 0 COCA COLA ENTERPRISE COM 191219104 63 3100 SH DEFINED 3,8 0 0 3100 COCA COLA ENTERPRISE COM 191219104 598 29274 SH DEFINED 6,10 29274 0 0 COCA COLA ENTERPRISE COM 191219104 633 31001 SH DEFINED 6,10,11 30826 0 175 COCA COLA ENTERPRISE COM 191219104 345 16893 SH DEFINED 12 16893 0 0 COCA COLA ENTERPRISE COM 191219104 3661 179288 SH DEFINED 14,15,23 179288 0 0 COCA COLA ENTERPRISE COM 191219104 5916 289700 SH CALL DEFINED 14,15,23 289700 0 0 COCA COLA ENTERPRISE COM 191219104 8244 403700 SH PUT DEFINED 14,15,23 403700 0 0 COCA COLA ENTERPRISE COM 191219104 10083 493788 SH DEFINED 15,23,24 455780 0 38007 COCA COLA ENTERPRISE COM 191219104 2100 102850 SH DEFINED 30,38 102850 0 0 COCA-COLA FEMSA S A SPON ADR RE 191241108 1710 45000 SH DEFINED 12 45000 0 0 COCA-COLA FEMSA S A SPON ADR RE 191241108 314 8270 SH DEFINED 15,23,24 4755 0 3515 COEUR D ALENE MINES COM 192108108 26 5336 SH DEFINED 12 5336 0 0 COEUR D ALENE MINES COM 192108108 1212 244915 SH DEFINED 14,15,23 244915 0 0 COEUR D ALENE MINES COM 192108108 2316 467900 SH CALL DEFINED 14,15,23 467900 0 0 COEUR D ALENE MINES COM 192108108 1875 378700 SH PUT DEFINED 14,15,23 378700 0 0 COEUR D ALENE MINES COM 192108108 337 68066 SH DEFINED 15,23,24 55789 0 12276 COGENT COMM GROUP IN COM NEW 19239V302 648 39954 SH DEFINED 15,23,24 24275 0 15679 COGENT INC COM 19239Y108 1100 99900 SH CALL DEFINED 14,15,23 99900 0 0 COGENT INC COM 19239Y108 373 33900 SH PUT DEFINED 14,15,23 33900 0 0 COGENT INC COM 19239Y108 194 17590 SH DEFINED 15,23,24 16368 0 1222 COGNEX CORP COM 192422103 268 11231 SH DEFINED 6,10 11231 0 0 COGNEX CORP COM 192422103 50 2100 SH DEFINED 6,10,11 1975 0 125 COGNEX CORP COM 192422103 121 5078 SH DEFINED 15,23,24 3878 0 1200 COGNOS INC COM 19244C109 1314 30945 SH DEFINED 6,10 30945 0 0 COGNOS INC COM 19244C109 13 300 SH DEFINED 6,10,11 300 0 0 COGNOS INC COM 19244C109 13 310 SH DEFINED 12 310 0 0 COGNOS INC COM 19244C109 6564 154600 SH CALL DEFINED 14,15,23 154600 0 0 COGNOS INC COM 19244C109 5460 128600 SH PUT DEFINED 14,15,23 128600 0 0 COGNOS INC COM 19244C109 367 8651 SH DEFINED 15,23,24 8255 0 396 COGNOS INC COM 19244C109 3962 93300 SH CALL DEFINED 15,23,24 93300 0 0 COGNOS INC COM 19244C109 7002 164900 SH PUT DEFINED 15,23,24 164900 0 0 COGNIZANT TECHNOLOGY CL A 192446102 1070 13865 SH DEFINED 6,10 13865 0 0 COGNIZANT TECHNOLOGY CL A 192446102 1422 18429 SH DEFINED 12 18429 0 0 COGNIZANT TECHNOLOGY CL A 192446102 14946 193700 SH CALL DEFINED 14,15,23 193700 0 0 COGNIZANT TECHNOLOGY CL A 192446102 9630 124800 SH PUT DEFINED 14,15,23 124800 0 0 COGNIZANT TECHNOLOGY CL A 192446102 20143 261059 SH DEFINED 15,23,24 222461 0 38598 COGNIZANT TECHNOLOGY CL A 192446102 648 8400 SH DEFINED 29 8400 0 0 COHEN & STEERS INC COM 19247A100 89 2210 SH DEFINED 12 2210 0 0 COHEN & STEERS INC COM 19247A100 242 6015 SH DEFINED 15,23,24 5133 0 882 COHEN & STEERS QUALI COM 19247L106 72 2890 SH DEFINED 6,10,11 2890 0 0 COHEN & STEERS QUALI COM 19247L106 2130 86105 SH DEFINED 15,23,24 41938 0 44166 COHEN & STEERS TOTAL COM 19247R103 803 39525 SH DEFINED 6,10,11 39525 0 0 COHEN & STEERS TOTAL COM 19247R103 838 41255 SH DEFINED 15,23,24 30615 0 10640 COHEN & STEERS PREM COM 19247V104 64 2397 SH DEFINED 6,10,11 2397 0 0 COHEN & STEERS PREM COM 19247V104 1702 64040 SH DEFINED 15,23,24 37872 0 26167 COHEN & STEERS ADV I COM 19247W102 114 4096 SH DEFINED 6,10,11 4096 0 0 COHEN & STEERS ADV I COM 19247W102 6574 236235 SH DEFINED 15,23,24 208552 0 27683 COHEN & STEERS REIT COM 19247X100 38 1213 SH DEFINED 6,10,11 1213 0 0 COHEN & STEERS REIT COM 19247X100 2804 90461 SH DEFINED 15,23,24 50289 0 40172 COHEN & STEERS REIT COM 19247Y108 36 1626 SH DEFINED 6,10,11 1626 0 0 COHEN & STEERS REIT COM 19247Y108 8261 369600 SH DEFINED 15,23,24 284603 0 84997 COHEN & STEERS REIT COM 19247Y108 291 13000 SH DEFINED 15,18,23,25,26 13000 0 0 COHERENT INC NOTE 2.750 192479AB9 2806 2650000 PRN DEFINED 15,23,24 2650000 0 0 COHERENT INC COM 192479103 251 7937 SH DEFINED 6,10 7937 0 0 COHERENT INC COM 192479103 81 2554 SH DEFINED 12 2554 0 0 COHERENT INC COM 192479103 213 6745 SH DEFINED 15,23,24 6345 0 400 COHEN & STEERS SELEC COM 19248A109 4364 178287 SH DEFINED 6,10,11 177212 0 1075 COHEN & STEERS SELEC COM 19248A109 3069 125351 SH DEFINED 15,23,24 117832 0 7518 COHEN & STEERS SELEC COM 19248A109 871 35600 SH DEFINED 15,18,23,25,26 35600 0 0 COHEN & STEERS DIV M COM 19248G106 258 12538 SH DEFINED 15,23,24 8626 0 3912 COHEN & STEERS WRLDW COM 19248J100 1860 64905 SH DEFINED 15,23,24 51460 0 13444 COHU INC COM 192576106 115 5697 SH DEFINED 6,10 5697 0 0 COHU INC COM 192576106 198 9841 SH DEFINED 15,23,24 8481 0 1360 COINSTAR INC COM 19259P300 213 6968 SH DEFINED 6,10 6968 0 0 COINSTAR INC COM 19259P300 137 4469 SH DEFINED 12 4469 0 0 COINSTAR INC COM 19259P300 345 11300 SH CALL DEFINED 14,15,23 11300 0 0 COINSTAR INC COM 19259P300 18 600 SH PUT DEFINED 14,15,23 600 0 0 COINSTAR INC COM 19259P300 255 8350 SH DEFINED 15,23,24 6411 0 1939 COINSTAR INC COM 19259P300 20 661 SH DEFINED 30,38 661 0 0 COLDWATER CREEK INC COM 193068103 3 139 SH DEFINED 6,10 139 0 0 COLDWATER CREEK INC COM 193068103 62 2535 SH DEFINED 12 2535 0 0 COLDWATER CREEK INC COM 193068103 256 10429 SH DEFINED 14,15,23 10429 0 0 COLDWATER CREEK INC COM 193068103 1846 75300 SH CALL DEFINED 14,15,23 75300 0 0 COLDWATER CREEK INC COM 193068103 2906 118500 SH PUT DEFINED 14,15,23 118500 0 0 COLDWATER CREEK INC COM 193068103 1429 58273 SH DEFINED 15,23,24 50006 0 8267 COLDWATER CREEK INC COM 193068103 10 400 SH CALL DEFINED 15,23,24 0 0 400 COLDWATER CREEK INC COM 193068103 248 10126 SH DEFINED 30,38 10126 0 0 COLE KENNETH PRODTNS CL A 193294105 161 6710 SH DEFINED 6,10,11 6710 0 0 COLE KENNETH PRODTNS CL A 193294105 19 797 SH DEFINED 12 797 0 0 COLE KENNETH PRODTNS CL A 193294105 168 7000 SH DEFINED 15,23,24 7000 0 0 COLGATE PALMOLIVE CO COM 194162103 4210 64535 SH DEFINED 6,10 64535 0 0 COLGATE PALMOLIVE CO COM 194162103 4024 61675 SH DEFINED 6,10,11 59300 0 2375 COLGATE PALMOLIVE CO COM 194162103 15394 235965 SH DEFINED 12 235965 0 0 COLGATE PALMOLIVE CO COM 194162103 10112 155000 SH CALL DEFINED 14,15,23 155000 0 0 COLGATE PALMOLIVE CO COM 194162103 2192 33600 SH PUT DEFINED 14,15,23 33600 0 0 COLGATE PALMOLIVE CO COM 194162103 62905 964206 SH DEFINED 15,23,24 761363 0 202842 COLGATE PALMOLIVE CO COM 194162103 7 100 SH CALL DEFINED 15,23,24 100 0 0 COLGATE PALMOLIVE CO COM 194162103 19213 294500 SH PUT DEFINED 15,23,24 294500 0 0 COLGATE PALMOLIVE CO COM 194162103 1064 16302 SH DEFINED 15,18,23,25,26 16302 0 0 COLONIAL BANCGROUP I COM 195493309 172 6695 SH DEFINED 6,10 6695 0 0 COLONIAL BANCGROUP I COM 195493309 283 10987 SH DEFINED 12 10987 0 0 COLONIAL BANCGROUP I COM 195493309 504 19562 SH DEFINED 15,23,24 18003 0 1559 COLONIAL BANCGROUP I COM 195493309 201 7800 SH DEFINED 30,38 7800 0 0 COLONIAL INTERMARKET SH BEN INT 195762109 621 73644 SH DEFINED 15,23,24 56700 0 16944 COLONIAL INTERMARKET SH BEN INT 195762109 59 7000 SH DEFINED 15,18,23,25,26 7000 0 0 COLONIAL INTER HIGH SH BEN INT 195763107 193 54572 SH DEFINED 15,23,24 37873 0 16699 COLONIAL INVT GRADE SH BEN INT 195768106 133 12267 SH DEFINED 15,23,24 9661 0 2605 COLONIAL PPTYS TR COM SH BEN 195872106 544 11599 SH DEFINED 6,10 11599 0 0 COLONIAL PPTYS TR COM SH BEN 195872106 11 235 SH DEFINED 6,10,11 235 0 0 COLONIAL PPTYS TR COM SH BEN 195872106 122 2594 SH DEFINED 12 2594 0 0 COLONIAL PPTYS TR COM SH BEN 195872106 4769 101729 SH DEFINED 15,23,24 97855 0 3874 COLONIAL PPTYS TR COM SH BEN 195872106 258 5500 SH DEFINED 30,38 5500 0 0 COLOR KINETICS INC COM 19624P100 589 27607 SH DEFINED 15,23,24 18705 0 8902 COLUMBIA BKG SYS INC COM 197236102 3 90 SH DEFINED 12 90 0 0 COLUMBIA BKG SYS INC COM 197236102 461 13114 SH DEFINED 15,23,24 12235 0 879 COLUMBIA SPORTSWEAR COM 198516106 39 700 SH DEFINED 6,10,11 700 0 0 COLUMBIA SPORTSWEAR COM 198516106 23 411 SH DEFINED 12 411 0 0 COLUMBIA SPORTSWEAR COM 198516106 339 6091 SH DEFINED 15,23,24 5821 0 270 COMCAST CORP NEW CL A 20030N101 6909 163210 SH DEFINED 6,10 163210 0 0 COMCAST CORP NEW CL A 20030N101 986 23300 SH CALL DEFINED 6,10 23300 0 0 COMCAST CORP NEW CL A 20030N101 986 23300 SH PUT DEFINED 6,10 23300 0 0 COMCAST CORP NEW CL A 20030N101 365 8633 SH DEFINED 6,10,11 8439 0 194 COMCAST CORP NEW CL A 20030N101 2817 66557 SH DEFINED 12 66557 0 0 COMCAST CORP NEW CL A 20030N101 29597 699200 SH CALL DEFINED 14,15,23 699200 0 0 COMCAST CORP NEW CL A 20030N101 8280 195600 SH PUT DEFINED 14,15,23 195600 0 0 COMCAST CORP NEW CL A 20030N101 55309 1306608 SH DEFINED 15,23,24 1058580 0 248028 COMCAST CORP NEW CL A 20030N101 38702 914300 SH CALL DEFINED 15,23,24 914300 0 0 COMCAST CORP NEW CL A 20030N101 4902 115800 SH PUT DEFINED 15,23,24 115800 0 0 COMCAST CORP NEW CL A 20030N101 57 1335 SH DEFINED 15,18,23,25,26 1335 0 0 COMCAST CORP NEW CL A 20030N101 1708 40350 SH DEFINED 29 40350 0 0 COMCAST CORP NEW CL A 20030N101 6350 150000 SH PUT DEFINED 30,38 150000 0 0 COMCAST CORP NEW CL A SPL 20030N200 119 2832 SH DEFINED 3,8 0 0 2832 COMCAST CORP NEW CL A SPL 20030N200 4198 100237 SH DEFINED 6,10 100237 0 0 COMCAST CORP NEW CL A SPL 20030N200 961 22945 SH DEFINED 6,10,11 22945 0 0 COMCAST CORP NEW CL A SPL 20030N200 3597 85889 SH DEFINED 12 85889 0 0 COMCAST CORP NEW CL A SPL 20030N200 13272 316900 SH CALL DEFINED 14,15,23 316900 0 0 COMCAST CORP NEW CL A SPL 20030N200 10453 249600 SH PUT DEFINED 14,15,23 249600 0 0 COMCAST CORP NEW CL A SPL 20030N200 6 150 SH DEFINED 2,5,6,9,10,17,19,20,27 150 0 0 COMCAST CORP NEW CL A SPL 20030N200 307892 7351773 SH DEFINED 15,23,24 6750304 0 601468 COMCAST CORP NEW CL A SPL 20030N200 10101 241200 SH CALL DEFINED 15,23,24 241200 0 0 COMCAST CORP NEW CL A SPL 20030N200 36 856 SH DEFINED 15,18,23,25,26 856 0 0 COMCAST HOLDINGS COR ZONES CV2% 200300507 28436 702124 SH DEFINED 15,23 702124 0 0 COMCAST HOLDINGS COR ZONES CV2% 200300507 101250 2500000 SH DEFINED 15,23,24 2500000 0 0 COMCAST HOLDINGS COR ZONES CV2% 200300507 18630 460000 SH DEFINED 30,38 460000 0 0 COMERICA INC COM 200340107 3388 57743 SH DEFINED 3,8 0 0 57743 COMERICA INC COM 200340107 3355 57178 SH DEFINED 6,10 14609 0 42569 COMERICA INC COM 200340107 1578 26900 SH CALL DEFINED 6,10 26900 0 0 COMERICA INC COM 200340107 1389 23669 SH DEFINED 12 23669 0 0 COMERICA INC COM 200340107 5301 90344 SH DEFINED 15,23,24 43275 0 47069 COMERICA INC COM 200340107 1332 22700 SH DEFINED 15,18,23,25,26 22700 0 0 COMERICA INC COM 200340107 99 1680 SH DEFINED 30,38 1680 0 0 COMMERCE BANCORP INC COM 200519106 599 16997 SH DEFINED 6,10 16997 0 0 COMMERCE BANCORP INC COM 200519106 1753 49698 SH DEFINED 6,10,11 49698 0 0 COMMERCE BANCORP INC COM 200519106 433 12286 SH DEFINED 12 12286 0 0 COMMERCE BANCORP INC COM 200519106 1763 49977 SH DEFINED 14,15,23 49977 0 0 COMMERCE BANCORP INC COM 200519106 12821 363500 SH CALL DEFINED 14,15,23 363500 0 0 COMMERCE BANCORP INC COM 200519106 16852 477800 SH PUT DEFINED 14,15,23 477800 0 0 COMMERCE BANCORP INC COM 200519106 10618 301038 SH DEFINED 15,23,24 274224 0 26813 COMMERCE BANCORP INC COM 200519106 3351 95000 SH CALL DEFINED 15,23,24 95000 0 0 COMMERCE BANCORP INC COM 200519106 1095 31060 SH DEFINED 30,38 31060 0 0 COMMERCE BANCSHARES COM 200525103 147 3028 SH DEFINED 6,10 3028 0 0 COMMERCE BANCSHARES COM 200525103 1 12 SH DEFINED 12 12 0 0 COMMERCE BANCSHARES COM 200525103 871 17983 SH DEFINED 15,23,24 13055 0 4928 COMMERCE BANCSHARES COM 200525103 4412 91140 SH CALL DEFINED 15,23,24 91140 0 0 COMMERCE BANCSHARES COM 200525103 5 94 SH DEFINED 30,38 94 0 0 COMMERCE GROUP INC M COM 200641108 1070 35963 SH DEFINED 15,23,24 33593 0 2370 COMMERCIAL METALS CO COM 201723103 635 24600 SH DEFINED 3,8 0 0 24600 COMMERCIAL METALS CO COM 201723103 15 590 SH DEFINED 6,10 590 0 0 COMMERCIAL METALS CO COM 201723103 19 745 SH DEFINED 12 745 0 0 COMMERCIAL METALS CO COM 201723103 349 13508 SH DEFINED 14,15,23 13508 0 0 COMMERCIAL METALS CO COM 201723103 660 25600 SH CALL DEFINED 14,15,23 25600 0 0 COMMERCIAL METALS CO COM 201723103 916 35500 SH PUT DEFINED 14,15,23 35500 0 0 COMMERCIAL METALS CO COM 201723103 2824 109451 SH DEFINED 15,23,24 81604 0 27847 COMMERCIAL METALS CO COM 201723103 13 500 SH CALL DEFINED 15,23,24 500 0 0 COMMERCIAL METALS CO COM 201723103 83 3200 SH DEFINED 29 3200 0 0 COMMERCIAL METALS CO COM 201723103 310 12000 SH DEFINED 30,38 12000 0 0 COMMONWEALTH TEL ENT COM 203349105 222 5315 SH DEFINED 6,10 5315 0 0 COMMONWEALTH TEL ENT COM 203349105 8 200 SH DEFINED 6,10,11 200 0 0 COMMONWEALTH TEL ENT COM 203349105 32 775 SH DEFINED 12 775 0 0 COMMONWEALTH TEL ENT COM 203349105 14566 347961 SH DEFINED 15,23,24 346247 0 1713 COMMSCOPE INC COM 203372107 3 105 SH DEFINED 6,10 105 0 0 COMMSCOPE INC COM 203372107 24 775 SH DEFINED 6,10,11 775 0 0 COMMSCOPE INC COM 203372107 531 17429 SH DEFINED 12 17429 0 0 COMMSCOPE INC COM 203372107 882 28943 SH DEFINED 15,23,24 25269 0 3674 COMMSCOPE INC COM 203372107 64 2100 SH DEFINED 29 2100 0 0 COMMSCOPE INC COM 203372107 689 22600 SH DEFINED 30,38 22600 0 0 COMMUNITY BK SYS INC COM 203607106 173 7539 SH DEFINED 6,10 7539 0 0 COMMUNITY BK SYS INC COM 203607106 8 348 SH DEFINED 12 348 0 0 COMMUNITY BK SYS INC COM 203607106 424 18446 SH DEFINED 15,23,24 14394 0 4052 COMMUNITY FINL CORP COM 20365L100 275 23500 SH DEFINED 15,23,24 18900 0 4600 COMMUNITY HEALTH SYS COM 203668108 1121 30693 SH DEFINED 6,10 30693 0 0 COMMUNITY HEALTH SYS COM 203668108 160 4392 SH DEFINED 12 4392 0 0 COMMUNITY HEALTH SYS COM 203668108 6267 171600 SH DEFINED 13,30 171600 0 0 COMMUNITY HEALTH SYS COM 203668108 6356 174047 SH DEFINED 15,23,24 151069 0 22978 COMMUNITY PARTNERS B COM 204018105 130 12944 SH DEFINED 15,23,24 10944 0 2000 COMMUNITY TR BANCORP COM 204149108 3 75 SH DEFINED 12 75 0 0 COMMUNITY TR BANCORP COM 204149108 330 7953 SH DEFINED 15,23,24 7953 0 0 COMPAGNIE GENERALE D SPONSORED A 204386106 346 7940 SH DEFINED 15,23,24 7307 0 633 COMPANHIA BRASILEIRA SPON ADR PF 20440T201 1003 29364 SH DEFINED 12 29364 0 0 COMPANHIA BRASILEIRA SPON ADR PF 20440T201 29 849 SH DEFINED 15,23,24 849 0 0 COMPANHIA SIDERURGIC SPONSORED A 20440W105 3620 120750 SH DEFINED 6,10 120750 0 0 COMPANHIA SIDERURGIC SPONSORED A 20440W105 1790 59700 SH CALL DEFINED 14,15,23 59700 0 0 COMPANHIA SIDERURGIC SPONSORED A 20440W105 1190 39700 SH PUT DEFINED 14,15,23 39700 0 0 COMPANHIA SIDERURGIC SPONSORED A 20440W105 1222 40767 SH DEFINED 15,23,24 38522 0 2245 COMPANHIA SIDERURGIC SPONSORED A 20440W105 537 17900 SH DEFINED 30,38 17900 0 0 COMPANHIA ENERGETICA SP ADR N-V 204409601 907 18808 SH DEFINED 6,10 18808 0 0 COMPANHIA ENERGETICA SP ADR N-V 204409601 49 1023 SH DEFINED 12 1023 0 0 COMPANHIA ENERGETICA SP ADR N-V 204409601 39 812 SH DEFINED 15,23,24 812 0 0 COMPANHIA DE SANEAME SPONSORED A 20441A102 60 1765 SH DEFINED 6,10 1765 0 0 COMPANHIA DE SANEAME SPONSORED A 20441A102 160 4723 SH DEFINED 12 4723 0 0 COMPANHIA DE SANEAME SPONSORED A 20441A102 428 12651 SH DEFINED 15,23,24 11576 0 1075 COMPANHIA PARANAENSE SPON ADR PF 20441B407 445 40513 SH DEFINED 15,23,24 31807 0 8706 COMPANHIA DE BEBIDAS SPON ADR PF 20441W203 29 600 SH DEFINED 12 600 0 0 COMPANHIA DE BEBIDAS SPON ADR PF 20441W203 3335 68343 SH DEFINED 15,23,24 67158 0 1185 COMPANHIA VALE DO RI SPON ADR PF 204412100 1431 54528 SH DEFINED 6,10 54528 0 0 COMPANHIA VALE DO RI SPON ADR PF 204412100 3142 119707 SH DEFINED 15,23,24 119707 0 0 COMPANHIA VALE DO RI SPONSORED A 204412209 7253 243867 SH DEFINED 6,10 243867 0 0 COMPANHIA VALE DO RI SPONSORED A 204412209 437 14697 SH DEFINED 12 14697 0 0 COMPANHIA VALE DO RI SPONSORED A 204412209 8794 295685 SH DEFINED 14,15,23 295685 0 0 COMPANHIA VALE DO RI SPONSORED A 204412209 7483 251600 SH CALL DEFINED 14,15,23 251600 0 0 COMPANHIA VALE DO RI SPONSORED A 204412209 10965 368700 SH PUT DEFINED 14,15,23 368700 0 0 COMPANHIA VALE DO RI SPONSORED A 204412209 311 10450 SH DEFINED 2,5,6,9,10,17,19,20,27 10450 0 0 COMPANHIA VALE DO RI SPONSORED A 204412209 17997 605155 SH DEFINED 15,23,24 544559 0 60596 COMPANHIA VALE DO RI SPONSORED A 204412209 1558 52400 SH CALL DEFINED 15,23,24 52400 0 0 COMPANHIA VALE DO RI SPONSORED A 204412209 58 1951 SH DEFINED 15,18,23,25,26 1951 0 0 COMPANHIA VALE DO RI SPONSORED A 204412209 1103 37100 SH DEFINED 30,38 37100 0 0 COMPANIA ANONIMA NAC SPON ADR D 204421101 1038 53000 SH DEFINED 6,10 53000 0 0 COMPANIA ANONIMA NAC SPON ADR D 204421101 348 17763 SH DEFINED 12 17763 0 0 COMPANIA ANONIMA NAC SPON ADR D 204421101 2472 126174 SH DEFINED 15,23,24 91009 0 35165 COMPANIA DE MINAS BU SPONSORED A 204448104 694 24725 SH DEFINED 15,23,24 23711 0 1014 COMPANIA DE MINAS BU SPONSORED A 204448104 2267 80800 SH DEFINED 15,18,23,25,26 80800 0 0 COMPANIA DE MINAS BU SPONSORED A 204448104 758 27000 SH DEFINED 30,38 27000 0 0 COMPANIA DE TELECOMU SPON ADR NE 204449300 364 45275 SH DEFINED 6,10,11 44975 0 300 COMPANIA DE TELECOMU SPON ADR NE 204449300 410 51059 SH DEFINED 15,23,24 41873 0 9186 COMPASS BANCSHARES I COM 20449H109 1010 16930 SH DEFINED 3,8 0 0 16930 COMPASS BANCSHARES I COM 20449H109 701 11750 SH DEFINED 6,10 11750 0 0 COMPASS BANCSHARES I COM 20449H109 234 3917 SH DEFINED 6,10,11 3917 0 0 COMPASS BANCSHARES I COM 20449H109 2605 43669 SH DEFINED 12 43669 0 0 COMPASS BANCSHARES I COM 20449H109 10279 172313 SH DEFINED 15,23,24 138950 0 33363 COMPASS BANCSHARES I COM 20449H109 3 43 SH DEFINED 30,38 43 0 0 COMPASS MINERALS INT COM 20451N101 122 3872 SH DEFINED 12 3872 0 0 COMPASS MINERALS INT COM 20451N101 751 23808 SH DEFINED 15,23,24 19829 0 3979 COMPASS DIVERSIFIED SH BEN INT 20451Q104 315 18340 SH DEFINED 15,23,24 17140 0 1200 COMPUCREDIT CORP COM 20478N100 43 1073 SH DEFINED 12 1073 0 0 COMPUCREDIT CORP COM 20478N100 2668 67022 SH DEFINED 15,23,24 53667 0 13355 COMPUCREDIT CORP COM 20478N100 71 1775 SH DEFINED 29 1775 0 0 COMPUDYNE CORP NOTE 6.250 204795AA6 1071 1202000 PRN DEFINED 15,23,24 1202000 0 0 COMPUTER NETWORK TEC NOTE 3.000 204925AC5 50 50000 PRN DEFINED 15,23,24 50000 0 0 COMPTON PETE CORP COM 204940100 514 56400 SH DEFINED 15,23,24 55900 0 500 COMPUTER PROGRAMS & COM 205306103 228 6700 SH DEFINED 12 6700 0 0 COMPUTER PROGRAMS & COM 205306103 45 1322 SH DEFINED 15,23,24 1322 0 0 COMPUTER SCIENCES CO COM 205363104 1003 18788 SH DEFINED 6,10 18788 0 0 COMPUTER SCIENCES CO COM 205363104 993 18605 SH DEFINED 6,10,11 18605 0 0 COMPUTER SCIENCES CO COM 205363104 168 3145 SH DEFINED 12 3145 0 0 COMPUTER SCIENCES CO COM 205363104 9665 181100 SH CALL DEFINED 14,15,23 181100 0 0 COMPUTER SCIENCES CO COM 205363104 7146 133900 SH PUT DEFINED 14,15,23 133900 0 0 COMPUTER SCIENCES CO COM 205363104 3172 59442 SH DEFINED 15,23,24 54153 0 5289 COMPUTER SCIENCES CO COM 205363104 3021 56600 SH DEFINED 30,38 56600 0 0 COMPUWARE CORP COM 205638109 242 29000 SH DEFINED 3,8 0 0 29000 COMPUWARE CORP COM 205638109 296 35538 SH DEFINED 6,10 35538 0 0 COMPUWARE CORP COM 205638109 104 12525 SH DEFINED 6,10,11 12525 0 0 COMPUWARE CORP COM 205638109 4578 549599 SH DEFINED 12 549599 0 0 COMPUWARE CORP COM 205638109 149 17907 SH DEFINED 14,15,23 17907 0 0 COMPUWARE CORP COM 205638109 96 11500 SH CALL DEFINED 14,15,23 11500 0 0 COMPUWARE CORP COM 205638109 165 19800 SH PUT DEFINED 14,15,23 19800 0 0 COMPUWARE CORP COM 205638109 1534 184127 SH DEFINED 15,23,24 183161 0 966 COMPUWARE CORP COM 205638109 849 101885 SH DEFINED 30,38 101885 0 0 COMSTOCK RES INC COM NEW 205768203 636 20480 SH DEFINED 12 20480 0 0 COMSTOCK RES INC COM NEW 205768203 23 756 SH DEFINED 15,23,24 741 0 15 COMSTOCK RES INC COM NEW 205768203 1208 38900 SH DEFINED 30,38 38900 0 0 COMTECH GROUP INC COM NEW 205821200 22 1190 SH DEFINED 12 1190 0 0 COMTECH GROUP INC COM NEW 205821200 272 14934 SH DEFINED 15,23,24 14446 0 488 COMTECH TELECOMMUNIC COM NEW 205826209 221 5814 SH DEFINED 6,10 5814 0 0 COMTECH TELECOMMUNIC COM NEW 205826209 88 2317 SH DEFINED 12 2317 0 0 COMTECH TELECOMMUNIC COM NEW 205826209 49 1283 SH DEFINED 15,23,24 1283 0 0 COMVERSE TECHNOLOGY COM PAR $0. 205862402 419 19837 SH DEFINED 6,10 19837 0 0 COMVERSE TECHNOLOGY COM PAR $0. 205862402 47 2250 SH DEFINED 6,10,11 2100 0 150 COMVERSE TECHNOLOGY COM PAR $0. 205862402 2330 110365 SH DEFINED 12 110365 0 0 COMVERSE TECHNOLOGY COM PAR $0. 205862402 2578 122144 SH DEFINED 14,15,23 122144 0 0 COMVERSE TECHNOLOGY COM PAR $0. 205862402 14471 685500 SH CALL DEFINED 14,15,23 685500 0 0 COMVERSE TECHNOLOGY COM PAR $0. 205862402 11936 565400 SH PUT DEFINED 14,15,23 565400 0 0 COMVERSE TECHNOLOGY COM PAR $0. 205862402 2367 112113 SH DEFINED 15,23,24 89409 0 22704 COMVERSE TECHNOLOGY COM PAR $0. 205862402 21171 1002900 SH CALL DEFINED 15,23,24 1002900 0 0 COMVERSE TECHNOLOGY COM PAR $0. 205862402 106 5000 SH PUT DEFINED 15,23,24 5000 0 0 COMVERSE TECHNOLOGY COM PAR $0. 205862402 41 1933 SH DEFINED 30,38 1933 0 0 CONAGRA FOODS INC COM 205887102 1281 47442 SH DEFINED 6,10 47442 0 0 CONAGRA FOODS INC COM 205887102 611 22626 SH DEFINED 6,10,11 22626 0 0 CONAGRA FOODS INC COM 205887102 1204 44593 SH DEFINED 12 44593 0 0 CONAGRA FOODS INC COM 205887102 313 11602 SH DEFINED 14,15,23 11602 0 0 CONAGRA FOODS INC COM 205887102 2322 86000 SH CALL DEFINED 14,15,23 86000 0 0 CONAGRA FOODS INC COM 205887102 3005 111300 SH PUT DEFINED 14,15,23 111300 0 0 CONAGRA FOODS INC COM 205887102 94050 3483330 SH DEFINED 15,23,24 2899658 0 583671 CONAGRA FOODS INC COM 205887102 27 1000 SH CALL DEFINED 15,23,24 1000 0 0 CONAGRA FOODS INC COM 205887102 22 800 SH PUT DEFINED 15,23,24 800 0 0 CONAGRA FOODS INC COM 205887102 502 18600 SH DEFINED 29 18600 0 0 CONAGRA FOODS INC COM 205887102 1237 45800 SH DEFINED 30,38 45800 0 0 CON-WAY INC COM 205944101 5 112 SH DEFINED 6,10 112 0 0 CON-WAY INC COM 205944101 32 720 SH DEFINED 12 720 0 0 CON-WAY INC COM 205944101 856 19443 SH DEFINED 15,23,24 17393 0 2050 CONCEPTUS INC COM 206016107 7 310 SH DEFINED 12 310 0 0 CONCEPTUS INC COM 206016107 52 2440 SH DEFINED 15,23,24 2440 0 0 CONCEPTUS INC COM 206016107 1277 60000 SH DEFINED 30,38 60000 0 0 CONCUR TECHNOLOGIES COM 206708109 648 40389 SH DEFINED 15,23,24 33589 0 6800 CONCUR TECHNOLOGIES COM 206708109 340 21200 SH DEFINED 29 21200 0 0 CONEXANT SYSTEMS INC NOTE 4.000 207142AF7 498 500000 PRN DEFINED 15,23,24 500000 0 0 CONEXANT SYSTEMS INC COM 207142100 7 3620 SH DEFINED 6,10 3620 0 0 CONEXANT SYSTEMS INC COM 207142100 209 102500 SH DEFINED 14,15,23 102500 0 0 CONEXANT SYSTEMS INC COM 207142100 44 21800 SH CALL DEFINED 14,15,23 21800 0 0 CONEXANT SYSTEMS INC COM 207142100 296 145300 SH PUT DEFINED 14,15,23 145300 0 0 CONEXANT SYSTEMS INC COM 207142100 185 90878 SH DEFINED 15,23,24 89590 0 1288 CONMED CORP COM 207410101 163 7043 SH DEFINED 6,10 7043 0 0 CONMED CORP COM 207410101 278 12016 SH DEFINED 15,23,24 11716 0 300 CONNECTICUT WTR SVC COM 207797101 214 9412 SH DEFINED 15,23,24 9177 0 235 CONNETICS CORP NOTE 2.000 208192AD6 3970 4000000 PRN DEFINED 30,38 4000000 0 0 CONNETICS CORP COM 208192104 1298 74300 SH CALL DEFINED 14,15,23 74300 0 0 CONNETICS CORP COM 208192104 44 2500 SH PUT DEFINED 14,15,23 2500 0 0 CONNETICS CORP COM 208192104 2 100 SH DEFINED 15,23,24 100 0 0 CONNETICS CORP COM 208192104 5206 298000 SH DEFINED 30,38 298000 0 0 CONNS INC COM 208242107 1607 69073 SH DEFINED 15,23,24 69073 0 0 CONOCOPHILLIPS COM 20825C104 853 11854 SH DEFINED 3,8 0 0 11854 CONOCOPHILLIPS COM 20825C104 55837 776058 SH DEFINED 6,10 776058 0 0 CONOCOPHILLIPS COM 20825C104 82239 1143000 SH CALL DEFINED 6,10 1143000 0 0 CONOCOPHILLIPS COM 20825C104 8994 125000 SH PUT DEFINED 6,10 125000 0 0 CONOCOPHILLIPS COM 20825C104 2789 38759 SH DEFINED 6,10,11 38261 0 498 CONOCOPHILLIPS COM 20825C104 23569 327577 SH DEFINED 12 327577 0 0 CONOCOPHILLIPS COM 20825C104 31565 438703 SH DEFINED 14,15,23 438703 0 0 CONOCOPHILLIPS COM 20825C104 131431 1826700 SH CALL DEFINED 14,15,23 1826700 0 0 CONOCOPHILLIPS COM 20825C104 106817 1484600 SH PUT DEFINED 14,15,23 1484600 0 0 CONOCOPHILLIPS COM 20825C104 255 3550 SH DEFINED 2,5,6,9,10,17,19,20,27 3550 0 0 CONOCOPHILLIPS COM 20825C104 152762 2123169 SH DEFINED 15,23,24 1783513 0 339656 CONOCOPHILLIPS COM 20825C104 267186 3713500 SH CALL DEFINED 15,23,24 3713500 0 0 CONOCOPHILLIPS COM 20825C104 137907 1916700 SH PUT DEFINED 15,23,24 1916700 0 0 CONOCOPHILLIPS COM 20825C104 7157 99469 SH DEFINED 15,18,23,25,26 99469 0 0 CONOCOPHILLIPS COM 20825C104 1345 18700 SH DEFINED 29 18700 0 0 CONOCOPHILLIPS COM 20825C104 8994 125000 SH DEFINED 37 125000 0 0 CONOR MEDSYSTEMS INC COM 208264101 63 2000 SH DEFINED 12 2000 0 0 CONOR MEDSYSTEMS INC COM 208264101 1347 43000 SH DEFINED 15,23,24 39131 0 3869 CONOR MEDSYSTEMS INC COM 208264101 858 27400 SH DEFINED 30,38 27400 0 0 CONSECO INC PFD B CV 5. 208464867 16211 650000 SH DEFINED 6,10 650000 0 0 CONSECO INC PFD B CV 5. 208464867 1995 80000 SH DEFINED 15,23 80000 0 0 CONSECO INC PFD B CV 5. 208464867 2132 85490 SH DEFINED 15,23,24 85490 0 0 CONSECO INC COM NEW 208464883 1283 64229 SH DEFINED 12 64229 0 0 CONSECO INC COM NEW 208464883 449 22451 SH DEFINED 14,15,23 22451 0 0 CONSECO INC COM NEW 208464883 971 48600 SH CALL DEFINED 14,15,23 48600 0 0 CONSECO INC COM NEW 208464883 661 33100 SH PUT DEFINED 14,15,23 33100 0 0 CONSECO INC COM NEW 208464883 430 21498 SH DEFINED 15,23,24 20196 0 1302 CONSECO INC COM NEW 208464883 573 28700 SH DEFINED 29 28700 0 0 CONSECO INC COM NEW 208464883 80 4000 SH DEFINED 30,38 4000 0 0 CONSOL ENERGY INC COM 20854P109 534 16633 SH DEFINED 6,10 16633 0 0 CONSOL ENERGY INC COM 20854P109 18 559 SH DEFINED 12 559 0 0 CONSOL ENERGY INC COM 20854P109 8517 265070 SH DEFINED 14,15,23 265070 0 0 CONSOL ENERGY INC COM 20854P109 15304 476300 SH CALL DEFINED 14,15,23 476300 0 0 CONSOL ENERGY INC COM 20854P109 16524 514300 SH PUT DEFINED 14,15,23 514300 0 0 CONSOL ENERGY INC COM 20854P109 5643 175618 SH DEFINED 15,23,24 156404 0 19213 CONSOL ENERGY INC COM 20854P109 102 3176 SH DEFINED 15,18,23,25,26 3176 0 0 CONSOL ENERGY INC COM 20854P109 103 3200 SH DEFINED 30,38 3200 0 0 CONSOLIDATED COMM HL COM 209034107 897 42910 SH DEFINED 15,23,24 35920 0 6990 CONSOLIDATED EDISON COM 209115104 1093 22744 SH DEFINED 6,10 22744 0 0 CONSOLIDATED EDISON COM 209115104 46 952 SH DEFINED 6,10,11 952 0 0 CONSOLIDATED EDISON COM 209115104 1963 40826 SH DEFINED 12 40826 0 0 CONSOLIDATED EDISON COM 209115104 1373 28562 SH DEFINED 14,15,23 28562 0 0 CONSOLIDATED EDISON COM 209115104 4057 84400 SH CALL DEFINED 14,15,23 84400 0 0 CONSOLIDATED EDISON COM 209115104 5610 116700 SH PUT DEFINED 14,15,23 116700 0 0 CONSOLIDATED EDISON COM 209115104 51616 1073768 SH DEFINED 15,23,24 966553 0 107215 CONSOLIDATED EDISON COM 209115104 184 3838 SH DEFINED 15,18,23,25,26 3838 0 0 CONSOLIDATED GRAPHIC COM 209341106 175 2966 SH DEFINED 6,10 2966 0 0 CONSOLIDATED GRAPHIC COM 209341106 69 1168 SH DEFINED 12 1168 0 0 CONSOLIDATED GRAPHIC COM 209341106 569 9625 SH DEFINED 15,23,24 8448 0 1177 CONSOLIDATED TOMOKA COM 210226106 333 4596 SH DEFINED 15,23,24 2298 0 2298 CONSTELLATION BRANDS CL A 21036P108 2719 93700 SH DEFINED 6,10 93700 0 0 CONSTELLATION BRANDS CL A 21036P108 19 650 SH DEFINED 6,10,11 650 0 0 CONSTELLATION BRANDS CL A 21036P108 237 8172 SH DEFINED 12 8172 0 0 CONSTELLATION BRANDS CL A 21036P108 1022 35200 SH CALL DEFINED 14,15,23 35200 0 0 CONSTELLATION BRANDS CL A 21036P108 618 21300 SH PUT DEFINED 14,15,23 21300 0 0 CONSTELLATION BRANDS CL A 21036P108 31563 1087639 SH DEFINED 15,23,24 854165 0 233474 CONSTELLATION BRANDS CL A 21036P108 15 500 SH CALL DEFINED 15,23,24 500 0 0 CONSTELLATION BRANDS CL A 21036P108 424 14600 SH DEFINED 30,38 14600 0 0 CONSTELLATION ENERGY COM 210371100 1119 16249 SH DEFINED 6,10 16249 0 0 CONSTELLATION ENERGY COM 210371100 1367 19842 SH DEFINED 6,10,11 18936 0 906 CONSTELLATION ENERGY COM 210371100 164 2375 SH DEFINED 12 2375 0 0 CONSTELLATION ENERGY COM 210371100 9904 143800 SH CALL DEFINED 14,15,23 143800 0 0 CONSTELLATION ENERGY COM 210371100 13691 198800 SH PUT DEFINED 14,15,23 198800 0 0 CONSTELLATION ENERGY COM 210371100 19667 285561 SH DEFINED 15,23,24 204056 0 81504 CONSTELLATION ENERGY COM UNIT LL 21038E101 1868 73270 SH DEFINED 15,23,24 71520 0 1750 CONSUMER PORTFOLIO S COM 210502100 155 23853 SH DEFINED 15,23,24 23853 0 0 CONTINENTAL AIRLS IN NOTE 4.500 210795PD6 56912 54592000 PRN DEFINED 15,23,24 54592000 0 0 CONTINENTAL AIRLS IN NOTE 5.000 210795PJ3 8738 3972000 PRN DEFINED 15,23,24 3972000 0 0 CONTINENTAL AIRLS IN CL B 210795308 72 1746 SH DEFINED 6,10 1746 0 0 CONTINENTAL AIRLS IN CL B 210795308 282 6845 SH DEFINED 12 6845 0 0 CONTINENTAL AIRLS IN CL B 210795308 22946 556267 SH DEFINED 14,15,23 556267 0 0 CONTINENTAL AIRLS IN CL B 210795308 26953 653400 SH CALL DEFINED 14,15,23 653400 0 0 CONTINENTAL AIRLS IN CL B 210795308 61149 1482400 SH PUT DEFINED 14,15,23 1482400 0 0 CONTINENTAL AIRLS IN CL B 210795308 9452 229129 SH DEFINED 15,23,24 211054 0 18075 CONTINENTAL AIRLS IN CL B 210795308 4129 100100 SH CALL DEFINED 15,23,24 100100 0 0 CONTINENTAL AIRLS IN CL B 210795308 27353 663100 SH PUT DEFINED 15,23,24 663100 0 0 CONTINENTAL AIRLS IN CL B 210795308 1497 36300 SH DEFINED 30,38 36300 0 0 CONVERGYS CORP COM 212485106 327 13770 SH DEFINED 6,10 13770 0 0 CONVERGYS CORP COM 212485106 439 18450 SH DEFINED 6,10,11 18450 0 0 CONVERGYS CORP COM 212485106 3 137 SH DEFINED 12 137 0 0 CONVERGYS CORP COM 212485106 1396 58721 SH DEFINED 15,23,24 53823 0 4898 CONVERGYS CORP COM 212485106 778 32700 SH DEFINED 30,38 32700 0 0 COOPER CAMERON CORP DBCV 1.500 216640AE2 3 2000 PRN DEFINED 12 2000 0 0 COOPER CAMERON CORP DBCV 1.500 216640AE2 4822 3002000 PRN DEFINED 15,23,24 3002000 0 0 COOPER COS INC COM NEW 216648402 499 11216 SH DEFINED 6,10 11216 0 0 COOPER COS INC COM NEW 216648402 15 348 SH DEFINED 12 348 0 0 COOPER COS INC COM NEW 216648402 5095 114500 SH CALL DEFINED 14,15,23 114500 0 0 COOPER COS INC COM NEW 216648402 2795 62800 SH PUT DEFINED 14,15,23 62800 0 0 COOPER COS INC COM NEW 216648402 7536 169344 SH DEFINED 15,23,24 152475 0 16869 COOPER TIRE & RUBR C COM 216831107 5 328 SH DEFINED 3,8 0 0 328 COOPER TIRE & RUBR C COM 216831107 2 147 SH DEFINED 6,10 147 0 0 COOPER TIRE & RUBR C COM 216831107 156 10940 SH DEFINED 12 10940 0 0 COOPER TIRE & RUBR C COM 216831107 3005 210112 SH DEFINED 15,23,24 161620 0 48492 COPANO ENERGY L L C COM UNITS 217202100 1100 18453 SH DEFINED 15,23,24 16653 0 1800 COPART INC COM 217204106 4 140 SH DEFINED 6,10 140 0 0 COPART INC COM 217204106 1032 34405 SH DEFINED 12 34405 0 0 COPART INC COM 217204106 960 32000 SH CALL DEFINED 14,15,23 32000 0 0 COPART INC COM 217204106 1050 35000 SH PUT DEFINED 14,15,23 35000 0 0 COPART INC COM 217204106 1685 56160 SH DEFINED 15,23,24 48032 0 8128 COPART INC COM 217204106 350 11662 SH DEFINED 30,38 11662 0 0 CORINTHIAN COLLEGES COM 218868107 2 175 SH DEFINED 6,10 175 0 0 CORINTHIAN COLLEGES COM 218868107 20 1500 SH DEFINED 12 1500 0 0 CORINTHIAN COLLEGES COM 218868107 2325 170600 SH CALL DEFINED 14,15,23 170600 0 0 CORINTHIAN COLLEGES COM 218868107 1900 139400 SH PUT DEFINED 14,15,23 139400 0 0 CORINTHIAN COLLEGES COM 218868107 475 34835 SH DEFINED 15,23,24 23485 0 11350 CORINTHIAN COLLEGES COM 218868107 3 200 SH CALL DEFINED 15,23,24 200 0 0 CORINTHIAN COLLEGES COM 218868107 174 12788 SH DEFINED 29 12788 0 0 CORINTHIAN COLLEGES COM 218868107 114 8394 SH DEFINED 30,38 8394 0 0 CORN PRODS INTL INC COM 219023108 652 18875 SH DEFINED 6,10 18875 0 0 CORN PRODS INTL INC COM 219023108 161 4655 SH DEFINED 12 4655 0 0 CORN PRODS INTL INC COM 219023108 13610 394021 SH DEFINED 15,23,24 312379 0 81642 CORN PRODS INTL INC COM 219023108 10 300 SH CALL DEFINED 15,23,24 300 0 0 CORN PRODS INTL INC COM 219023108 117 3400 SH DEFINED 29 3400 0 0 CORN PRODS INTL INC COM 219023108 562 16270 SH DEFINED 30,38 16270 0 0 CORNELL COMPANIES IN COM 219141108 160 8755 SH DEFINED 15,23,24 8455 0 300 CORNELL COMPANIES IN COM 219141108 4152 226500 SH DEFINED 30,38 226500 0 0 CORNERSTONE STRATEGI COM 21924B104 141 16647 SH DEFINED 15,23,24 12554 0 4092 CORNING INC COM 219350105 42853 2290372 SH DEFINED 6,10 2290372 0 0 CORNING INC COM 219350105 3742 200000 SH PUT DEFINED 6,10 200000 0 0 CORNING INC COM 219350105 10 525 SH DEFINED 6,10,11 525 0 0 CORNING INC COM 219350105 1189 63571 SH DEFINED 12 63571 0 0 CORNING INC COM 219350105 10569 564889 SH DEFINED 14,15,23 564889 0 0 CORNING INC COM 219350105 11308 604400 SH CALL DEFINED 14,15,23 604400 0 0 CORNING INC COM 219350105 19292 1031100 SH PUT DEFINED 14,15,23 1031100 0 0 CORNING INC COM 219350105 22689 1212655 SH DEFINED 15,23,24 914523 0 298132 CORNING INC COM 219350105 137 7313 SH DEFINED 15,18,23,25,26 7313 0 0 CORNING INC COM 219350105 451 24100 SH DEFINED 29 24100 0 0 CORNING INC COM 219350105 2905 155260 SH DEFINED 30,38 155260 0 0 CORPORATE EXECUTIVE COM 21988R102 6 70 SH DEFINED 6,10 70 0 0 CORPORATE EXECUTIVE COM 21988R102 427 4870 SH DEFINED 12 4870 0 0 CORPORATE EXECUTIVE COM 21988R102 934 10645 SH DEFINED 15,23,24 10298 0 347 CORPORATE EXECUTIVE COM 21988R102 250 2850 SH DEFINED 29 2850 0 0 CORPORATE OFFICE PPT SH BEN INT 22002T108 15 300 SH DEFINED 6,10,11 300 0 0 CORPORATE OFFICE PPT SH BEN INT 22002T108 46 917 SH DEFINED 12 917 0 0 CORPORATE OFFICE PPT SH BEN INT 22002T108 934 18500 SH DEFINED 13,30 18500 0 0 CORPORATE OFFICE PPT SH BEN INT 22002T108 477 9445 SH DEFINED 15,23,24 4735 0 4710 CORPORATE OFFICE PPT SH BEN INT 22002T108 273 5400 SH DEFINED 30,38 5400 0 0 CORRECTIONS CORP AME COM NEW 22025Y407 4 97 SH DEFINED 6,10 97 0 0 CORRECTIONS CORP AME COM NEW 22025Y407 92 2036 SH DEFINED 12 2036 0 0 CORRECTIONS CORP AME COM NEW 22025Y407 2966 65572 SH DEFINED 15,23,24 55288 0 10284 CORRECTIONS CORP AME COM NEW 22025Y407 540 11950 SH DEFINED 30,38 11950 0 0 CORTEX PHARMACEUTICA COM NEW 220524300 13 10550 SH DEFINED 15,23,24 6000 0 4550 CORTS TR VI IBM DEB CTF CAL 6.3 22080F202 204 7975 SH DEFINED 15,23,24 5975 0 2000 CORUS GROUP PLC SPONSORED A 22087M101 258 12436 SH DEFINED 15,23,24 12436 0 0 CORUS GROUP PLC SPONSORED A 22087M101 9 422 SH DEFINED 15,18,23,25,28 422 0 0 CORUS BANKSHARES INC COM 220873103 8 330 SH DEFINED 6,10 330 0 0 CORUS BANKSHARES INC COM 220873103 94 4091 SH DEFINED 12 4091 0 0 CORUS BANKSHARES INC COM 220873103 1230 53314 SH DEFINED 15,23,24 44359 0 8955 CORVEL CORP COM 221006109 28 588 SH DEFINED 12 588 0 0 CORVEL CORP COM 221006109 186 3908 SH DEFINED 15,23,24 3908 0 0 COST PLUS INC CALIF COM 221485105 57 5562 SH DEFINED 6,10 5562 0 0 COST PLUS INC CALIF COM 221485105 466 45203 SH DEFINED 15,23,24 45203 0 0 COST PLUS INC CALIF COM 221485105 185 18000 SH PUT DEFINED 15,23,24 18000 0 0 COSTCO WHSL CORP NEW COM 22160K105 2535 47955 SH DEFINED 6,10 47955 0 0 COSTCO WHSL CORP NEW COM 22160K105 30 576 SH DEFINED 6,10,11 576 0 0 COSTCO WHSL CORP NEW COM 22160K105 1125 21277 SH DEFINED 12 21277 0 0 COSTCO WHSL CORP NEW COM 22160K105 5642 106715 SH DEFINED 14,15,23 106715 0 0 COSTCO WHSL CORP NEW COM 22160K105 16892 319500 SH CALL DEFINED 14,15,23 319500 0 0 COSTCO WHSL CORP NEW COM 22160K105 13635 257900 SH PUT DEFINED 14,15,23 257900 0 0 COSTCO WHSL CORP NEW COM 22160K105 58228 1101341 SH DEFINED 15,23,24 898859 0 202482 COSTCO WHSL CORP NEW COM 22160K105 63 1200 SH CALL DEFINED 15,23,24 1200 0 0 COSTCO WHSL CORP NEW COM 22160K105 9992 189000 SH PUT DEFINED 15,23,24 189000 0 0 COSTCO WHSL CORP NEW COM 22160K105 794 15021 SH DEFINED 15,18,23,25,26 15021 0 0 COSTCO COMPANIES INC NOTE 22160QAC6 34 28000 PRN DEFINED 12 28000 0 0 COSTCO COMPANIES INC NOTE 22160QAC6 32 27000 PRN DEFINED 15,23,24 27000 0 0 COTT CORP QUE COM 22163N106 14 987 SH DEFINED 6,10 987 0 0 COTT CORP QUE COM 22163N106 7 502 SH DEFINED 6,10,11 502 0 0 COTT CORP QUE COM 22163N106 53 3681 SH DEFINED 12 3681 0 0 COTT CORP QUE COM 22163N106 173 12084 SH DEFINED 15,23,24 11656 0 428 COTHERIX INC COM 22163T103 7677 569079 SH DEFINED 15,23,24 569079 0 0 COTHERIX INC COM 22163T103 675 50000 SH DEFINED 30,38 50000 0 0 COUNTRYWIDE FINANCIA COM 222372104 3050 71847 SH DEFINED 6,10 71847 0 0 COUNTRYWIDE FINANCIA COM 222372104 925 21799 SH DEFINED 6,10,11 21799 0 0 COUNTRYWIDE FINANCIA COM 222372104 1043 24581 SH DEFINED 12 24581 0 0 COUNTRYWIDE FINANCIA COM 222372104 13126 309200 SH CALL DEFINED 14,15,23 309200 0 0 COUNTRYWIDE FINANCIA COM 222372104 22549 531200 SH PUT DEFINED 14,15,23 531200 0 0 COUNTRYWIDE FINANCIA COM 222372104 14419 339668 SH DEFINED 15,23,24 267055 0 72613 COUNTRYWIDE FINANCIA COM 222372104 4245 100000 SH CALL DEFINED 15,23,24 100000 0 0 COUNTRYWIDE FINANCIA COM 222372104 2067 48700 SH PUT DEFINED 15,23,24 47700 0 1000 COUNTRYWIDE FINANCIA COM 222372104 161 3800 SH DEFINED 15,18,23,25,26 3800 0 0 COURIER CORP COM 222660102 604 15497 SH DEFINED 15,23,24 8197 0 7300 COUSINS PPTYS INC COM 222795106 2042 57900 SH DEFINED 13,30 57900 0 0 COUSINS PPTYS INC COM 222795106 1606 45522 SH DEFINED 15,23,24 44360 0 1162 COUSINS PPTYS INC COM 222795106 314 8900 SH DEFINED 30,38 8900 0 0 COVAD COMMUNICATIONS DBCV 3.000 222814AR6 3124 3500000 PRN DEFINED 30,38 3500000 0 0 COVAD COMMUNICATIONS COM 222814204 15 10522 SH DEFINED 15,23,24 9761 0 761 COVANCE INC COM 222816100 2054 34874 SH DEFINED 6,10 34874 0 0 COVANCE INC COM 222816100 9 150 SH DEFINED 6,10,11 150 0 0 COVANCE INC COM 222816100 121 2059 SH DEFINED 12 2059 0 0 COVANCE INC COM 222816100 5535 93951 SH DEFINED 15,23,24 70418 0 23533 COVANTA HLDG CORP COM 22282E102 22040 1000000 SH DEFINED 6,10 1000000 0 0 COVANTA HLDG CORP COM 22282E102 18 829 SH DEFINED 12 829 0 0 COVANTA HLDG CORP COM 22282E102 245 11101 SH DEFINED 14,15,23 11101 0 0 COVANTA HLDG CORP COM 22282E102 1303 59100 SH CALL DEFINED 14,15,23 59100 0 0 COVANTA HLDG CORP COM 22282E102 447 20300 SH PUT DEFINED 14,15,23 20300 0 0 COVANTA HLDG CORP COM 22282E102 1197 54310 SH DEFINED 15,23,24 42535 0 11775 COVANTA HLDG CORP COM 22282E102 558 25300 SH DEFINED 30,38 25300 0 0 COVENTRY HEALTH CARE COM 222862104 7293 145709 SH DEFINED 6,10 145709 0 0 COVENTRY HEALTH CARE COM 222862104 1148 22939 SH DEFINED 6,10,11 22364 0 575 COVENTRY HEALTH CARE COM 222862104 145 2891 SH DEFINED 12 2891 0 0 COVENTRY HEALTH CARE COM 222862104 7913 158100 SH CALL DEFINED 14,15,23 158100 0 0 COVENTRY HEALTH CARE COM 222862104 10215 204100 SH PUT DEFINED 14,15,23 204100 0 0 COVENTRY HEALTH CARE COM 222862104 17545 350547 SH DEFINED 15,23,24 290114 0 60433 COVENTRY HEALTH CARE COM 222862104 676 13515 SH DEFINED 30,38 13515 0 0 COX RADIO INC CL A 224051102 72 4400 SH DEFINED 12 4400 0 0 COX RADIO INC CL A 224051102 319 19600 SH DEFINED 15,23,24 19600 0 0 COX RADIO INC CL A 224051102 246 15100 SH DEFINED 30,38 15100 0 0 CRANE CO COM 224399105 15 414 SH DEFINED 3,8 0 0 414 CRANE CO COM 224399105 4 113 SH DEFINED 6,10 113 0 0 CRANE CO COM 224399105 100 2723 SH DEFINED 12 2723 0 0 CRANE CO COM 224399105 132 3599 SH DEFINED 14,15,23 3599 0 0 CRANE CO COM 224399105 509 13900 SH CALL DEFINED 14,15,23 13900 0 0 CRANE CO COM 224399105 385 10500 SH PUT DEFINED 14,15,23 10500 0 0 CRANE CO COM 224399105 444 12117 SH DEFINED 15,23,24 11817 0 300 CRANE CO COM 224399105 70 1900 SH DEFINED 29 1900 0 0 CRANE CO COM 224399105 224 6120 SH DEFINED 30,38 6120 0 0 CREDIT SUISSE ASSET COM 224916106 583 133189 SH DEFINED 15,23,24 90983 0 42206 CRAY INC COM NEW 225223304 51 4300 SH CALL DEFINED 14,15,23 4300 0 0 CRAY INC COM NEW 225223304 74 6200 SH PUT DEFINED 14,15,23 6200 0 0 CRAY INC COM NEW 225223304 4 343 SH DEFINED 15,23,24 343 0 0 CRAY INC COM NEW 225223304 1 53 SH DEFINED 30,38 53 0 0 CREDENCE SYS CORP NOTE 1.500 225302AF5 936 1000000 PRN DEFINED 15,23,24 1000000 0 0 CREDENCE SYS CORP COM 225302108 50 9618 SH DEFINED 14,15,23 9618 0 0 CREDENCE SYS CORP COM 225302108 377 72500 SH CALL DEFINED 14,15,23 72500 0 0 CREDENCE SYS CORP COM 225302108 228 43900 SH PUT DEFINED 14,15,23 43900 0 0 CREDENCE SYS CORP COM 225302108 96 18396 SH DEFINED 15,23,24 15756 0 2640 CREDIT SUISSE GROUP SPONSORED A 225401108 4575 65500 SH CALL DEFINED 6,10 65500 0 0 CREDIT SUISSE GROUP SPONSORED A 225401108 3 39 SH DEFINED 6,10,11 39 0 0 CREDIT SUISSE GROUP SPONSORED A 225401108 1214 17373 SH DEFINED 12 17373 0 0 CREDIT SUISSE GROUP SPONSORED A 225401108 5804 83093 SH DEFINED 15,23,24 71706 0 11387 CREE INC COM 225447101 23 1315 SH DEFINED 6,10 1315 0 0 CREE INC COM 225447101 16 900 SH DEFINED 6,10,11 900 0 0 CREE INC COM 225447101 56 3244 SH DEFINED 12 3244 0 0 CREE INC COM 225447101 1252 72266 SH DEFINED 14,15,23 72266 0 0 CREE INC COM 225447101 4657 268900 SH CALL DEFINED 14,15,23 268900 0 0 CREE INC COM 225447101 4697 271200 SH PUT DEFINED 14,15,23 271200 0 0 CREE INC COM 225447101 33315 1923522 SH DEFINED 15,23,24 1750085 0 173437 CREE INC COM 225447101 69 4000 SH CALL DEFINED 15,23,24 4000 0 0 CREE INC COM 225447101 385 22247 SH DEFINED 30,38 22247 0 0 CRESCENT FINL CORP COM 225744101 180 14096 SH DEFINED 15,23,24 14096 0 0 CRESCENT REAL ESTATE COM 225756105 283 14350 SH DEFINED 6,10,11 14350 0 0 CRESCENT REAL ESTATE COM 225756105 9 455 SH DEFINED 12 455 0 0 CRESCENT REAL ESTATE COM 225756105 5042 255294 SH DEFINED 15,23,24 193451 0 61843 CRESCENT REAL ESTATE COM 225756105 196 9900 SH DEFINED 30,38 9900 0 0 CRESCENT REAL ESTATE PFD CV A 6. 225756204 2530 115630 SH DEFINED 15,23,24 99620 0 16010 CRESUD S A C I F Y A SPONSORED A 226406106 190 10998 SH DEFINED 15,23,24 10998 0 0 CRITICARE SYS INC COM 226901106 0 91 SH DEFINED 15,23,24 0 0 91 CRITICARE SYS INC COM 226901106 90 30000 SH DEFINED 30,38 30000 0 0 CROCS INC COM 227046109 370 8557 SH DEFINED 6,10 8557 0 0 CROCS INC COM 227046109 5 118 SH DEFINED 12 118 0 0 CROCS INC COM 227046109 13936 322600 SH CALL DEFINED 14,15,23 322600 0 0 CROCS INC COM 227046109 13124 303800 SH PUT DEFINED 14,15,23 303800 0 0 CROCS INC COM 227046109 1415 32766 SH DEFINED 15,23,24 26730 0 6036 CROSS CTRY HEALTHCAR COM 227483104 1 26 SH DEFINED 3,8 0 0 26 CROSS CTRY HEALTHCAR COM 227483104 120 5481 SH DEFINED 6,10 5481 0 0 CROSS CTRY HEALTHCAR COM 227483104 6458 295982 SH DEFINED 15,23,24 293672 0 2310 CROSSTEX ENERGY INC COM 22765Y104 485 15315 SH DEFINED 15,23,24 12450 0 2865 CROWN CASTLE INTL CO COM 228227104 328 10153 SH DEFINED 6,10 10153 0 0 CROWN CASTLE INTL CO COM 228227104 6448 199623 SH DEFINED 12 199623 0 0 CROWN CASTLE INTL CO COM 228227104 1005 31100 SH DEFINED 14,15,23 31100 0 0 CROWN CASTLE INTL CO COM 228227104 924 28600 SH CALL DEFINED 14,15,23 28600 0 0 CROWN CASTLE INTL CO COM 228227104 3446 106700 SH PUT DEFINED 14,15,23 106700 0 0 CROWN CASTLE INTL CO COM 228227104 2451 75870 SH DEFINED 15,23,24 66174 0 9696 CROWN CASTLE INTL CO COM 228227104 507 15700 SH PUT DEFINED 15,23,24 13900 0 1800 CROWN CASTLE INTL CO COM 228227104 517 16000 SH DEFINED 30,38 16000 0 0 CROWN HOLDINGS INC COM 228368106 6 294 SH DEFINED 6,10 294 0 0 CROWN HOLDINGS INC COM 228368106 122 5839 SH DEFINED 12 5839 0 0 CROWN HOLDINGS INC COM 228368106 4464 213400 SH CALL DEFINED 14,15,23 213400 0 0 CROWN HOLDINGS INC COM 228368106 2439 116600 SH PUT DEFINED 14,15,23 116600 0 0 CROWN HOLDINGS INC COM 228368106 12098 578301 SH DEFINED 15,23,24 512889 0 65412 CROWN HOLDINGS INC COM 228368106 347 16600 SH CALL DEFINED 15,23,24 16600 0 0 CROWN HOLDINGS INC COM 228368106 975 46600 SH DEFINED 30,38 46600 0 0 CRUCELL N V SPONSORED A 228769105 1050 41200 SH CALL DEFINED 14,15,23 41200 0 0 CRUCELL N V SPONSORED A 228769105 13 500 SH PUT DEFINED 14,15,23 500 0 0 CRUCELL N V SPONSORED A 228769105 119 4656 SH DEFINED 15,23,24 4656 0 0 CRYOLIFE INC COM 228903100 43 5644 SH DEFINED 6,10 5644 0 0 CRYOLIFE INC COM 228903100 1 131 SH DEFINED 12 131 0 0 CRYOLIFE INC COM 228903100 7978 1042885 SH DEFINED 15,23,24 843335 0 199550 CRYOLIFE INC PFD CV 6% 228903209 977 17070 SH DEFINED 15,23,24 16720 0 350 CRYSTALLEX INTL CORP COM 22942F101 233 64296 SH DEFINED 14,15,23 64296 0 0 CRYSTALLEX INTL CORP COM 22942F101 994 274700 SH CALL DEFINED 14,15,23 274700 0 0 CRYSTALLEX INTL CORP COM 22942F101 825 227900 SH PUT DEFINED 14,15,23 227900 0 0 CRYSTALLEX INTL CORP COM 22942F101 19 5237 SH DEFINED 15,23,24 4737 0 500 CTRIP COM INTL LTD ADR 22943F100 14 217 SH DEFINED 12 217 0 0 CTRIP COM INTL LTD ADR 22943F100 3077 49335 SH DEFINED 15,23,24 35976 0 13359 CTRIP COM INTL LTD ADR 22943F100 26 415 SH DEFINED 30,38 415 0 0 CUBIC CORP COM 229669106 85 3904 SH DEFINED 6,10 3904 0 0 CUBIC CORP COM 229669106 14 637 SH DEFINED 12 637 0 0 CUBIC CORP COM 229669106 389 17932 SH DEFINED 15,23,24 8426 0 9506 CUBIST PHARMACEUTICA NOTE 2.250 229678AC1 3615 4000000 PRN DEFINED 15,23,24 4000000 0 0 CUBIST PHARMACEUTICA COM 229678107 447 24710 SH DEFINED 6,10 24710 0 0 CUBIST PHARMACEUTICA COM 229678107 3 170 SH DEFINED 12 170 0 0 CUBIST PHARMACEUTICA COM 229678107 1719 94900 SH CALL DEFINED 14,15,23 94900 0 0 CUBIST PHARMACEUTICA COM 229678107 1313 72500 SH PUT DEFINED 14,15,23 72500 0 0 CUBIST PHARMACEUTICA COM 229678107 668 36862 SH DEFINED 15,23,24 35365 0 1497 CUBIST PHARMACEUTICA COM 229678107 2445 135000 SH CALL DEFINED 15,23,24 135000 0 0 CUBIST PHARMACEUTICA COM 229678107 163 9000 SH DEFINED 29 9000 0 0 CUBIST PHARMACEUTICA COM 229678107 551 30408 SH DEFINED 30,38 30408 0 0 CULLEN FROST BANKERS COM 229899109 769 13775 SH DEFINED 3,8 0 0 13775 CULLEN FROST BANKERS COM 229899109 0 6 SH DEFINED 6,10 6 0 0 CULLEN FROST BANKERS COM 229899109 532 9530 SH DEFINED 6,10,11 9530 0 0 CULLEN FROST BANKERS COM 229899109 74 1330 SH DEFINED 12 1330 0 0 CULLEN FROST BANKERS COM 229899109 470 8425 SH DEFINED 15,23,24 8254 0 171 CULLEN FROST BANKERS COM 229899109 128 2300 SH DEFINED 30,38 2300 0 0 CUMMINS INC COM 231021106 532 4500 SH DEFINED 3,8 0 0 4500 CUMMINS INC COM 231021106 2532 21425 SH DEFINED 6,10 21425 0 0 CUMMINS INC COM 231021106 3 25 SH DEFINED 6,10,11 25 0 0 CUMMINS INC COM 231021106 15458 130800 SH CALL DEFINED 14,15,23 130800 0 0 CUMMINS INC COM 231021106 21284 180100 SH PUT DEFINED 14,15,23 180100 0 0 CUMMINS INC COM 231021106 14033 118744 SH DEFINED 15,23,24 103284 0 15459 CUMMINS INC COM 231021106 18365 155400 SH CALL DEFINED 15,23,24 155400 0 0 CUMMINS INC COM 231021106 909 7690 SH DEFINED 30,38 7690 0 0 CUMULUS MEDIA INC CL A 231082108 71 6800 SH DEFINED 12 6800 0 0 CUMULUS MEDIA INC CL A 231082108 108 10367 SH DEFINED 15,23,24 10367 0 0 CURAGEN CORP SDCV 6.000 23126RAC5 10604 10765000 PRN DEFINED 15,23,24 10765000 0 0 CURAGEN CORP NOTE 4.000 23126RAE1 770 913000 PRN DEFINED 15,23,24 913000 0 0 CURIS INC COM 231269101 79 62725 SH DEFINED 15,23,24 62225 0 500 CURIS INC COM 231269101 132 105000 SH DEFINED 30,38 105000 0 0 CURRENCYSHS BRIT POU BRIT POUND 23129S106 5381 27382 SH DEFINED 15,23,24 20718 0 6664 CURRENCYSHARES AUSTR AUSTRALIAN 23129U101 2554 32158 SH DEFINED 15,23,24 17449 0 14709 CURRENCYSHARES SWISS SWISS FRANC 23129V109 2783 33881 SH DEFINED 15,23,24 32278 0 1603 CURRENCYSHARES CDN D CDN DOLLAR 23129X105 640 7445 SH DEFINED 15,23,24 6841 0 604 CURRENCY SHARES EURO EURO SHS 23130C108 810 6121 SH DEFINED 12 6121 0 0 CURRENCY SHARES EURO EURO SHS 23130C108 27070 204596 SH DEFINED 15,23,24 174345 0 30251 CURTISS WRIGHT CORP COM 231561101 414 11165 SH DEFINED 6,10 11165 0 0 CURTISS WRIGHT CORP COM 231561101 102 2764 SH DEFINED 6,10,11 2764 0 0 CURTISS WRIGHT CORP COM 231561101 8 215 SH DEFINED 12 215 0 0 CURTISS WRIGHT CORP COM 231561101 493 13288 SH DEFINED 15,23,24 12088 0 1200 CURTISS WRIGHT CORP COM 231561101 67 1800 SH DEFINED 29 1800 0 0 CURTISS WRIGHT CORP COM 231561101 22 600 SH DEFINED 30,38 600 0 0 CUTERA INC COM 232109108 130 4816 SH DEFINED 15,23,24 3791 0 1025 CUTERA INC COM 232109108 251 9300 SH DEFINED 29 9300 0 0 CYBERONICS INC COM 23251P102 113 5451 SH DEFINED 6,10 5451 0 0 CYBERONICS INC COM 23251P102 42 2015 SH DEFINED 12 2015 0 0 CYBERONICS INC COM 23251P102 2223 107700 SH CALL DEFINED 14,15,23 107700 0 0 CYBERONICS INC COM 23251P102 1600 77500 SH PUT DEFINED 14,15,23 77500 0 0 CYBERONICS INC COM 23251P102 11 522 SH DEFINED 15,23,24 272 0 250 CYBEROPTICS CORP COM 232517102 3390 267144 SH DEFINED 15,23,24 182269 0 84875 CYMER INC COM 232572107 427 9715 SH DEFINED 6,10 9715 0 0 CYMER INC COM 232572107 90 2053 SH DEFINED 12 2053 0 0 CYMER INC COM 232572107 21 487 SH DEFINED 14,15,23 487 0 0 CYMER INC COM 232572107 2584 58800 SH CALL DEFINED 14,15,23 58800 0 0 CYMER INC COM 232572107 3775 85900 SH PUT DEFINED 14,15,23 85900 0 0 CYMER INC COM 232572107 1420 32316 SH DEFINED 15,23,24 32183 0 133 CYMER INC COM 232572107 167 3800 SH DEFINED 29 3800 0 0 CYPRESS SEMICONDUCTO NOTE 1.250 232806AH2 36 29000 PRN DEFINED 12 29000 0 0 CYPRESS SEMICONDUCTO NOTE 1.250 232806AH2 8440 6772000 PRN DEFINED 15,23,24 6772000 0 0 CYPRESS SEMICONDUCTO COM 232806109 32 1918 SH DEFINED 6,10 1918 0 0 CYPRESS SEMICONDUCTO COM 232806109 8 466 SH DEFINED 12 466 0 0 CYPRESS SEMICONDUCTO COM 232806109 20877 1237500 SH CALL DEFINED 14,15,23 1237500 0 0 CYPRESS SEMICONDUCTO COM 232806109 5751 340900 SH PUT DEFINED 14,15,23 340900 0 0 CYPRESS SEMICONDUCTO COM 232806109 15474 917263 SH DEFINED 15,23,24 898583 0 18680 CYPRESS SEMICONDUCTO COM 232806109 5714 338700 SH CALL DEFINED 15,23,24 338700 0 0 CYPRESS SEMICONDUCTO COM 232806109 11311 670500 SH PUT DEFINED 15,23,24 670500 0 0 CYPRESS SEMICONDUCTO COM 232806109 5103 302500 SH DEFINED 30,38 302500 0 0 CYTOKINETICS INC COM 23282W100 20 2610 SH DEFINED 15,23,24 2210 0 400 CYTOKINETICS INC COM 23282W100 411 55000 SH DEFINED 30,38 55000 0 0 CYTEC INDS INC COM 232820100 0 5 SH DEFINED 6,10 5 0 0 CYTEC INDS INC COM 232820100 133 2360 SH DEFINED 12 2360 0 0 CYTEC INDS INC COM 232820100 771 13635 SH DEFINED 15,23,24 10458 0 3177 CYTEC INDS INC COM 232820100 114 2010 SH DEFINED 29 2010 0 0 CYTORI THERAPEUTICS COM 23283K105 72 11000 SH DEFINED 15,23,24 11000 0 0 CYTYC CORP COM 232946103 0 13 SH DEFINED 6,10 13 0 0 CYTYC CORP COM 232946103 103 3648 SH DEFINED 12 3648 0 0 CYTYC CORP COM 232946103 1954 69059 SH DEFINED 15,23,24 58390 0 10669 CYTYC CORP COM 232946103 338 11960 SH DEFINED 30,38 11960 0 0 DCP MIDSTREAM PARTNE COM UT LTD 23311P100 9229 267124 SH DEFINED 15,23,24 239378 0 27746 DCT INDUSTRIAL TRUST COM 233153105 3776 320000 SH DEFINED 13,30 320000 0 0 DCT INDUSTRIAL TRUST COM 233153105 47 4000 SH DEFINED 15,23,24 4000 0 0 DJO INCORPORATED COM 23325G104 249 5807 SH DEFINED 6,10 5807 0 0 DJO INCORPORATED COM 23325G104 1149 26843 SH DEFINED 15,23,24 14633 0 12210 DNP SELECT INCOME FD COM 23325P104 105 9694 SH DEFINED 6,10 9694 0 0 DNP SELECT INCOME FD COM 23325P104 1621 149778 SH DEFINED 15,23,24 111495 0 38283 DPL INC COM 233293109 0 14 SH DEFINED 6,10 14 0 0 DPL INC COM 233293109 14 500 SH DEFINED 6,10,11 500 0 0 DPL INC COM 233293109 243 8759 SH DEFINED 12 8759 0 0 DPL INC COM 233293109 2719 97859 SH DEFINED 15,23,24 85186 0 12672 DPL INC COM 233293109 594 21380 SH DEFINED 30,38 21380 0 0 DRS TECHNOLOGIES INC COM 23330X100 16 312 SH DEFINED 3,8 0 0 312 DRS TECHNOLOGIES INC COM 23330X100 4 69 SH DEFINED 6,10 69 0 0 DRS TECHNOLOGIES INC COM 23330X100 8 150 SH DEFINED 6,10,11 150 0 0 DRS TECHNOLOGIES INC COM 23330X100 929 17633 SH DEFINED 12 17633 0 0 DRS TECHNOLOGIES INC COM 23330X100 2967 56318 SH DEFINED 15,23,24 42753 0 13565 DRS TECHNOLOGIES INC COM 23330X100 129 2450 SH DEFINED 29 2450 0 0 D R HORTON INC COM 23331A109 1108 41814 SH DEFINED 6,10 41814 0 0 D R HORTON INC COM 23331A109 4 133 SH DEFINED 6,10,11 133 0 0 D R HORTON INC COM 23331A109 16 607 SH DEFINED 12 607 0 0 D R HORTON INC COM 23331A109 4017 151639 SH DEFINED 14,15,23 151639 0 0 D R HORTON INC COM 23331A109 19596 739737 SH CALL DEFINED 14,15,23 739737 0 0 D R HORTON INC COM 23331A109 39728 1499742 SH PUT DEFINED 14,15,23 1499742 0 0 D R HORTON INC COM 23331A109 27933 1054470 SH DEFINED 15,23,24 940450 0 114020 D R HORTON INC COM 23331A109 16 600 SH CALL DEFINED 15,23,24 600 0 0 D R HORTON INC COM 23331A109 37 1400 SH PUT DEFINED 15,23,24 1400 0 0 D R HORTON INC COM 23331A109 2889 109070 SH DEFINED 30,38 109070 0 0 DSP GROUP INC COM 23332B106 159 7322 SH DEFINED 6,10 7322 0 0 DSP GROUP INC COM 23332B106 25 1135 SH DEFINED 12 1135 0 0 DSP GROUP INC COM 23332B106 19 877 SH DEFINED 15,23,24 877 0 0 DST SYS INC DEL DBCV 3.625 233326AD9 140 105000 PRN DEFINED 12 105000 0 0 DST SYS INC DEL DBCV 3.625 233326AD9 15 11000 PRN DEFINED 15,23,24 11000 0 0 DST SYS INC DEL COM 233326107 202 3224 SH DEFINED 6,10 3224 0 0 DST SYS INC DEL COM 233326107 216 3447 SH DEFINED 12 3447 0 0 DST SYS INC DEL COM 233326107 24423 389957 SH DEFINED 15,23,24 379083 0 10874 DTE ENERGY CO COM 233331107 780 16110 SH DEFINED 6,10 16110 0 0 DTE ENERGY CO COM 233331107 91 1882 SH DEFINED 6,10,11 1882 0 0 DTE ENERGY CO COM 233331107 2227 46005 SH DEFINED 12 46005 0 0 DTE ENERGY CO COM 233331107 8839 182594 SH DEFINED 15,23,24 135020 0 47574 DTE ENERGY CO COM 233331107 576 11900 SH DEFINED 29 11900 0 0 DTF TAX-FREE INCOME COM 23334J107 558 36801 SH DEFINED 15,23,24 31801 0 5000 DTS INC COM 23335C101 1302 53841 SH DEFINED 15,23,24 49441 0 4400 DWS MULTI MKT INCOME SHS 23338L108 181 16993 SH DEFINED 15,23,24 10363 0 6630 DWS GLOBAL HIGH INCO COM 23338W104 688 77714 SH DEFINED 15,23,24 69687 0 8026 DWS GLOBAL HIGH INCO COM 23338W104 97 11000 SH DEFINED 15,18,23,25,26 11000 0 0 DWS RREEF REAL ESTAT COM 23338X102 632 32696 SH DEFINED 15,23 32696 0 0 DWS RREEF REAL ESTAT COM 23338X102 1074 55586 SH DEFINED 15,23,24 36059 0 19527 DWS RREEF REAL ESTAT COM 23338X102 543 28100 SH DEFINED 15,18,23,25,26 28100 0 0 DWS GLOBAL COMMODITI COM 23338Y100 621 39407 SH DEFINED 6,10,11 39407 0 0 DWS GLOBAL COMMODITI COM 23338Y100 1109 70370 SH DEFINED 15,23,24 60416 0 9954 DWS RREEF REAL ESTAT COM 233384106 0 14 SH DEFINED 6,10,11 14 0 0 DWS RREEF REAL ESTAT COM 233384106 816 32353 SH DEFINED 15,23,24 29168 0 3185 DWS RREEF REAL ESTAT COM 233384106 101 4000 SH DEFINED 15,18,23,25,26 4000 0 0 DADE BEHRING HLDGS I COM 23342J206 314 7900 SH DEFINED 3,8 0 0 7900 DADE BEHRING HLDGS I COM 23342J206 3 69 SH DEFINED 12 69 0 0 DADE BEHRING HLDGS I COM 23342J206 36 907 SH DEFINED 15,23,24 497 0 410 DADE BEHRING HLDGS I COM 23342J206 1791 45000 SH DEFINED 30,38 45000 0 0 DAKTRONICS INC COM 234264109 295 8004 SH DEFINED 6,10 8004 0 0 DAKTRONICS INC COM 234264109 36 968 SH DEFINED 12 968 0 0 DAKTRONICS INC COM 234264109 2111 57298 SH DEFINED 15,23,24 46216 0 11082 DANAHER CORP DEL NOTE 235851AF9 336 316000 PRN DEFINED 12 316000 0 0 DANAHER CORP DEL NOTE 235851AF9 362 341000 PRN DEFINED 15,23,24 341000 0 0 DANAHER CORP DEL COM 235851102 9649 133198 SH DEFINED 6,10 133198 0 0 DANAHER CORP DEL COM 235851102 1809 24975 SH DEFINED 6,10,11 24975 0 0 DANAHER CORP DEL COM 235851102 34243 472714 SH DEFINED 12 472714 0 0 DANAHER CORP DEL COM 235851102 669 9231 SH DEFINED 14,15,23 9231 0 0 DANAHER CORP DEL COM 235851102 3187 44000 SH CALL DEFINED 14,15,23 44000 0 0 DANAHER CORP DEL COM 235851102 6244 86200 SH PUT DEFINED 14,15,23 86200 0 0 DANAHER CORP DEL COM 235851102 48935 675527 SH DEFINED 15,23,24 521842 0 153685 DARDEN RESTAURANTS I COM 237194105 4594 114366 SH DEFINED 3,8 0 0 114366 DARDEN RESTAURANTS I COM 237194105 3986 99231 SH DEFINED 6,10 13870 0 85361 DARDEN RESTAURANTS I COM 237194105 12 300 SH DEFINED 6,10,11 300 0 0 DARDEN RESTAURANTS I COM 237194105 20770 517045 SH DEFINED 12 517045 0 0 DARDEN RESTAURANTS I COM 237194105 285 7100 SH CALL DEFINED 14,15,23 7100 0 0 DARDEN RESTAURANTS I COM 237194105 337 8400 SH PUT DEFINED 14,15,23 8400 0 0 DARDEN RESTAURANTS I COM 237194105 1767 43997 SH DEFINED 15,23,24 42461 0 1536 DARDEN RESTAURANTS I COM 237194105 1851 46070 SH DEFINED 30,38 46070 0 0 DARLING INTL INC COM 237266101 185 33580 SH DEFINED 15,23,24 19220 0 14360 DATASCOPE CORP COM 238113104 116 3179 SH DEFINED 6,10 3179 0 0 DATASCOPE CORP COM 238113104 2278 62515 SH DEFINED 6,10,11 62515 0 0 DATASCOPE CORP COM 238113104 96 2636 SH DEFINED 15,23,24 2566 0 70 DATATRAK INTL INC COM 238134100 90 17855 SH DEFINED 15,23,24 17855 0 0 DAVITA INC COM 23918K108 3834 67411 SH DEFINED 6,10 67411 0 0 DAVITA INC COM 23918K108 305 5354 SH DEFINED 12 5354 0 0 DAVITA INC COM 23918K108 35236 619475 SH DEFINED 15,23,24 537233 0 82242 DAVITA INC COM 23918K108 363 6390 SH DEFINED 30,38 6390 0 0 DEAN FOODS CO NEW COM 242370104 528 12485 SH DEFINED 6,10 12485 0 0 DEAN FOODS CO NEW COM 242370104 338 8000 SH DEFINED 6,10,11 8000 0 0 DEAN FOODS CO NEW COM 242370104 44 1044 SH DEFINED 12 1044 0 0 DEAN FOODS CO NEW COM 242370104 3761 88946 SH DEFINED 15,23,24 75957 0 12989 DEARBORN BANCORP INC COM 24242R108 267 14039 SH DEFINED 15,23,24 13186 0 853 DEB SHOPS INC COM 242728103 202 7641 SH DEFINED 15,23,24 7641 0 0 DECKERS OUTDOOR CORP COM 243537107 217 3614 SH DEFINED 6,10 3614 0 0 DECKERS OUTDOOR CORP COM 243537107 55 911 SH DEFINED 12 911 0 0 DECKERS OUTDOOR CORP COM 243537107 320 5342 SH DEFINED 15,23,24 4792 0 550 DECKERS OUTDOOR CORP COM 243537107 2524 42100 SH DEFINED 30,38 42100 0 0 DECODE GENETICS INC NOTE 3.500 243586AB0 3726 5044000 PRN DEFINED 15,23,24 5044000 0 0 DECODE GENETICS INC COM 243586104 74 16254 SH DEFINED 15,23,24 16254 0 0 DEERE & CO COM 244199105 2369 24922 SH DEFINED 6,10 24922 0 0 DEERE & CO COM 244199105 793 8341 SH DEFINED 6,10,11 7941 0 400 DEERE & CO COM 244199105 3266 34353 SH DEFINED 12 34353 0 0 DEERE & CO COM 244199105 15069 158500 SH CALL DEFINED 14,15,23 158500 0 0 DEERE & CO COM 244199105 20183 212300 SH PUT DEFINED 14,15,23 212300 0 0 DEERE & CO COM 244199105 45157 474984 SH DEFINED 15,23,24 353901 0 121082 DEERE & CO COM 244199105 95 1000 SH PUT DEFINED 15,23,24 1000 0 0 DEERE & CO COM 244199105 71 749 SH DEFINED 15,18,23,25,26 749 0 0 DEERE & CO COM 244199105 627 6600 SH DEFINED 29 6600 0 0 DEERFIELD TRIARC CAP COM 244572301 678 40073 SH DEFINED 6,10 40073 0 0 DEERFIELD TRIARC CAP COM 244572301 274 16200 SH DEFINED 12 16200 0 0 DEERFIELD TRIARC CAP COM 244572301 5810 343153 SH DEFINED 15,23,24 294828 0 48325 DEL MONTE FOODS CO COM 24522P103 15 1369 SH DEFINED 3,8 0 0 1369 DEL MONTE FOODS CO COM 24522P103 101 9124 SH DEFINED 6,10 9124 0 0 DEL MONTE FOODS CO COM 24522P103 81 7323 SH DEFINED 6,10,11 7323 0 0 DEL MONTE FOODS CO COM 24522P103 238 21618 SH DEFINED 12 21618 0 0 DEL MONTE FOODS CO COM 24522P103 1451 131558 SH DEFINED 15,23,24 111805 0 19753 DEL MONTE FOODS CO COM 24522P103 563 51000 SH DEFINED 30,38 51000 0 0 DELAWARE INVTS DIV & COM 245915103 388 29358 SH DEFINED 15,23,24 12831 0 16526 DELAWAR INVTS AZ MUN COM 246100101 255 17400 SH DEFINED 15,23,24 17400 0 0 DELAWARE INV CO INS COM 246101109 285 15760 SH DEFINED 12 15760 0 0 DELAWARE INV CO INS COM 246101109 144 7949 SH DEFINED 15,23,24 7949 0 0 DELIA'S INC NEW COM 246911101 110 10533 SH DEFINED 15,23,24 10533 0 0 DELL INC COM 24702R101 196 7830 SH DEFINED 3,8 0 0 7830 DELL INC COM 24702R101 19020 758089 SH DEFINED 6,10 758089 0 0 DELL INC COM 24702R101 3304 131696 SH CALL DEFINED 6,10 131696 0 0 DELL INC COM 24702R101 1152 45931 SH DEFINED 6,10,11 45131 0 800 DELL INC COM 24702R101 4932 196580 SH DEFINED 12 196580 0 0 DELL INC COM 24702R101 11224 447335 SH DEFINED 14,15,23 447335 0 0 DELL INC COM 24702R101 37856 1508800 SH CALL DEFINED 14,15,23 1508800 0 0 DELL INC COM 24702R101 86428 3444700 SH PUT DEFINED 14,15,23 3444700 0 0 DELL INC COM 24702R101 97338 3879549 SH DEFINED 15,23,24 3068455 0 811093 DELL INC COM 24702R101 31360 1249900 SH CALL DEFINED 15,23,24 1249900 0 0 DELL INC COM 24702R101 22333 890100 SH PUT DEFINED 15,23,24 890100 0 0 DELL INC COM 24702R101 4380 174559 SH DEFINED 15,18,23,25,26 174559 0 0 DELL INC COM 24702R101 997 39737 SH DEFINED 30,38 39737 0 0 DELPHI FINL GROUP IN CL A 247131105 440 10874 SH DEFINED 6,10 10874 0 0 DELPHI FINL GROUP IN CL A 247131105 50 1226 SH DEFINED 12 1226 0 0 DELPHI FINL GROUP IN CL A 247131105 184 4547 SH DEFINED 15,23,24 4152 0 395 DELPHI FINL GROUP IN CL A 247131105 83 2050 SH DEFINED 29 2050 0 0 DELPHI FINL GROUP IN CL A 247131105 449 11100 SH DEFINED 30,38 11100 0 0 DELTA & PINE LD CO COM 247357106 371 9183 SH DEFINED 6,10 9183 0 0 DELTA & PINE LD CO COM 247357106 2 56 SH DEFINED 12 56 0 0 DELTA & PINE LD CO COM 247357106 7213 178324 SH DEFINED 15,23,24 178324 0 0 DELTA & PINE LD CO COM 247357106 42473 1050000 SH DEFINED 15,18,23,25,26 1050000 0 0 DELTA & PINE LD CO COM 247357106 5453 134800 SH DEFINED 30,38 134800 0 0 DELTA GALIL INDS LTD SPONSORED A 247637101 1274 140304 SH DEFINED 15,23,24 120154 0 20150 DELTATHREE INC COM 24783N102 41 32607 SH DEFINED 15,23,24 31556 0 1051 DELTIC TIMBER CORP COM 247850100 143 2562 SH DEFINED 6,10 2562 0 0 DELTIC TIMBER CORP COM 247850100 1224 21944 SH DEFINED 15,23,24 18315 0 3629 DELTA PETE CORP COM NEW 247907207 4176 180299 SH DEFINED 14,15,23 180299 0 0 DELTA PETE CORP COM NEW 247907207 5195 224300 SH CALL DEFINED 14,15,23 224300 0 0 DELTA PETE CORP COM NEW 247907207 8958 386800 SH PUT DEFINED 14,15,23 386800 0 0 DELTA PETE CORP COM NEW 247907207 1532 66146 SH DEFINED 15,23,24 65782 0 364 DENBURY RES INC COM NEW 247916208 6 231 SH DEFINED 3,8 0 0 231 DENBURY RES INC COM NEW 247916208 0 14 SH DEFINED 6,10 14 0 0 DENBURY RES INC COM NEW 247916208 14 511 SH DEFINED 12 511 0 0 DENBURY RES INC COM NEW 247916208 1255 45163 SH DEFINED 14,15,23 45163 0 0 DENBURY RES INC COM NEW 247916208 2193 78900 SH CALL DEFINED 14,15,23 78900 0 0 DENBURY RES INC COM NEW 247916208 2432 87500 SH PUT DEFINED 14,15,23 87500 0 0 DENBURY RES INC COM NEW 247916208 2724 98006 SH DEFINED 15,23,24 97706 0 300 DENBURY RES INC COM NEW 247916208 1464 52680 SH DEFINED 30,38 52680 0 0 DELUXE CORP COM 248019101 16 619 SH DEFINED 6,10 619 0 0 DELUXE CORP COM 248019101 40 1573 SH DEFINED 12 1573 0 0 DELUXE CORP COM 248019101 3332 132202 SH DEFINED 15,23,24 113670 0 18532 DELUXE CORP COM 248019101 862 34200 SH DEFINED 30,38 34200 0 0 DENDREON CORP COM 24823Q107 890 213418 SH DEFINED 14,15,23 213418 0 0 DENDREON CORP COM 24823Q107 624 149700 SH CALL DEFINED 14,15,23 149700 0 0 DENDREON CORP COM 24823Q107 1260 302200 SH PUT DEFINED 14,15,23 302200 0 0 DENDREON CORP COM 24823Q107 1512 362513 SH DEFINED 15,23,24 263842 0 98671 DENDRITE INTL INC COM 248239105 118 11027 SH DEFINED 6,10 11027 0 0 DENDRITE INTL INC COM 248239105 73 6856 SH DEFINED 15,23,24 2656 0 4200 DENTSPLY INTL INC NE COM 249030107 199 6661 SH DEFINED 6,10 6661 0 0 DENTSPLY INTL INC NE COM 249030107 66 2220 SH DEFINED 6,10,11 2220 0 0 DENTSPLY INTL INC NE COM 249030107 408 13685 SH DEFINED 12 13685 0 0 DENTSPLY INTL INC NE COM 249030107 1624 54400 SH CALL DEFINED 14,15,23 54400 0 0 DENTSPLY INTL INC NE COM 249030107 266 8900 SH PUT DEFINED 14,15,23 8900 0 0 DENTSPLY INTL INC NE COM 249030107 4021 134704 SH DEFINED 15,23,24 107051 0 27652 DENTSPLY INTL INC NE COM 249030107 570 19082 SH DEFINED 30,38 19082 0 0 DESCARTES SYS GROUP COM 249906108 696 188500 SH DEFINED 15,23,24 188500 0 0 DEPOMED INC COM 249908104 39 11395 SH DEFINED 15,23,24 11029 0 366 DEPOMED INC COM 249908104 138 39998 SH DEFINED 30,38 39998 0 0 DESARROLLADORA HOMEX SPONSORED A 25030W100 12 210 SH DEFINED 12 210 0 0 DESARROLLADORA HOMEX SPONSORED A 25030W100 911 15425 SH DEFINED 15,23,24 13537 0 1888 DEUTSCHE TELEKOM AG SPONSORED A 251566105 2141 117663 SH DEFINED 12 117663 0 0 DEUTSCHE TELEKOM AG SPONSORED A 251566105 495 27225 SH DEFINED 14,15,23 27225 0 0 DEUTSCHE TELEKOM AG SPONSORED A 251566105 342 18800 SH CALL DEFINED 14,15,23 18800 0 0 DEUTSCHE TELEKOM AG SPONSORED A 251566105 672 36900 SH PUT DEFINED 14,15,23 36900 0 0 DEUTSCHE TELEKOM AG SPONSORED A 251566105 9912 544600 SH DEFINED 2,5,6,9,10,17,19,20,27 544600 0 0 DEUTSCHE TELEKOM AG SPONSORED A 251566105 10397 571245 SH DEFINED 15,23,24 497658 0 73586 DEUTSCHE TELEKOM AG SPONSORED A 251566105 653 35900 SH DEFINED 30,38 35900 0 0 DEVELOPERS DIVERSIFI COM 251591103 299 4751 SH DEFINED 6,10 4751 0 0 DEVELOPERS DIVERSIFI COM 251591103 11 175 SH DEFINED 6,10,11 175 0 0 DEVELOPERS DIVERSIFI COM 251591103 4908 77966 SH DEFINED 12 77966 0 0 DEVELOPERS DIVERSIFI COM 251591103 7655 121600 SH DEFINED 13,30 121600 0 0 DEVELOPERS DIVERSIFI COM 251591103 2885 45824 SH DEFINED 15,23,24 41466 0 4358 DEVON ENERGY CORP NE DEB 4.900 25179MAA1 201 145000 PRN DEFINED 12 145000 0 0 DEVON ENERGY CORP NE DEB 4.900 25179MAA1 12820 9256000 PRN DEFINED 15,23,24 9256000 0 0 DEVON ENERGY CORP NE DEB 4.950 25179MAB9 75 54000 PRN DEFINED 15,23,24 54000 0 0 DEVON ENERGY CORP NE COM 25179M103 187 2788 SH DEFINED 3,8 0 0 2788 DEVON ENERGY CORP NE COM 25179M103 4262 63541 SH DEFINED 6,10 63541 0 0 DEVON ENERGY CORP NE COM 25179M103 5366 80000 SH CALL DEFINED 6,10 80000 0 0 DEVON ENERGY CORP NE COM 25179M103 217 3239 SH DEFINED 6,10,11 3239 0 0 DEVON ENERGY CORP NE COM 25179M103 7674 114401 SH DEFINED 12 114401 0 0 DEVON ENERGY CORP NE COM 25179M103 20983 312811 SH DEFINED 14,15,23 312811 0 0 DEVON ENERGY CORP NE COM 25179M103 20386 303900 SH CALL DEFINED 14,15,23 303900 0 0 DEVON ENERGY CORP NE COM 25179M103 36666 546600 SH PUT DEFINED 14,15,23 546600 0 0 DEVON ENERGY CORP NE COM 25179M103 34700 517295 SH DEFINED 15,23,24 374728 0 142566 DEVON ENERGY CORP NE COM 25179M103 116 1730 SH DEFINED 15,18,23,25,26 1730 0 0 DEVON ENERGY CORP NE COM 25179M103 5031 75000 SH DEFINED 37 75000 0 0 DEVRY INC DEL COM 251893103 4 139 SH DEFINED 6,10 139 0 0 DEVRY INC DEL COM 251893103 32 1150 SH DEFINED 12 1150 0 0 DEVRY INC DEL COM 251893103 144 5130 SH DEFINED 15,23,24 2199 0 2931 DEVRY INC DEL COM 251893103 510 18200 SH DEFINED 30,38 18200 0 0 DEXCOM INC COM 252131107 7 700 SH DEFINED 12 700 0 0 DEXCOM INC COM 252131107 3 296 SH DEFINED 15,23,24 140 0 156 DEXCOM INC COM 252131107 1085 110000 SH DEFINED 30,38 110000 0 0 DIAGEO P L C SPON ADR NE 25243Q205 676 8526 SH DEFINED 6,10,11 8526 0 0 DIAGEO P L C SPON ADR NE 25243Q205 2236 28194 SH DEFINED 12 28194 0 0 DIAGEO P L C SPON ADR NE 25243Q205 3336 42068 SH DEFINED 14,15,23 42068 0 0 DIAGEO P L C SPON ADR NE 25243Q205 2340 29500 SH CALL DEFINED 14,15,23 29500 0 0 DIAGEO P L C SPON ADR NE 25243Q205 6147 77500 SH PUT DEFINED 14,15,23 77500 0 0 DIAGEO P L C SPON ADR NE 25243Q205 24800 312695 SH DEFINED 15,23,24 237197 0 75498 DIAGEO P L C SPON ADR NE 25243Q205 71 900 SH CALL DEFINED 15,23,24 0 0 900 DIAGEO P L C SPON ADR NE 25243Q205 20030 252552 SH DEFINED 15,18,23,25,28 252552 0 0 DIALYSIS CORP AMER COM 252529102 245 19246 SH DEFINED 15,23,24 19246 0 0 DIAMOND OFFSHORE DRI DBCV 1.500 25271CAE2 29 18000 PRN DEFINED 12 18000 0 0 DIAMOND OFFSHORE DRI DBCV 1.500 25271CAE2 18 11000 PRN DEFINED 15,23,24 11000 0 0 DIAMOND OFFSHORE DRI COM 25271C102 3773 47192 SH DEFINED 6,10 47192 0 0 DIAMOND OFFSHORE DRI COM 25271C102 2016 25221 SH DEFINED 6,10,11 25221 0 0 DIAMOND OFFSHORE DRI COM 25271C102 8 103 SH DEFINED 12 103 0 0 DIAMOND OFFSHORE DRI COM 25271C102 38939 487100 SH CALL DEFINED 14,15,23 487100 0 0 DIAMOND OFFSHORE DRI COM 25271C102 22543 282000 SH PUT DEFINED 14,15,23 282000 0 0 DIAMOND OFFSHORE DRI COM 25271C102 4226 52862 SH DEFINED 15,23,24 39858 0 13004 DIAMOND OFFSHORE DRI COM 25271C102 2238 28000 SH DEFINED 15,18,23,25,26 28000 0 0 DIAMONDROCK HOSPITAL COM 252784301 98 5439 SH DEFINED 12 5439 0 0 DIAMONDROCK HOSPITAL COM 252784301 319 17687 SH DEFINED 15,23,24 5010 0 12677 DIAMONDROCK HOSPITAL COM 252784301 152 8450 SH DEFINED 29 8450 0 0 DIAMONDS TR UNIT SER 1 252787106 1572 12632 SH DEFINED 14,15,23 12632 0 0 DIAMONDS TR UNIT SER 1 252787106 694817 5584900 SH CALL DEFINED 14,15,23 5584900 0 0 DIAMONDS TR UNIT SER 1 252787106 783285 6296000 SH PUT DEFINED 14,15,23 6296000 0 0 DIAMONDS TR UNIT SER 1 252787106 153453 1233449 SH DEFINED 15,23,24 1072933 0 160515 DIAMONDS TR UNIT SER 1 252787106 43544 350000 SH CALL DEFINED 15,23,24 350000 0 0 DIAMONDS TR UNIT SER 1 252787106 162081 1302800 SH PUT DEFINED 15,23,24 1302800 0 0 DICKS SPORTING GOODS COM 253393102 4 72 SH DEFINED 6,10 72 0 0 DICKS SPORTING GOODS COM 253393102 611 12475 SH DEFINED 6,10,11 12475 0 0 DICKS SPORTING GOODS COM 253393102 865 17651 SH DEFINED 12 17651 0 0 DICKS SPORTING GOODS COM 253393102 3615 73800 SH CALL DEFINED 14,15,23 73800 0 0 DICKS SPORTING GOODS COM 253393102 3542 72300 SH PUT DEFINED 14,15,23 72300 0 0 DICKS SPORTING GOODS COM 253393102 2394 48861 SH DEFINED 15,23,24 43943 0 4918 DIEBOLD INC COM 253651103 149 3204 SH DEFINED 6,10 3204 0 0 DIEBOLD INC COM 253651103 1301 27914 SH DEFINED 6,10,11 27914 0 0 DIEBOLD INC COM 253651103 208 4469 SH DEFINED 12 4469 0 0 DIEBOLD INC COM 253651103 5090 109222 SH DEFINED 15,23,24 91938 0 17284 DIEBOLD INC COM 253651103 466 10000 SH DEFINED 29 10000 0 0 DIGENE CORP COM 253752109 286 5968 SH DEFINED 6,10 5968 0 0 DIGENE CORP COM 253752109 13 281 SH DEFINED 12 281 0 0 DIGENE CORP COM 253752109 1083 22608 SH DEFINED 15,23,24 21608 0 1000 DIGENE CORP COM 253752109 1917 40000 SH DEFINED 30,38 40000 0 0 DIGI INTL INC COM 253798102 87 6318 SH DEFINED 6,10 6318 0 0 DIGI INTL INC COM 253798102 2 165 SH DEFINED 12 165 0 0 DIGI INTL INC COM 253798102 186 13520 SH DEFINED 15,23,24 13520 0 0 DIGI INTL INC COM 253798102 1 37 SH DEFINED 30,38 37 0 0 DIGIMARC CORP COM 253807101 154 17534 SH DEFINED 15,23,24 11534 0 6000 DIGITAL INSIGHT CORP COM 25385P106 494 12829 SH DEFINED 6,10 12829 0 0 DIGITAL INSIGHT CORP COM 25385P106 4 91 SH DEFINED 12 91 0 0 DIGITAL INSIGHT CORP COM 25385P106 79 2042 SH DEFINED 15,23,24 2042 0 0 DIGITAL INSIGHT CORP COM 25385P106 5774 150000 SH DEFINED 30,38 150000 0 0 DIGITAL RIV INC NOTE 1.250 25388BAB0 30 22000 PRN DEFINED 12 22000 0 0 DIGITAL RIV INC COM 25388B104 431 7719 SH DEFINED 6,10 7719 0 0 DIGITAL RIV INC COM 25388B104 34 602 SH DEFINED 12 602 0 0 DIGITAL RIV INC COM 25388B104 6633 118900 SH CALL DEFINED 14,15,23 118900 0 0 DIGITAL RIV INC COM 25388B104 4664 83600 SH PUT DEFINED 14,15,23 83600 0 0 DIGITAL RIV INC COM 25388B104 2558 45854 SH DEFINED 15,23,24 43504 0 2350 DIGITAS INC COM 25388K104 294 21955 SH DEFINED 6,10 21955 0 0 DIGITAS INC COM 25388K104 43 3240 SH DEFINED 12 3240 0 0 DIGITAS INC COM 25388K104 179 13346 SH DEFINED 15,23,24 12478 0 868 DIME CMNTY BANCSHARE COM 253922108 97 6914 SH DEFINED 6,10 6914 0 0 DIME CMNTY BANCSHARE COM 253922108 191 13654 SH DEFINED 15,23,24 1029 0 12625 DILLARDS INC CL A 254067101 325 9300 SH DEFINED 3,8 0 0 9300 DILLARDS INC CL A 254067101 104 2983 SH DEFINED 6,10 2983 0 0 DILLARDS INC CL A 254067101 1202 34368 SH DEFINED 15,23,24 32943 0 1425 DILLARDS INC CL A 254067101 601 17200 SH DEFINED 30,38 17200 0 0 DIME BANCORP INC NEW *W EXP 99/9 25429Q110 0 475 SH DEFINED 6,10,11 475 0 0 DIME BANCORP INC NEW *W EXP 99/9 25429Q110 0 130 SH DEFINED 12 130 0 0 DIME BANCORP INC NEW *W EXP 99/9 25429Q110 18 127227 SH DEFINED 15,23,24 34525 0 92702 DIODES INC COM 254543101 188 5289 SH DEFINED 6,10 5289 0 0 DIODES INC COM 254543101 32 900 SH DEFINED 12 900 0 0 DIODES INC COM 254543101 2079 58583 SH DEFINED 15,23,24 55622 0 2961 DIONEX CORP COM 254546104 289 5097 SH DEFINED 6,10 5097 0 0 DIONEX CORP COM 254546104 151 2666 SH DEFINED 12 2666 0 0 DIONEX CORP COM 254546104 153 2700 SH DEFINED 15,23,24 2311 0 389 DIONEX CORP COM 254546104 227 4000 SH DEFINED 29 4000 0 0 DIONEX CORP COM 254546104 284 5000 SH DEFINED 30,38 5000 0 0 DIRECTV GROUP INC COM 25459L106 1071 42952 SH DEFINED 6,10 42952 0 0 DIRECTV GROUP INC COM 25459L106 670 26870 SH DEFINED 6,10,11 26870 0 0 DIRECTV GROUP INC COM 25459L106 719 28812 SH DEFINED 12 28812 0 0 DIRECTV GROUP INC COM 25459L106 2711 108700 SH CALL DEFINED 14,15,23 108700 0 0 DIRECTV GROUP INC COM 25459L106 25 1000 SH PUT DEFINED 14,15,23 1000 0 0 DIRECTV GROUP INC COM 25459L106 14229 570521 SH DEFINED 15,23,24 338719 0 231802 DIRECTV GROUP INC COM 25459L106 494 19800 SH DEFINED 29 19800 0 0 DISCOVERY LABORATORI COM 254668106 124 52616 SH DEFINED 15,23,24 52616 0 0 DISCOVERY LABORATORI COM 254668106 118 50000 SH DEFINED 30,38 50000 0 0 DISCOVERY HOLDING CO CL A COM 25468Y107 195 12100 SH DEFINED 6,10 12100 0 0 DISCOVERY HOLDING CO CL A COM 25468Y107 1017 63208 SH DEFINED 12 63208 0 0 DISCOVERY HOLDING CO CL A COM 25468Y107 13332 828579 SH DEFINED 15,23,24 736338 0 92241 DISNEY WALT CO NOTE 2.125 254687AU0 384 316000 PRN DEFINED 12 316000 0 0 DISNEY WALT CO NOTE 2.125 254687AU0 15795 13000000 PRN DEFINED 15,23,24 12900000 0 100000 DISNEY WALT CO COM DISNEY 254687106 198 5772 SH DEFINED 3,8 0 0 5772 DISNEY WALT CO COM DISNEY 254687106 13583 396362 SH DEFINED 6,10 396362 0 0 DISNEY WALT CO COM DISNEY 254687106 3705 108108 SH DEFINED 6,10,11 107808 0 300 DISNEY WALT CO COM DISNEY 254687106 32442 946647 SH DEFINED 12 946647 0 0 DISNEY WALT CO COM DISNEY 254687106 68 1971 SH DEFINED 14,15,23 1971 0 0 DISNEY WALT CO COM DISNEY 254687106 10154 296300 SH CALL DEFINED 14,15,23 296300 0 0 DISNEY WALT CO COM DISNEY 254687106 8043 234700 SH PUT DEFINED 14,15,23 234700 0 0 DISNEY WALT CO COM DISNEY 254687106 261466 7629588 SH DEFINED 15,23,24 6096933 0 1532655 DISNEY WALT CO COM DISNEY 254687106 45 1300 SH CALL DEFINED 15,23,24 1300 0 0 DISNEY WALT CO COM DISNEY 254687106 4671 136300 SH PUT DEFINED 15,23,24 136300 0 0 DISNEY WALT CO COM DISNEY 254687106 4681 136585 SH DEFINED 15,18,23,25,26 136585 0 0 DISTRIBUTED ENERGY S COM 25475V104 12 3464 SH DEFINED 6,10 3464 0 0 DISTRIBUTED ENERGY S COM 25475V104 5 1500 SH DEFINED 6,10,11 1500 0 0 DISTRIBUTED ENERGY S COM 25475V104 55 15251 SH DEFINED 15,23,24 15251 0 0 DIVERSA CORP COM 255064107 10 900 SH DEFINED 12 900 0 0 DIVERSA CORP COM 255064107 164 15106 SH DEFINED 15,23,24 15106 0 0 DIXIE GROUP INC SDCV 7.000 255519AA8 1101 1170000 PRN DEFINED 15,23,24 1170000 0 0 DOBSON COMMUNICATION CL A 256069105 9 1008 SH DEFINED 6,10 0 0 1008 DOBSON COMMUNICATION CL A 256069105 117 13406 SH DEFINED 12 13406 0 0 DOBSON COMMUNICATION CL A 256069105 141 16200 SH CALL DEFINED 14,15,23 16200 0 0 DOBSON COMMUNICATION CL A 256069105 27 3111 SH DEFINED 15,23,24 1346 0 1765 DOBSON COMMUNICATION CL A 256069105 881 101173 SH DEFINED 30,38 101173 0 0 DR REDDYS LABS LTD ADR 256135203 286 15716 SH DEFINED 15,16,21-23 15716 0 0 DR REDDYS LABS LTD ADR 256135203 1394 76597 SH DEFINED 15,23,24 63554 0 13043 DR REDDYS LABS LTD ADR 256135203 657 36100 SH DEFINED 15,18,23,25,26 36100 0 0 DOLLAR GEN CORP COM 256669102 410 25526 SH DEFINED 6,10 25526 0 0 DOLLAR GEN CORP COM 256669102 572 35637 SH DEFINED 6,10,11 35637 0 0 DOLLAR GEN CORP COM 256669102 4 251 SH DEFINED 12 251 0 0 DOLLAR GEN CORP COM 256669102 1739 108300 SH CALL DEFINED 14,15,23 108300 0 0 DOLLAR GEN CORP COM 256669102 1238 77100 SH PUT DEFINED 14,15,23 77100 0 0 DOLLAR GEN CORP COM 256669102 4419 275143 SH DEFINED 15,23,24 208509 0 66634 DOLLAR GEN CORP COM 256669102 1033 64300 SH DEFINED 30,38 64300 0 0 DOLLAR THRIFTY AUTOM COM 256743105 20 435 SH DEFINED 12 435 0 0 DOLLAR THRIFTY AUTOM COM 256743105 3873 84916 SH DEFINED 15,23,24 84916 0 0 DOLLAR THRIFTY AUTOM COM 256743105 55 1200 SH DEFINED 29 1200 0 0 DOLLAR TREE STORES I COM 256747106 345 11450 SH DEFINED 3,8 0 0 11450 DOLLAR TREE STORES I COM 256747106 161 5365 SH DEFINED 6,10 5365 0 0 DOLLAR TREE STORES I COM 256747106 701 23290 SH DEFINED 6,10,11 23290 0 0 DOLLAR TREE STORES I COM 256747106 50 1645 SH DEFINED 12 1645 0 0 DOLLAR TREE STORES I COM 256747106 1833 60900 SH CALL DEFINED 14,15,23 60900 0 0 DOLLAR TREE STORES I COM 256747106 665 22100 SH PUT DEFINED 14,15,23 22100 0 0 DOLLAR TREE STORES I COM 256747106 1627 54047 SH DEFINED 15,23,24 47616 0 6431 DOLLAR TREE STORES I COM 256747106 6912 229643 SH DEFINED 30,38 229643 0 0 DOMINION RES INC VA NOTE 2.125 25746UAT6 70 61000 PRN DEFINED 12 61000 0 0 DOMINION RES INC VA NOTE 2.125 25746UAT6 6 5000 PRN DEFINED 15,23,24 5000 0 0 DOMINION RES INC VA COM 25746U109 4543 54191 SH DEFINED 6,10 54191 0 0 DOMINION RES INC VA COM 25746U109 423 5042 SH DEFINED 6,10,11 5042 0 0 DOMINION RES INC VA COM 25746U109 5200 62022 SH DEFINED 12 62022 0 0 DOMINION RES INC VA COM 25746U109 16013 191000 SH CALL DEFINED 14,15,23 191000 0 0 DOMINION RES INC VA COM 25746U109 4963 59200 SH PUT DEFINED 14,15,23 59200 0 0 DOMINION RES INC VA COM 25746U109 21787 259862 SH DEFINED 15,23,24 203856 0 56005 DOMINION RES INC VA COM 25746U109 25 300 SH PUT DEFINED 15,23,24 300 0 0 DOMINION RES INC VA COM 25746U109 187 2229 SH DEFINED 15,18,23,25,26 2229 0 0 DOMINOS PIZZA INC COM 25754A201 33 1176 SH DEFINED 12 1176 0 0 DOMINOS PIZZA INC COM 25754A201 946 33801 SH DEFINED 15,23,24 28809 0 4992 DOMINOS PIZZA INC COM 25754A201 70 2500 SH DEFINED 30,38 2500 0 0 DOMTAR INC COM 257561100 24 2867 SH DEFINED 6,10 2867 0 0 DOMTAR INC COM 257561100 229 27163 SH DEFINED 15,23,24 26985 0 178 DONALDSON INC COM 257651109 16 450 SH DEFINED 6,10 450 0 0 DONALDSON INC COM 257651109 427 12295 SH DEFINED 6,10,11 12295 0 0 DONALDSON INC COM 257651109 210 6048 SH DEFINED 12 6048 0 0 DONALDSON INC COM 257651109 498 14334 SH DEFINED 15,23,24 13601 0 733 DONALDSON INC COM 257651109 201 5800 SH DEFINED 30,38 5800 0 0 DONNELLEY R R & SONS COM 257867101 4014 112936 SH DEFINED 6,10 112936 0 0 DONNELLEY R R & SONS COM 257867101 432 12150 SH DEFINED 6,10,11 12150 0 0 DONNELLEY R R & SONS COM 257867101 2569 72298 SH DEFINED 12 72298 0 0 DONNELLEY R R & SONS COM 257867101 5 147 SH DEFINED 14,15,23 147 0 0 DONNELLEY R R & SONS COM 257867101 355 10000 SH PUT DEFINED 14,15,23 10000 0 0 DONNELLEY R R & SONS COM 257867101 85456 2404492 SH DEFINED 15,23,24 2113944 0 290547 DONNELLEY R R & SONS COM 257867101 576 16200 SH DEFINED 29 16200 0 0 DONNELLEY R R & SONS COM 257867101 288 8100 SH DEFINED 30,38 8100 0 0 DORAL FINL CORP COM 25811P100 1125 392000 SH CALL DEFINED 14,15,23 392000 0 0 DORAL FINL CORP COM 25811P100 796 277200 SH PUT DEFINED 14,15,23 277200 0 0 DORAL FINL CORP COM 25811P100 911 317280 SH DEFINED 15,23,24 312123 0 5157 DORAL FINL CORP COM 25811P100 5 1700 SH CALL DEFINED 15,23,24 1700 0 0 DOT HILL SYS CORP COM 25848T109 52 13124 SH DEFINED 15,23,24 13124 0 0 DOUGLAS EMMETT INC COM 25960P109 3 130 SH DEFINED 6,10 130 0 0 DOUGLAS EMMETT INC COM 25960P109 262 9856 SH DEFINED 12 9856 0 0 DOUGLAS EMMETT INC COM 25960P109 53379 2007478 SH DEFINED 15,23,24 2005878 0 1600 DOVER CORP COM 260003108 4934 100659 SH DEFINED 3,8 0 0 100659 DOVER CORP COM 260003108 4338 88492 SH DEFINED 6,10 19097 0 69395 DOVER CORP COM 260003108 1514 30892 SH DEFINED 6,10,11 30892 0 0 DOVER CORP COM 260003108 8613 175713 SH DEFINED 12 175713 0 0 DOVER CORP COM 260003108 6432 131209 SH DEFINED 15,23,24 106917 0 24292 DOVER CORP COM 260003108 1721 35100 SH DEFINED 30,38 35100 0 0 DOVER MOTORSPORTS IN COM 260174107 616 116009 SH DEFINED 15,23,24 87909 0 28100 DOW CHEM CO COM 260543103 418 10483 SH DEFINED 3,8 0 0 10483 DOW CHEM CO COM 260543103 6183 154951 SH DEFINED 6,10 154951 0 0 DOW CHEM CO COM 260543103 2993 75000 SH PUT DEFINED 6,10 75000 0 0 DOW CHEM CO COM 260543103 803 20119 SH DEFINED 6,10,11 20119 0 0 DOW CHEM CO COM 260543103 18306 458789 SH DEFINED 12 458789 0 0 DOW CHEM CO COM 260543103 19419 486700 SH CALL DEFINED 14,15,23 486700 0 0 DOW CHEM CO COM 260543103 14077 352800 SH PUT DEFINED 14,15,23 352800 0 0 DOW CHEM CO COM 260543103 99202 2486257 SH DEFINED 15,23,24 2098939 0 387318 DOW CHEM CO COM 260543103 5754 144200 SH CALL DEFINED 15,23,24 144200 0 0 DOW CHEM CO COM 260543103 46922 1176000 SH PUT DEFINED 15,23,24 1176000 0 0 DOW CHEM CO COM 260543103 559 14000 SH DEFINED 29 14000 0 0 DOW JONES & CO INC COM 260561105 199 5225 SH DEFINED 6,10 5225 0 0 DOW JONES & CO INC COM 260561105 143 3775 SH DEFINED 6,10,11 3775 0 0 DOW JONES & CO INC COM 260561105 245 6458 SH DEFINED 12 6458 0 0 DOW JONES & CO INC COM 260561105 5004 131691 SH DEFINED 15,23,24 114570 0 17120 DOWNEY FINL CORP COM 261018105 356 4911 SH DEFINED 6,10 4911 0 0 DOWNEY FINL CORP COM 261018105 13 184 SH DEFINED 12 184 0 0 DOWNEY FINL CORP COM 261018105 339 4671 SH DEFINED 15,23,24 4671 0 0 DRDGOLD LTD SPONSORED A 26152H103 101 112050 SH DEFINED 15,23,24 112050 0 0 DREMAN/CLAYMORE DIVI COM 26153R100 5630 245007 SH DEFINED 15,23,24 166371 0 78636 DREMAN/CLAYMORE DIVI COM 26153R100 46 2000 SH DEFINED 15,18,23,25,26 2000 0 0 DRESS BARN INC NOTE 2.500 261570AB1 585 250000 PRN DEFINED 15,23,24 250000 0 0 DRESS BARN INC COM 261570105 309 13234 SH DEFINED 6,10 13234 0 0 DRESS BARN INC COM 261570105 4 175 SH DEFINED 12 175 0 0 DRESS BARN INC COM 261570105 1105 47345 SH DEFINED 15,23,24 42727 0 4618 DRESS BARN INC COM 261570105 1030 44154 SH DEFINED 30,38 44154 0 0 DRESSER-RAND GROUP I COM 261608103 0 17 SH DEFINED 12 17 0 0 DRESSER-RAND GROUP I COM 261608103 1268 51800 SH CALL DEFINED 14,15,23 51800 0 0 DRESSER-RAND GROUP I COM 261608103 296 12100 SH PUT DEFINED 14,15,23 12100 0 0 DRESSER-RAND GROUP I COM 261608103 2640 107902 SH DEFINED 15,23,24 76860 0 31042 DREYFUS STRATEGIC MU COM 261932107 23 2481 SH DEFINED 6,10,11 2481 0 0 DREYFUS STRATEGIC MU COM 261932107 5 500 SH DEFINED 12 500 0 0 DREYFUS STRATEGIC MU COM 261932107 782 84493 SH DEFINED 15,23,24 63018 0 21475 DREYFUS HIGH YIELD S SH BEN INT 26200S101 178 42258 SH DEFINED 15,23,24 31991 0 10267 DREYFUS MUN INCOME I COM 26201R102 330 35751 SH DEFINED 15,23,24 35751 0 0 DREYFUS STRATEGIC MU COM 26202F107 14 1447 SH DEFINED 12 1447 0 0 DREYFUS STRATEGIC MU COM 26202F107 131 13678 SH DEFINED 15,23,24 4363 0 9315 DRIL-QUIP INC COM 262037104 235 6011 SH DEFINED 6,10 6011 0 0 DRIL-QUIP INC COM 262037104 128 3271 SH DEFINED 12 3271 0 0 DRIL-QUIP INC COM 262037104 67 1719 SH DEFINED 14,15,23 1719 0 0 DRIL-QUIP INC COM 262037104 251 6400 SH CALL DEFINED 14,15,23 6400 0 0 DRIL-QUIP INC COM 262037104 1465 37400 SH PUT DEFINED 14,15,23 37400 0 0 DRIL-QUIP INC COM 262037104 5 124 SH DEFINED 15,23,24 98 0 26 DU PONT E I DE NEMOU COM 263534109 381 7821 SH DEFINED 3,8 0 0 7821 DU PONT E I DE NEMOU COM 263534109 68719 1410781 SH DEFINED 6,10 1410781 0 0 DU PONT E I DE NEMOU COM 263534109 9742 200000 SH CALL DEFINED 6,10 200000 0 0 DU PONT E I DE NEMOU COM 263534109 2197 45104 SH DEFINED 6,10,11 44904 0 200 DU PONT E I DE NEMOU COM 263534109 13035 267601 SH DEFINED 12 267601 0 0 DU PONT E I DE NEMOU COM 263534109 26347 540900 SH CALL DEFINED 14,15,23 540900 0 0 DU PONT E I DE NEMOU COM 263534109 42801 878700 SH PUT DEFINED 14,15,23 878700 0 0 DU PONT E I DE NEMOU COM 263534109 219122 4498494 SH DEFINED 15,23,24 3962412 0 536082 DU PONT E I DE NEMOU COM 263534109 5363 110100 SH CALL DEFINED 15,23,24 110100 0 0 DU PONT E I DE NEMOU COM 263534109 53873 1106000 SH PUT DEFINED 15,23,24 1106000 0 0 DU PONT E I DE NEMOU COM 263534109 216 4440 SH DEFINED 15,18,23,25,26 4440 0 0 DUFF & PHELPS UTIL C COM 26432K108 12 1000 SH DEFINED 6,10,11 1000 0 0 DUFF & PHELPS UTIL C COM 26432K108 46 4000 SH DEFINED 12 4000 0 0 DUFF & PHELPS UTIL C COM 26432K108 278 23902 SH DEFINED 15,23,24 19410 0 4492 DUFF & PHELPS UTIL C COM 26432K108 67 5800 SH DEFINED 15,18,23,25,26 5800 0 0 DUKE ENERGY CORP NOTE 1.750 264399EJ1 513 354000 PRN DEFINED 15,23,24 354000 0 0 DUKE ENERGY CORP NEW COM 26441C105 107 3220 SH DEFINED 3,8 0 0 3220 DUKE ENERGY CORP NEW COM 26441C105 6518 196255 SH DEFINED 6,10 196255 0 0 DUKE ENERGY CORP NEW COM 26441C105 359 10824 SH DEFINED 6,10,11 10824 0 0 DUKE ENERGY CORP NEW COM 26441C105 57751 1738972 SH DEFINED 12 1738972 0 0 DUKE ENERGY CORP NEW COM 26441C105 339 10222 SH DEFINED 14,15,23 10222 0 0 DUKE ENERGY CORP NEW COM 26441C105 2829 85200 SH CALL DEFINED 14,15,23 85200 0 0 DUKE ENERGY CORP NEW COM 26441C105 4580 137900 SH PUT DEFINED 14,15,23 137900 0 0 DUKE ENERGY CORP NEW COM 26441C105 107487 3236584 SH DEFINED 15,23,24 2810151 0 426433 DUKE ENERGY CORP NEW COM 26441C105 408 12300 SH PUT DEFINED 15,23,24 12300 0 0 DUKE ENERGY CORP NEW COM 26441C105 190 5729 SH DEFINED 15,18,23,25,26 5729 0 0 DUKE ENERGY CORP NEW COM 26441C105 1356 40830 SH DEFINED 30,38 40830 0 0 DUKE REALTY CORP COM NEW 264411505 238 5822 SH DEFINED 6,10 5822 0 0 DUKE REALTY CORP COM NEW 264411505 120005 2934100 SH CALL DEFINED 6,10 2934100 0 0 DUKE REALTY CORP COM NEW 264411505 304 7440 SH DEFINED 6,10,11 5340 0 2100 DUKE REALTY CORP COM NEW 264411505 2183 53386 SH DEFINED 12 53386 0 0 DUKE REALTY CORP COM NEW 264411505 205 5000 SH DEFINED 13,30 5000 0 0 DUKE REALTY CORP COM NEW 264411505 16158 395068 SH DEFINED 15,23,24 370335 0 24733 DUKE REALTY CORP COM NEW 264411505 560 13700 SH DEFINED 29 13700 0 0 DUN & BRADSTREET COR COM 26483E100 236 2851 SH DEFINED 6,10 2851 0 0 DUN & BRADSTREET COR COM 26483E100 822 9927 SH DEFINED 12 9927 0 0 DUN & BRADSTREET COR COM 26483E100 2886 34864 SH DEFINED 15,23,24 32506 0 2358 DUQUESNE LT HLDGS IN COM 266233105 0 9 SH DEFINED 6,10 9 0 0 DUQUESNE LT HLDGS IN COM 266233105 160 8075 SH DEFINED 6,10,11 8075 0 0 DUQUESNE LT HLDGS IN COM 266233105 8 390 SH DEFINED 12 390 0 0 DUQUESNE LT HLDGS IN COM 266233105 10726 540341 SH DEFINED 15,23,24 535756 0 4584 DUQUESNE LT HLDGS IN COM 266233105 77 3900 SH DEFINED 29 3900 0 0 DURECT CORP NOTE 6.250 266605AB0 5204 3586000 PRN DEFINED 15,23,24 3586000 0 0 DYAX CORP COM 26746E103 91 29931 SH DEFINED 15,23,24 27431 0 2500 DYAX CORP COM 26746E103 424 140000 SH DEFINED 30,38 140000 0 0 DYCOM INDS INC COM 267475101 8 372 SH DEFINED 6,10 372 0 0 DYCOM INDS INC COM 267475101 121 5719 SH DEFINED 15,23,24 5719 0 0 DYCOM INDS INC COM 267475101 149 7050 SH DEFINED 29 7050 0 0 DYCOM INDS INC COM 267475101 8 400 SH DEFINED 30,38 400 0 0 DYNAMIC MATLS CORP COM 267888105 10 371 SH DEFINED 6,10 371 0 0 DYNAMIC MATLS CORP COM 267888105 660 23500 SH DEFINED 6,10,11 23500 0 0 DYNAMIC MATLS CORP COM 267888105 68 2410 SH DEFINED 15,23,24 1800 0 610 DYNEGY INC NEW CL A 26816Q101 131 18031 SH DEFINED 6,10 18031 0 0 DYNEGY INC NEW CL A 26816Q101 576 79616 SH DEFINED 12 79616 0 0 DYNEGY INC NEW CL A 26816Q101 3658 505200 SH CALL DEFINED 14,15,23 505200 0 0 DYNEGY INC NEW CL A 26816Q101 2018 278700 SH PUT DEFINED 14,15,23 278700 0 0 DYNEGY INC NEW CL A 26816Q101 10572 1460256 SH DEFINED 15,23,24 1065529 0 394727 DYNEGY INC NEW CL A 26816Q101 1703 235200 SH DEFINED 30,38 235200 0 0 ECI TELECOM LTD ORD 268258100 19 2144 SH DEFINED 12 2144 0 0 ECI TELECOM LTD ORD 268258100 352 40696 SH DEFINED 15,23,24 36907 0 3789 ECI TELECOM LTD ORD 268258100 484 55900 SH DEFINED 30,38 55900 0 0 EDP ENERGIAS DE PORT SPONSORED A 268353109 752 14837 SH DEFINED 12 14837 0 0 EDP ENERGIAS DE PORT SPONSORED A 268353109 271 5343 SH DEFINED 15,23,24 3153 0 2190 EGL INC COM 268484102 240 8058 SH DEFINED 6,10 8058 0 0 EGL INC COM 268484102 25 829 SH DEFINED 12 829 0 0 EGL INC COM 268484102 256 8581 SH DEFINED 15,23,24 8381 0 200 EGL INC COM 268484102 55 1838 SH DEFINED 30,38 1838 0 0 E M C CORP MASS COM 268648102 34047 2579338 SH DEFINED 6,10 2579338 0 0 E M C CORP MASS COM 268648102 349246 26458000 SH CALL DEFINED 6,10 26458000 0 0 E M C CORP MASS COM 268648102 134 10165 SH DEFINED 6,10,11 10165 0 0 E M C CORP MASS COM 268648102 16170 1225020 SH DEFINED 12 1225020 0 0 E M C CORP MASS COM 268648102 11100 840900 SH CALL DEFINED 14,15,23 840900 0 0 E M C CORP MASS COM 268648102 4702 356200 SH PUT DEFINED 14,15,23 356200 0 0 E M C CORP MASS COM 268648102 10467 792921 SH DEFINED 2,5,6,9,10,17,19,20,27 792921 0 0 E M C CORP MASS COM 268648102 74122 5615288 SH DEFINED 15,23,24 4365516 0 1249772 E M C CORP MASS COM 268648102 15657 1186100 SH CALL DEFINED 15,23,24 1186100 0 0 E M C CORP MASS COM 268648102 26170 1982600 SH PUT DEFINED 15,23,24 1982600 0 0 E M C CORP MASS COM 268648102 821 62200 SH DEFINED 15,18,23,25,26 62200 0 0 E M C CORP MASS COM 268648102 620400 47000000 SH DEFINED 30,38 47000000 0 0 EMC INS GROUP INC COM 268664109 433 12699 SH DEFINED 15,23,24 12683 0 16 ENSCO INTL INC COM 26874Q100 332 6637 SH DEFINED 6,10 6637 0 0 ENSCO INTL INC COM 26874Q100 5 100 SH DEFINED 6,10,11 100 0 0 ENSCO INTL INC COM 26874Q100 21 429 SH DEFINED 12 429 0 0 ENSCO INTL INC COM 26874Q100 2489 49726 SH DEFINED 14,15,23 49726 0 0 ENSCO INTL INC COM 26874Q100 11829 236300 SH CALL DEFINED 14,15,23 236300 0 0 ENSCO INTL INC COM 26874Q100 12375 247200 SH PUT DEFINED 14,15,23 247200 0 0 ENSCO INTL INC COM 26874Q100 17637 352314 SH DEFINED 15,23,24 330200 0 22114 ENSCO INTL INC COM 26874Q100 98 1950 SH DEFINED 30,38 1950 0 0 ENI S P A SPONSORED A 26874R108 3 40 SH DEFINED 6,10,11 40 0 0 ENI S P A SPONSORED A 26874R108 3014 44803 SH DEFINED 12 44803 0 0 ENI S P A SPONSORED A 26874R108 3549 52751 SH DEFINED 15,23,24 48498 0 4253 ENI S P A SPONSORED A 26874R108 407 6050 SH DEFINED 29 6050 0 0 EOG RES INC COM 26875P101 1447 23172 SH DEFINED 6,10 23172 0 0 EOG RES INC COM 26875P101 84 1350 SH DEFINED 6,10,11 1350 0 0 EOG RES INC COM 26875P101 1879 30091 SH DEFINED 12 30091 0 0 EOG RES INC COM 26875P101 398 6374 SH DEFINED 14,15,23 6374 0 0 EOG RES INC COM 26875P101 12084 193500 SH CALL DEFINED 14,15,23 193500 0 0 EOG RES INC COM 26875P101 16805 269100 SH PUT DEFINED 14,15,23 269100 0 0 EOG RES INC COM 26875P101 20367 326135 SH DEFINED 15,23,24 266725 0 59409 EOG RES INC COM 26875P101 179 2863 SH DEFINED 15,18,23,25,26 2863 0 0 E ON AG SPONSORED A 268780103 619 13704 SH DEFINED 12 13704 0 0 E ON AG SPONSORED A 268780103 2602 57583 SH DEFINED 15,23,24 51116 0 6467 E ON AG SPONSORED A 268780103 395 8750 SH DEFINED 29 8750 0 0 EPIX PHARMACEUTICALS NOTE 3.000 26881QAB7 274 343000 PRN DEFINED 15,23,24 343000 0 0 EPIQ SYS INC COM 26882D109 17 989 SH DEFINED 3,8 0 0 989 EPIQ SYS INC COM 26882D109 62 3630 SH DEFINED 6,10 3630 0 0 EPIQ SYS INC COM 26882D109 146 8606 SH DEFINED 15,23,24 8255 0 351 E TRADE FINANCIAL CO COM 269246104 10437 465505 SH DEFINED 6,10 465505 0 0 E TRADE FINANCIAL CO COM 269246104 84 3750 SH DEFINED 12 3750 0 0 E TRADE FINANCIAL CO COM 269246104 613 27343 SH DEFINED 14,15,23 27343 0 0 E TRADE FINANCIAL CO COM 269246104 5493 245000 SH CALL DEFINED 14,15,23 245000 0 0 E TRADE FINANCIAL CO COM 269246104 5645 251800 SH PUT DEFINED 14,15,23 251800 0 0 E TRADE FINANCIAL CO COM 269246104 17004 758423 SH DEFINED 15,23,24 634685 0 123738 E TRADE FINANCIAL CO COM 269246104 13127 585510 SH DEFINED 30,38 585510 0 0 EV ENERGY PARTNERS L COM UNITS 26926V107 4069 173597 SH DEFINED 15,23,24 110644 0 62953 EXCO RESOURCES INC COM 269279402 37 2180 SH DEFINED 12 2180 0 0 EXCO RESOURCES INC COM 269279402 9242 546511 SH DEFINED 15,23,24 488014 0 58497 EV3 INC COM 26928A200 4 238 SH DEFINED 6,10,11 238 0 0 EV3 INC COM 26928A200 38 2185 SH DEFINED 12 2185 0 0 EV3 INC COM 26928A200 279 16189 SH DEFINED 15,23,24 12472 0 3717 EV3 INC COM 26928A200 88 5100 SH DEFINED 29 5100 0 0 EAGLE HOSPITALITY PP COM 26959T102 457 49770 SH DEFINED 15,23,24 8070 0 41700 EAGLE MATERIALS INC COM 26969P108 4 99 SH DEFINED 6,10 99 0 0 EAGLE MATERIALS INC COM 26969P108 51 1175 SH DEFINED 6,10,11 1175 0 0 EAGLE MATERIALS INC COM 26969P108 62 1423 SH DEFINED 12 1423 0 0 EAGLE MATERIALS INC COM 26969P108 1130 26140 SH DEFINED 14,15,23 26140 0 0 EAGLE MATERIALS INC COM 26969P108 2801 64800 SH CALL DEFINED 14,15,23 64800 0 0 EAGLE MATERIALS INC COM 26969P108 6683 154600 SH PUT DEFINED 14,15,23 154600 0 0 EAGLE MATERIALS INC COM 26969P108 3506 81111 SH DEFINED 15,23,24 58102 0 23009 EAGLE ROCK ENERGY PA UNIT 99/99/ 26985R104 1065 52230 SH DEFINED 15,23,24 51700 0 530 EARTHLINK INC COM 270321102 212 29816 SH DEFINED 6,10 29816 0 0 EARTHLINK INC COM 270321102 1 99 SH DEFINED 12 99 0 0 EARTHLINK INC COM 270321102 153 21588 SH DEFINED 14,15,23 21588 0 0 EARTHLINK INC COM 270321102 103 14500 SH CALL DEFINED 14,15,23 14500 0 0 EARTHLINK INC COM 270321102 273 38400 SH PUT DEFINED 14,15,23 38400 0 0 EARTHLINK INC COM 270321102 377 53122 SH DEFINED 15,23,24 51422 0 1700 EARTHLINK INC COM 270321102 282 39765 SH DEFINED 30,38 39765 0 0 EAST WEST BANCORP IN COM 27579R104 546 15425 SH DEFINED 6,10 15425 0 0 EAST WEST BANCORP IN COM 27579R104 52 1475 SH DEFINED 12 1475 0 0 EAST WEST BANCORP IN COM 27579R104 1172 33088 SH DEFINED 15,23,24 32857 0 231 EAST WEST BANCORP IN COM 27579R104 145 4100 SH DEFINED 29 4100 0 0 EAST WEST BANCORP IN COM 27579R104 69 1961 SH DEFINED 30,38 1961 0 0 EASTERN AMERN NAT GA SPERS RCT U 276217106 200 7131 SH DEFINED 15,23,24 5231 0 1900 EASTERN INS HLDGS IN COM 276534104 344 23636 SH DEFINED 15,23,24 23236 0 400 EASTGROUP PPTY INC COM 277276101 319 5962 SH DEFINED 6,10 5962 0 0 EASTGROUP PPTY INC COM 277276101 77 1434 SH DEFINED 12 1434 0 0 EASTGROUP PPTY INC COM 277276101 1401 26153 SH DEFINED 15,23,24 23503 0 2650 EASTMAN CHEM CO COM 277432100 440 7414 SH DEFINED 6,10 7414 0 0 EASTMAN CHEM CO COM 277432100 1505 25381 SH DEFINED 6,10,11 25381 0 0 EASTMAN CHEM CO COM 277432100 695 11714 SH DEFINED 12 11714 0 0 EASTMAN CHEM CO COM 277432100 2248 37900 SH CALL DEFINED 14,15,23 37900 0 0 EASTMAN CHEM CO COM 277432100 1346 22700 SH PUT DEFINED 14,15,23 22700 0 0 EASTMAN CHEM CO COM 277432100 7589 127960 SH DEFINED 15,23,24 108204 0 19756 EASTMAN KODAK CO NOTE 3.375 277461BE8 2836 2685000 PRN DEFINED 15,23,24 2685000 0 0 EASTMAN KODAK CO COM 277461109 2191 84931 SH DEFINED 6,10 84931 0 0 EASTMAN KODAK CO COM 277461109 23994 930000 SH PUT DEFINED 6,10 930000 0 0 EASTMAN KODAK CO COM 277461109 4 160 SH DEFINED 6,10,11 0 0 160 EASTMAN KODAK CO COM 277461109 997 38661 SH DEFINED 12 38661 0 0 EASTMAN KODAK CO COM 277461109 17428 675500 SH CALL DEFINED 14,15,23 675500 0 0 EASTMAN KODAK CO COM 277461109 12191 472500 SH PUT DEFINED 14,15,23 472500 0 0 EASTMAN KODAK CO COM 277461109 13130 508896 SH DEFINED 15,23,24 310011 0 198884 EASTMAN KODAK CO COM 277461109 4675 181200 SH CALL DEFINED 15,23,24 181200 0 0 EASTMAN KODAK CO COM 277461109 12900 500000 SH PUT DEFINED 15,23,24 500000 0 0 EASTMAN KODAK CO COM 277461109 5 213 SH DEFINED 15,18,23,25,26 213 0 0 EASTMAN KODAK CO COM 277461109 126 4890 SH DEFINED 30,38 4890 0 0 EATON CORP COM 278058102 1041 13852 SH DEFINED 6,10 13852 0 0 EATON CORP COM 278058102 683 9095 SH DEFINED 6,10,11 9045 0 50 EATON CORP COM 278058102 2170 28877 SH DEFINED 12 28877 0 0 EATON CORP COM 278058102 95 1266 SH DEFINED 14,15,23 1266 0 0 EATON CORP COM 278058102 2442 32500 SH CALL DEFINED 14,15,23 32500 0 0 EATON CORP COM 278058102 2923 38900 SH PUT DEFINED 14,15,23 38900 0 0 EATON CORP COM 278058102 15901 211623 SH DEFINED 15,23,24 173392 0 38230 EATON CORP COM 278058102 473 6300 SH DEFINED 29 6300 0 0 EATON VANCE SR INCOM SH BEN INT 27826S103 20 2386 SH DEFINED 12 2386 0 0 EATON VANCE SR INCOM SH BEN INT 27826S103 4293 516552 SH DEFINED 15,23,24 481574 0 34978 EATON VANCE SR INCOM SH BEN INT 27826S103 399 47996 SH DEFINED 15,18,23,25,26 47996 0 0 EATON VANCE MUNI INC SH BEN INT 27826U108 413 25786 SH DEFINED 15,23,24 25636 0 150 EATON VANCE NJ MUNI SH BEN INT 27826V106 414 27887 SH DEFINED 15,23,24 24137 0 3750 EATON VANCE NY MUNI SH BEN INT 27826W104 282 18279 SH DEFINED 15,23,24 11890 0 6389 EATON VANCE CORP COM NON VTG 278265103 0 15 SH DEFINED 6,10 15 0 0 EATON VANCE CORP COM NON VTG 278265103 40 1200 SH DEFINED 6,10,11 1200 0 0 EATON VANCE CORP COM NON VTG 278265103 553 16758 SH DEFINED 12 16758 0 0 EATON VANCE CORP COM NON VTG 278265103 7266 220119 SH DEFINED 15,23,24 168081 0 52038 EATON VANCE CORP COM NON VTG 278265103 56 1700 SH PUT DEFINED 15,23,24 1700 0 0 EATON VANCE INS MUN COM 27827X101 3163 201049 SH DEFINED 15,23,24 163298 0 37750 EATON VANCE ENHANCED COM 278274105 16 750 SH DEFINED 6,10,11 750 0 0 EATON VANCE ENHANCED COM 278274105 410 19570 SH DEFINED 15,23,24 15270 0 4300 EATON VANCE ENH EQTY COM 278277108 21 1000 SH DEFINED 6,10,11 1000 0 0 EATON VANCE ENH EQTY COM 278277108 4692 227102 SH DEFINED 15,23,24 194377 0 32725 EATON VANCE FLTING R COM 278279104 3220 174418 SH DEFINED 15,23,24 137780 0 36638 EATON VANCE TAX ADVT COM 27828G107 173 6200 SH DEFINED 12 6200 0 0 EATON VANCE TAX ADVT COM 27828G107 8052 288915 SH DEFINED 15,23,24 260947 0 27967 EATON VANCE LTD DUR COM 27828H105 1 80 SH DEFINED 12 80 0 0 EATON VANCE LTD DUR COM 27828H105 29089 1624191 SH DEFINED 15,23,24 1445933 0 178257 EATON VANCE TX MGD D COM 27828N102 1278 63716 SH DEFINED 15,23,24 56216 0 7500 EATON VANCE SR FLTNG COM 27828Q105 185 10000 SH DEFINED 12 10000 0 0 EATON VANCE SR FLTNG COM 27828Q105 20108 1088669 SH DEFINED 15,23,24 950499 0 138169 EATON VANCE TX ADV G COM 27828S101 264 10230 SH DEFINED 12 10230 0 0 EATON VANCE TX ADV G COM 27828S101 11299 437283 SH DEFINED 15,23,24 391906 0 45377 EATON VANCE TX ADV G COM 27828U106 1549 49552 SH DEFINED 15,23,24 38601 0 10951 EATON VANCE SH TM DR COM 27828V104 1366 77361 SH DEFINED 15,23,24 57458 0 19902 EATON VANCE TAX MNGE COM 27828X100 1214 57550 SH DEFINED 15,23,24 47770 0 9780 EATON VANCE TX MNG B COM 27828Y108 8 400 SH DEFINED 6,10,11 400 0 0 EATON VANCE TX MNG B COM 27828Y108 1038 50956 SH DEFINED 15,23,24 41418 0 9538 EATON VANCE TXMGD GL COM 27829C105 71 3500 SH DEFINED 12 3500 0 0 EATON VANCE TXMGD GL COM 27829C105 4764 234424 SH DEFINED 15,23,24 210191 0 24233 EBAY INC COM 278642103 15661 520802 SH DEFINED 6,10 520802 0 0 EBAY INC COM 278642103 290636 9665300 SH CALL DEFINED 6,10 9665300 0 0 EBAY INC COM 278642103 66154 2200000 SH PUT DEFINED 6,10 2200000 0 0 EBAY INC COM 278642103 3838 127627 SH DEFINED 6,10,11 124727 0 2900 EBAY INC COM 278642103 4809 159930 SH DEFINED 12 159930 0 0 EBAY INC COM 278642103 120076 3993200 SH CALL DEFINED 14,15,23 3993200 0 0 EBAY INC COM 278642103 63436 2109600 SH PUT DEFINED 14,15,23 2109600 0 0 EBAY INC COM 278642103 902 30000 SH DEFINED 2,5,6,9,10,17,19,20,27 30000 0 0 EBAY INC COM 278642103 95521 3176613 SH DEFINED 15,23,24 2474026 0 702587 EBAY INC COM 278642103 78720 2617908 SH CALL DEFINED 15,23,24 2617908 0 0 EBAY INC COM 278642103 93355 3104600 SH PUT DEFINED 15,23,24 3104400 0 200 EBAY INC COM 278642103 30 989 SH DEFINED 15,18,23,25,26 989 0 0 EBAY INC COM 278642103 227 7550 SH DEFINED 29 7550 0 0 ECHELON CORP COM 27874N105 201 25154 SH DEFINED 15,23,24 5654 0 19500 ECHOSTAR COMMUNICATI NOTE 5.750 278762AG4 37 37000 PRN DEFINED 12 37000 0 0 ECHOSTAR COMMUNICATI NOTE 5.750 278762AG4 19749 19505000 PRN DEFINED 15,23,24 19505000 0 0 ECHOSTAR COMMUNICATI NOTE 5.750 278762AG4 14175 14000000 PRN DEFINED 30,38 14000000 0 0 ECHOSTAR COMMUNICATI CL A 278762109 482 12676 SH DEFINED 6,10 12676 0 0 ECHOSTAR COMMUNICATI CL A 278762109 3 75 SH DEFINED 6,10,11 75 0 0 ECHOSTAR COMMUNICATI CL A 278762109 255 6696 SH DEFINED 12 6696 0 0 ECHOSTAR COMMUNICATI CL A 278762109 16421 431800 SH CALL DEFINED 14,15,23 431800 0 0 ECHOSTAR COMMUNICATI CL A 278762109 11135 292800 SH PUT DEFINED 14,15,23 292800 0 0 ECHOSTAR COMMUNICATI CL A 278762109 11636 305975 SH DEFINED 15,23 305975 0 0 ECHOSTAR COMMUNICATI CL A 278762109 7154 188112 SH DEFINED 15,23,24 134266 0 53846 ECLIPSYS CORP COM 278856109 32 1575 SH DEFINED 6,10,11 1575 0 0 ECLIPSYS CORP COM 278856109 290 14117 SH DEFINED 15,23,24 13382 0 735 ECLIPSYS CORP COM 278856109 104 5035 SH DEFINED 30,38 5035 0 0 ECOLAB INC COM 278865100 880 19458 SH DEFINED 6,10 19458 0 0 ECOLAB INC COM 278865100 1060 23459 SH DEFINED 6,10,11 23459 0 0 ECOLAB INC COM 278865100 872 19295 SH DEFINED 12 19295 0 0 ECOLAB INC COM 278865100 12067 266968 SH DEFINED 15,23,24 192554 0 74413 ECOLAB INC COM 278865100 287 6350 SH DEFINED 29 6350 0 0 ECOLAB INC COM 278865100 46 1010 SH DEFINED 30,38 1010 0 0 ECOLOGY & ENVIRONMEN CL A 278878103 171 15656 SH DEFINED 15,23,24 9756 0 5900 EDGEWATER TECHNOLOGY COM 280358102 355 58114 SH DEFINED 15,23,24 54200 0 3914 EDISON INTL COM 281020107 1379 30329 SH DEFINED 6,10 30329 0 0 EDISON INTL COM 281020107 9 190 SH DEFINED 6,10,11 190 0 0 EDISON INTL COM 281020107 4172 91725 SH DEFINED 12 91725 0 0 EDISON INTL COM 281020107 4521 99400 SH CALL DEFINED 14,15,23 99400 0 0 EDISON INTL COM 281020107 3961 87100 SH PUT DEFINED 14,15,23 87100 0 0 EDISON INTL COM 281020107 12818 281829 SH DEFINED 15,23,24 224823 0 57005 EDISON INTL COM 281020107 27 590 SH DEFINED 30,38 590 0 0 EDO CORP NOTE 4.000 281347AE4 14266 14822000 PRN DEFINED 15,23,24 14822000 0 0 EDO CORP COM 281347104 98 4148 SH DEFINED 6,10 4148 0 0 EDO CORP COM 281347104 3 140 SH DEFINED 12 140 0 0 EDO CORP COM 281347104 574 24168 SH DEFINED 15,23,24 15857 0 8310 EDUCATION RLTY TR IN COM 28140H104 20 1323 SH DEFINED 12 1323 0 0 EDUCATION RLTY TR IN COM 28140H104 228 15469 SH DEFINED 15,23,24 14087 0 1382 EDWARDS LIFESCIENCES DBCV 3.875 28176EAB4 938 920000 PRN DEFINED 15,23,24 920000 0 0 EDWARDS LIFESCIENCES COM 28176E108 0 7 SH DEFINED 6,10 7 0 0 EDWARDS LIFESCIENCES COM 28176E108 182 3874 SH DEFINED 12 3874 0 0 EDWARDS LIFESCIENCES COM 28176E108 2516 53482 SH DEFINED 15,23,24 49478 0 4004 EDWARDS LIFESCIENCES COM 28176E108 9 200 SH DEFINED 30,38 200 0 0 EDWARDS AG INC COM 281760108 551 8700 SH DEFINED 3,8 0 0 8700 EDWARDS AG INC COM 281760108 207 3273 SH DEFINED 6,10 3273 0 0 EDWARDS AG INC COM 281760108 6 100 SH DEFINED 6,10,11 100 0 0 EDWARDS AG INC COM 281760108 4922 77776 SH DEFINED 12 77776 0 0 EDWARDS AG INC COM 281760108 89 1400 SH DEFINED 14,15,23 1400 0 0 EDWARDS AG INC COM 281760108 95 1500 SH PUT DEFINED 14,15,23 1500 0 0 EDWARDS AG INC COM 281760108 1554 24557 SH DEFINED 15,23,24 21127 0 3430 EFUNDS CORP COM 28224R101 327 11893 SH DEFINED 6,10 11893 0 0 EFUNDS CORP COM 28224R101 55 1995 SH DEFINED 12 1995 0 0 EFUNDS CORP COM 28224R101 410 14921 SH DEFINED 15,23,24 12441 0 2480 EFUNDS CORP COM 28224R101 402 14600 SH DEFINED 30,38 14600 0 0 8X8 INC NEW COM 282914100 65 55596 SH DEFINED 15,23,24 47596 0 8000 EL PASO CORP COM 28336L109 270 17700 SH DEFINED 3,8 0 0 17700 EL PASO CORP COM 28336L109 980 64124 SH DEFINED 6,10 64124 0 0 EL PASO CORP COM 28336L109 70 4575 SH DEFINED 6,10,11 4575 0 0 EL PASO CORP COM 28336L109 1581 103444 SH DEFINED 12 103444 0 0 EL PASO CORP COM 28336L109 1341 87768 SH DEFINED 14,15,23 87768 0 0 EL PASO CORP COM 28336L109 10305 674400 SH CALL DEFINED 14,15,23 674400 0 0 EL PASO CORP COM 28336L109 9318 609800 SH PUT DEFINED 14,15,23 609800 0 0 EL PASO CORP COM 28336L109 8648 565962 SH DEFINED 15,23 565962 0 0 EL PASO CORP COM 28336L109 27399 1793101 SH DEFINED 15,23,24 1340536 0 452565 EL PASO CORP COM 28336L109 889 58200 SH DEFINED 29 58200 0 0 EL PASO CORP COM 28336L109 2555 167230 SH DEFINED 30,38 167230 0 0 EL PASO ELEC CO COM NEW 283677854 287 11758 SH DEFINED 6,10 11758 0 0 EL PASO ELEC CO COM NEW 283677854 97 3982 SH DEFINED 12 3982 0 0 EL PASO ELEC CO COM NEW 283677854 1597 65529 SH DEFINED 15,23,24 65529 0 0 EL PASO ELEC CO COM NEW 283677854 575 23600 SH DEFINED 30,38 23600 0 0 EL PASO ENERGY CAP T PFD CV TR S 283678209 772 19900 SH DEFINED 12 19900 0 0 EL PASO ENERGY CAP T PFD CV TR S 283678209 1275 32865 SH DEFINED 15,23,24 26868 0 5997 ELAN PLC ADR 284131208 12169 825000 SH DEFINED 6,10 825000 0 0 ELAN PLC ADR 284131208 66 4500 SH DEFINED 12 4500 0 0 ELAN PLC ADR 284131208 33950 2301692 SH DEFINED 14,15,23 2301692 0 0 ELAN PLC ADR 284131208 29667 2011300 SH CALL DEFINED 14,15,23 2011300 0 0 ELAN PLC ADR 284131208 37680 2554600 SH PUT DEFINED 14,15,23 2554600 0 0 ELAN PLC ADR 284131208 2086 141454 SH DEFINED 15,23,24 111228 0 30226 ELAN PLC ADR 284131208 5546 376000 SH CALL DEFINED 15,23,24 376000 0 0 ELAN PLC ADR 284131208 512 34700 SH PUT DEFINED 15,23,24 34700 0 0 ELAN PLC ADR 284131208 1009 68400 SH DEFINED 29 68400 0 0 ELAN PLC ADR 284131208 414 28100 SH DEFINED 30,38 28100 0 0 ELECTRO SCIENTIFIC I COM 285229100 148 7330 SH DEFINED 6,10 7330 0 0 ELECTRO SCIENTIFIC I COM 285229100 160 7934 SH DEFINED 15,23,24 7734 0 200 ELECTROGLAS INC COM 285324109 126 50430 SH DEFINED 15,23,24 33200 0 17230 ELECTRONIC ARTS INC COM 285512109 181 3585 SH DEFINED 3,8 0 0 3585 ELECTRONIC ARTS INC COM 285512109 1437 28543 SH DEFINED 6,10 28543 0 0 ELECTRONIC ARTS INC COM 285512109 183 3625 SH DEFINED 6,10,11 3625 0 0 ELECTRONIC ARTS INC COM 285512109 4534 90037 SH DEFINED 12 90037 0 0 ELECTRONIC ARTS INC COM 285512109 7065 140293 SH DEFINED 14,15,23 140293 0 0 ELECTRONIC ARTS INC COM 285512109 17097 339500 SH CALL DEFINED 14,15,23 339500 0 0 ELECTRONIC ARTS INC COM 285512109 15722 312200 SH PUT DEFINED 14,15,23 312200 0 0 ELECTRONIC ARTS INC COM 285512109 57250 1136817 SH DEFINED 15,23,24 974308 0 162509 ELECTRONIC ARTS INC COM 285512109 1400 27800 SH PUT DEFINED 15,23,24 27800 0 0 ELECTRONIC ARTS INC COM 285512109 249 4935 SH DEFINED 15,18,23,25,26 4935 0 0 ELECTRONIC ARTS INC COM 285512109 394 7822 SH DEFINED 30,38 7822 0 0 ELECTRONIC CLEARING COM PAR.01 285562500 659 35816 SH DEFINED 15,23,24 35816 0 0 ELECTRONIC DATA SYS NOTE 3.875 285661AF1 278 262000 PRN DEFINED 12 262000 0 0 ELECTRONIC DATA SYS NOTE 3.875 285661AF1 744 701000 PRN DEFINED 15,23,24 591000 0 110000 ELECTRONIC DATA SYS COM 285661104 623 22600 SH DEFINED 3,8 0 0 22600 ELECTRONIC DATA SYS COM 285661104 1398 50740 SH DEFINED 6,10 50740 0 0 ELECTRONIC DATA SYS COM 285661104 945 34305 SH DEFINED 6,10,11 34305 0 0 ELECTRONIC DATA SYS COM 285661104 8507 308780 SH DEFINED 12 308780 0 0 ELECTRONIC DATA SYS COM 285661104 1062 38534 SH DEFINED 14,15,23 38534 0 0 ELECTRONIC DATA SYS COM 285661104 2551 92600 SH CALL DEFINED 14,15,23 92600 0 0 ELECTRONIC DATA SYS COM 285661104 5281 191700 SH PUT DEFINED 14,15,23 191700 0 0 ELECTRONIC DATA SYS COM 285661104 17917 650348 SH DEFINED 15,23,24 628736 0 21612 ELECTRONIC DATA SYS COM 285661104 11 400 SH CALL DEFINED 15,23,24 400 0 0 ELECTRONIC DATA SYS COM 285661104 121 4400 SH DEFINED 15,18,23,25,26 4400 0 0 ELECTRONIC DATA SYS COM 285661104 614 22300 SH DEFINED 30,38 22300 0 0 ELECTRONICS FOR IMAG DBCV 1.500 286082AA0 46 42000 PRN DEFINED 12 42000 0 0 ELIZABETH ARDEN INC COM 28660G106 3 170 SH DEFINED 12 170 0 0 ELIZABETH ARDEN INC COM 28660G106 372 19540 SH DEFINED 15,23,24 18740 0 800 ELKCORP COM 287456107 209 5095 SH DEFINED 6,10 5095 0 0 ELKCORP COM 287456107 5 121 SH DEFINED 12 121 0 0 ELKCORP COM 287456107 2055 50000 SH DEFINED 13,30 50000 0 0 ELKCORP COM 287456107 113 2752 SH DEFINED 15,23,24 2752 0 0 ELKCORP COM 287456107 1027 25000 SH DEFINED 30,38 25000 0 0 ELLIS PERRY INTL INC COM 288853104 327 7968 SH DEFINED 15,23,24 7949 0 19 ELLSWORTH FUND LTD COM 289074106 2 218 SH DEFINED 6,10,11 218 0 0 ELLSWORTH FUND LTD COM 289074106 636 75290 SH DEFINED 15,23,24 75108 0 182 EMAGEON INC COM 29076V109 9 590 SH DEFINED 12 590 0 0 EMAGEON INC COM 29076V109 234 15210 SH DEFINED 15,23,24 15210 0 0 EMBARQ CORP COM 29078E105 6125 116538 SH DEFINED 6,10 116538 0 0 EMBARQ CORP COM 29078E105 39 742 SH DEFINED 6,10,11 742 0 0 EMBARQ CORP COM 29078E105 114 2163 SH DEFINED 12 2163 0 0 EMBARQ CORP COM 29078E105 209 3984 SH DEFINED 14,15,23 3984 0 0 EMBARQ CORP COM 29078E105 1272 24200 SH CALL DEFINED 14,15,23 24200 0 0 EMBARQ CORP COM 29078E105 1871 35600 SH PUT DEFINED 14,15,23 35600 0 0 EMBARQ CORP COM 29078E105 14082 267926 SH DEFINED 15,23,24 240163 0 27763 EMBARQ CORP COM 29078E105 273 5187 SH DEFINED 30,38 5187 0 0 EMBRAER-EMPRESA BRAS SP ADR COM 29081M102 135 3259 SH DEFINED 12 3259 0 0 EMBRAER-EMPRESA BRAS SP ADR COM 29081M102 4630 111760 SH DEFINED 15,23,24 98793 0 12967 EMBRAER-EMPRESA BRAS SP ADR COM 29081M102 83 2000 SH DEFINED 30,38 2000 0 0 EMBRATEL PARTICIPACO SP ADR PFD 29081N209 384 23351 SH DEFINED 15,23,24 21669 0 1682 EMCOR GROUP INC COM 29084Q100 458 8055 SH DEFINED 6,10 8055 0 0 EMCOR GROUP INC COM 29084Q100 471 8283 SH DEFINED 15,23,24 8136 0 147 EMCOR GROUP INC COM 29084Q100 11 200 SH DEFINED 30,38 200 0 0 EMCORE CORP NOTE 5.000 290846AC8 23392 23075000 PRN DEFINED 15,23,24 23075000 0 0 EMCORE CORP COM 290846104 11 1962 SH DEFINED 6,10 1962 0 0 EMCORE CORP COM 290846104 546 98650 SH DEFINED 6,10,11 98650 0 0 EMCORE CORP COM 290846104 102 18507 SH DEFINED 14,15,23 18507 0 0 EMCORE CORP COM 290846104 66 12000 SH CALL DEFINED 14,15,23 12000 0 0 EMCORE CORP COM 290846104 119 21600 SH PUT DEFINED 14,15,23 21600 0 0 EMCORE CORP COM 290846104 81 14683 SH DEFINED 15,23,24 11252 0 3431 EMDEON CORP COM 290849108 99 7960 SH DEFINED 6,10 7960 0 0 EMDEON CORP COM 290849108 87 7050 SH DEFINED 6,10,11 7050 0 0 EMDEON CORP COM 290849108 2 153 SH DEFINED 12 153 0 0 EMDEON CORP COM 290849108 5771 465800 SH CALL DEFINED 14,15,23 465800 0 0 EMDEON CORP COM 290849108 2583 208500 SH PUT DEFINED 14,15,23 208500 0 0 EMDEON CORP COM 290849108 10520 849103 SH DEFINED 15,23,24 154343 0 694760 EMDEON CORP COM 290849108 9412 759666 SH DEFINED 30,38 759666 0 0 EMERGING MKTS TELECO COM 290890102 1840 100615 SH DEFINED 15,23,24 79138 0 21477 EMERGENCY MEDICAL SV CL A 29100P102 2 95 SH DEFINED 12 95 0 0 EMERGENCY MEDICAL SV CL A 29100P102 347 16550 SH DEFINED 15,23,24 12250 0 4300 EMERSON ELEC CO COM 291011104 3419 77555 SH DEFINED 3,8 0 0 77555 EMERSON ELEC CO COM 291011104 8171 185319 SH DEFINED 6,10 135057 0 50262 EMERSON ELEC CO COM 291011104 5304 120303 SH DEFINED 6,10,11 120053 0 250 EMERSON ELEC CO COM 291011104 65375 1482761 SH DEFINED 12 1482761 0 0 EMERSON ELEC CO COM 291011104 7782 176500 SH CALL DEFINED 14,15,23 176500 0 0 EMERSON ELEC CO COM 291011104 2632 59700 SH PUT DEFINED 14,15,23 59700 0 0 EMERSON ELEC CO COM 291011104 105973 2403550 SH DEFINED 15,23,24 1967360 0 436189 EMERSON ELEC CO COM 291011104 2019 45800 SH DEFINED 30,38 45800 0 0 EMISPHERE TECHNOLOGI COM 291345106 10 1938 SH DEFINED 15,23,24 1818 0 120 EMISPHERE TECHNOLOGI COM 291345106 423 80000 SH DEFINED 30,38 80000 0 0 EMMIS COMMUNICATIONS CL A 291525103 379 46002 SH DEFINED 15,23,24 46002 0 0 EMMIS COMMUNICATIONS CL A 291525103 267 32432 SH DEFINED 30,38 32432 0 0 EMMIS COMMUNICATIONS PFD CV SER 291525202 10036 235467 SH DEFINED 30,38 235467 0 0 EMPIRE DIST ELEC CO COM 291641108 21 845 SH DEFINED 12 845 0 0 EMPIRE DIST ELEC CO COM 291641108 948 38415 SH DEFINED 15,23,24 28830 0 9585 EMPIRE RES INC DEL COM 29206E100 136 12430 SH DEFINED 15,23,24 12230 0 200 EMPRESA NACIONAL DE SPONSORED A 29244T101 1004 27320 SH DEFINED 6,10 27320 0 0 EMPRESA NACIONAL DE SPONSORED A 29244T101 5 130 SH DEFINED 15,23,24 130 0 0 EMULEX CORP COM NEW 292475209 14 724 SH DEFINED 6,10 724 0 0 EMULEX CORP COM NEW 292475209 293 15000 SH PUT DEFINED 6,10 15000 0 0 EMULEX CORP COM NEW 292475209 93 4755 SH DEFINED 12 4755 0 0 EMULEX CORP COM NEW 292475209 1324 67842 SH DEFINED 14,15,23 67842 0 0 EMULEX CORP COM NEW 292475209 673 34500 SH CALL DEFINED 14,15,23 34500 0 0 EMULEX CORP COM NEW 292475209 2685 137600 SH PUT DEFINED 14,15,23 137600 0 0 EMULEX CORP COM NEW 292475209 5713 292840 SH DEFINED 15,23,24 259036 0 33804 EMULEX CORP COM NEW 292475209 378 19400 SH DEFINED 30,38 19400 0 0 ENBRIDGE INC COM 29250N105 464 13499 SH DEFINED 15,23,24 12607 0 892 ENBRIDGE ENERGY PART COM 29250R106 178 3600 SH DEFINED 6,10,11 3600 0 0 ENBRIDGE ENERGY PART COM 29250R106 49 1000 SH DEFINED 12 1000 0 0 ENBRIDGE ENERGY PART COM 29250R106 6585 133332 SH DEFINED 15,23,24 106660 0 26672 ENBRIDGE ENERGY MANA SHS UNITS L 29250X103 6 125 SH DEFINED 12 125 0 0 ENBRIDGE ENERGY MANA SHS UNITS L 29250X103 367 7571 SH DEFINED 15,23,24 5774 0 1797 ENCANA CORP COM 292505104 200 4363 SH DEFINED 3,8 0 0 4363 ENCANA CORP COM 292505104 2315 50389 SH DEFINED 6,10 50389 0 0 ENCANA CORP COM 292505104 6893 150000 SH PUT DEFINED 6,10 150000 0 0 ENCANA CORP COM 292505104 2479 53948 SH DEFINED 12 53948 0 0 ENCANA CORP COM 292505104 10333 224878 SH DEFINED 14,15,23 224878 0 0 ENCANA CORP COM 292505104 8478 184500 SH CALL DEFINED 14,15,23 184500 0 0 ENCANA CORP COM 292505104 35496 772500 SH PUT DEFINED 14,15,23 772500 0 0 ENCANA CORP COM 292505104 27174 591391 SH DEFINED 15,23,24 439995 0 151395 ENCANA CORP COM 292505104 3217 70000 SH CALL DEFINED 15,23,24 70000 0 0 ENCANA CORP COM 292505104 41429 901600 SH PUT DEFINED 15,23,24 901600 0 0 ENCANA CORP COM 292505104 180 3915 SH DEFINED 15,18,23,25,26 3915 0 0 ENCANA CORP COM 292505104 7352 160000 SH DEFINED 37 160000 0 0 ENCORE ACQUISITION C COM 29255W100 146 5935 SH DEFINED 15,23,24 5275 0 660 ENCORE ACQUISITION C COM 29255W100 1396 56900 SH DEFINED 30,38 56900 0 0 ENCORE CAP GROUP INC NOTE 3.375 292554AB8 10557 11730000 PRN DEFINED 30,38 11730000 0 0 ENCYSIVE PHARMACEUTI COM 29256X107 37 8681 SH DEFINED 14,15,23 8681 0 0 ENCYSIVE PHARMACEUTI COM 29256X107 534 126800 SH CALL DEFINED 14,15,23 126800 0 0 ENCYSIVE PHARMACEUTI COM 29256X107 525 124700 SH PUT DEFINED 14,15,23 124700 0 0 ENCYSIVE PHARMACEUTI COM 29256X107 244 58064 SH DEFINED 15,23,24 57764 0 300 ENCYSIVE PHARMACEUTI COM 29256X107 63 15000 SH CALL DEFINED 15,23,24 15000 0 0 ENCYSIVE PHARMACEUTI COM 29256X107 61 14400 SH CALL DEFINED 30,38 14400 0 0 ENCORE WIRE CORP COM 292562105 4219 191700 SH CALL DEFINED 14,15,23 191700 0 0 ENCORE WIRE CORP COM 292562105 2723 123700 SH PUT DEFINED 14,15,23 123700 0 0 ENCORE WIRE CORP COM 292562105 1792 81421 SH DEFINED 15,23,24 69349 0 12072 ENDEAVOR ACQUISITION COM 292577103 126 13760 SH DEFINED 15,23,24 6715 0 7045 ENDESA S A SPONSORED A 29258N107 485 10415 SH DEFINED 6,10,11 10415 0 0 ENDESA S A SPONSORED A 29258N107 9 195 SH DEFINED 12 195 0 0 ENDESA S A SPONSORED A 29258N107 1125 24185 SH DEFINED 15,23,24 21213 0 2972 ENDO PHARMACEUTICALS COM 29264F205 19 675 SH DEFINED 6,10,11 675 0 0 ENDO PHARMACEUTICALS COM 29264F205 796 28873 SH DEFINED 15,23,24 26790 0 2083 ENDO PHARMACEUTICALS COM 29264F205 21 771 SH DEFINED 15,18,23,25,26 771 0 0 ENDO PHARMACEUTICALS COM 29264F205 597 21663 SH DEFINED 30,38 21663 0 0 ENERGEN CORP COM 29265N108 432 9200 SH DEFINED 3,8 0 0 9200 ENERGEN CORP COM 29265N108 892 19002 SH DEFINED 6,10 19002 0 0 ENERGEN CORP COM 29265N108 102 2174 SH DEFINED 12 2174 0 0 ENERGEN CORP COM 29265N108 7206 153515 SH DEFINED 15,23,24 122339 0 31176 ENERGEN CORP COM 29265N108 94 2000 SH DEFINED 29 2000 0 0 ENEL SOCIETA PER AZI ADR 29265W108 856 16588 SH DEFINED 12 16588 0 0 ENEL SOCIETA PER AZI ADR 29265W108 11205 217148 SH DEFINED 15,23,24 186340 0 30808 ENERGY CONVERSION DE COM 292659109 14 406 SH DEFINED 6,10 406 0 0 ENERGY CONVERSION DE COM 292659109 23 667 SH DEFINED 12 667 0 0 ENERGY CONVERSION DE COM 292659109 970 28542 SH DEFINED 14,15,23 28542 0 0 ENERGY CONVERSION DE COM 292659109 2317 68200 SH CALL DEFINED 14,15,23 68200 0 0 ENERGY CONVERSION DE COM 292659109 2759 81200 SH PUT DEFINED 14,15,23 81200 0 0 ENERGY CONVERSION DE COM 292659109 2289 67365 SH DEFINED 15,23,24 56556 0 10809 ENERGY CONVERSION DE COM 292659109 34 1000 SH CALL DEFINED 15,23,24 1000 0 0 ENERGY CONVERSION DE COM 292659109 3 100 SH PUT DEFINED 15,23,24 100 0 0 ENERGY CONVERSION DE COM 292659109 894 26300 SH DEFINED 15,18,23,25,26 26300 0 0 ENERGY CONVERSION DE COM 292659109 285 8400 SH DEFINED 29 8400 0 0 ENERGY CONVERSION DE COM 292659109 1 26 SH DEFINED 30,38 26 0 0 ENERGY EAST CORP COM 29266M109 157 6343 SH DEFINED 6,10 6343 0 0 ENERGY EAST CORP COM 29266M109 4 150 SH DEFINED 6,10,11 150 0 0 ENERGY EAST CORP COM 29266M109 82 3300 SH DEFINED 12 3300 0 0 ENERGY EAST CORP COM 29266M109 22863 921875 SH DEFINED 15,23,24 892235 0 29640 ENERGY EAST CORP COM 29266M109 675 27200 SH DEFINED 30,38 27200 0 0 ENERGIZER HLDGS INC COM 29266R108 4556 64178 SH DEFINED 6,10 64178 0 0 ENERGIZER HLDGS INC COM 29266R108 57 800 SH DEFINED 6,10,11 800 0 0 ENERGIZER HLDGS INC COM 29266R108 11 154 SH DEFINED 12 154 0 0 ENERGIZER HLDGS INC COM 29266R108 4969 70000 SH DEFINED 15,23 70000 0 0 ENERGIZER HLDGS INC COM 29266R108 3679 51822 SH DEFINED 15,23,24 44347 0 7475 ENERGY INCOME & GROW COM 292697109 355 13964 SH DEFINED 15,23,24 6724 0 7240 ENERGY PARTNERS LTD COM 29270U105 22733 930898 SH CALL DEFINED 6,10 930898 0 0 ENERGY PARTNERS LTD COM 29270U105 692 28345 SH DEFINED 15,23,24 26845 0 1500 ENERGY PARTNERS LTD COM 29270U105 2105 86200 SH DEFINED 30,38 86200 0 0 ENERGY SVCS ACQUISIT COM 29271Q103 59 11000 SH DEFINED 15,23,24 11000 0 0 ENERGY TRANSFER PRTN UNIT LTD PA 29273R109 46117 852442 SH DEFINED 15,23,24 720549 0 131892 ENERGY TRANSFER EQUI COM UT LTD 29273V100 16 500 SH DEFINED 12 500 0 0 ENERGY TRANSFER EQUI COM UT LTD 29273V100 15565 495696 SH DEFINED 15,23,24 417764 0 77932 ENERPLUS RES FD UNIT TR G N 29274D604 74 1688 SH DEFINED 6,10 1688 0 0 ENERPLUS RES FD UNIT TR G N 29274D604 55 1250 SH DEFINED 6,10,11 1250 0 0 ENERPLUS RES FD UNIT TR G N 29274D604 63 1440 SH DEFINED 12 1440 0 0 ENERPLUS RES FD UNIT TR G N 29274D604 1090 25000 SH DEFINED 14,15,23 25000 0 0 ENERPLUS RES FD UNIT TR G N 29274D604 7545 173000 SH CALL DEFINED 14,15,23 173000 0 0 ENERPLUS RES FD UNIT TR G N 29274D604 7614 174600 SH PUT DEFINED 14,15,23 174600 0 0 ENERPLUS RES FD UNIT TR G N 29274D604 23008 527589 SH DEFINED 15,23,24 441213 0 86376 ENERPLUS RES FD UNIT TR G N 29274D604 17 400 SH CALL DEFINED 15,23,24 400 0 0 ENERPLUS RES FD UNIT TR G N 29274D604 4 100 SH PUT DEFINED 15,23,24 0 0 100 ENERSIS S A SPONSORED A 29274F104 842 52651 SH DEFINED 6,10 52651 0 0 ENERSIS S A SPONSORED A 29274F104 2800 174983 SH DEFINED 15,23,24 157354 0 17629 ENERSIS S A SPONSORED A 29274F104 386 24100 SH DEFINED 30,38 24100 0 0 ENERGYSOUTH INC COM 292970100 356 8879 SH DEFINED 15,23,24 6725 0 2154 ENNIS INC COM 293389102 11 465 SH DEFINED 12 465 0 0 ENNIS INC COM 293389102 915 37398 SH DEFINED 15,23,24 36211 0 1187 ENNIS INC COM 293389102 71 2900 SH DEFINED 29 2900 0 0 ENOVA SYSTEMS INC COM NEW 29355M200 1872 605776 SH DEFINED 8 605776 0 0 ENPRO INDS INC COM 29355X107 177 5332 SH DEFINED 6,10 5332 0 0 ENPRO INDS INC COM 29355X107 0 3 SH DEFINED 12 3 0 0 ENPRO INDS INC COM 29355X107 922 27768 SH DEFINED 15,23,24 15468 0 12300 ENSTAR GROUP INC GA COM 29358R107 791 8245 SH DEFINED 15,23,24 4445 0 3800 ENTEGRIS INC COM 29362U104 8 724 SH DEFINED 6,10 724 0 0 ENTEGRIS INC COM 29362U104 29 2705 SH DEFINED 12 2705 0 0 ENTEGRIS INC COM 29362U104 427 39500 SH CALL DEFINED 14,15,23 39500 0 0 ENTEGRIS INC COM 29362U104 49 4500 SH PUT DEFINED 14,15,23 4500 0 0 ENTEGRIS INC COM 29362U104 342 31619 SH DEFINED 15,23,24 25723 0 5896 ENTEGRIS INC COM 29362U104 275 25418 SH DEFINED 30,38 25418 0 0 ENTERCOM COMMUNICATI CL A 293639100 0 3 SH DEFINED 6,10 3 0 0 ENTERCOM COMMUNICATI CL A 293639100 35 1228 SH DEFINED 12 1228 0 0 ENTERCOM COMMUNICATI CL A 293639100 592 20995 SH DEFINED 15,23,24 18345 0 2650 ENTERGY CORP NEW COM 29364G103 1783 19317 SH DEFINED 6,10 19317 0 0 ENTERGY CORP NEW COM 29364G103 44 475 SH DEFINED 6,10,11 475 0 0 ENTERGY CORP NEW COM 29364G103 99 1071 SH DEFINED 12 1071 0 0 ENTERGY CORP NEW COM 29364G103 78940 855065 SH DEFINED 15,23,24 836923 0 18141 ENTERPRISE GP HLDGS UNIT LP INT 293716106 20654 558656 SH DEFINED 15,23,24 503654 0 55002 ENTERPRISE PRODS PAR COM 293792107 541 18658 SH DEFINED 6,10,11 17658 0 1000 ENTERPRISE PRODS PAR COM 293792107 393 13575 SH DEFINED 12 13575 0 0 ENTERPRISE PRODS PAR COM 293792107 76560 2641835 SH DEFINED 15,23,24 2098312 0 543523 ENTERPRISE PRODS PAR COM 293792107 3 100 SH PUT DEFINED 15,23,24 0 0 100 ENTERPRISE PRODS PAR COM 293792107 101 3500 SH DEFINED 30,38 3500 0 0 ENTERTAINMENT PPTYS COM SH BEN 29380T105 390 6669 SH DEFINED 6,10 6669 0 0 ENTERTAINMENT PPTYS COM SH BEN 29380T105 97 1657 SH DEFINED 12 1657 0 0 ENTERTAINMENT PPTYS COM SH BEN 29380T105 1332 22792 SH DEFINED 15,23,24 21010 0 1782 ENTERRA ENERGY TR TR UNIT 29381P102 1255 158800 SH CALL DEFINED 14,15,23 158800 0 0 ENTERRA ENERGY TR TR UNIT 29381P102 1616 204500 SH PUT DEFINED 14,15,23 204500 0 0 ENTERRA ENERGY TR TR UNIT 29381P102 299 37795 SH DEFINED 15,23,24 27164 0 10630 ENTREMED INC COM 29382F103 60 38283 SH DEFINED 15,23,24 38183 0 100 ENTRAVISION COMMUNIC CL A 29382R107 928 112900 SH DEFINED 15,23,24 110400 0 2500 ENZO BIOCHEM INC COM 294100102 109 7616 SH DEFINED 6,10 7616 0 0 ENZO BIOCHEM INC COM 294100102 4815 337452 SH DEFINED 15,23,24 231256 0 106196 EPICOR SOFTWARE CORP COM 29426L108 197 14567 SH DEFINED 6,10 14567 0 0 EPICOR SOFTWARE CORP COM 29426L108 30 2216 SH DEFINED 15,23,24 2191 0 25 EPICOR SOFTWARE CORP COM 29426L108 278 20600 SH DEFINED 30,38 20600 0 0 EQUIFAX INC COM 294429105 579 14254 SH DEFINED 6,10 14254 0 0 EQUIFAX INC COM 294429105 2127 52400 SH DEFINED 6,10,11 52400 0 0 EQUIFAX INC COM 294429105 284 6985 SH DEFINED 12 6985 0 0 EQUIFAX INC COM 294429105 3513 86523 SH DEFINED 15,23,24 72082 0 14441 EQUIFAX INC COM 294429105 3557 87600 SH CALL DEFINED 15,23,24 87600 0 0 EQUIFAX INC COM 294429105 2115 52100 SH PUT DEFINED 15,23,24 52100 0 0 EQUIFAX INC COM 294429105 284 7000 SH DEFINED 30,38 7000 0 0 EQUINIX INC DBCV 2.500 29444UAE6 9351 4762000 PRN DEFINED 15,23,24 4762000 0 0 EQUINIX INC COM NEW 29444U502 68 905 SH DEFINED 12 905 0 0 EQUINIX INC COM NEW 29444U502 1083 14317 SH DEFINED 15,23,24 11748 0 2569 EQUITABLE RES INC COM 294549100 220 5258 SH DEFINED 6,10 5258 0 0 EQUITABLE RES INC COM 294549100 57 1375 SH DEFINED 6,10,11 1375 0 0 EQUITABLE RES INC COM 294549100 118 2823 SH DEFINED 12 2823 0 0 EQUITABLE RES INC COM 294549100 5379 128839 SH DEFINED 15,23,24 103052 0 25787 EQUITY INCOME FD UT 1 EX SR- 294700703 434 3922 SH DEFINED 15,23,24 3822 0 100 EQUITY INNS INC COM 294703103 54 3396 SH DEFINED 12 3396 0 0 EQUITY INNS INC COM 294703103 6406 401366 SH DEFINED 15,23,24 357027 0 44338 EQUITY LIFESTYLE PPT COM 29472R108 287 5274 SH DEFINED 15,23,24 4250 0 1024 EQUITY LIFESTYLE PPT COM 29472R108 278 5100 SH DEFINED 30,38 5100 0 0 EQUITY OFFICE PROPER COM 294741103 6919 143631 SH DEFINED 6,10 143631 0 0 EQUITY OFFICE PROPER COM 294741103 16 330 SH DEFINED 6,10,11 330 0 0 EQUITY OFFICE PROPER COM 294741103 859 17834 SH DEFINED 12 17834 0 0 EQUITY OFFICE PROPER COM 294741103 9846 204400 SH DEFINED 13,30 204400 0 0 EQUITY OFFICE PROPER COM 294741103 3772 78300 SH CALL DEFINED 14,15,23 78300 0 0 EQUITY OFFICE PROPER COM 294741103 4123 85600 SH PUT DEFINED 14,15,23 85600 0 0 EQUITY OFFICE PROPER COM 294741103 3703 76866 SH DEFINED 15,23 76866 0 0 EQUITY OFFICE PROPER COM 294741103 8503 176527 SH DEFINED 15,23,24 165919 0 10607 EQUITY OFFICE PROPER COM 294741103 4817 100000 SH PUT DEFINED 15,23,24 100000 0 0 EQUITY OFFICE PROPER COM 294741103 268 5569 SH DEFINED 15,18,23,25,26 5569 0 0 EQUITY OFFICE PROPER COM 294741103 9393 195000 SH DEFINED 30,38 195000 0 0 EQUITY OFFICE PROPER PFD CV B 5. 294741509 50899 754449 SH DEFINED 15,23,24 754449 0 0 EQUITY ONE COM 294752100 8 295 SH DEFINED 12 295 0 0 EQUITY ONE COM 294752100 756 28344 SH DEFINED 15,23,24 14499 0 13845 EQUITY ONE COM 294752100 80 3000 SH DEFINED 29 3000 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 2263 44587 SH DEFINED 6,10 44587 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 5 100 SH DEFINED 6,10,11 100 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 1739 34269 SH DEFINED 12 34269 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 2690 53000 SH DEFINED 13,30 53000 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 6061 119424 SH DEFINED 15,23,24 98606 0 20817 EQUITY RESIDENTIAL SH BEN INT 29476L107 275 5410 SH DEFINED 15,18,23,25,26 5410 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 132 2600 SH DEFINED 30,38 2600 0 0 EQUITY RESIDENTIAL PFD CONV E 29476L883 56 1000 SH DEFINED 12 1000 0 0 EQUITY RESIDENTIAL PFD CONV E 29476L883 237 4213 SH DEFINED 15,23,24 2613 0 1600 EQUUS TOTAL RETURN I COM 294766100 526 61594 SH DEFINED 15,23,24 47509 0 14085 ERESEARCHTECHNOLOGY COM 29481V108 50 7500 SH DEFINED 6,10,11 7500 0 0 ERESEARCHTECHNOLOGY COM 29481V108 1292 192000 SH CALL DEFINED 14,15,23 192000 0 0 ERESEARCHTECHNOLOGY COM 29481V108 249 37000 SH PUT DEFINED 14,15,23 37000 0 0 ERESEARCHTECHNOLOGY COM 29481V108 121 17944 SH DEFINED 15,23,24 17606 0 338 ERICSSON L M TEL CO ADR B SEK 1 294821608 28 704 SH DEFINED 6,10,11 704 0 0 ERICSSON L M TEL CO ADR B SEK 1 294821608 887 22051 SH DEFINED 12 22051 0 0 ERICSSON L M TEL CO ADR B SEK 1 294821608 3556 88387 SH DEFINED 14,15,23 88387 0 0 ERICSSON L M TEL CO ADR B SEK 1 294821608 4345 108000 SH CALL DEFINED 14,15,23 108000 0 0 ERICSSON L M TEL CO ADR B SEK 1 294821608 10403 258600 SH PUT DEFINED 14,15,23 258600 0 0 ERICSSON L M TEL CO ADR B SEK 1 294821608 2991 74338 SH DEFINED 15,23,24 63120 0 11217 ERICSSON L M TEL CO ADR B SEK 1 294821608 1005 24970 SH DEFINED 29 24970 0 0 ERIE INDTY CO CL A 29530P102 58 1001 SH DEFINED 6,10 1001 0 0 ERIE INDTY CO CL A 29530P102 5 81 SH DEFINED 12 81 0 0 ERIE INDTY CO CL A 29530P102 620 10689 SH DEFINED 15,23,24 10689 0 0 ESCALA GROUP INC COM 29605W107 84 10929 SH DEFINED 15,23,24 10429 0 500 ESCALA GROUP INC COM 29605W107 1 75 SH DEFINED 30,38 75 0 0 ESCO TECHNOLOGIES IN COM 296315104 967 21275 SH DEFINED 6,10 21275 0 0 ESCO TECHNOLOGIES IN COM 296315104 60 1310 SH DEFINED 6,10,11 1310 0 0 ESCO TECHNOLOGIES IN COM 296315104 514 11317 SH DEFINED 12 11317 0 0 ESCO TECHNOLOGIES IN COM 296315104 2846 62637 SH DEFINED 15,23,24 52335 0 10302 ESPEED INC CL A 296643109 988 113169 SH DEFINED 15,23,24 29502 0 83667 ESPEED INC CL A 296643109 1 94 SH DEFINED 30,38 94 0 0 ESSEX PPTY TR INC COM 297178105 760 5882 SH DEFINED 6,10 5882 0 0 ESSEX PPTY TR INC COM 297178105 187 1448 SH DEFINED 12 1448 0 0 ESSEX PPTY TR INC COM 297178105 412 3184 SH DEFINED 15,23,24 3184 0 0 ESTERLINE TECHNOLOGI COM 297425100 259 6450 SH DEFINED 6,10 6450 0 0 ESTERLINE TECHNOLOGI COM 297425100 350 8701 SH DEFINED 15,23,24 8701 0 0 ETABLISSEMENTS DELHA SPONSORED A 29759W101 460 5520 SH DEFINED 12 5520 0 0 ETABLISSEMENTS DELHA SPONSORED A 29759W101 468 5617 SH DEFINED 15,23,24 5582 0 35 ETHAN ALLEN INTERIOR COM 297602104 291 8067 SH DEFINED 6,10 8067 0 0 ETHAN ALLEN INTERIOR COM 297602104 274 7591 SH DEFINED 15,23,24 6867 0 724 EURONET WORLDWIDE IN DBCV 1.625 298736AD1 41 38000 PRN DEFINED 12 38000 0 0 EURONET WORLDWIDE IN DBCV 1.625 298736AD1 623 575000 PRN DEFINED 15,23,24 575000 0 0 EURONET WORLDWIDE IN NOTE 3.500 298736AF6 1681 1580000 PRN DEFINED 15,23,24 1580000 0 0 EURONET WORLDWIDE IN COM 298736109 1024 34500 SH DEFINED 6,10 34500 0 0 EURONET WORLDWIDE IN COM 298736109 1890 63652 SH DEFINED 12 63652 0 0 EURONET WORLDWIDE IN COM 298736109 10822 364513 SH DEFINED 15,23,24 319421 0 45092 EURONET WORLDWIDE IN COM 298736109 9 300 SH CALL DEFINED 15,23,24 300 0 0 EURONET WORLDWIDE IN COM 298736109 608 20476 SH DEFINED 30,38 20476 0 0 EUROPEAN EQUITY FUND COM 298768102 462 37895 SH DEFINED 15,23,24 28663 0 9231 EVERCORE PARTNERS IN CLASS A 29977A105 3 90 SH DEFINED 12 90 0 0 EVERCORE PARTNERS IN CLASS A 29977A105 1091 29619 SH DEFINED 15,23,24 29111 0 508 EVERGREEN INCOME ADV COM SHS 30023Y105 3438 232016 SH DEFINED 15,23,24 203883 0 28132 EVERGREEN ENERGY INC COM 30024B104 10 969 SH DEFINED 6,10 969 0 0 EVERGREEN ENERGY INC COM 30024B104 2116 212696 SH DEFINED 14,15,23 212696 0 0 EVERGREEN ENERGY INC COM 30024B104 5574 560200 SH CALL DEFINED 14,15,23 560200 0 0 EVERGREEN ENERGY INC COM 30024B104 5537 556500 SH PUT DEFINED 14,15,23 556500 0 0 EVERGREEN ENERGY INC COM 30024B104 66 6601 SH DEFINED 15,23,24 6501 0 100 EVERGREEN ENERGY INC COM 30024B104 40 4000 SH CALL DEFINED 15,23,24 4000 0 0 EVERGREEN MANAGED IN COM SHS 30024Y104 298 17400 SH DEFINED 12 17400 0 0 EVERGREEN MANAGED IN COM SHS 30024Y104 11438 668868 SH DEFINED 15,23,24 596848 0 72019 EVERGREEN SOLAR INC NOTE 4.375 30033RAB4 3596 3000000 PRN DEFINED 15,23,24 3000000 0 0 EVERGREEN SOLAR INC COM 30033R108 10 1343 SH DEFINED 6,10 1343 0 0 EVERGREEN SOLAR INC COM 30033R108 1206 159300 SH CALL DEFINED 14,15,23 159300 0 0 EVERGREEN SOLAR INC COM 30033R108 452 59700 SH PUT DEFINED 14,15,23 59700 0 0 EVERGREEN SOLAR INC COM 30033R108 2416 319092 SH DEFINED 15,23,24 194498 0 124594 EVERGREEN SOLAR INC COM 30033R108 23 3000 SH CALL DEFINED 15,23,24 3000 0 0 EVERGREEN SOLAR INC COM 30033R108 1211 160000 SH DEFINED 15,18,23,25,26 160000 0 0 EXACTECH INC COM 30064E109 192 13465 SH DEFINED 15,23,24 13465 0 0 EXAR CORP COM 300645108 6 478 SH DEFINED 3,8 0 0 478 EXAR CORP COM 300645108 120 9253 SH DEFINED 6,10 9253 0 0 EXAR CORP COM 300645108 6 450 SH DEFINED 12 450 0 0 EXAR CORP COM 300645108 61 4675 SH DEFINED 15,23,24 4675 0 0 EXCEL TECHNOLOGY INC COM 30067T103 5982 233764 SH DEFINED 15,23,24 158613 0 75151 EXCEL TECHNOLOGY INC COM 30067T103 2571 100463 SH DEFINED 30,38 100463 0 0 EXELON CORP COM 30161N101 172 2780 SH DEFINED 3,8 0 0 2780 EXELON CORP COM 30161N101 5690 91944 SH DEFINED 6,10 91944 0 0 EXELON CORP COM 30161N101 214 3461 SH DEFINED 6,10,11 3461 0 0 EXELON CORP COM 30161N101 602 9729 SH DEFINED 12 9729 0 0 EXELON CORP COM 30161N101 2034 32871 SH DEFINED 14,15,23 32871 0 0 EXELON CORP COM 30161N101 8101 130900 SH CALL DEFINED 14,15,23 130900 0 0 EXELON CORP COM 30161N101 7396 119500 SH PUT DEFINED 14,15,23 119500 0 0 EXELON CORP COM 30161N101 38281 618537 SH DEFINED 15,23,24 538181 0 80355 EXELIXIS INC COM 30161Q104 540 60013 SH DEFINED 15,23,24 54818 0 5195 EXIDE TECHNOLOGIES COM NEW 302051206 0 1 SH DEFINED 15,23,24 1 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 305 70000 SH DEFINED 30,38 70000 0 0 EXPEDIA INC DEL COM 30212P105 148 7059 SH DEFINED 3,8 0 0 7059 EXPEDIA INC DEL COM 30212P105 3153 150289 SH DEFINED 6,10 150289 0 0 EXPEDIA INC DEL COM 30212P105 1469 70041 SH DEFINED 12 70041 0 0 EXPEDIA INC DEL COM 30212P105 1537 73260 SH DEFINED 14,15,23 73260 0 0 EXPEDIA INC DEL COM 30212P105 3281 156400 SH CALL DEFINED 14,15,23 156400 0 0 EXPEDIA INC DEL COM 30212P105 1559 74300 SH PUT DEFINED 14,15,23 74300 0 0 EXPEDIA INC DEL COM 30212P105 37770 1800305 SH DEFINED 15,23,24 1518790 0 281515 EXPEDIA INC DEL COM 30212P105 33 1564 SH DEFINED 15,18,23,25,26 1564 0 0 EXPEDIA INC DEL COM 30212P105 1687 80416 SH DEFINED 30,38 80416 0 0 EXPEDITORS INTL WASH COM 302130109 390 9628 SH DEFINED 6,10 9628 0 0 EXPEDITORS INTL WASH COM 302130109 13 309 SH DEFINED 6,10,11 309 0 0 EXPEDITORS INTL WASH COM 302130109 141 3475 SH DEFINED 12 3475 0 0 EXPEDITORS INTL WASH COM 302130109 4670 115300 SH CALL DEFINED 14,15,23 115300 0 0 EXPEDITORS INTL WASH COM 302130109 3005 74200 SH PUT DEFINED 14,15,23 74200 0 0 EXPEDITORS INTL WASH COM 302130109 5836 144097 SH DEFINED 15,23,24 108960 0 35137 EXPEDITORS INTL WASH COM 302130109 608 15000 SH CALL DEFINED 15,23,24 15000 0 0 EXPEDITORS INTL WASH COM 302130109 95 2350 SH DEFINED 30,38 2350 0 0 EXPLORATION CO COM NEW 302133202 28 2095 SH DEFINED 12 2095 0 0 EXPLORATION CO COM NEW 302133202 119 8905 SH DEFINED 15,23,24 8605 0 300 EXPRESSJET HOLDINGS NOTE 4.250 30218UAB4 7632 8087000 PRN DEFINED 15,23,24 8087000 0 0 EXPRESSJET HOLDINGS CL A 30218U108 1 114 SH DEFINED 12 114 0 0 EXPRESSJET HOLDINGS CL A 30218U108 104 12838 SH DEFINED 15,23,24 12438 0 400 EXPRESSJET HOLDINGS CL A 30218U108 2027 250300 SH DEFINED 30,38 250300 0 0 EXPRESS SCRIPTS INC COM 302182100 929 12981 SH DEFINED 6,10 12981 0 0 EXPRESS SCRIPTS INC COM 302182100 7 100 SH DEFINED 6,10,11 100 0 0 EXPRESS SCRIPTS INC COM 302182100 303 4234 SH DEFINED 12 4234 0 0 EXPRESS SCRIPTS INC COM 302182100 13547 189200 SH CALL DEFINED 14,15,23 189200 0 0 EXPRESS SCRIPTS INC COM 302182100 8384 117100 SH PUT DEFINED 14,15,23 117100 0 0 EXPRESS SCRIPTS INC COM 302182100 10493 146547 SH DEFINED 15,23,24 129898 0 16649 EXTRA SPACE STORAGE COM 30225T102 37 2033 SH DEFINED 12 2033 0 0 EXTRA SPACE STORAGE COM 30225T102 244 13365 SH DEFINED 15,23,24 12850 0 515 EXTRA SPACE STORAGE COM 30225T102 210 11500 SH DEFINED 30,38 11500 0 0 EXTREME NETWORKS INC COM 30226D106 60 14400 SH DEFINED 12 14400 0 0 EXTREME NETWORKS INC COM 30226D106 763 182000 SH CALL DEFINED 14,15,23 182000 0 0 EXTREME NETWORKS INC COM 30226D106 54 12900 SH PUT DEFINED 14,15,23 12900 0 0 EXTREME NETWORKS INC COM 30226D106 4624 1103552 SH DEFINED 15,23,24 1090295 0 13257 EXTREME NETWORKS INC COM 30226D106 1443 344400 SH CALL DEFINED 15,23,24 344400 0 0 EXULT INC DEL NOTE 2.500 302284AB0 2592 2750000 PRN DEFINED 15,23,24 2750000 0 0 EXXON MOBIL CORP COM 30231G102 11950 155938 SH DEFINED 3,8 0 0 155938 EXXON MOBIL CORP COM 30231G102 72022 939871 SH DEFINED 6,10 847148 0 92723 EXXON MOBIL CORP COM 30231G102 9648 125900 SH CALL DEFINED 6,10 125900 0 0 EXXON MOBIL CORP COM 30231G102 11391 148653 SH DEFINED 6,10,11 147288 0 1365 EXXON MOBIL CORP COM 30231G102 290196 3786972 SH DEFINED 12 3786972 0 0 EXXON MOBIL CORP COM 30231G102 158348 2066400 SH CALL DEFINED 14,15,23 2066400 0 0 EXXON MOBIL CORP COM 30231G102 75120 980300 SH PUT DEFINED 14,15,23 980300 0 0 EXXON MOBIL CORP COM 30231G102 529696 6912388 SH DEFINED 15,23,24 5286407 0 1625980 EXXON MOBIL CORP COM 30231G102 25150 328200 SH CALL DEFINED 15,23,24 328200 0 0 EXXON MOBIL CORP COM 30231G102 43480 567400 SH PUT DEFINED 15,23,24 567400 0 0 EXXON MOBIL CORP COM 30231G102 23205 302814 SH DEFINED 15,18,23,25,26 302814 0 0 EXXON MOBIL CORP COM 30231G102 18391 240000 SH DEFINED 37 240000 0 0 FBL FINL GROUP INC CL A 30239F106 16 419 SH DEFINED 12 419 0 0 FBL FINL GROUP INC CL A 30239F106 735 18796 SH DEFINED 15,23,24 15318 0 3478 FEI CO NOTE 5.500 30241LAB5 40 40000 PRN DEFINED 15,23,24 40000 0 0 FEI CO NOTE 30241LAD1 85 80000 PRN DEFINED 12 80000 0 0 FEI CO NOTE 30241LAD1 1 1000 PRN DEFINED 15,23,24 1000 0 0 FEI CO NOTE 2.875 30241LAF6 3838 3363000 PRN DEFINED 15,23,24 3363000 0 0 FEI CO COM 30241L109 168 6385 SH DEFINED 6,10 6385 0 0 FEI CO COM 30241L109 554 21018 SH DEFINED 15,23,24 15718 0 5300 FLIR SYS INC COM 302445101 530 16637 SH DEFINED 6,10 16637 0 0 FLIR SYS INC COM 302445101 80 2514 SH DEFINED 12 2514 0 0 FLIR SYS INC COM 302445101 842 26442 SH DEFINED 15,23,24 25341 0 1101 FMC TECHNOLOGIES INC COM 30249U101 0 8 SH DEFINED 6,10 8 0 0 FMC TECHNOLOGIES INC COM 30249U101 51 826 SH DEFINED 12 826 0 0 FMC TECHNOLOGIES INC COM 30249U101 1321 21430 SH DEFINED 15,23,24 19129 0 2301 F M C CORP COM NEW 302491303 0 4 SH DEFINED 6,10 4 0 0 F M C CORP COM NEW 302491303 85 1112 SH DEFINED 12 1112 0 0 F M C CORP COM NEW 302491303 4343 56740 SH DEFINED 15,23,24 41987 0 14753 F M C CORP COM NEW 302491303 84 1100 SH DEFINED 29 1100 0 0 FMS FINL CORP COM 302509104 0 0 SH DEFINED 15,23,24 0 0 0 FMS FINL CORP COM 302509104 3525 111209 SH DEFINED 30,38 111209 0 0 FNB CORP PA COM 302520101 9 500 SH DEFINED 6,10,11 500 0 0 FNB CORP PA COM 302520101 2 110 SH DEFINED 12 110 0 0 FNB CORP PA COM 302520101 1765 96602 SH DEFINED 15,23,24 93323 0 3279 FNB FINANCIAL SERVIC COM 302526108 252 17007 SH DEFINED 15,23,24 15642 0 1365 FPIC INS GROUP INC COM 302563101 3 77 SH DEFINED 12 77 0 0 FPIC INS GROUP INC COM 302563101 1068 27404 SH DEFINED 15,23,24 26175 0 1229 FPL GROUP INC COM 302571104 7677 141068 SH DEFINED 6,10 141068 0 0 FPL GROUP INC COM 302571104 32723 601300 SH CALL DEFINED 6,10 601300 0 0 FPL GROUP INC COM 302571104 236 4339 SH DEFINED 6,10,11 4339 0 0 FPL GROUP INC COM 302571104 41619 764772 SH DEFINED 12 764772 0 0 FPL GROUP INC COM 302571104 7183 132000 SH CALL DEFINED 14,15,23 132000 0 0 FPL GROUP INC COM 302571104 10378 190700 SH PUT DEFINED 14,15,23 190700 0 0 FPL GROUP INC COM 302571104 47294 869060 SH DEFINED 15,23,24 723772 0 145287 FPL GROUP INC COM 302571104 18274 335800 SH CALL DEFINED 15,23,24 335800 0 0 FPL GROUP INC COM 302571104 22682 416800 SH PUT DEFINED 15,23,24 416800 0 0 F N B CORP VA COM 302930102 447 10748 SH DEFINED 15,23,24 8548 0 2200 FTI CONSULTING INC COM 302941109 2 65 SH DEFINED 6,10 65 0 0 FTI CONSULTING INC COM 302941109 32 1135 SH DEFINED 12 1135 0 0 FTI CONSULTING INC COM 302941109 320 11468 SH DEFINED 15,23,24 7118 0 4350 FACTSET RESH SYS INC COM 303075105 540 9568 SH DEFINED 6,10 9568 0 0 FACTSET RESH SYS INC COM 303075105 1229 21760 SH DEFINED 12 21760 0 0 FACTSET RESH SYS INC COM 303075105 5051 89437 SH DEFINED 15,23,24 74704 0 14732 FAIR ISAAC CORP NOTE 1.500 303250AB0 21 20000 PRN DEFINED 15,23,24 20000 0 0 FAIR ISAAC CORP NOTE 1.500 303250AD6 3493 3303000 PRN DEFINED 15,23,24 3303000 0 0 FAIR ISAAC CORP NOTE 1.500 303250AD6 13219 12500000 PRN DEFINED 30,38 12500000 0 0 FAIR ISAAC CORP COM 303250104 125 3084 SH DEFINED 6,10 3084 0 0 FAIR ISAAC CORP COM 303250104 1044 25674 SH DEFINED 12 25674 0 0 FAIR ISAAC CORP COM 303250104 5100 125452 SH DEFINED 15,23,24 113036 0 12415 FAIRCHILD CORP CL A 303698104 51 23500 SH DEFINED 15,23,24 20700 0 2800 FAIRCHILD SEMICONDUC COM 303726103 602 35800 SH DEFINED 3,8 0 0 35800 FAIRCHILD SEMICONDUC COM 303726103 938 55824 SH DEFINED 6,10 55824 0 0 FAIRCHILD SEMICONDUC COM 303726103 48 2853 SH DEFINED 12 2853 0 0 FAIRCHILD SEMICONDUC COM 303726103 1044 62100 SH DEFINED 14,15,23 62100 0 0 FAIRCHILD SEMICONDUC COM 303726103 2004 119200 SH CALL DEFINED 14,15,23 119200 0 0 FAIRCHILD SEMICONDUC COM 303726103 2216 131800 SH PUT DEFINED 14,15,23 131800 0 0 FAIRCHILD SEMICONDUC COM 303726103 6964 414265 SH DEFINED 15,23,24 368449 0 45816 FAIRCHILD SEMICONDUC COM 303726103 410 24400 SH DEFINED 30,38 24400 0 0 FAIRCHILD SEMICONDUC NOTE 5.000 303727AJ0 6847 6925000 PRN DEFINED 15,23,24 6925000 0 0 FAIRFAX FINL HLDGS L SUB VTG 303901102 47 235 SH DEFINED 6,10 235 0 0 FAIRFAX FINL HLDGS L SUB VTG 303901102 40 200 SH DEFINED 12 200 0 0 FAIRFAX FINL HLDGS L SUB VTG 303901102 624 3144 SH DEFINED 15,23,24 3114 0 30 FAIRPOINT COMMUNICAT COM 305560104 157 8295 SH DEFINED 12 8295 0 0 FAIRPOINT COMMUNICAT COM 305560104 9035 476781 SH DEFINED 15,23,24 475881 0 900 FAMILY DLR STORES IN COM 307000109 595 20300 SH DEFINED 3,8 0 0 20300 FAMILY DLR STORES IN COM 307000109 426 14533 SH DEFINED 6,10 14533 0 0 FAMILY DLR STORES IN COM 307000109 130 4445 SH DEFINED 12 4445 0 0 FAMILY DLR STORES IN COM 307000109 2142 73024 SH DEFINED 15,23,24 66683 0 6340 FAMILY DLR STORES IN COM 307000109 540 18400 SH DEFINED 30,38 18400 0 0 FAMOUS DAVES AMER IN COM 307068106 181 10985 SH DEFINED 15,23,24 9764 0 1221 FASTENAL CO COM 311900104 245 6832 SH DEFINED 6,10 6832 0 0 FASTENAL CO COM 311900104 731 20365 SH DEFINED 6,10,11 20365 0 0 FASTENAL CO COM 311900104 13 359 SH DEFINED 12 359 0 0 FASTENAL CO COM 311900104 447 12445 SH DEFINED 14,15,23 12445 0 0 FASTENAL CO COM 311900104 868 24200 SH CALL DEFINED 14,15,23 24200 0 0 FASTENAL CO COM 311900104 1381 38500 SH PUT DEFINED 14,15,23 38500 0 0 FASTENAL CO COM 311900104 5803 161739 SH DEFINED 15,23,24 145083 0 16656 FASTENAL CO COM 311900104 415 11579 SH DEFINED 30,38 11579 0 0 FEDERAL AGRIC MTG CO CL C 313148306 1 29 SH DEFINED 12 29 0 0 FEDERAL AGRIC MTG CO CL C 313148306 209 7722 SH DEFINED 15,23,24 7422 0 300 FEDERAL HOME LN MTG COM 313400301 1580014 23269726 SH DEFINED 6,10 23269726 0 0 FEDERAL HOME LN MTG COM 313400301 682 10045 SH DEFINED 6,10,11 10045 0 0 FEDERAL HOME LN MTG COM 313400301 10917 160775 SH DEFINED 12 160775 0 0 FEDERAL HOME LN MTG COM 313400301 8633 127150 SH DEFINED 14,15,23 127150 0 0 FEDERAL HOME LN MTG COM 313400301 8691 128000 SH CALL DEFINED 14,15,23 128000 0 0 FEDERAL HOME LN MTG COM 313400301 13105 193000 SH PUT DEFINED 14,15,23 193000 0 0 FEDERAL HOME LN MTG COM 313400301 26967 397161 SH DEFINED 15,23,24 367956 0 29205 FEDERAL HOME LN MTG COM 313400301 20 300 SH PUT DEFINED 15,23,24 300 0 0 FEDERAL HOME LN MTG COM 313400301 572 8431 SH DEFINED 15,18,23,25,26 8431 0 0 FEDERAL HOME LN MTG COM 313400301 543 8000 SH DEFINED 29 8000 0 0 FEDERAL HOME LN MTG COM 313400301 448 6600 SH DEFINED 30,38 6600 0 0 FEDERAL NATL MTG ASS COM 313586109 2875238 48412838 SH DEFINED 6,10 48412838 0 0 FEDERAL NATL MTG ASS COM 313586109 11878 200000 SH CALL DEFINED 6,10 200000 0 0 FEDERAL NATL MTG ASS COM 313586109 1621 27300 SH PUT DEFINED 6,10 27300 0 0 FEDERAL NATL MTG ASS COM 313586109 503 8475 SH DEFINED 6,10,11 8475 0 0 FEDERAL NATL MTG ASS COM 313586109 27068 455774 SH DEFINED 12 455774 0 0 FEDERAL NATL MTG ASS COM 313586109 20846 351000 SH CALL DEFINED 14,15,23 351000 0 0 FEDERAL NATL MTG ASS COM 313586109 13119 220900 SH PUT DEFINED 14,15,23 220900 0 0 FEDERAL NATL MTG ASS COM 313586109 25246 425094 SH DEFINED 15,23,24 335722 0 89371 FEDERAL NATL MTG ASS COM 313586109 3451 58100 SH CALL DEFINED 15,23,24 58100 0 0 FEDERAL NATL MTG ASS COM 313586109 21404 360400 SH PUT DEFINED 15,23,24 360400 0 0 FEDERAL NATL MTG ASS COM 313586109 32872 553496 SH DEFINED 15,18,23,25,26 553496 0 0 FEDERAL REALTY INVT SH BEN INT 313747206 184 2169 SH DEFINED 6,10,11 2169 0 0 FEDERAL REALTY INVT SH BEN INT 313747206 172 2022 SH DEFINED 12 2022 0 0 FEDERAL REALTY INVT SH BEN INT 313747206 1655 19474 SH DEFINED 15,23,24 12840 0 6634 FEDERAL REALTY INVT SH BEN INT 313747206 9 100 SH DEFINED 30,38 100 0 0 FEDERAL SIGNAL CORP COM 313855108 0 5 SH DEFINED 6,10 5 0 0 FEDERAL SIGNAL CORP COM 313855108 1 36 SH DEFINED 12 36 0 0 FEDERAL SIGNAL CORP COM 313855108 739 46094 SH DEFINED 15,23,24 45028 0 1066 FEDERAL SIGNAL CORP COM 313855108 220 13700 SH DEFINED 30,38 13700 0 0 FEDERATED DEPT STORE COM 31410H101 5001 131146 SH DEFINED 6,10 131146 0 0 FEDERATED DEPT STORE COM 31410H101 84 2198 SH DEFINED 6,10,11 2198 0 0 FEDERATED DEPT STORE COM 31410H101 15413 404229 SH DEFINED 12 404229 0 0 FEDERATED DEPT STORE COM 31410H101 5565 145941 SH DEFINED 14,15,23 145941 0 0 FEDERATED DEPT STORE COM 31410H101 15839 415400 SH CALL DEFINED 14,15,23 415400 0 0 FEDERATED DEPT STORE COM 31410H101 21238 557000 SH PUT DEFINED 14,15,23 557000 0 0 FEDERATED DEPT STORE COM 31410H101 70989 1861762 SH DEFINED 15,23,24 1625975 0 235787 FEDERATED DEPT STORE COM 31410H101 858 22500 SH CALL DEFINED 15,23,24 22500 0 0 FEDERATED DEPT STORE COM 31410H101 2125 55740 SH DEFINED 30,38 55740 0 0 FEDERATED INVS INC P CL B 314211103 262 7753 SH DEFINED 6,10 7753 0 0 FEDERATED INVS INC P CL B 314211103 333 9850 SH DEFINED 6,10,11 9850 0 0 FEDERATED INVS INC P CL B 314211103 95 2827 SH DEFINED 12 2827 0 0 FEDERATED INVS INC P CL B 314211103 6042 178871 SH DEFINED 15,23,24 132328 0 46542 FEDERATED INVS INC P CL B 314211103 582 17230 SH DEFINED 30,38 17230 0 0 FEDEX CORP COM 31428X106 5014 46160 SH DEFINED 6,10 46160 0 0 FEDEX CORP COM 31428X106 1847 17000 SH CALL DEFINED 6,10 17000 0 0 FEDEX CORP COM 31428X106 1847 17000 SH PUT DEFINED 6,10 17000 0 0 FEDEX CORP COM 31428X106 184 1698 SH DEFINED 6,10,11 1169 0 529 FEDEX CORP COM 31428X106 1461 13450 SH DEFINED 12 13450 0 0 FEDEX CORP COM 31428X106 37485 345100 SH CALL DEFINED 14,15,23 345100 0 0 FEDEX CORP COM 31428X106 58633 539800 SH PUT DEFINED 14,15,23 539800 0 0 FEDEX CORP COM 31428X106 84941 781998 SH DEFINED 15,23,24 652473 0 129524 FEDEX CORP COM 31428X106 43 400 SH CALL DEFINED 15,23,24 400 0 0 FEDEX CORP COM 31428X106 54582 502500 SH PUT DEFINED 15,23,24 502500 0 0 FELCOR LODGING TR IN COM 31430F101 491 22487 SH DEFINED 12 22487 0 0 FELCOR LODGING TR IN COM 31430F101 578 26487 SH DEFINED 15,23,24 23014 0 3473 FELCOR LODGING TR IN COM 31430F101 133 6100 SH DEFINED 30,38 6100 0 0 FELCOR LODGING TR IN PFD CV A $1 31430F200 1032 41312 SH DEFINED 15,23,24 29390 0 11922 FERRELLGAS PARTNERS UNIT LTD PA 315293100 107 5000 SH DEFINED 6,10,11 5000 0 0 FERRELLGAS PARTNERS UNIT LTD PA 315293100 2177 101804 SH DEFINED 15,23,24 91505 0 10298 FERRO CORP COM 315405100 0 5 SH DEFINED 6,10 5 0 0 FERRO CORP COM 315405100 1177 56880 SH DEFINED 6,10,11 56880 0 0 FERRO CORP COM 315405100 137 6601 SH DEFINED 15,23,24 6001 0 600 F5 NETWORKS INC COM 315616102 27 367 SH DEFINED 6,10 367 0 0 F5 NETWORKS INC COM 315616102 58 775 SH DEFINED 12 775 0 0 F5 NETWORKS INC COM 315616102 8881 119669 SH DEFINED 14,15,23 119669 0 0 F5 NETWORKS INC COM 315616102 18308 246700 SH CALL DEFINED 14,15,23 246700 0 0 F5 NETWORKS INC COM 315616102 13974 188300 SH PUT DEFINED 14,15,23 188300 0 0 F5 NETWORKS INC COM 315616102 3125 42116 SH DEFINED 15,23,24 34848 0 7268 FIBERSTARS INC COM 315662106 166 25426 SH DEFINED 15,23,24 17691 0 7735 FIDELITY BANKSHARES COM 31604Q107 222 5585 SH DEFINED 6,10 5585 0 0 FIDELITY BANKSHARES COM 31604Q107 11892 299772 SH DEFINED 15,23,24 299772 0 0 FIDELITY BANKSHARES COM 31604Q107 6070 153010 SH DEFINED 30,38 153010 0 0 FIDELITY NATL INFORM COM 31620M106 655 16346 SH DEFINED 6,10 16346 0 0 FIDELITY NATL INFORM COM 31620M106 933 23268 SH DEFINED 6,10,11 23268 0 0 FIDELITY NATL INFORM COM 31620M106 31 778 SH DEFINED 12 778 0 0 FIDELITY NATL INFORM COM 31620M106 6715 167500 SH CALL DEFINED 14,15,23 167500 0 0 FIDELITY NATL INFORM COM 31620M106 3524 87900 SH PUT DEFINED 14,15,23 87900 0 0 FIDELITY NATL INFORM COM 31620M106 4058 101233 SH DEFINED 15,23,24 60393 0 40840 FIDELITY NATL INFORM COM 31620M106 640 15961 SH DEFINED 30,38 15961 0 0 FIDELITY NATIONAL FI CL A 31620R105 1 26 SH DEFINED 6,10 26 0 0 FIDELITY NATIONAL FI CL A 31620R105 7 309 SH DEFINED 12 309 0 0 FIDELITY NATIONAL FI CL A 31620R105 777 32537 SH DEFINED 14,15,23 32537 0 0 FIDELITY NATIONAL FI CL A 31620R105 6223 260583 SH DEFINED 15,23,24 190321 0 70262 FIDELITY NATIONAL FI CL A 31620R105 1058 44315 SH DEFINED 30,38 44315 0 0 FIDUCIARY CLAYMORE M COM 31647Q106 6 266 SH DEFINED 6,10,11 266 0 0 FIDUCIARY CLAYMORE M COM 31647Q106 590 25974 SH DEFINED 15,23,24 24414 0 1560 FIELDSTONE INVT CORP COM 31659U300 183 41822 SH DEFINED 15,23,24 41822 0 0 FIFTH THIRD BANCORP COM 316773100 3698 90356 SH DEFINED 6,10 90356 0 0 FIFTH THIRD BANCORP COM 316773100 3364 82186 SH DEFINED 6,10,11 81086 0 1100 FIFTH THIRD BANCORP COM 316773100 756 18474 SH DEFINED 12 18474 0 0 FIFTH THIRD BANCORP COM 316773100 249 6078 SH DEFINED 14,15,23 6078 0 0 FIFTH THIRD BANCORP COM 316773100 6753 165000 SH CALL DEFINED 14,15,23 165000 0 0 FIFTH THIRD BANCORP COM 316773100 6377 155800 SH PUT DEFINED 14,15,23 155800 0 0 FIFTH THIRD BANCORP COM 316773100 36627 894873 SH DEFINED 15,23,24 731189 0 163684 FIFTH THIRD BANCORP COM 316773100 102 2500 SH CALL DEFINED 15,23,24 2500 0 0 FIFTH THIRD BANCORP COM 316773100 321 7836 SH DEFINED 30,38 7836 0 0 51JOB INC SP ADR REP 316827104 707 41411 SH DEFINED 15,23,24 32375 0 9036 FINANCIAL FED CORP COM 317492106 6 202 SH DEFINED 3,8 0 0 202 FINANCIAL FED CORP COM 317492106 202 6860 SH DEFINED 6,10 6860 0 0 FINANCIAL FED CORP COM 317492106 4 150 SH DEFINED 6,10,11 150 0 0 FINANCIAL FED CORP COM 317492106 113 3849 SH DEFINED 12 3849 0 0 FINANCIAL FED CORP COM 317492106 1147 38989 SH DEFINED 15,23,24 30339 0 8650 FINANCIAL FED CORP COM 317492106 85 2875 SH DEFINED 29 2875 0 0 FINISAR NOTE 5.250 31787AAC5 80 80000 PRN DEFINED 15,23,24 80000 0 0 FINISAR COM 31787A101 6 1810 SH DEFINED 6,10 1810 0 0 FINISAR COM 31787A101 488 151072 SH DEFINED 12 151072 0 0 FINISAR COM 31787A101 314 97300 SH DEFINED 14,15,23 97300 0 0 FINISAR COM 31787A101 191 59200 SH CALL DEFINED 14,15,23 59200 0 0 FINISAR COM 31787A101 193 59700 SH PUT DEFINED 14,15,23 59700 0 0 FINISAR COM 31787A101 752 232970 SH DEFINED 15,23,24 202189 0 30781 FINISH LINE INC CL A 317923100 150 10526 SH DEFINED 6,10 10526 0 0 FINISH LINE INC CL A 317923100 3 225 SH DEFINED 12 225 0 0 FINISH LINE INC CL A 317923100 189 13216 SH DEFINED 15,23,24 13196 0 20 FIRST ADVANTAGE CORP CL A 31845F100 340 14808 SH DEFINED 15,23,24 14808 0 0 FIRST AMERN CORP CAL COM 318522307 169 4151 SH DEFINED 6,10 4151 0 0 FIRST AMERN CORP CAL COM 318522307 43 1069 SH DEFINED 6,10,11 1069 0 0 FIRST AMERN CORP CAL COM 318522307 1 15 SH DEFINED 12 15 0 0 FIRST AMERN CORP CAL COM 318522307 1931 47472 SH DEFINED 15,23,24 41936 0 5536 FIRST AMERN CORP CAL COM 318522307 347 8520 SH DEFINED 30,38 8520 0 0 FIRST BANCORP P R COM 318672102 194 20355 SH DEFINED 6,10 20355 0 0 FIRST BANCORP P R COM 318672102 136 14320 SH DEFINED 12 14320 0 0 FIRST BANCORP P R COM 318672102 205 21512 SH DEFINED 15,23,24 21242 0 270 FIRST CASH FINL SVCS COM 31942D107 45 1750 SH DEFINED 12 1750 0 0 FIRST CASH FINL SVCS COM 31942D107 2464 95256 SH DEFINED 15,23,24 83643 0 11613 FIRST CASH FINL SVCS COM 31942D107 118 4575 SH DEFINED 29 4575 0 0 FIRST CHARTER CORP COM 319439105 17 698 SH DEFINED 6,10,11 698 0 0 FIRST CHARTER CORP COM 319439105 892 36275 SH DEFINED 12 36275 0 0 FIRST CHARTER CORP COM 319439105 387 15739 SH DEFINED 15,23,24 15161 0 578 FIRST COMWLTH FINL C COM 319829107 212 15818 SH DEFINED 6,10 15818 0 0 FIRST COMWLTH FINL C COM 319829107 164 12230 SH DEFINED 6,10,11 12230 0 0 FIRST COMWLTH FINL C COM 319829107 9913 738099 SH DEFINED 15,23,24 737899 0 200 FIRST COMWLTH FINL C COM 319829107 161 12000 SH DEFINED 30,38 12000 0 0 FIRST CMNTY BANCORP COM 31983B101 1074 20544 SH DEFINED 15,23,24 18054 0 2490 FIRST CONSULTING GRO COM 31986R103 2755 200246 SH DEFINED 15,23,24 200246 0 0 FIRST DATA CORP COM 319963104 107 4192 SH DEFINED 3,8 0 0 4192 FIRST DATA CORP COM 319963104 8702 340999 SH DEFINED 6,10 340999 0 0 FIRST DATA CORP COM 319963104 2192 85900 SH CALL DEFINED 6,10 85900 0 0 FIRST DATA CORP COM 319963104 988 38727 SH DEFINED 6,10,11 38727 0 0 FIRST DATA CORP COM 319963104 3496 136991 SH DEFINED 12 136991 0 0 FIRST DATA CORP COM 319963104 1500 58789 SH DEFINED 14,15,23 58789 0 0 FIRST DATA CORP COM 319963104 10195 399500 SH CALL DEFINED 14,15,23 399500 0 0 FIRST DATA CORP COM 319963104 15937 624500 SH PUT DEFINED 14,15,23 624500 0 0 FIRST DATA CORP COM 319963104 92841 3637980 SH DEFINED 15,23,24 3334842 0 303137 FIRST DATA CORP COM 319963104 12324 482900 SH CALL DEFINED 15,23,24 482900 0 0 FIRST DATA CORP COM 319963104 804 31500 SH PUT DEFINED 15,23,24 31500 0 0 FIRST DATA CORP COM 319963104 21 813 SH DEFINED 15,18,23,25,26 813 0 0 FIRST DATA CORP COM 319963104 947 37100 SH DEFINED 30,38 37100 0 0 FIRST FINL BANCORP O COM 320209109 76 4554 SH DEFINED 6,10 4554 0 0 FIRST FINL BANCORP O COM 320209109 116 6954 SH DEFINED 15,23,24 6954 0 0 FIRST FINL FD INC COM 320228109 141 9358 SH DEFINED 12 9358 0 0 FIRST FINL FD INC COM 320228109 693 45822 SH DEFINED 15,23,24 41292 0 4530 FIRST HORIZON NATL C COM 320517105 469 11236 SH DEFINED 6,10 11236 0 0 FIRST HORIZON NATL C COM 320517105 4278 102400 SH CALL DEFINED 6,10 102400 0 0 FIRST HORIZON NATL C COM 320517105 2 50 SH DEFINED 6,10,11 50 0 0 FIRST HORIZON NATL C COM 320517105 152 3635 SH DEFINED 12 3635 0 0 FIRST HORIZON NATL C COM 320517105 33551 803035 SH DEFINED 15,23,24 740268 0 62767 FIRST INDUSTRIAL REA COM 32054K103 16 335 SH DEFINED 12 335 0 0 FIRST INDUSTRIAL REA COM 32054K103 1036 22098 SH DEFINED 15,23,24 15525 0 6572 FIRST INDUSTRIAL REA COM 32054K103 75 1600 SH DEFINED 29 1600 0 0 FIRST MARBLEHEAD COR COM 320771108 533 9750 SH DEFINED 3,8 0 0 9750 FIRST MARBLEHEAD COR COM 320771108 718 13137 SH DEFINED 6,10 13137 0 0 FIRST MARBLEHEAD COR COM 320771108 19 343 SH DEFINED 12 343 0 0 FIRST MARBLEHEAD COR COM 320771108 9927 181650 SH CALL DEFINED 14,15,23 181650 0 0 FIRST MARBLEHEAD COR COM 320771108 4432 81100 SH PUT DEFINED 14,15,23 81100 0 0 FIRST MARBLEHEAD COR COM 320771108 5481 100293 SH DEFINED 15,23,24 89767 0 10526 FIRST MARBLEHEAD COR COM 320771108 164 3000 SH DEFINED 30,38 3000 0 0 FIRST MERCURY FINANC COM 320841109 2 105 SH DEFINED 12 105 0 0 FIRST MERCURY FINANC COM 320841109 1149 48863 SH DEFINED 15,23,24 36898 0 11965 FIRST MIDWEST BANCOR COM 320867104 487 12588 SH DEFINED 6,10 12588 0 0 FIRST MIDWEST BANCOR COM 320867104 60 1551 SH DEFINED 12 1551 0 0 FIRST MIDWEST BANCOR COM 320867104 139 3590 SH DEFINED 15,23,24 3277 0 312 FIRST MIDWEST BANCOR COM 320867104 486 12552 SH DEFINED 30,38 12552 0 0 FIRST NIAGARA FINL G COM 33582V108 0 13 SH DEFINED 6,10 13 0 0 FIRST NIAGARA FINL G COM 33582V108 1043 70204 SH DEFINED 15,23,24 64404 0 5800 FIRST NIAGARA FINL G COM 33582V108 160 10743 SH DEFINED 30,38 10743 0 0 FIRST PACTRUST BANCO COM 33589V101 222 8000 SH DEFINED 15,23,24 0 0 8000 FIRST REGL BANCORP COM 33615C101 887 26009 SH DEFINED 15,23,24 23717 0 2292 FIRST REP BK SAN FRA COM 336158100 304 7783 SH DEFINED 6,10 7783 0 0 FIRST REP BK SAN FRA COM 336158100 52 1333 SH DEFINED 12 1333 0 0 FIRST REP BK SAN FRA COM 336158100 216 5517 SH DEFINED 15,23,24 5517 0 0 FIRST TR MORNINGSTAR SHS 336917109 577 24530 SH DEFINED 15,23,24 24141 0 389 FIRST TR IPOX 100 IN SHS 336920103 325 14656 SH DEFINED 15,23,24 13253 0 1403 FIRST TR ABERDEEN GL COM SHS 337319107 643 33573 SH DEFINED 15,23,24 30091 0 3482 FIRST TR EXCHANGE TR DB STRAT VA 33733E104 518 23462 SH DEFINED 15,23,24 22036 0 1426 FIRST TR EXCHANGE TR AMEX BIOTEC 33733E203 254 10788 SH DEFINED 15,23,24 5250 0 5538 FIRST TR EXCHANGE TR DJ INTERNT 33733E302 20 900 SH DEFINED 12 900 0 0 FIRST TR EXCHANGE TR DJ INTERNT 33733E302 3221 142662 SH DEFINED 15,23,24 106669 0 35993 FIRST TR/FOUR CRNRS COM 33733U108 224 12486 SH DEFINED 15,23,24 8620 0 3865 FIRST TR NAS100 EQ W SHS 337344105 788 39107 SH DEFINED 15,23,24 34457 0 4650 FIRST TR STRTGC HIGH COM 337347108 932 43830 SH DEFINED 15,23,24 33139 0 10690 FIRST TR VALUE LINE COM SHS 33735D104 1497 101974 SH DEFINED 15,23,24 93568 0 8406 FIRSTCITY FINL CORP COM 33761X107 1291 116487 SH DEFINED 15,23,24 104787 0 11700 FISERV INC COM 337738108 847 16150 SH DEFINED 6,10 16150 0 0 FISERV INC COM 337738108 782 14910 SH DEFINED 6,10,11 14910 0 0 FISERV INC COM 337738108 298 5687 SH DEFINED 12 5687 0 0 FISERV INC COM 337738108 2469 47100 SH CALL DEFINED 14,15,23 47100 0 0 FISERV INC COM 337738108 1483 28300 SH PUT DEFINED 14,15,23 28300 0 0 FISERV INC COM 337738108 60735 1158619 SH DEFINED 15,23,24 906106 0 252513 FISERV INC COM 337738108 330 6290 SH DEFINED 30,38 6290 0 0 FIRSTFED FINL CORP COM 337907109 322 4807 SH DEFINED 6,10 4807 0 0 FIRSTFED FINL CORP COM 337907109 39 577 SH DEFINED 12 577 0 0 FIRSTFED FINL CORP COM 337907109 544 8118 SH DEFINED 15,23,24 6921 0 1197 FIRSTMERIT CORP COM 337915102 0 9 SH DEFINED 6,10 9 0 0 FIRSTMERIT CORP COM 337915102 201 8345 SH DEFINED 6,10,11 8345 0 0 FIRSTMERIT CORP COM 337915102 3 130 SH DEFINED 12 130 0 0 FIRSTMERIT CORP COM 337915102 950 39371 SH DEFINED 15,23,24 39142 0 229 FIRSTMERIT CORP COM 337915102 22 900 SH DEFINED 29 900 0 0 FIRSTMERIT CORP COM 337915102 23 941 SH DEFINED 30,38 941 0 0 FLAGSTAR BANCORP INC COM 337930101 145 9770 SH DEFINED 6,10 9770 0 0 FLAGSTAR BANCORP INC COM 337930101 117 7909 SH DEFINED 15,23,24 5109 0 2800 FLAGSTAR BANCORP INC COM 337930101 145 9800 SH DEFINED 30,38 9800 0 0 FIRSTENERGY CORP COM 337932107 3875 64263 SH DEFINED 6,10 64263 0 0 FIRSTENERGY CORP COM 337932107 1103 18284 SH DEFINED 6,10,11 18284 0 0 FIRSTENERGY CORP COM 337932107 4844 80337 SH DEFINED 12 80337 0 0 FIRSTENERGY CORP COM 337932107 1833 30400 SH CALL DEFINED 14,15,23 30400 0 0 FIRSTENERGY CORP COM 337932107 1381 22900 SH PUT DEFINED 14,15,23 22900 0 0 FIRSTENERGY CORP COM 337932107 10459 173450 SH DEFINED 15,23,24 158547 0 14902 FIRSTENERGY CORP COM 337932107 66 1100 SH DEFINED 30,38 1100 0 0 FISHER SCIENTIFIC IN NOTE 3.250 338032AX3 243 188000 PRN DEFINED 12 188000 0 0 FISHER SCIENTIFIC IN NOTE 3.250 338032AX3 6 5000 PRN DEFINED 15,23,24 5000 0 0 FIVE STAR QUALITY CA COM 33832D106 3 270 SH DEFINED 12 270 0 0 FIVE STAR QUALITY CA COM 33832D106 428 38374 SH DEFINED 15,23,24 35752 0 2622 FLAHERTY & CRMN/CLYM COM SHS 338478100 2167 101215 SH DEFINED 15,23,24 87598 0 13616 FLAHERTY & CRUMRINE COM 33848E106 17 1400 SH DEFINED 6,10,11 1400 0 0 FLAHERTY & CRUMRINE COM 33848E106 210 16962 SH DEFINED 15,23,24 12992 0 3970 FLAHERTY & CRUMRINE COM 338480106 845 50129 SH DEFINED 15,23,24 37445 0 12684 FLAMEL TECHNOLOGIES SPONSORED A 338488109 2767 92400 SH CALL DEFINED 14,15,23 92400 0 0 FLAMEL TECHNOLOGIES SPONSORED A 338488109 5112 170700 SH PUT DEFINED 14,15,23 170700 0 0 FLAMEL TECHNOLOGIES SPONSORED A 338488109 389 12993 SH DEFINED 15,23,24 12463 0 530 FLAMEL TECHNOLOGIES SPONSORED A 338488109 2097 70000 SH DEFINED 30,38 70000 0 0 FLEETWOOD ENTERPRISE COM 339099103 129 16263 SH DEFINED 6,10 16263 0 0 FLEETWOOD ENTERPRISE COM 339099103 281 35565 SH DEFINED 15,23,24 31765 0 3800 FLEXSTEEL INDS INC COM 339382103 657 52221 SH DEFINED 15,23,24 46871 0 5350 FLORIDA EAST COAST I COM 340632108 71 1193 SH DEFINED 3,8 0 0 1193 FLORIDA EAST COAST I COM 340632108 37 615 SH DEFINED 6,10,11 615 0 0 FLORIDA EAST COAST I COM 340632108 5 90 SH DEFINED 12 90 0 0 FLORIDA EAST COAST I COM 340632108 12026 201780 SH DEFINED 15,23,24 110159 0 91621 FLORIDA PUB UTILS CO COM 341135101 191 14424 SH DEFINED 15,23,24 10222 0 4202 FLORIDA ROCK INDS IN COM 341140101 4 95 SH DEFINED 6,10 95 0 0 FLORIDA ROCK INDS IN COM 341140101 35 812 SH DEFINED 6,10,11 812 0 0 FLORIDA ROCK INDS IN COM 341140101 374 8693 SH DEFINED 12 8693 0 0 FLORIDA ROCK INDS IN COM 341140101 601 13968 SH DEFINED 14,15,23 13968 0 0 FLORIDA ROCK INDS IN COM 341140101 6617 153700 SH CALL DEFINED 14,15,23 153700 0 0 FLORIDA ROCK INDS IN COM 341140101 2867 66600 SH PUT DEFINED 14,15,23 66600 0 0 FLORIDA ROCK INDS IN COM 341140101 8858 205771 SH DEFINED 15,23,24 150774 0 54997 FLORIDA ROCK INDS IN COM 341140101 129 3000 SH CALL DEFINED 15,23,24 3000 0 0 FLORIDA ROCK INDS IN COM 341140101 1309 30400 SH DEFINED 30,38 30400 0 0 FLUOR CORP NEW NOTE 1.500 343412AA0 6794 4548000 PRN DEFINED 15,23,24 4546000 0 2000 FLUOR CORP NEW COM 343412102 2790 34173 SH DEFINED 6,10 34173 0 0 FLUOR CORP NEW COM 343412102 881 10791 SH DEFINED 6,10,11 10791 0 0 FLUOR CORP NEW COM 343412102 268 3280 SH DEFINED 12 3280 0 0 FLUOR CORP NEW COM 343412102 394 4828 SH DEFINED 14,15,23 4828 0 0 FLUOR CORP NEW COM 343412102 2858 35000 SH CALL DEFINED 14,15,23 35000 0 0 FLUOR CORP NEW COM 343412102 4025 49300 SH PUT DEFINED 14,15,23 49300 0 0 FLUOR CORP NEW COM 343412102 7248 88766 SH DEFINED 15,23,24 66540 0 22226 FLUOR CORP NEW COM 343412102 261 3192 SH DEFINED 15,18,23,25,26 3192 0 0 FLOW INTL CORP COM 343468104 16 1446 SH DEFINED 12 1446 0 0 FLOW INTL CORP COM 343468104 6435 583901 SH DEFINED 15,23,24 519330 0 64571 FLOWERS FOODS INC COM 343498101 355 13148 SH DEFINED 6,10 13148 0 0 FLOWERS FOODS INC COM 343498101 35 1299 SH DEFINED 6,10,11 1299 0 0 FLOWERS FOODS INC COM 343498101 9 333 SH DEFINED 12 333 0 0 FLOWERS FOODS INC COM 343498101 266 9850 SH DEFINED 15,23,24 7069 0 2781 FLOWERS FOODS INC COM 343498101 184 6800 SH DEFINED 30,38 6800 0 0 FLOWSERVE CORP COM 34354P105 26 523 SH DEFINED 6,10 523 0 0 FLOWSERVE CORP COM 34354P105 32 625 SH DEFINED 6,10,11 625 0 0 FLOWSERVE CORP COM 34354P105 13 267 SH DEFINED 12 267 0 0 FLOWSERVE CORP COM 34354P105 603 11950 SH DEFINED 15,23,24 11950 0 0 FOCUS MEDIA HLDG LTD SPONSORED A 34415V109 69 1035 SH DEFINED 12 1035 0 0 FOCUS MEDIA HLDG LTD SPONSORED A 34415V109 12376 186415 SH DEFINED 15,23,24 131063 0 55352 FOMENTO ECONOMICO ME SPON ADR UN 344419106 5788 50000 SH DEFINED 6,10 50000 0 0 FOMENTO ECONOMICO ME SPON ADR UN 344419106 127 1100 SH DEFINED 12 1100 0 0 FOMENTO ECONOMICO ME SPON ADR UN 344419106 6606 57070 SH DEFINED 15,23,24 48966 0 8104 FONAR CORP COM 344437108 32 112842 SH DEFINED 15,23,24 112842 0 0 FOOT LOCKER INC COM 344849104 154 7037 SH DEFINED 6,10 7037 0 0 FOOT LOCKER INC COM 344849104 4 200 SH DEFINED 12 200 0 0 FOOT LOCKER INC COM 344849104 12434 567000 SH CALL DEFINED 14,15,23 567000 0 0 FOOT LOCKER INC COM 344849104 4421 201600 SH PUT DEFINED 14,15,23 201600 0 0 FOOT LOCKER INC COM 344849104 2981 135938 SH DEFINED 15,23,24 124065 0 11873 FOOT LOCKER INC COM 344849104 12371 564100 SH CALL DEFINED 15,23,24 564100 0 0 FOOT LOCKER INC COM 344849104 1474 67200 SH DEFINED 30,38 67200 0 0 FORD MTR CO DEL NOTE 4.250 345370CF5 17 16000 PRN DEFINED 12 16000 0 0 FORD MTR CO DEL NOTE 4.250 345370CF5 51813 48480000 PRN DEFINED 15,23,24 48480000 0 0 FORD MTR CO DEL COM PAR $0. 345370860 1304 173607 SH DEFINED 6,10 173607 0 0 FORD MTR CO DEL COM PAR $0. 345370860 399 53084 SH DEFINED 12 53084 0 0 FORD MTR CO DEL COM PAR $0. 345370860 8451 1125300 SH CALL DEFINED 14,15,23 1125300 0 0 FORD MTR CO DEL COM PAR $0. 345370860 7561 1006800 SH PUT DEFINED 14,15,23 1006800 0 0 FORD MTR CO DEL COM PAR $0. 345370860 35225 4690391 SH DEFINED 15,23,24 4250439 0 439951 FORD MTR CO DEL COM PAR $0. 345370860 6708 893200 SH CALL DEFINED 15,23,24 870700 0 22500 FORD MTR CO DEL COM PAR $0. 345370860 4506 600000 SH PUT DEFINED 15,23,24 600000 0 0 FORD MTR CO DEL COM PAR $0. 345370860 228278 30396500 SH DEFINED 30,38 30396500 0 0 FORD MTR CO CAP TR I PFD TR CV6. 345395206 10 300 SH DEFINED 6,10,11 300 0 0 FORD MTR CO CAP TR I PFD TR CV6. 345395206 392 11450 SH DEFINED 12 11450 0 0 FORD MTR CO CAP TR I PFD TR CV6. 345395206 15736 460128 SH DEFINED 15,23,24 368260 0 91868 FORD MTR CO CAP TR I PFD TR CV6. 345395206 13680 400000 SH DEFINED 30,38 400000 0 0 FORDING CDN COAL TR TR UNIT 345425102 111 5344 SH DEFINED 12 5344 0 0 FORDING CDN COAL TR TR UNIT 345425102 3835 184830 SH DEFINED 14,15,23 184830 0 0 FORDING CDN COAL TR TR UNIT 345425102 5484 264300 SH CALL DEFINED 14,15,23 264300 0 0 FORDING CDN COAL TR TR UNIT 345425102 7914 381400 SH PUT DEFINED 14,15,23 381400 0 0 FORDING CDN COAL TR TR UNIT 345425102 11654 561624 SH DEFINED 15,23,24 469220 0 92403 FORDING CDN COAL TR TR UNIT 345425102 2075 100000 SH DEFINED 37 100000 0 0 FOREST CITY ENTERPRI CL A 345550107 151 2591 SH DEFINED 3,8 0 0 2591 FOREST CITY ENTERPRI CL A 345550107 191 3275 SH DEFINED 6,10 3275 0 0 FOREST CITY ENTERPRI CL A 345550107 36 615 SH DEFINED 12 615 0 0 FOREST CITY ENTERPRI CL A 345550107 8088 138500 SH DEFINED 13,30 138500 0 0 FOREST CITY ENTERPRI CL A 345550107 5091 87180 SH DEFINED 15,23,24 69034 0 18146 FOREST LABS INC COM 345838106 80 1578 SH DEFINED 3,8 0 0 1578 FOREST LABS INC COM 345838106 1471 29076 SH DEFINED 6,10 29076 0 0 FOREST LABS INC COM 345838106 10 205 SH DEFINED 6,10,11 205 0 0 FOREST LABS INC COM 345838106 229 4518 SH DEFINED 12 4518 0 0 FOREST LABS INC COM 345838106 7727 152700 SH CALL DEFINED 14,15,23 152700 0 0 FOREST LABS INC COM 345838106 15893 314100 SH PUT DEFINED 14,15,23 314100 0 0 FOREST LABS INC COM 345838106 156191 3086779 SH DEFINED 15,23,24 2822217 0 264562 FOREST LABS INC COM 345838106 314 6200 SH CALL DEFINED 15,23,24 6200 0 0 FOREST LABS INC COM 345838106 622 12300 SH PUT DEFINED 15,23,24 12300 0 0 FOREST LABS INC COM 345838106 875 17300 SH DEFINED 15,18,23,25,26 17300 0 0 FOREST LABS INC COM 345838106 590 11660 SH DEFINED 30,38 11660 0 0 FOREST OIL CORP COM PAR $0. 346091705 664 20306 SH DEFINED 6,10 20306 0 0 FOREST OIL CORP COM PAR $0. 346091705 7 210 SH DEFINED 12 210 0 0 FOREST OIL CORP COM PAR $0. 346091705 1019 31175 SH DEFINED 14,15,23 31175 0 0 FOREST OIL CORP COM PAR $0. 346091705 1605 49100 SH CALL DEFINED 14,15,23 49100 0 0 FOREST OIL CORP COM PAR $0. 346091705 2987 91400 SH PUT DEFINED 14,15,23 91400 0 0 FOREST OIL CORP COM PAR $0. 346091705 17939 548915 SH DEFINED 15,23,24 501565 0 47350 FOREST OIL CORP COM PAR $0. 346091705 1479 45270 SH DEFINED 30,38 45270 0 0 FORMFACTOR INC COM 346375108 13 362 SH DEFINED 6,10 362 0 0 FORMFACTOR INC COM 346375108 29 768 SH DEFINED 12 768 0 0 FORMFACTOR INC COM 346375108 7 193 SH DEFINED 14,15,23 193 0 0 FORMFACTOR INC COM 346375108 1706 45800 SH CALL DEFINED 14,15,23 45800 0 0 FORMFACTOR INC COM 346375108 2280 61200 SH PUT DEFINED 14,15,23 61200 0 0 FORMFACTOR INC COM 346375108 422 11341 SH DEFINED 15,23,24 11063 0 278 FORMFACTOR INC COM 346375108 75 2000 SH CALL DEFINED 15,23,24 2000 0 0 FORMFACTOR INC COM 346375108 114 3050 SH DEFINED 29 3050 0 0 FORT DEARBORN INCOME COM 347200107 83 5785 SH DEFINED 15,23,24 1285 0 4500 FORT DEARBORN INCOME COM 347200107 283 19800 SH DEFINED 15,18,23,25,26 19800 0 0 FORTUNE BRANDS INC COM 349631101 1195 13992 SH DEFINED 6,10 13992 0 0 FORTUNE BRANDS INC COM 349631101 1216 14244 SH DEFINED 6,10,11 13969 0 275 FORTUNE BRANDS INC COM 349631101 1590 18625 SH DEFINED 12 18625 0 0 FORTUNE BRANDS INC COM 349631101 14128 165456 SH DEFINED 15,23,24 117722 0 47734 FORWARD AIR CORP COM 349853101 224 7738 SH DEFINED 6,10 7738 0 0 FORWARD AIR CORP COM 349853101 48 1643 SH DEFINED 12 1643 0 0 FORWARD AIR CORP COM 349853101 639 22101 SH DEFINED 15,23,24 19761 0 2340 FOSSIL INC COM 349882100 260 11508 SH DEFINED 6,10 11508 0 0 FOSSIL INC COM 349882100 86 3795 SH DEFINED 12 3795 0 0 FOSSIL INC COM 349882100 95 4199 SH DEFINED 15,23,24 2984 0 1215 FOSSIL INC COM 349882100 672 29772 SH DEFINED 30,38 29772 0 0 FOSTER L B CO COM 350060109 1008 38897 SH DEFINED 15,23,24 31697 0 7200 FOUNDATION COAL HLDG COM 35039W100 8 240 SH DEFINED 12 240 0 0 FOUNDATION COAL HLDG COM 35039W100 1691 53241 SH DEFINED 14,15,23 53241 0 0 FOUNDATION COAL HLDG COM 35039W100 1842 58000 SH CALL DEFINED 14,15,23 58000 0 0 FOUNDATION COAL HLDG COM 35039W100 2804 88300 SH PUT DEFINED 14,15,23 88300 0 0 FOUNDATION COAL HLDG COM 35039W100 9803 308668 SH DEFINED 15,23,24 255826 0 52842 FOUNDATION COAL HLDG COM 35039W100 3 100 SH CALL DEFINED 15,23,24 100 0 0 FOUNDATION COAL HLDG COM 35039W100 205 6450 SH DEFINED 29 6450 0 0 FOUNDRY NETWORKS INC COM 35063R100 8 530 SH DEFINED 3,8 0 0 530 FOUNDRY NETWORKS INC COM 35063R100 16 1086 SH DEFINED 6,10 1086 0 0 FOUNDRY NETWORKS INC COM 35063R100 219 14635 SH DEFINED 6,10,11 14635 0 0 FOUNDRY NETWORKS INC COM 35063R100 48 3180 SH DEFINED 12 3180 0 0 FOUNDRY NETWORKS INC COM 35063R100 871 58154 SH DEFINED 14,15,23 58154 0 0 FOUNDRY NETWORKS INC COM 35063R100 286 19100 SH CALL DEFINED 14,15,23 19100 0 0 FOUNDRY NETWORKS INC COM 35063R100 530 35400 SH PUT DEFINED 14,15,23 35400 0 0 FOUNDRY NETWORKS INC COM 35063R100 3381 225728 SH DEFINED 15,23,24 153462 0 72266 FOUNDRY NETWORKS INC COM 35063R100 251 16750 SH DEFINED 29 16750 0 0 FOUNDRY NETWORKS INC COM 35063R100 5 342 SH DEFINED 30,38 342 0 0 FOUNTAIN POWERBOAT I COM NEW 350755302 88 21069 SH DEFINED 15,23,24 12619 0 8450 FOUR SEASONS HOTEL I NOTE 1.875 35100EAE4 31 25000 PRN DEFINED 15,23,24 25000 0 0 FOUR SEASONS HOTEL I LTD VTG SH 35100E104 30 364 SH DEFINED 6,10 364 0 0 FOUR SEASONS HOTEL I LTD VTG SH 35100E104 5461 66600 SH CALL DEFINED 14,15,23 66600 0 0 FOUR SEASONS HOTEL I LTD VTG SH 35100E104 4321 52700 SH PUT DEFINED 14,15,23 52700 0 0 FOUR SEASONS HOTEL I LTD VTG SH 35100E104 469 5725 SH DEFINED 15,23,24 5016 0 709 FOXHOLLOW TECHNOLOGI COM 35166A103 2620 121398 SH DEFINED 15,23,24 92368 0 29030 FRANCE TELECOM SPONSORED A 35177Q105 1503 54262 SH DEFINED 12 54262 0 0 FRANCE TELECOM SPONSORED A 35177Q105 3527 127327 SH DEFINED 15,23,24 92665 0 34662 FRANCE TELECOM SPONSORED A 35177Q105 13850 500000 SH DEFINED 15,18,23,25,26 500000 0 0 FRANCE TELECOM SPONSORED A 35177Q105 429 15500 SH DEFINED 29 15500 0 0 FRANKLIN ELEC INC COM 353514102 55 1062 SH DEFINED 6,10 1062 0 0 FRANKLIN ELEC INC COM 353514102 25 480 SH DEFINED 12 480 0 0 FRANKLIN ELEC INC COM 353514102 6993 136073 SH DEFINED 15,23,24 110499 0 25574 FRANKLIN RES INC COM 354613101 1776 16121 SH DEFINED 6,10 16121 0 0 FRANKLIN RES INC COM 354613101 1350 12250 SH DEFINED 6,10,11 11750 0 500 FRANKLIN RES INC COM 354613101 4299 39017 SH DEFINED 12 39017 0 0 FRANKLIN RES INC COM 354613101 23428 212649 SH DEFINED 15,23,24 174314 0 38335 FRANKLIN STREET PPTY COM 35471R106 387 18402 SH DEFINED 12 18402 0 0 FRANKLIN STREET PPTY COM 35471R106 1100 52274 SH DEFINED 15,23,24 28971 0 23303 FRANKLIN TEMPLETON L COM 35472T101 469 34970 SH DEFINED 15,23,24 32379 0 2590 FRANKLIN UNVL TR SH BEN INT 355145103 3754 541767 SH DEFINED 15,23,24 454227 0 87540 FRANKLIN UNVL TR SH BEN INT 355145103 46 6700 SH DEFINED 15,18,23,25,26 6700 0 0 FREDS INC CL A 356108100 121 10079 SH DEFINED 6,10 10079 0 0 FREDS INC CL A 356108100 1489 123645 SH DEFINED 6,10,11 123345 0 300 FREDS INC CL A 356108100 9 759 SH DEFINED 12 759 0 0 FREDS INC CL A 356108100 119 9907 SH DEFINED 15,23,24 9907 0 0 FREEPORT-MCMORAN COP CL B 35671D857 2551 45779 SH DEFINED 6,10 45779 0 0 FREEPORT-MCMORAN COP CL B 35671D857 948 17016 SH CALL DEFINED 6,10 17016 0 0 FREEPORT-MCMORAN COP CL B 35671D857 35 630 SH DEFINED 6,10,11 630 0 0 FREEPORT-MCMORAN COP CL B 35671D857 2635 47280 SH DEFINED 12 47280 0 0 FREEPORT-MCMORAN COP CL B 35671D857 17821 319772 SH DEFINED 14,15,23 319772 0 0 FREEPORT-MCMORAN COP CL B 35671D857 21038 377500 SH CALL DEFINED 14,15,23 377500 0 0 FREEPORT-MCMORAN COP CL B 35671D857 66798 1198600 SH PUT DEFINED 14,15,23 1198600 0 0 FREEPORT-MCMORAN COP CL B 35671D857 52224 937082 SH DEFINED 15,23,24 859548 0 77534 FREEPORT-MCMORAN COP CL B 35671D857 22888 410700 SH CALL DEFINED 15,23,24 410700 0 0 FREEPORT-MCMORAN COP CL B 35671D857 3056 54830 SH DEFINED 30,38 54830 0 0 FREIGHTCAR AMER INC COM 357023100 12 224 SH DEFINED 6,10 224 0 0 FREIGHTCAR AMER INC COM 357023100 35 630 SH DEFINED 12 630 0 0 FREIGHTCAR AMER INC COM 357023100 1977 35647 SH DEFINED 15,23,24 33058 0 2589 FREMONT GEN CORP COM 357288109 277 17062 SH DEFINED 6,10 17062 0 0 FREMONT GEN CORP COM 357288109 809 49901 SH DEFINED 15,23,24 48468 0 1433 FREMONT GEN CORP COM 357288109 92 5700 SH DEFINED 30,38 5700 0 0 FREQUENCY ELECTRS IN COM 358010106 2559 214169 SH DEFINED 15,23,24 203328 0 10841 FRESENIUS MED CARE A SPONSORED A 358029106 964 21687 SH DEFINED 12 21687 0 0 FRESENIUS MED CARE A SPONSORED A 358029106 3304 74354 SH DEFINED 15,23,24 62296 0 12058 FRIEDMAN BILLINGS RA CL A 358434108 359 44832 SH DEFINED 6,10 44832 0 0 FRIEDMAN BILLINGS RA CL A 358434108 12 1500 SH DEFINED 6,10,11 1500 0 0 FRIEDMAN BILLINGS RA CL A 358434108 56 7000 SH DEFINED 12 7000 0 0 FRIEDMAN BILLINGS RA CL A 358434108 604 75477 SH DEFINED 14,15,23 75477 0 0 FRIEDMAN BILLINGS RA CL A 358434108 268 33500 SH CALL DEFINED 14,15,23 33500 0 0 FRIEDMAN BILLINGS RA CL A 358434108 1129 141100 SH PUT DEFINED 14,15,23 141100 0 0 FRIEDMAN BILLINGS RA CL A 358434108 506 63189 SH DEFINED 15,23,24 53738 0 9451 FRIEDMAN BILLINGS RA CL A 358434108 12 1500 SH CALL DEFINED 15,23,24 1500 0 0 FRIEDMAN BILLINGS RA CL A 358434108 80 9975 SH DEFINED 29 9975 0 0 FRIEDMAN BILLINGS RA CL A 358434108 4800 600000 SH CALL DEFINED 30,38 600000 0 0 FRONTEER DEV GROUP I COM 35903Q106 163 17680 SH DEFINED 15,23,24 15945 0 1735 FRONTIER AIRLINES HO COM 359059102 68 9221 SH DEFINED 6,10 9221 0 0 FRONTIER AIRLINES HO COM 359059102 1 199 SH DEFINED 12 199 0 0 FRONTIER AIRLINES HO COM 359059102 574 77600 SH CALL DEFINED 14,15,23 77600 0 0 FRONTIER AIRLINES HO COM 359059102 67 9100 SH PUT DEFINED 14,15,23 9100 0 0 FRONTIER AIRLINES HO COM 359059102 3100 418951 SH DEFINED 15,23,24 363087 0 55864 FRONTIER AIRLINES HO COM 359059102 1 71 SH DEFINED 30,38 71 0 0 FRONTIER AIRLINES IN DBCV 5.000 359065AA7 14236 14639000 PRN DEFINED 15,23,24 14639000 0 0 FRONTIER FINL CORP W COM 35907K105 2 69 SH DEFINED 12 69 0 0 FRONTIER FINL CORP W COM 35907K105 484 16541 SH DEFINED 15,23,24 16541 0 0 FRONTIER OIL CORP COM 35914P105 477 16600 SH DEFINED 3,8 0 0 16600 FRONTIER OIL CORP COM 35914P105 824 28670 SH DEFINED 6,10 28670 0 0 FRONTIER OIL CORP COM 35914P105 71 2478 SH DEFINED 12 2478 0 0 FRONTIER OIL CORP COM 35914P105 5224 181781 SH DEFINED 14,15,23 181781 0 0 FRONTIER OIL CORP COM 35914P105 5716 198900 SH CALL DEFINED 14,15,23 198900 0 0 FRONTIER OIL CORP COM 35914P105 7438 258800 SH PUT DEFINED 14,15,23 258800 0 0 FRONTIER OIL CORP COM 35914P105 1825 63501 SH DEFINED 15,23,24 58768 0 4733 FRONTIER OIL CORP COM 35914P105 509 17700 SH DEFINED 30,38 17700 0 0 FUELCELL ENERGY INC COM 35952H106 9 1444 SH DEFINED 6,10 1444 0 0 FUELCELL ENERGY INC COM 35952H106 365 56530 SH DEFINED 14,15,23 56530 0 0 FUELCELL ENERGY INC COM 35952H106 242 37500 SH CALL DEFINED 14,15,23 37500 0 0 FUELCELL ENERGY INC COM 35952H106 430 66500 SH PUT DEFINED 14,15,23 66500 0 0 FUELCELL ENERGY INC COM 35952H106 824 127564 SH DEFINED 15,23,24 91889 0 35675 FUEL TECH INC COM 359523107 574 23309 SH DEFINED 15,23,24 22469 0 840 FUJIFILM HLDGS CORP ADR 2 ORD 35958N107 1835 44394 SH DEFINED 12 44394 0 0 FUJIFILM HLDGS CORP ADR 2 ORD 35958N107 1389 33595 SH DEFINED 15,23,24 24636 0 8959 FULLER H B CO COM 359694106 388 15020 SH DEFINED 6,10 15020 0 0 FULLER H B CO COM 359694106 27 1042 SH DEFINED 12 1042 0 0 FULLER H B CO COM 359694106 3 128 SH DEFINED 14,15,23 128 0 0 FULLER H B CO COM 359694106 187 7242 SH DEFINED 15,23,24 7042 0 200 FULLER H B CO COM 359694106 522 20200 SH DEFINED 30,38 20200 0 0 FULTON FINL CORP PA COM 360271100 125 7485 SH DEFINED 6,10 7485 0 0 FULTON FINL CORP PA COM 360271100 190 11370 SH DEFINED 6,10,11 11370 0 0 FULTON FINL CORP PA COM 360271100 824 49352 SH DEFINED 15,23,24 27202 0 22150 FURNITURE BRANDS INT COM 360921100 2 102 SH DEFINED 6,10 102 0 0 FURNITURE BRANDS INT COM 360921100 7 450 SH DEFINED 6,10,11 450 0 0 FURNITURE BRANDS INT COM 360921100 13 827 SH DEFINED 12 827 0 0 FURNITURE BRANDS INT COM 360921100 2400 147891 SH DEFINED 15,23,24 142545 0 5346 FURNITURE BRANDS INT COM 360921100 41 2500 SH DEFINED 30,38 2500 0 0 G & K SVCS INC CL A 361268105 212 5443 SH DEFINED 6,10 5443 0 0 G & K SVCS INC CL A 361268105 3 80 SH DEFINED 12 80 0 0 G & K SVCS INC CL A 361268105 360 9249 SH DEFINED 15,23,24 9249 0 0 GATX CORP NOTE 7.500 361448AC7 1242 975000 PRN DEFINED 15,23,24 975000 0 0 GATX CORP NOTE 5.000 361448AE3 5309 2995000 PRN DEFINED 15,23,24 2995000 0 0 GATX CORP COM 361448103 5 104 SH DEFINED 6,10 104 0 0 GATX CORP COM 361448103 33 763 SH DEFINED 6,10,11 763 0 0 GATX CORP COM 361448103 81 1878 SH DEFINED 12 1878 0 0 GATX CORP COM 361448103 243 5618 SH DEFINED 14,15,23 5618 0 0 GATX CORP COM 361448103 43 1000 SH CALL DEFINED 14,15,23 1000 0 0 GATX CORP COM 361448103 22 500 SH PUT DEFINED 14,15,23 500 0 0 GATX CORP COM 361448103 1550 35771 SH DEFINED 15,23,24 33147 0 2623 GATX CORP COM 361448103 418 9650 SH DEFINED 30,38 9650 0 0 GEO GROUP INC COM 36159R103 3 80 SH DEFINED 12 80 0 0 GEO GROUP INC COM 36159R103 546 14550 SH DEFINED 15,23,24 4250 0 10300 GFI GROUP INC COM 361652209 77 1238 SH DEFINED 12 1238 0 0 GFI GROUP INC COM 361652209 2735 43936 SH DEFINED 15,23,24 39799 0 4137 GFI GROUP INC COM 361652209 356 5713 SH DEFINED 30,38 5713 0 0 GMH CMNTYS TR COM 36188G102 240 23606 SH DEFINED 15,23,24 20046 0 3560 GABELLI GLOBAL MULTI COM 36239Q109 3 224 SH DEFINED 6,10,11 224 0 0 GABELLI GLOBAL MULTI COM 36239Q109 1244 101400 SH DEFINED 15,23 101400 0 0 GABELLI GLOBAL MULTI COM 36239Q109 2740 223280 SH DEFINED 15,23,24 194366 0 28914 GABELLI EQUITY TR IN COM 362397101 87 9249 SH DEFINED 6,10,11 9249 0 0 GABELLI EQUITY TR IN COM 362397101 1061 112803 SH DEFINED 15,23,24 59715 0 53087 GABELLI UTIL TR COM 36240A101 431 43388 SH DEFINED 15,23,24 19089 0 24299 GABELLI CONV & INCOM CONV SECS F 36240B109 197 22019 SH DEFINED 15,23,24 20969 0 1050 GABELLI DIVD & INCOM COM 36242H104 1075 50075 SH DEFINED 6,10,11 50075 0 0 GABELLI DIVD & INCOM COM 36242H104 12975 604581 SH DEFINED 15,23,24 468218 0 136362 GABELLI DIVD & INCOM COM 36242H104 408 19000 SH DEFINED 15,18,23,25,26 19000 0 0 GABELLI GLOBL UTIL & COM SH BEN 36242L105 461 20800 SH DEFINED 6,10,11 20800 0 0 GABELLI GLOBL UTIL & COM SH BEN 36242L105 393 17706 SH DEFINED 15,23,24 16405 0 1300 GABELLI GLB GLD NAT COM SHS BN 36244N109 0 3 SH DEFINED 6,10,11 3 0 0 GABELLI GLB GLD NAT COM SHS BN 36244N109 4280 174000 SH DEFINED 15,23,24 142680 0 31320 GAIAM INC CL A 36268Q103 1569 114715 SH DEFINED 15,23,24 82015 0 32700 GALLAGHER ARTHUR J & COM 363576109 124 4209 SH DEFINED 6,10 4209 0 0 GALLAGHER ARTHUR J & COM 363576109 2597 87890 SH DEFINED 6,10,11 86615 0 1275 GALLAGHER ARTHUR J & COM 363576109 90 3034 SH DEFINED 12 3034 0 0 GALLAGHER ARTHUR J & COM 363576109 704 23834 SH DEFINED 15,23,24 13710 0 10124 GALLAGHER ARTHUR J & COM 363576109 42 1410 SH DEFINED 30,38 1410 0 0 GALLAHER GROUP PLC SPONSORED A 363595109 193 2150 SH DEFINED 6,10,11 2150 0 0 GALLAHER GROUP PLC SPONSORED A 363595109 1687 18753 SH DEFINED 12 18753 0 0 GALLAHER GROUP PLC SPONSORED A 363595109 984 10944 SH DEFINED 15,23,24 6043 0 4901 GAMETECH INTERNATION COM 36466D102 139 11593 SH DEFINED 15,23,24 9093 0 2500 GAMESTOP CORP NEW CL A 36467W109 1415 25675 SH DEFINED 6,10 25675 0 0 GAMESTOP CORP NEW CL A 36467W109 466 8459 SH DEFINED 12 8459 0 0 GAMESTOP CORP NEW CL A 36467W109 4915 89193 SH DEFINED 14,15,23 89193 0 0 GAMESTOP CORP NEW CL A 36467W109 3395 61600 SH CALL DEFINED 14,15,23 61600 0 0 GAMESTOP CORP NEW CL A 36467W109 14351 260400 SH PUT DEFINED 14,15,23 260400 0 0 GAMESTOP CORP NEW CL A 36467W109 4502 81696 SH DEFINED 15,23,24 73585 0 8111 GAMESTOP CORP NEW CL A 36467W109 5511 100000 SH DEFINED 30,38 100000 0 0 GAMESTOP CORP NEW CL B 36467W208 8215 150027 SH DEFINED 6,10 150027 0 0 GAMESTOP CORP NEW CL B 36467W208 4 80 SH DEFINED 6,10,11 80 0 0 GAMESTOP CORP NEW CL B 36467W208 35 634 SH DEFINED 12 634 0 0 GAMESTOP CORP NEW CL B 36467W208 264 4820 SH DEFINED 15,23,24 4269 0 551 GANNETT INC COM 364730101 88 1449 SH DEFINED 3,8 0 0 1449 GANNETT INC COM 364730101 1319 21808 SH DEFINED 6,10 21808 0 0 GANNETT INC COM 364730101 3 50 SH DEFINED 6,10,11 50 0 0 GANNETT INC COM 364730101 2349 38857 SH DEFINED 12 38857 0 0 GANNETT INC COM 364730101 6693 110700 SH CALL DEFINED 14,15,23 110700 0 0 GANNETT INC COM 364730101 6366 105300 SH PUT DEFINED 14,15,23 105300 0 0 GANNETT INC COM 364730101 30156 498782 SH DEFINED 15,23,24 420683 0 78099 GAP INC DEL COM 364760108 1038 53218 SH DEFINED 6,10 53218 0 0 GAP INC DEL COM 364760108 732 37525 SH DEFINED 6,10,11 36025 0 1500 GAP INC DEL COM 364760108 3127 160362 SH DEFINED 12 160362 0 0 GAP INC DEL COM 364760108 1918 98354 SH DEFINED 14,15,23 98354 0 0 GAP INC DEL COM 364760108 2888 148100 SH CALL DEFINED 14,15,23 148100 0 0 GAP INC DEL COM 364760108 9477 486000 SH PUT DEFINED 14,15,23 486000 0 0 GAP INC DEL COM 364760108 379178 19445000 SH DEFINED 15,23 19445000 0 0 GAP INC DEL COM 364760108 21384 1096639 SH DEFINED 15,23,24 934249 0 162389 GAP INC DEL COM 364760108 19500 1000000 SH CALL DEFINED 15,23,24 1000000 0 0 GAP INC DEL COM 364760108 77 3930 SH DEFINED 15,18,23,25,26 3930 0 0 GAP INC DEL COM 364760108 3069 157400 SH DEFINED 30,38 157400 0 0 GARDNER DENVER INC COM 365558105 516 13825 SH DEFINED 6,10 13825 0 0 GARDNER DENVER INC COM 365558105 198 5309 SH DEFINED 12 5309 0 0 GARDNER DENVER INC COM 365558105 438 11736 SH DEFINED 15,23,24 9313 0 2423 GARTNER INC COM 366651107 7 369 SH DEFINED 6,10 369 0 0 GARTNER INC COM 366651107 26 1292 SH DEFINED 12 1292 0 0 GARTNER INC COM 366651107 210 10621 SH DEFINED 15,23,24 9957 0 664 GARTNER INC COM 366651107 315 15900 SH DEFINED 30,38 15900 0 0 GASCO ENERGY INC COM 367220100 61 24956 SH DEFINED 12 24956 0 0 GASCO ENERGY INC COM 367220100 136 55373 SH DEFINED 15,23,24 51815 0 3558 GASTAR EXPL LTD COM 367299104 24 11000 SH DEFINED 15,23,24 10000 0 1000 GATEWAY INC NOTE 1.500 367626AB4 3445 4000000 PRN DEFINED 15,23,24 4000000 0 0 GATEWAY INC NOTE 1.500 367626AB4 7019 8150000 PRN DEFINED 30,38 8150000 0 0 GATEWAY INC NOTE 2.000 367626AD0 9191 11418000 PRN DEFINED 15,23,24 11418000 0 0 GATEWAY INC COM 367626108 150 74855 SH DEFINED 12 74855 0 0 GATEWAY INC COM 367626108 162 80700 SH DEFINED 14,15,23 80700 0 0 GATEWAY INC COM 367626108 28 13700 SH CALL DEFINED 14,15,23 13700 0 0 GATEWAY INC COM 367626108 190 94300 SH PUT DEFINED 14,15,23 94300 0 0 GATEWAY INC COM 367626108 641 318884 SH DEFINED 15,23,24 291913 0 26971 GAYLORD ENTMT CO NEW COM 367905106 3 66 SH DEFINED 6,10 66 0 0 GAYLORD ENTMT CO NEW COM 367905106 866 17001 SH DEFINED 12 17001 0 0 GAYLORD ENTMT CO NEW COM 367905106 61 1197 SH DEFINED 15,23,24 1138 0 59 GEHL CO COM 368483103 123 4457 SH DEFINED 15,23,24 3642 0 815 GEHL CO COM 368483103 161 5850 SH DEFINED 29 5850 0 0 GEN-PROBE INC NEW COM 36866T103 0 6 SH DEFINED 6,10 6 0 0 GEN-PROBE INC NEW COM 36866T103 28 544 SH DEFINED 12 544 0 0 GEN-PROBE INC NEW COM 36866T103 350 6689 SH DEFINED 15,23,24 6089 0 600 GEN-PROBE INC NEW COM 36866T103 2095 40000 SH DEFINED 30,38 40000 0 0 GEMSTAR-TV GUIDE INT COM 36866W106 393 98016 SH DEFINED 15,23,24 92424 0 5592 GENAERA CORP COM 36867G100 85 223301 SH DEFINED 15,23,24 221801 0 1500 GENCORP INC NOTE 5.750 368682AE0 5313 5140000 PRN DEFINED 15,23,24 5140000 0 0 GENCORP INC COM 368682100 197 14030 SH DEFINED 6,10 14030 0 0 GENCORP INC COM 368682100 167 11923 SH DEFINED 15,23,24 10936 0 987 GENE LOGIC INC COM 368689105 0 200 SH DEFINED 6,10,11 200 0 0 GENE LOGIC INC COM 368689105 163 106096 SH DEFINED 15,23,24 73401 0 32695 GENENTECH INC COM NEW 368710406 192 2366 SH DEFINED 3,8 0 0 2366 GENENTECH INC COM NEW 368710406 12309 151723 SH DEFINED 6,10 151723 0 0 GENENTECH INC COM NEW 368710406 77 948 SH DEFINED 6,10,11 948 0 0 GENENTECH INC COM NEW 368710406 6817 84022 SH DEFINED 12 84022 0 0 GENENTECH INC COM NEW 368710406 13971 172200 SH CALL DEFINED 14,15,23 172200 0 0 GENENTECH INC COM NEW 368710406 23309 287300 SH PUT DEFINED 14,15,23 287300 0 0 GENENTECH INC COM NEW 368710406 217512 2681029 SH DEFINED 15,23,24 2313430 0 367599 GENENTECH INC COM NEW 368710406 13443 165700 SH CALL DEFINED 15,23,24 165700 0 0 GENENTECH INC COM NEW 368710406 19731 243200 SH PUT DEFINED 15,23,24 243200 0 0 GENENTECH INC COM NEW 368710406 487 6000 SH DEFINED 15,18,23,25,26 6000 0 0 GENENTECH INC COM NEW 368710406 287 3540 SH DEFINED 30,38 3540 0 0 GENERAL AMERN INVS I COM 368802104 175 4708 SH DEFINED 12 4708 0 0 GENERAL AMERN INVS I COM 368802104 73 1964 SH DEFINED 15,23,24 1964 0 0 GENERAL CABLE CORP D NOTE 0.875 369300AD0 30 28000 PRN DEFINED 12 28000 0 0 GENERAL CABLE CORP D NOTE 0.875 369300AD0 5331 5000000 PRN DEFINED 15,23,24 5000000 0 0 GENERAL CABLE CORP D COM 369300108 4 99 SH DEFINED 6,10 99 0 0 GENERAL CABLE CORP D COM 369300108 426 9741 SH DEFINED 12 9741 0 0 GENERAL CABLE CORP D COM 369300108 1775 40600 SH CALL DEFINED 14,15,23 40600 0 0 GENERAL CABLE CORP D COM 369300108 1722 39400 SH PUT DEFINED 14,15,23 39400 0 0 GENERAL CABLE CORP D COM 369300108 664 15197 SH DEFINED 15,23,24 14942 0 255 GENERAL CABLE CORP D COM 369300108 102 2325 SH DEFINED 29 2325 0 0 GENERAL CABLE CORP D COM 369300108 66 1500 SH DEFINED 30,38 1500 0 0 GENERAL COMMUNICATIO CL A 369385109 177 11270 SH DEFINED 6,10 11270 0 0 GENERAL COMMUNICATIO CL A 369385109 206 13121 SH DEFINED 15,23,24 13121 0 0 GENERAL DYNAMICS COR COM 369550108 3560 47876 SH DEFINED 6,10 47876 0 0 GENERAL DYNAMICS COR COM 369550108 672 9045 SH DEFINED 6,10,11 8795 0 250 GENERAL DYNAMICS COR COM 369550108 3666 49305 SH DEFINED 12 49305 0 0 GENERAL DYNAMICS COR COM 369550108 638 8583 SH DEFINED 14,15,23 8583 0 0 GENERAL DYNAMICS COR COM 369550108 11621 156300 SH CALL DEFINED 14,15,23 156300 0 0 GENERAL DYNAMICS COR COM 369550108 17108 230100 SH PUT DEFINED 14,15,23 230100 0 0 GENERAL DYNAMICS COR COM 369550108 12563 168972 SH DEFINED 15,23,24 120992 0 47980 GENERAL DYNAMICS COR COM 369550108 67 900 SH CALL DEFINED 15,23,24 900 0 0 GENERAL DYNAMICS COR COM 369550108 884 11890 SH DEFINED 29 11890 0 0 GENERAL ELECTRIC CO COM 369604103 6317 169769 SH DEFINED 3,8 0 0 169769 GENERAL ELECTRIC CO COM 369604103 181110 4867252 SH DEFINED 6,10 4781366 0 85886 GENERAL ELECTRIC CO COM 369604103 159423 4284400 SH CALL DEFINED 6,10 4284400 0 0 GENERAL ELECTRIC CO COM 369604103 16459 442333 SH DEFINED 6,10,11 430033 0 12300 GENERAL ELECTRIC CO COM 369604103 275915 7415070 SH DEFINED 12 7415070 0 0 GENERAL ELECTRIC CO COM 369604103 304267 8177027 SH DEFINED 14,15,23 8177027 0 0 GENERAL ELECTRIC CO COM 369604103 18203 489200 SH CALL DEFINED 14,15,23 489200 0 0 GENERAL ELECTRIC CO COM 369604103 91135 2449200 SH PUT DEFINED 14,15,23 2449200 0 0 GENERAL ELECTRIC CO COM 369604103 20624 554247 SH DEFINED 2,5,6,9,10,17,19,20,27 554247 0 0 GENERAL ELECTRIC CO COM 369604103 940687 25280501 SH DEFINED 15,23,24 20076059 0 5204441 GENERAL ELECTRIC CO COM 369604103 23509 631800 SH CALL DEFINED 15,23,24 631800 0 0 GENERAL ELECTRIC CO COM 369604103 48808 1311700 SH PUT DEFINED 15,23,24 1297000 0 14700 GENERAL ELECTRIC CO COM 369604103 25502 685347 SH DEFINED 15,18,23,25,26 685347 0 0 GENERAL ELECTRIC CO COM 369604103 590 15850 SH DEFINED 29 15850 0 0 GENERAL ELECTRIC CO COM 369604103 353 9500 SH DEFINED 30,38 9500 0 0 GENERAL GROWTH PPTYS COM 370021107 544 10407 SH DEFINED 6,10 10407 0 0 GENERAL GROWTH PPTYS COM 370021107 8 150 SH DEFINED 6,10,11 150 0 0 GENERAL GROWTH PPTYS COM 370021107 607 11622 SH DEFINED 12 11622 0 0 GENERAL GROWTH PPTYS COM 370021107 1818 34800 SH DEFINED 13,30 34800 0 0 GENERAL GROWTH PPTYS COM 370021107 2112 40436 SH DEFINED 15,23,24 34875 0 5561 GENERAL GROWTH PPTYS COM 370021107 57 1090 SH DEFINED 30,38 1090 0 0 GENERAL MLS INC DBCV 370334AU8 105 142000 PRN DEFINED 15,23,24 142000 0 0 GENERAL MLS INC COM 370334104 2323 40335 SH DEFINED 6,10 40335 0 0 GENERAL MLS INC COM 370334104 224 3893 SH DEFINED 6,10,11 3893 0 0 GENERAL MLS INC COM 370334104 21860 379508 SH DEFINED 12 379508 0 0 GENERAL MLS INC COM 370334104 5973 103700 SH CALL DEFINED 14,15,23 103700 0 0 GENERAL MLS INC COM 370334104 8778 152400 SH PUT DEFINED 14,15,23 152400 0 0 GENERAL MLS INC COM 370334104 40619 705187 SH DEFINED 15,23,24 541451 0 163735 GENERAL MTRS CORP COM 370442105 45951 1495804 SH DEFINED 6,10 1495804 0 0 GENERAL MTRS CORP COM 370442105 81450 2651361 SH CALL DEFINED 6,10 2651361 0 0 GENERAL MTRS CORP COM 370442105 305086 9931200 SH PUT DEFINED 6,10 9931200 0 0 GENERAL MTRS CORP COM 370442105 990 32240 SH DEFINED 12 32240 0 0 GENERAL MTRS CORP COM 370442105 38719 1260400 SH CALL DEFINED 14,15,23 1260400 0 0 GENERAL MTRS CORP COM 370442105 101342 3298900 SH PUT DEFINED 14,15,23 3298900 0 0 GENERAL MTRS CORP COM 370442105 93444 3041796 SH DEFINED 15,23,24 2891281 0 150514 GENERAL MTRS CORP COM 370442105 37927 1234600 SH CALL DEFINED 15,23,24 1234600 0 0 GENERAL MTRS CORP COM 370442105 270213 8796000 SH PUT DEFINED 15,23,24 8796000 0 0 GENERAL MTRS CORP COM 370442105 6025 196132 SH DEFINED 15,18,23,25,26 196132 0 0 GENERAL MTRS CORP COM 370442105 427 13900 SH DEFINED 30,38 13900 0 0 GENERAL MTRS CORP DEB SR CV C 370442717 22720 1000000 SH DEFINED 6,10 1000000 0 0 GENERAL MTRS CORP DEB SR CV C 370442717 166 7290 SH DEFINED 12 7290 0 0 GENERAL MTRS CORP DEB SR CV C 370442717 114939 5058940 SH DEFINED 15,23,24 5053335 0 5605 GENERAL MTRS CORP DEB SR CV C 370442717 28400 1250000 SH DEFINED 15,18,23,25,26 1250000 0 0 GENERAL MTRS CORP DEB SR CV C 370442717 24220 1066000 SH DEFINED 30,38 1066000 0 0 GENERAL MTRS CORP DEB SR CONV 370442733 21190 1000000 SH DEFINED 6,10 1000000 0 0 GENERAL MTRS CORP DEB SR CONV 370442733 256876 12122517 SH DEFINED 15,23,24 12119087 0 3430 GENERAL MTRS CORP DEB SR CONV 370442741 31 1213 SH DEFINED 12 1213 0 0 GENERAL MTRS CORP DEB SR CONV 370442741 12278 485676 SH DEFINED 15,23,24 483184 0 2492 GENESCO INC COM 371532102 211 5662 SH DEFINED 6,10 5662 0 0 GENESCO INC COM 371532102 2 51 SH DEFINED 12 51 0 0 GENESCO INC COM 371532102 361 9684 SH DEFINED 15,23,24 9684 0 0 GENESEE & WYO INC CL A 371559105 2 66 SH DEFINED 6,10 66 0 0 GENESEE & WYO INC CL A 371559105 586 22342 SH DEFINED 12 22342 0 0 GENESEE & WYO INC CL A 371559105 589 22465 SH DEFINED 15,23,24 21003 0 1462 GENESEE & WYO INC CL A 371559105 48 1845 SH DEFINED 29 1845 0 0 GENESIS LEASE LTD ADR 37183T107 26924 1145710 SH DEFINED 15,23,24 1140384 0 5326 GENESIS MICROCHIP IN COM 37184C103 6 582 SH DEFINED 6,10 582 0 0 GENESIS MICROCHIP IN COM 37184C103 2 224 SH DEFINED 12 224 0 0 GENESIS MICROCHIP IN COM 37184C103 60 5923 SH DEFINED 14,15,23 5923 0 0 GENESIS MICROCHIP IN COM 37184C103 382 37700 SH CALL DEFINED 14,15,23 37700 0 0 GENESIS MICROCHIP IN COM 37184C103 88 8700 SH PUT DEFINED 14,15,23 8700 0 0 GENESIS MICROCHIP IN COM 37184C103 153 15060 SH DEFINED 15,23,24 14460 0 600 GENESIS MICROCHIP IN COM 37184C103 1 52 SH DEFINED 30,38 52 0 0 GENESIS HEALTHCARE C COM 37184D101 234 4949 SH DEFINED 6,10 4949 0 0 GENESIS HEALTHCARE C COM 37184D101 168 3556 SH DEFINED 12 3556 0 0 GENESIS HEALTHCARE C COM 37184D101 67 1429 SH DEFINED 15,23,24 1429 0 0 GENTEX CORP COM 371901109 104 6698 SH DEFINED 6,10 6698 0 0 GENTEX CORP COM 371901109 79 5095 SH DEFINED 12 5095 0 0 GENTEX CORP COM 371901109 1179 75780 SH DEFINED 15,23,24 50420 0 25360 GENTEX CORP COM 371901109 1212 77917 SH DEFINED 30,38 77917 0 0 GENESIS ENERGY L P UNIT LTD PA 371927104 939 48189 SH DEFINED 15,23,24 30149 0 18039 GENITOPE CORP COM 37229P507 484 137600 SH CALL DEFINED 14,15,23 137600 0 0 GENITOPE CORP COM 37229P507 74 21100 SH PUT DEFINED 14,15,23 21100 0 0 GENITOPE CORP COM 37229P507 42 11818 SH DEFINED 15,23,24 10218 0 1600 GENLYTE GROUP INC COM 372302109 3 33 SH DEFINED 6,10 33 0 0 GENLYTE GROUP INC COM 372302109 33 425 SH DEFINED 12 425 0 0 GENLYTE GROUP INC COM 372302109 1311 16788 SH DEFINED 15,23,24 14037 0 2751 GENOMIC HEALTH INC COM 37244C101 28 1527 SH DEFINED 15,23,24 1227 0 300 GENOMIC HEALTH INC COM 37244C101 1116 60000 SH DEFINED 30,38 60000 0 0 GENTA INC COM NEW 37245M207 29 64605 SH DEFINED 15,23,24 64605 0 0 GENUINE PARTS CO COM 372460105 759 15999 SH DEFINED 6,10 15999 0 0 GENUINE PARTS CO COM 372460105 1449 30553 SH DEFINED 6,10,11 30553 0 0 GENUINE PARTS CO COM 372460105 2778 58574 SH DEFINED 12 58574 0 0 GENUINE PARTS CO COM 372460105 14067 296589 SH DEFINED 15,23,24 276611 0 19977 GENUINE PARTS CO COM 372460105 438 9240 SH DEFINED 30,38 9240 0 0 GENTIVA HEALTH SERVI COM 37247A102 131 6874 SH DEFINED 6,10 6874 0 0 GENTIVA HEALTH SERVI COM 37247A102 1348 70701 SH DEFINED 15,23,24 57630 0 13071 GENTIVA HEALTH SERVI COM 37247A102 160 8400 SH DEFINED 29 8400 0 0 GENWORTH FINL INC COM CL A 37247D106 96123 2809793 SH DEFINED 6,10 2809793 0 0 GENWORTH FINL INC COM CL A 37247D106 522934 15286000 SH CALL DEFINED 6,10 15286000 0 0 GENWORTH FINL INC COM CL A 37247D106 3 100 SH DEFINED 6,10,11 100 0 0 GENWORTH FINL INC COM CL A 37247D106 1142 33382 SH DEFINED 12 33382 0 0 GENWORTH FINL INC COM CL A 37247D106 201668 5895000 SH DEFINED 15,23 5895000 0 0 GENWORTH FINL INC COM CL A 37247D106 435770 12738100 SH CALL DEFINED 15,23 12738100 0 0 GENWORTH FINL INC COM CL A 37247D106 48499 1417671 SH DEFINED 15,23,24 1372056 0 45614 GENWORTH FINL INC COM CL A 37247D106 15743 460200 SH CALL DEFINED 15,23,24 460200 0 0 GENWORTH FINL INC COM CL A 37247D106 9695 283400 SH PUT DEFINED 15,23,24 283400 0 0 GENWORTH FINL INC COM CL A 37247D106 219 6400 SH DEFINED 30,38 6400 0 0 GENZYME CORP NOTE 1.250 372917AN4 340 327000 PRN DEFINED 12 327000 0 0 GENZYME CORP NOTE 1.250 372917AN4 26 25000 PRN DEFINED 15,23,24 25000 0 0 GENZYME CORP COM 372917104 79 1275 SH DEFINED 3,8 0 0 1275 GENZYME CORP COM 372917104 1625 26391 SH DEFINED 6,10 26391 0 0 GENZYME CORP COM 372917104 34 551 SH DEFINED 6,10,11 551 0 0 GENZYME CORP COM 372917104 2573 41781 SH DEFINED 12 41781 0 0 GENZYME CORP COM 372917104 11873 192800 SH CALL DEFINED 14,15,23 192800 0 0 GENZYME CORP COM 372917104 10241 166300 SH PUT DEFINED 14,15,23 166300 0 0 GENZYME CORP COM 372917104 860 13971 SH DEFINED 2,5,6,9,10,17,19,20,27 13971 0 0 GENZYME CORP COM 372917104 182853 2969349 SH DEFINED 15,23,24 2666452 0 302897 GENZYME CORP COM 372917104 2574 41800 SH CALL DEFINED 15,23,24 41800 0 0 GENZYME CORP COM 372917104 3568 57946 SH DEFINED 15,18,23,25,26 57946 0 0 GENZYME CORP COM 372917104 283 4600 SH DEFINED 29 4600 0 0 GENZYME CORP COM 372917104 805 13072 SH DEFINED 30,38 13072 0 0 GEORGIA GULF CORP COM PAR $0. 373200203 166 8619 SH DEFINED 6,10 8619 0 0 GEORGIA GULF CORP COM PAR $0. 373200203 215 11114 SH DEFINED 15,23,24 11114 0 0 GEORGIA GULF CORP COM PAR $0. 373200203 473 24500 SH DEFINED 30,38 24500 0 0 GERDAU AMERISTEEL CO COM 37373P105 37 4200 SH DEFINED 14,15,23 4200 0 0 GERDAU AMERISTEEL CO COM 37373P105 235 26400 SH CALL DEFINED 14,15,23 26400 0 0 GERDAU AMERISTEEL CO COM 37373P105 123 13800 SH PUT DEFINED 14,15,23 13800 0 0 GERDAU AMERISTEEL CO COM 37373P105 32 3586 SH DEFINED 15,23,24 3586 0 0 GERDAU S A SPONSORED A 373737105 3112 194511 SH DEFINED 6,10 194511 0 0 GERDAU S A SPONSORED A 373737105 104 6513 SH DEFINED 12 6513 0 0 GERDAU S A SPONSORED A 373737105 6295 393444 SH DEFINED 15,23,24 375734 0 17710 GERDAU S A SPONSORED A 373737105 1035 64700 SH DEFINED 30,38 64700 0 0 GERON CORP COM 374163103 2776 316164 SH DEFINED 14,15,23 316164 0 0 GERON CORP COM 374163103 122 13900 SH CALL DEFINED 14,15,23 13900 0 0 GERON CORP COM 374163103 3257 371000 SH PUT DEFINED 14,15,23 371000 0 0 GERON CORP COM 374163103 1180 134382 SH DEFINED 15,23,24 127745 0 6637 GETTY IMAGES INC COM 374276103 87 2035 SH DEFINED 6,10 2035 0 0 GETTY IMAGES INC COM 374276103 73 1700 SH DEFINED 12 1700 0 0 GETTY IMAGES INC COM 374276103 1237 28896 SH DEFINED 15,23,24 27948 0 948 GETTY IMAGES INC COM 374276103 3554 83000 SH CALL DEFINED 15,23,24 83000 0 0 GETTY IMAGES INC COM 374276103 70 1630 SH DEFINED 30,38 1630 0 0 GETTY RLTY CORP NEW COM 374297109 672 21756 SH DEFINED 15,23,24 15193 0 6563 GEVITY HR INC COM 374393106 150 6343 SH DEFINED 6,10 6343 0 0 GEVITY HR INC COM 374393106 152 6407 SH DEFINED 15,23,24 6392 0 15 GEVITY HR INC COM 374393106 30 1281 SH DEFINED 30,38 1281 0 0 GIANT INDS INC COM 374508109 251 3348 SH DEFINED 15,23,24 3348 0 0 GIANT INDS INC COM 374508109 1566 20900 SH DEFINED 30,38 20900 0 0 GIBRALTAR INDS INC COM 374689107 32 1342 SH DEFINED 12 1342 0 0 GIBRALTAR INDS INC COM 374689107 509 21661 SH DEFINED 15,23,24 19873 0 1788 GILEAD SCIENCES INC NOTE 0.625 375558AH6 162 158000 PRN DEFINED 12 158000 0 0 GILEAD SCIENCES INC NOTE 0.625 375558AH6 2 2000 PRN DEFINED 15,23,24 2000 0 0 GILEAD SCIENCES INC COM 375558103 124389 1915739 SH DEFINED 6,10 1915739 0 0 GILEAD SCIENCES INC COM 375558103 32 496 SH DEFINED 6,10,11 496 0 0 GILEAD SCIENCES INC COM 375558103 3537 54481 SH DEFINED 12 54481 0 0 GILEAD SCIENCES INC COM 375558103 10733 165300 SH CALL DEFINED 14,15,23 165300 0 0 GILEAD SCIENCES INC COM 375558103 31517 485400 SH PUT DEFINED 14,15,23 485400 0 0 GILEAD SCIENCES INC COM 375558103 1065 16409 SH DEFINED 2,5,6,9,10,17,19,20,27 16409 0 0 GILEAD SCIENCES INC COM 375558103 57573 886700 SH DEFINED 15,23,24 759343 0 127357 GILEAD SCIENCES INC COM 375558103 649 10000 SH CALL DEFINED 15,23,24 10000 0 0 GILEAD SCIENCES INC COM 375558103 1773 27300 SH PUT DEFINED 15,23,24 27300 0 0 GILEAD SCIENCES INC COM 375558103 467 7200 SH DEFINED 15,18,23,25,26 7200 0 0 GILEAD SCIENCES INC COM 375558103 1289 19850 SH DEFINED 29 19850 0 0 GILDAN ACTIVEWEAR IN COM 375916103 39 827 SH DEFINED 6,10 827 0 0 GILDAN ACTIVEWEAR IN COM 375916103 6 125 SH DEFINED 12 125 0 0 GILDAN ACTIVEWEAR IN COM 375916103 576 12353 SH DEFINED 15,23,24 11863 0 490 GLACIER BANCORP INC COM 37637Q105 322 13156 SH DEFINED 6,10 13156 0 0 GLACIER BANCORP INC COM 37637Q105 1 24 SH DEFINED 12 24 0 0 GLACIER BANCORP INC COM 37637Q105 1686 68977 SH DEFINED 15,23,24 55829 0 13148 GLADSTONE CAPITAL CO COM 376535100 2514 105349 SH DEFINED 15,23,24 97644 0 7705 GLADSTONE COML CORP COM 376536108 899 44655 SH DEFINED 15,23,24 43165 0 1490 GLADSTONE INVT CORP COM 376546107 550 35925 SH DEFINED 6,10 35925 0 0 GLADSTONE INVT CORP COM 376546107 2278 148762 SH DEFINED 15,23,24 133277 0 15485 GLAXOSMITHKLINE PLC SPONSORED A 37733W105 661 12535 SH DEFINED 6,10,11 12535 0 0 GLAXOSMITHKLINE PLC SPONSORED A 37733W105 12859 243723 SH DEFINED 12 243723 0 0 GLAXOSMITHKLINE PLC SPONSORED A 37733W105 1151 21815 SH DEFINED 14,15,23 21815 0 0 GLAXOSMITHKLINE PLC SPONSORED A 37733W105 4295 81400 SH CALL DEFINED 14,15,23 81400 0 0 GLAXOSMITHKLINE PLC SPONSORED A 37733W105 7951 150700 SH PUT DEFINED 14,15,23 150700 0 0 GLAXOSMITHKLINE PLC SPONSORED A 37733W105 78697 1491595 SH DEFINED 15,23,24 1266582 0 225013 GLAXOSMITHKLINE PLC SPONSORED A 37733W105 32 600 SH CALL DEFINED 15,23,24 600 0 0 GLAXOSMITHKLINE PLC SPONSORED A 37733W105 75996 1440416 SH DEFINED 15,18,23,25,28 1440416 0 0 GLAXOSMITHKLINE PLC SPONSORED A 37733W105 913 17300 SH DEFINED 29 17300 0 0 GLAXOSMITHKLINE PLC SPONSORED A 37733W105 1261 23900 SH DEFINED 30,38 23900 0 0 GLENAYRE TECHNOLOGIE COM 377899109 90 35082 SH DEFINED 15,23,24 35082 0 0 GLOBALSTAR INC COM 378973408 159 11456 SH DEFINED 15,23,24 11456 0 0 GLIMCHER RLTY TR SH BEN INT 379302102 6 243 SH DEFINED 12 243 0 0 GLIMCHER RLTY TR SH BEN INT 379302102 227 8490 SH DEFINED 15,23,24 8377 0 113 GLOBAL CROSSING LTD NOTE 5.000 37932JAA1 2798 2250000 PRN DEFINED 15,23,24 2250000 0 0 GLOBAL HIGH INCOME F COM 37933G108 672 42686 SH DEFINED 15,23,24 33301 0 9385 GLOBAL INDS LTD COM 379336100 19 1447 SH DEFINED 6,10 1447 0 0 GLOBAL INDS LTD COM 379336100 5 350 SH DEFINED 6,10,11 350 0 0 GLOBAL INDS LTD COM 379336100 66 5083 SH DEFINED 12 5083 0 0 GLOBAL INDS LTD COM 379336100 434 33318 SH DEFINED 15,23,24 29184 0 4134 GLOBAL INDS LTD COM 379336100 1394 106923 SH DEFINED 30,38 106923 0 0 GLOBAL IMAGING SYSTE COM 37934A100 283 12876 SH DEFINED 6,10 12876 0 0 GLOBAL IMAGING SYSTE COM 37934A100 43 1949 SH DEFINED 12 1949 0 0 GLOBAL IMAGING SYSTE COM 37934A100 384 17499 SH DEFINED 15,23,24 17313 0 186 GLOBAL IMAGING SYSTE COM 37934A100 131 5975 SH DEFINED 30,38 5975 0 0 GLOBAL PMTS INC COM 37940X102 802 17329 SH DEFINED 6,10 17329 0 0 GLOBAL PMTS INC COM 37940X102 118 2538 SH DEFINED 12 2538 0 0 GLOBAL PMTS INC COM 37940X102 6831 147542 SH DEFINED 15,23,24 138165 0 9377 GLOBAL PMTS INC COM 37940X102 181 3900 SH DEFINED 29 3900 0 0 GLOBAL LOGISTICS ACQ *W EXP 02/1 379414113 48 72500 SH DEFINED 15,23,24 72500 0 0 GLOBAL SIGNAL INC COM 37944Q103 489 9287 SH DEFINED 6,10 9287 0 0 GLOBAL SIGNAL INC COM 37944Q103 39 740 SH DEFINED 12 740 0 0 GLOBAL SIGNAL INC COM 37944Q103 370 7019 SH DEFINED 15,23,24 5791 0 1228 GLOBAL SIGNAL INC COM 37944Q103 5604 106400 SH DEFINED 30,38 106400 0 0 GMX RES INC COM 38011M108 16 440 SH DEFINED 12 440 0 0 GMX RES INC COM 38011M108 295 8296 SH DEFINED 15,23,24 8296 0 0 GOL LINHAS AEREAS IN SP ADR REP 38045R107 8 268 SH DEFINED 12 268 0 0 GOL LINHAS AEREAS IN SP ADR REP 38045R107 599 20880 SH DEFINED 14,15,23 20880 0 0 GOL LINHAS AEREAS IN SP ADR REP 38045R107 763 26600 SH CALL DEFINED 14,15,23 26600 0 0 GOL LINHAS AEREAS IN SP ADR REP 38045R107 1408 49100 SH PUT DEFINED 14,15,23 49100 0 0 GOL LINHAS AEREAS IN SP ADR REP 38045R107 2083 72654 SH DEFINED 15,23,24 62255 0 10399 GOLD FIELDS LTD NEW SPONSORED A 38059T106 6000 317774 SH DEFINED 6,10 317774 0 0 GOLD FIELDS LTD NEW SPONSORED A 38059T106 37760 2000000 SH CALL DEFINED 6,10 2000000 0 0 GOLD FIELDS LTD NEW SPONSORED A 38059T106 957 50706 SH DEFINED 12 50706 0 0 GOLD FIELDS LTD NEW SPONSORED A 38059T106 2405 127378 SH DEFINED 14,15,23 127378 0 0 GOLD FIELDS LTD NEW SPONSORED A 38059T106 5032 266500 SH CALL DEFINED 14,15,23 266500 0 0 GOLD FIELDS LTD NEW SPONSORED A 38059T106 8915 472200 SH PUT DEFINED 14,15,23 472200 0 0 GOLD FIELDS LTD NEW SPONSORED A 38059T106 16083 851879 SH DEFINED 15,23,24 763459 0 88420 GOLD FIELDS LTD NEW SPONSORED A 38059T106 15776 835600 SH CALL DEFINED 15,23,24 835600 0 0 GOLD FIELDS LTD NEW SPONSORED A 38059T106 378 20000 SH PUT DEFINED 15,23,24 20000 0 0 GOLD FIELDS LTD NEW SPONSORED A 38059T106 3616 191500 SH DEFINED 15,18,23,25,26 191500 0 0 GOLD FIELDS LTD NEW SPONSORED A 38059T106 997 52800 SH DEFINED 30,38 52800 0 0 GOLD KIST INC COM 380614107 102 4867 SH DEFINED 15,23,24 4491 0 376 GOLD KIST INC COM 380614107 15 700 SH PUT DEFINED 15,23,24 700 0 0 GOLD KIST INC COM 380614107 5099 242600 SH DEFINED 30,38 242600 0 0 GOLDCORP INC NEW COM 380956409 9 300 SH DEFINED 6,10,11 300 0 0 GOLDCORP INC NEW COM 380956409 73 2576 SH DEFINED 12 2576 0 0 GOLDCORP INC NEW COM 380956409 12545 441092 SH DEFINED 14,15,23 441092 0 0 GOLDCORP INC NEW COM 380956409 22664 796900 SH CALL DEFINED 14,15,23 796900 0 0 GOLDCORP INC NEW COM 380956409 25215 886600 SH PUT DEFINED 14,15,23 886600 0 0 GOLDCORP INC NEW COM 380956409 26996 949242 SH DEFINED 15,23,24 859126 0 90116 GOLDCORP INC NEW COM 380956409 1550 54500 SH CALL DEFINED 15,23,24 54500 0 0 GOLDCORP INC NEW COM 380956409 2560 90000 SH PUT DEFINED 15,23,24 90000 0 0 GOLDCORP INC NEW COM 380956409 46 1600 SH DEFINED 15,18,23,25,26 1600 0 0 GOLDCORP INC NEW COM 380956409 779 27400 SH DEFINED 29 27400 0 0 GOLDCORP INC NEW COM 380956409 2403 84500 SH DEFINED 30,38 84500 0 0 GOLDEN STAR RES LTD COM 38119T104 70 23800 SH DEFINED 15,23,24 23800 0 0 GOLDMAN SACHS GROUP COM 38141G104 125 627 SH DEFINED 3,8 0 0 627 GOLDMAN SACHS GROUP COM 38141G104 53740 269577 SH DEFINED 6,10 269577 0 0 GOLDMAN SACHS GROUP COM 38141G104 142216 713400 SH CALL DEFINED 6,10 713400 0 0 GOLDMAN SACHS GROUP COM 38141G104 79740 400000 SH PUT DEFINED 6,10 400000 0 0 GOLDMAN SACHS GROUP COM 38141G104 3122 15661 SH DEFINED 6,10,11 15536 0 125 GOLDMAN SACHS GROUP COM 38141G104 37718 189207 SH DEFINED 12 189207 0 0 GOLDMAN SACHS GROUP COM 38141G104 171860 862100 SH CALL DEFINED 14,15,23 862100 0 0 GOLDMAN SACHS GROUP COM 38141G104 64091 321500 SH PUT DEFINED 14,15,23 321500 0 0 GOLDMAN SACHS GROUP COM 38141G104 96300 483072 SH DEFINED 15,23,24 382235 0 100837 GOLDMAN SACHS GROUP COM 38141G104 9968 50000 SH CALL DEFINED 15,23,24 50000 0 0 GOLDMAN SACHS GROUP COM 38141G104 4984 25000 SH PUT DEFINED 15,23,24 25000 0 0 GOLDMAN SACHS GROUP COM 38141G104 3589 18006 SH DEFINED 15,18,23,25,26 18006 0 0 GOLDMAN SACHS GROUP COM 38141G104 508 2550 SH DEFINED 29 2550 0 0 GOLF TR AMER INC COM 38168B103 19 13000 SH DEFINED 15,23,24 13000 0 0 GOODRICH CORP COM 382388106 528 11587 SH DEFINED 6,10 11587 0 0 GOODRICH CORP COM 382388106 2459 53992 SH DEFINED 6,10,11 53992 0 0 GOODRICH CORP COM 382388106 322 7077 SH DEFINED 12 7077 0 0 GOODRICH CORP COM 382388106 7520 165091 SH DEFINED 15,23,24 151604 0 13487 GOODRICH CORP COM 382388106 82 1800 SH DEFINED 30,38 1800 0 0 GOODMAN GLOBAL INC COM 38239A100 4 239 SH DEFINED 3,8 0 0 239 GOODMAN GLOBAL INC COM 38239A100 1001 58189 SH DEFINED 15,23,24 40899 0 17290 GOODYEAR TIRE & RUBR NOTE 4.000 382550AR2 1648 913000 PRN DEFINED 15,23,24 913000 0 0 GOODYEAR TIRE & RUBR COM 382550101 184 8763 SH DEFINED 6,10 8763 0 0 GOODYEAR TIRE & RUBR COM 382550101 309 14708 SH DEFINED 12 14708 0 0 GOODYEAR TIRE & RUBR COM 382550101 2417 115151 SH DEFINED 14,15,23 115151 0 0 GOODYEAR TIRE & RUBR COM 382550101 3707 176600 SH CALL DEFINED 14,15,23 176600 0 0 GOODYEAR TIRE & RUBR COM 382550101 5317 253300 SH PUT DEFINED 14,15,23 253300 0 0 GOODYEAR TIRE & RUBR COM 382550101 29581 1409304 SH DEFINED 15,23,24 1308050 0 101253 GOODYEAR TIRE & RUBR COM 382550101 3149 150000 SH CALL DEFINED 15,23,24 150000 0 0 GOODYEAR TIRE & RUBR COM 382550101 67 3200 SH PUT DEFINED 15,23,24 3200 0 0 GOODYEAR TIRE & RUBR COM 382550101 168 8000 SH DEFINED 30,38 8000 0 0 GOOGLE INC CL A 38259P508 34404 74714 SH DEFINED 6,10 74714 0 0 GOOGLE INC CL A 38259P508 46048 100000 SH CALL DEFINED 6,10 100000 0 0 GOOGLE INC CL A 38259P508 216 470 SH DEFINED 6,10,11 470 0 0 GOOGLE INC CL A 38259P508 6024 13082 SH DEFINED 12 13082 0 0 GOOGLE INC CL A 38259P508 26069 56612 SH DEFINED 14,15,23 56612 0 0 GOOGLE INC CL A 38259P508 370917 805500 SH CALL DEFINED 14,15,23 805500 0 0 GOOGLE INC CL A 38259P508 337071 732000 SH PUT DEFINED 14,15,23 732000 0 0 GOOGLE INC CL A 38259P508 5876 12761 SH DEFINED 2,5,6,9,10,17,19,20,27 12761 0 0 GOOGLE INC CL A 38259P508 70028 152076 SH DEFINED 15,23,24 123680 0 28396 GOOGLE INC CL A 38259P508 40223 87350 SH CALL DEFINED 15,23,24 87350 0 0 GOOGLE INC CL A 38259P508 61336 133200 SH PUT DEFINED 15,23,24 133200 0 0 GOOGLE INC CL A 38259P508 6907 15000 SH DEFINED 15,18,23,25,26 15000 0 0 GOOGLE INC CL A 38259P508 1957 4250 SH DEFINED 29 4250 0 0 GOOGLE INC CL A 38259P508 91 198 SH DEFINED 30,38 198 0 0 GORMAN RUPP CO COM 383082104 428 11585 SH DEFINED 6,10,11 11585 0 0 GORMAN RUPP CO COM 383082104 22 587 SH DEFINED 12 587 0 0 GORMAN RUPP CO COM 383082104 256 6928 SH DEFINED 15,23,24 6928 0 0 GOVERNMENT PPTYS TR COM 38374W107 12 1126 SH DEFINED 15,23,24 1126 0 0 GOVERNMENT PPTYS TR COM 38374W107 396 37400 SH DEFINED 30,38 37400 0 0 GRACE W R & CO DEL N COM 38388F108 69 3463 SH DEFINED 14,15,23 3463 0 0 GRACE W R & CO DEL N COM 38388F108 6629 334800 SH CALL DEFINED 14,15,23 334800 0 0 GRACE W R & CO DEL N COM 38388F108 6017 303900 SH PUT DEFINED 14,15,23 303900 0 0 GRACE W R & CO DEL N COM 38388F108 3069 155003 SH DEFINED 15,23,24 137525 0 17478 GRACE W R & CO DEL N COM 38388F108 18 900 SH DEFINED 30,38 900 0 0 GRACO INC COM 384109104 6 151 SH DEFINED 6,10 151 0 0 GRACO INC COM 384109104 9 225 SH DEFINED 6,10,11 225 0 0 GRACO INC COM 384109104 108 2727 SH DEFINED 12 2727 0 0 GRACO INC COM 384109104 348 8779 SH DEFINED 15,23,24 8214 0 565 GRACO INC COM 384109104 166 4200 SH DEFINED 30,38 4200 0 0 GRAFTECH INTL LTD DBCV 1.625 384313AB8 65 84000 PRN DEFINED 15,23,24 84000 0 0 GRAFTECH INTL LTD COM 384313102 13 1922 SH DEFINED 6,10 1922 0 0 GRAFTECH INTL LTD COM 384313102 21 3000 SH DEFINED 6,10,11 3000 0 0 GRAFTECH INTL LTD COM 384313102 471 68105 SH DEFINED 15,23,24 57605 0 10500 GRAFTECH INTL LTD COM 384313102 179 25800 SH DEFINED 30,38 25800 0 0 GRAINGER W W INC COM 384802104 2092 29910 SH DEFINED 6,10 29910 0 0 GRAINGER W W INC COM 384802104 308 4400 SH DEFINED 6,10,11 4200 0 200 GRAINGER W W INC COM 384802104 1167 16687 SH DEFINED 12 16687 0 0 GRAINGER W W INC COM 384802104 8675 124030 SH DEFINED 15,23,24 95304 0 28726 GRAINGER W W INC COM 384802104 77 1100 SH DEFINED 30,38 1100 0 0 GRAMERCY CAP CORP COM 384871109 1903 61593 SH DEFINED 15,23,24 46515 0 15078 GRANITE CONSTR INC COM 387328107 18 361 SH DEFINED 6,10 361 0 0 GRANITE CONSTR INC COM 387328107 17366 345106 SH DEFINED 15,23,24 340119 0 4987 GRANITE CONSTR INC COM 387328107 86 1700 SH DEFINED 30,38 1700 0 0 GRANT PRIDECO INC COM 38821G101 29 731 SH DEFINED 3,8 0 0 731 GRANT PRIDECO INC COM 38821G101 2240 56329 SH DEFINED 6,10 56329 0 0 GRANT PRIDECO INC COM 38821G101 14 341 SH DEFINED 6,10,11 341 0 0 GRANT PRIDECO INC COM 38821G101 351 8828 SH DEFINED 12 8828 0 0 GRANT PRIDECO INC COM 38821G101 1445 36342 SH DEFINED 14,15,23 36342 0 0 GRANT PRIDECO INC COM 38821G101 1551 39000 SH CALL DEFINED 14,15,23 39000 0 0 GRANT PRIDECO INC COM 38821G101 2947 74100 SH PUT DEFINED 14,15,23 74100 0 0 GRANT PRIDECO INC COM 38821G101 74218 1866190 SH DEFINED 15,23,24 1649185 0 217005 GRAY TELEVISION INC COM 389375106 740 101000 SH DEFINED 15,23,24 77500 0 23500 GREAT ATLANTIC & PAC COM 390064103 126 4912 SH DEFINED 6,10 4912 0 0 GREAT ATLANTIC & PAC COM 390064103 23 890 SH DEFINED 12 890 0 0 GREAT ATLANTIC & PAC COM 390064103 5992 232800 SH DEFINED 13,30 232800 0 0 GREAT ATLANTIC & PAC COM 390064103 44 1700 SH CALL DEFINED 14,15,23 1700 0 0 GREAT ATLANTIC & PAC COM 390064103 116 4500 SH PUT DEFINED 14,15,23 4500 0 0 GREAT ATLANTIC & PAC COM 390064103 1152 44741 SH DEFINED 15,23,24 44741 0 0 GREAT NORTHN IRON OR CTFS BEN IN 391064102 643 5380 SH DEFINED 15,23,24 4760 0 620 GREAT PLAINS ENERGY COM 391164100 0 9 SH DEFINED 6,10 9 0 0 GREAT PLAINS ENERGY COM 391164100 15 474 SH DEFINED 12 474 0 0 GREAT PLAINS ENERGY COM 391164100 14417 453363 SH DEFINED 15,23,24 436384 0 16979 GREAT PLAINS ENERGY COM 391164100 926 29120 SH DEFINED 30,38 29120 0 0 GREATBATCH INC COM 39153L106 163 6059 SH DEFINED 6,10 6059 0 0 GREATBATCH INC COM 39153L106 1 36 SH DEFINED 12 36 0 0 GREATBATCH INC COM 39153L106 141 5250 SH DEFINED 15,23,24 5150 0 100 GREATBATCH INC COM 39153L106 92 3400 SH DEFINED 29 3400 0 0 GREATBATCH INC COM 39153L106 19 700 SH DEFINED 30,38 700 0 0 GREATER BAY BANCORP COM 391648102 0 6 SH DEFINED 6,10 6 0 0 GREATER BAY BANCORP COM 391648102 122 4626 SH DEFINED 12 4626 0 0 GREATER BAY BANCORP COM 391648102 628 23851 SH DEFINED 15,23,24 22849 0 1001 GREATER BAY BANCORP COM 391648102 54 2049 SH DEFINED 30,38 2049 0 0 GREATER CHINA FD INC COM 39167B102 63 2000 SH DEFINED 12 2000 0 0 GREATER CHINA FD INC COM 39167B102 1459 46347 SH DEFINED 15,23,24 32842 0 13504 GREEN MTN COFFEE ROA COM 393122106 480 9745 SH DEFINED 15,23,24 7415 0 2330 GREENBRIER COS INC COM 393657101 3 85 SH DEFINED 12 85 0 0 GREENBRIER COS INC COM 393657101 188 6251 SH DEFINED 15,23,24 5727 0 524 GREENBRIER COS INC COM 393657101 126 4200 SH DEFINED 29 4200 0 0 GREENHILL & CO INC COM 395259104 17 227 SH DEFINED 12 227 0 0 GREENHILL & CO INC COM 395259104 1051 14242 SH DEFINED 15,23,24 9039 0 5203 GREIF INC CL A 397624107 68 575 SH DEFINED 6,10,11 575 0 0 GREIF INC CL A 397624107 83 701 SH DEFINED 12 701 0 0 GREIF INC CL A 397624107 628 5301 SH DEFINED 15,23,24 4699 0 602 GREIF INC CL B 397624206 282 2625 SH DEFINED 15,23,24 2625 0 0 GREY WOLF INC COM 397888108 25 3626 SH DEFINED 6,10 3626 0 0 GREY WOLF INC COM 397888108 93 13601 SH DEFINED 12 13601 0 0 GREY WOLF INC COM 397888108 146 21300 SH DEFINED 14,15,23 21300 0 0 GREY WOLF INC COM 397888108 1045 152400 SH CALL DEFINED 14,15,23 152400 0 0 GREY WOLF INC COM 397888108 866 126300 SH PUT DEFINED 14,15,23 126300 0 0 GREY WOLF INC COM 397888108 803 117024 SH DEFINED 15,23,24 116568 0 456 GREY WOLF INC COM 397888108 1551 226100 SH DEFINED 30,38 226100 0 0 GRIFFON CORP COM 398433102 168 6590 SH DEFINED 6,10 6590 0 0 GRIFFON CORP COM 398433102 95 3714 SH DEFINED 12 3714 0 0 GRIFFON CORP COM 398433102 243 9541 SH DEFINED 15,23,24 7651 0 1890 GRIFFON CORP COM 398433102 339 13300 SH DEFINED 30,38 13300 0 0 GROUP 1 AUTOMOTIVE I COM 398905109 316 6101 SH DEFINED 6,10 6101 0 0 GROUP 1 AUTOMOTIVE I COM 398905109 3 60 SH DEFINED 12 60 0 0 GROUP 1 AUTOMOTIVE I COM 398905109 232 4483 SH DEFINED 15,23,24 4483 0 0 GROUPE DANONE SPONSORED A 399449107 33 1000 SH DEFINED 6,10,11 1000 0 0 GROUPE DANONE SPONSORED A 399449107 12 380 SH DEFINED 12 380 0 0 GROUPE DANONE SPONSORED A 399449107 5732 175837 SH DEFINED 15,23,24 168744 0 7093 GROUPE DANONE SPONSORED A 399449107 26774 821290 SH DEFINED 15,18,23,25,26 821290 0 0 GROUPE CGI INC CL A SUB VT 39945C109 118 16946 SH DEFINED 6,10 16946 0 0 GROUPE CGI INC CL A SUB VT 39945C109 1277 183519 SH DEFINED 12 183519 0 0 GROUPE CGI INC CL A SUB VT 39945C109 432 62140 SH DEFINED 15,23,24 56590 0 5550 GRUPO FINANCIERO GAL SP ADR 10 S 399909100 61 6338 SH DEFINED 12 6338 0 0 GRUPO FINANCIERO GAL SP ADR 10 S 399909100 744 77869 SH DEFINED 15,23,24 54869 0 23000 GRUBB&ELLIS RLTY ADV COM 400096103 88 15500 SH DEFINED 15,23,24 15500 0 0 GRUMA S A DE CV SPON ADR CL 400131306 291 19930 SH DEFINED 15,23,24 19094 0 836 GRUPO TELEVISA SA DE SP ADR REP 40049J206 13162 487283 SH DEFINED 6,10 487283 0 0 GRUPO TELEVISA SA DE SP ADR REP 40049J206 3387 125400 SH CALL DEFINED 6,10 125400 0 0 GRUPO TELEVISA SA DE SP ADR REP 40049J206 975 36100 SH PUT DEFINED 6,10 36100 0 0 GRUPO TELEVISA SA DE SP ADR REP 40049J206 691 25584 SH DEFINED 12 25584 0 0 GRUPO TELEVISA SA DE SP ADR REP 40049J206 929 34400 SH CALL DEFINED 14,15,23 34400 0 0 GRUPO TELEVISA SA DE SP ADR REP 40049J206 470 17400 SH PUT DEFINED 14,15,23 17400 0 0 GRUPO TELEVISA SA DE SP ADR REP 40049J206 14484 536259 SH DEFINED 15,23,24 510563 0 25696 GRUPO TELEVISA SA DE SP ADR REP 40049J206 22 832 SH DEFINED 15,18,23,25,26 832 0 0 GRUPO SIMEC S A B DE ADR 400491106 95 6624 SH DEFINED 15,23,24 5728 0 896 GRUPO SIMEC S A B DE ADR 400491106 741 51600 SH DEFINED 7,35 51600 0 0 GRUPO AEROPORTUARIO SPON ADR 400501102 1342 60277 SH DEFINED 15,23,24 58277 0 2000 GRUPO TMM S A SP ADR A SH 40051D105 366 145133 SH DEFINED 15,23,24 15933 0 129200 GTX INC DEL COM 40052B108 197 11053 SH DEFINED 15,23,24 10963 0 90 GTX INC DEL COM 40052B108 803 45000 SH DEFINED 30,38 45000 0 0 GUESS INC COM 401617105 10 150 SH DEFINED 6,10 150 0 0 GUESS INC COM 401617105 280 4415 SH DEFINED 12 4415 0 0 GUESS INC COM 401617105 1180 18598 SH DEFINED 15,23,24 18138 0 460 GUITAR CTR MGMT INC COM 402040109 339 7452 SH DEFINED 6,10 7452 0 0 GUITAR CTR MGMT INC COM 402040109 103 2269 SH DEFINED 12 2269 0 0 GUITAR CTR MGMT INC COM 402040109 4033 88714 SH DEFINED 15,23,24 65725 0 22989 GUITAR CTR MGMT INC COM 402040109 120 2650 SH DEFINED 29 2650 0 0 GULFMARK OFFSHORE IN COM 402629109 12 333 SH DEFINED 6,10,11 333 0 0 GULFMARK OFFSHORE IN COM 402629109 220 5883 SH DEFINED 15,23,24 5811 0 72 GULFPORT ENERGY CORP COM NEW 402635304 37 2725 SH DEFINED 12 2725 0 0 GULFPORT ENERGY CORP COM NEW 402635304 69 5073 SH DEFINED 15,23,24 5073 0 0 GULFPORT ENERGY CORP COM NEW 402635304 80 5900 SH DEFINED 29 5900 0 0 GYMBOREE CORP COM 403777105 342 8974 SH DEFINED 6,10 8974 0 0 GYMBOREE CORP COM 403777105 58 1517 SH DEFINED 12 1517 0 0 GYMBOREE CORP COM 403777105 947 24816 SH DEFINED 15,23,24 22036 0 2780 GYMBOREE CORP COM 403777105 24 616 SH DEFINED 30,38 616 0 0 H & Q HEALTHCARE FD SH BEN INT 404052102 16 951 SH DEFINED 6,10,11 951 0 0 H & Q HEALTHCARE FD SH BEN INT 404052102 2373 144067 SH DEFINED 15,23,24 122412 0 21655 H & Q LIFE SCIENCES SH BEN INT 404053100 2182 162195 SH DEFINED 6,10,11 160620 0 1575 H & Q LIFE SCIENCES SH BEN INT 404053100 1520 112949 SH DEFINED 15,23,24 105863 0 7085 HCC INS HLDGS INC NOTE 1.300 404132AB8 8473 5967000 PRN DEFINED 15,23,24 5967000 0 0 HCC INS HLDGS INC NOTE 2.000 404132AC6 3 2000 PRN DEFINED 12 2000 0 0 HCC INS HLDGS INC NOTE 2.000 404132AC6 39345 26143000 PRN DEFINED 15,23,24 26143000 0 0 HCC INS HLDGS INC COM 404132102 0 13 SH DEFINED 6,10 13 0 0 HCC INS HLDGS INC COM 404132102 1005 31324 SH DEFINED 12 31324 0 0 HCC INS HLDGS INC COM 404132102 47909 1492972 SH DEFINED 15,23,24 1255947 0 237025 HCC INS HLDGS INC COM 404132102 1925 60000 SH CALL DEFINED 15,23,24 60000 0 0 HCC INS HLDGS INC COM 404132102 128 3980 SH DEFINED 29 3980 0 0 HCC INS HLDGS INC COM 404132102 731 22780 SH DEFINED 30,38 22780 0 0 HDFC BANK LTD ADR REPS 3 40415F101 44 589 SH DEFINED 12 589 0 0 HDFC BANK LTD ADR REPS 3 40415F101 204 2700 SH DEFINED 15,16,21-23 2700 0 0 HDFC BANK LTD ADR REPS 3 40415F101 994 13175 SH DEFINED 15,23,24 10857 0 2318 HD PARTNERS ACQUISIT COM 40415K100 207 28100 SH DEFINED 15,23,24 28100 0 0 HNI CORP COM 404251100 5 102 SH DEFINED 6,10 102 0 0 HNI CORP COM 404251100 75 1700 SH DEFINED 6,10,11 1700 0 0 HNI CORP COM 404251100 36 815 SH DEFINED 12 815 0 0 HNI CORP COM 404251100 856 19283 SH DEFINED 15,23,24 18393 0 890 HNI CORP COM 404251100 102 2300 SH DEFINED 29 2300 0 0 HRPT PPTYS TR COM SH BEN 40426W101 13 1075 SH DEFINED 6,10,11 1075 0 0 HRPT PPTYS TR COM SH BEN 40426W101 14 1119 SH DEFINED 12 1119 0 0 HRPT PPTYS TR COM SH BEN 40426W101 2621 212242 SH DEFINED 15,23,24 155904 0 56337 HRPT PPTYS TR COM SH BEN 40426W101 79 6400 SH DEFINED 29 6400 0 0 HRPT PPTYS TR COM SH BEN 40426W101 477 38600 SH DEFINED 30,38 38600 0 0 HSBC HLDGS PLC SPON ADR NE 404280406 150 1638 SH DEFINED 6,10,11 1538 0 100 HSBC HLDGS PLC SPON ADR NE 404280406 3753 40950 SH DEFINED 12 40950 0 0 HSBC HLDGS PLC SPON ADR NE 404280406 555 6061 SH DEFINED 14,15,23 6061 0 0 HSBC HLDGS PLC SPON ADR NE 404280406 4867 53100 SH CALL DEFINED 14,15,23 53100 0 0 HSBC HLDGS PLC SPON ADR NE 404280406 15315 167100 SH PUT DEFINED 14,15,23 167100 0 0 HSBC HLDGS PLC SPON ADR NE 404280406 15963 174170 SH DEFINED 15,23,24 131406 0 42764 HSBC HLDGS PLC SPON ADR NE 404280406 348 3800 SH DEFINED 29 3800 0 0 HSBC HLDGS PLC SPON ADR NE 404280406 3180 34700 SH DEFINED 30,38 34700 0 0 HSBC HLDGS PLC ADR A 1/40P 404280604 2733 107606 SH DEFINED 15,23,24 100255 0 7351 HAEMONETICS CORP COM 405024100 305 6781 SH DEFINED 6,10 6781 0 0 HAEMONETICS CORP COM 405024100 77 1703 SH DEFINED 12 1703 0 0 HAEMONETICS CORP COM 405024100 344 7633 SH DEFINED 15,23,24 6439 0 1194 HAIN CELESTIAL GROUP COM 405217100 310 9920 SH DEFINED 6,10 9920 0 0 HAIN CELESTIAL GROUP COM 405217100 241 7722 SH DEFINED 12 7722 0 0 HAIN CELESTIAL GROUP COM 405217100 20066 642931 SH DEFINED 15,23,24 559604 0 83327 HAIN CELESTIAL GROUP COM 405217100 1311 42000 SH DEFINED 30,38 42000 0 0 HALLIBURTON CO NOTE 3.125 406216AM3 29 17000 PRN DEFINED 12 17000 0 0 HALLIBURTON CO NOTE 3.125 406216AM3 43046 25452000 PRN DEFINED 15,23,24 25452000 0 0 HALLIBURTON CO NOTE 3.125 406216AM3 76106 45000000 PRN DEFINED 30,38 45000000 0 0 HALLIBURTON CO COM 406216101 91661 2952040 SH DEFINED 6,10 2952040 0 0 HALLIBURTON CO COM 406216101 2018 65000 SH CALL DEFINED 6,10 65000 0 0 HALLIBURTON CO COM 406216101 1507 48526 SH DEFINED 6,10,11 48526 0 0 HALLIBURTON CO COM 406216101 3040 97920 SH DEFINED 12 97920 0 0 HALLIBURTON CO COM 406216101 58955 1898700 SH CALL DEFINED 14,15,23 1898700 0 0 HALLIBURTON CO COM 406216101 54763 1763700 SH PUT DEFINED 14,15,23 1763700 0 0 HALLIBURTON CO COM 406216101 239227 7704564 SH DEFINED 15,23,24 6974765 0 729799 HALLIBURTON CO COM 406216101 37018 1192200 SH CALL DEFINED 15,23,24 1192200 0 0 HALLIBURTON CO COM 406216101 16550 533000 SH PUT DEFINED 15,23,24 533000 0 0 HALLIBURTON CO COM 406216101 4344 139917 SH DEFINED 15,18,23,25,26 139917 0 0 HALLIBURTON CO COM 406216101 848 27300 SH DEFINED 29 27300 0 0 HALLIBURTON CO COM 406216101 2116 68160 SH DEFINED 30,38 68160 0 0 HAMPTON ROADS BANKSH COM 409321106 120 10000 SH DEFINED 15,23,24 10000 0 0 HANA BIOSCIENCES INC COM 40963P105 18 2896 SH DEFINED 15,23,24 2001 0 895 HANA BIOSCIENCES INC COM 40963P105 287 45000 SH DEFINED 30,38 45000 0 0 JOHN HANCOCK BK &THR SH BEN INT 409735107 19 1876 SH DEFINED 6,10,11 1876 0 0 JOHN HANCOCK BK &THR SH BEN INT 409735107 9409 934461 SH DEFINED 15,23,24 663115 0 271345 HANCOCK FABRICS INC COM 409900107 17 4821 SH DEFINED 6,10 4821 0 0 HANCOCK FABRICS INC COM 409900107 51 14783 SH DEFINED 15,23,24 13523 0 1260 HANCOCK HLDG CO COM 410120109 527 9976 SH DEFINED 15,23,24 9718 0 258 HANCOCK JOHN INCOME COM 410123103 405 27448 SH DEFINED 15,23,24 15043 0 12405 HANCOCK JOHN PATRIOT COM 41013J107 5 400 SH DEFINED 6,10,11 400 0 0 HANCOCK JOHN PATRIOT COM 41013J107 859 65248 SH DEFINED 15,23,24 50803 0 14445 HANCOCK JOHN PATRIOT COM 41013U102 916 67072 SH DEFINED 15,23,24 59262 0 7810 HANCOCK JOHN PATRIOT COM 41013U102 328 24000 SH DEFINED 15,18,23,25,26 24000 0 0 HANCOCK JOHN TAX-ADV COM 41013V100 4563 224241 SH DEFINED 15,23,24 197285 0 26956 HANCOCK JOHN TAX-ADV COM 41013V100 531 26100 SH DEFINED 15,18,23,25,26 26100 0 0 HANCOCK JOHN PFD INC SH BEN INT 41013W108 1624 63686 SH DEFINED 15,23,24 46088 0 17598 HANCOCK JOHN PFD INC COM 41013X106 215 8461 SH DEFINED 15,23,24 5506 0 2955 HANCOCK JOHN FINL TR COM 41014X105 1151 60553 SH DEFINED 15,23,24 52773 0 7780 HANCOCK JOHN INVS TR COM 410142103 315 16548 SH DEFINED 15,23,24 13868 0 2680 HANCOCK JOHN PFD INC COM 41021P103 3018 134671 SH DEFINED 15,23,24 126650 0 8021 HANESBRANDS INC COM 410345102 108 4576 SH DEFINED 6,10 4576 0 0 HANESBRANDS INC COM 410345102 72 3062 SH DEFINED 6,10,11 3062 0 0 HANESBRANDS INC COM 410345102 197 8347 SH DEFINED 12 8347 0 0 HANESBRANDS INC COM 410345102 144 6100 SH CALL DEFINED 14,15,23 6100 0 0 HANESBRANDS INC COM 410345102 461 19500 SH PUT DEFINED 14,15,23 19500 0 0 HANESBRANDS INC COM 410345102 1385 58632 SH DEFINED 15,23,24 52493 0 6139 HANESBRANDS INC COM 410345102 24 995 SH DEFINED 15,18,23,25,26 995 0 0 HANGER ORTHOPEDIC GR COM NEW 41043F208 89 11850 SH DEFINED 15,23,24 10950 0 900 HANMI FINL CORP COM 410495105 239 10612 SH DEFINED 6,10 10612 0 0 HANMI FINL CORP COM 410495105 199 8850 SH DEFINED 15,23,24 8850 0 0 HANOVER COMPRESSOR C COM 410768105 0 12 SH DEFINED 6,10 12 0 0 HANOVER COMPRESSOR C COM 410768105 326 17275 SH DEFINED 6,10,11 17275 0 0 HANOVER COMPRESSOR C COM 410768105 127 6737 SH DEFINED 12 6737 0 0 HANOVER COMPRESSOR C COM 410768105 2428 128523 SH DEFINED 15,23,24 115991 0 12532 HANOVER COMPRESSOR C COM 410768105 327 17300 SH DEFINED 29 17300 0 0 HANOVER COMPRESSOR C COM 410768105 1608 85100 SH DEFINED 30,38 85100 0 0 HANOVER INS GROUP IN COM 410867105 0 6 SH DEFINED 6,10 6 0 0 HANOVER INS GROUP IN COM 410867105 10 203 SH DEFINED 12 203 0 0 HANOVER INS GROUP IN COM 410867105 703 14407 SH DEFINED 15,23,24 13313 0 1094 HANSEN NAT CORP COM 411310105 6 189 SH DEFINED 6,10 189 0 0 HANSEN NAT CORP COM 411310105 576 17100 SH DEFINED 6,10,11 17100 0 0 HANSEN NAT CORP COM 411310105 54 1600 SH DEFINED 14,15,23 1600 0 0 HANSEN NAT CORP COM 411310105 88 2600 SH CALL DEFINED 14,15,23 2600 0 0 HANSEN NAT CORP COM 411310105 7 200 SH PUT DEFINED 14,15,23 200 0 0 HANSEN NAT CORP COM 411310105 4380 130053 SH DEFINED 15,23,24 113345 0 16708 HANSEN NAT CORP COM 411310105 6111 181436 SH DEFINED 30,38 181436 0 0 HANSON PLC NEW SPONSORED A 411349103 2477 32726 SH DEFINED 15,23,24 16032 0 16694 HANSON PLC NEW SPONSORED A 411349103 9143 120800 SH DEFINED 15,18,23,25,28 120800 0 0 HARLAND JOHN H CO COM 412693103 11 211 SH DEFINED 3,8 0 0 211 HARLAND JOHN H CO COM 412693103 325 6468 SH DEFINED 6,10 6468 0 0 HARLAND JOHN H CO COM 412693103 3 57 SH DEFINED 12 57 0 0 HARLAND JOHN H CO COM 412693103 430 8570 SH DEFINED 15,23,24 7270 0 1300 HARLEY DAVIDSON INC COM 412822108 4033 57228 SH DEFINED 6,10 57228 0 0 HARLEY DAVIDSON INC COM 412822108 2136 30312 SH DEFINED 6,10,11 30312 0 0 HARLEY DAVIDSON INC COM 412822108 1372 19470 SH DEFINED 12 19470 0 0 HARLEY DAVIDSON INC COM 412822108 35982 510600 SH CALL DEFINED 14,15,23 510600 0 0 HARLEY DAVIDSON INC COM 412822108 30802 437100 SH PUT DEFINED 14,15,23 437100 0 0 HARLEY DAVIDSON INC COM 412822108 25303 359056 SH DEFINED 15,23,24 263929 0 95127 HARLEY DAVIDSON INC COM 412822108 11994 170200 SH PUT DEFINED 15,23,24 170200 0 0 HARLEY DAVIDSON INC COM 412822108 1107 15710 SH DEFINED 30,38 15710 0 0 HARLEYSVILLE GROUP I COM 412824104 104 2984 SH DEFINED 12 2984 0 0 HARLEYSVILLE GROUP I COM 412824104 599 17203 SH DEFINED 15,23,24 17190 0 13 HARLEYSVILLE NATL CO COM 412850109 594 30750 SH DEFINED 15,23,24 29952 0 798 HARMAN INTL INDS INC COM 413086109 617 6176 SH DEFINED 6,10 6176 0 0 HARMAN INTL INDS INC COM 413086109 145 1448 SH DEFINED 12 1448 0 0 HARMAN INTL INDS INC COM 413086109 263 2635 SH DEFINED 14,15,23 2635 0 0 HARMAN INTL INDS INC COM 413086109 21131 211500 SH CALL DEFINED 14,15,23 211500 0 0 HARMAN INTL INDS INC COM 413086109 23479 235000 SH PUT DEFINED 14,15,23 235000 0 0 HARMAN INTL INDS INC COM 413086109 3464 34666 SH DEFINED 15,23,24 31090 0 3576 HARMAN INTL INDS INC COM 413086109 706 7070 SH DEFINED 29 7070 0 0 HARMONIC INC COM 413160102 137 18811 SH DEFINED 6,10 18811 0 0 HARMONIC INC COM 413160102 145 19975 SH DEFINED 14,15,23 19975 0 0 HARMONIC INC COM 413160102 4 500 SH CALL DEFINED 14,15,23 500 0 0 HARMONIC INC COM 413160102 11 1500 SH PUT DEFINED 14,15,23 1500 0 0 HARMONIC INC COM 413160102 157 21608 SH DEFINED 15,23,24 16308 0 5300 HARMONY GOLD MNG LTD SPONSORED A 413216300 2175 138100 SH DEFINED 6,10 138100 0 0 HARMONY GOLD MNG LTD SPONSORED A 413216300 6 350 SH DEFINED 6,10,11 350 0 0 HARMONY GOLD MNG LTD SPONSORED A 413216300 3257 206821 SH DEFINED 14,15,23 206821 0 0 HARMONY GOLD MNG LTD SPONSORED A 413216300 6303 400200 SH CALL DEFINED 14,15,23 400200 0 0 HARMONY GOLD MNG LTD SPONSORED A 413216300 9447 599800 SH PUT DEFINED 14,15,23 599800 0 0 HARMONY GOLD MNG LTD SPONSORED A 413216300 8593 545592 SH DEFINED 15,23,24 528212 0 17379 HARMONY GOLD MNG LTD SPONSORED A 413216300 2363 150000 SH PUT DEFINED 15,23,24 150000 0 0 HARMONY GOLD MNG LTD SPONSORED A 413216300 2151 136600 SH DEFINED 15,18,23,25,26 136600 0 0 HARMONY GOLD MNG LTD SPONSORED A 413216300 2542 161400 SH DEFINED 30,38 161400 0 0 HARRAHS ENTMT INC COM 413619107 2568 31048 SH DEFINED 6,10 31048 0 0 HARRAHS ENTMT INC COM 413619107 25 300 SH DEFINED 6,10,11 300 0 0 HARRAHS ENTMT INC COM 413619107 346 4188 SH DEFINED 12 4188 0 0 HARRAHS ENTMT INC COM 413619107 46927 567300 SH CALL DEFINED 14,15,23 567300 0 0 HARRAHS ENTMT INC COM 413619107 51965 628200 SH PUT DEFINED 14,15,23 628200 0 0 HARRAHS ENTMT INC COM 413619107 30056 363340 SH DEFINED 15,23,24 324534 0 38806 HARRAHS ENTMT INC COM 413619107 3309 40000 SH CALL DEFINED 15,23,24 40000 0 0 HARRAHS ENTMT INC COM 413619107 99264 1200000 SH DEFINED 15,18,23,25,26 1200000 0 0 HARRIS & HARRIS GROU COM 413833104 15 1275 SH DEFINED 6,10,11 1275 0 0 HARRIS & HARRIS GROU COM 413833104 12 999 SH DEFINED 12 999 0 0 HARRIS & HARRIS GROU COM 413833104 596 49332 SH DEFINED 15,23,24 36630 0 12702 HARRIS CORP DEL DBCV 3.500 413875AH8 28204 13834000 PRN DEFINED 15,23,24 13834000 0 0 HARRIS CORP DEL COM 413875105 314 6853 SH DEFINED 6,10 6853 0 0 HARRIS CORP DEL COM 413875105 23 500 SH DEFINED 6,10,11 500 0 0 HARRIS CORP DEL COM 413875105 4833 105378 SH DEFINED 12 105378 0 0 HARRIS CORP DEL COM 413875105 8337 181782 SH DEFINED 15,23,24 128420 0 53361 HARSCO CORP COM 415864107 5 71 SH DEFINED 6,10 71 0 0 HARSCO CORP COM 415864107 74 967 SH DEFINED 12 967 0 0 HARSCO CORP COM 415864107 1888 24813 SH DEFINED 15,23,24 24141 0 672 HARSCO CORP COM 415864107 68 900 SH DEFINED 29 900 0 0 HARTE-HANKS INC COM 416196103 3 105 SH DEFINED 6,10 105 0 0 HARTE-HANKS INC COM 416196103 652 23527 SH DEFINED 6,10,11 23327 0 200 HARTE-HANKS INC COM 416196103 1668 60200 SH DEFINED 12 60200 0 0 HARTE-HANKS INC COM 416196103 1054 38041 SH DEFINED 15,23,24 25263 0 12777 HARTE-HANKS INC COM 416196103 78 2800 SH DEFINED 30,38 2800 0 0 HARTFORD FINL SVCS G COM 416515104 548 5876 SH DEFINED 3,8 0 0 5876 HARTFORD FINL SVCS G COM 416515104 4893 52435 SH DEFINED 6,10 52435 0 0 HARTFORD FINL SVCS G COM 416515104 192 2056 SH DEFINED 6,10,11 2006 0 50 HARTFORD FINL SVCS G COM 416515104 45528 487925 SH DEFINED 12 487925 0 0 HARTFORD FINL SVCS G COM 416515104 11981 128400 SH CALL DEFINED 14,15,23 128400 0 0 HARTFORD FINL SVCS G COM 416515104 7138 76500 SH PUT DEFINED 14,15,23 76500 0 0 HARTFORD FINL SVCS G COM 416515104 50189 537877 SH DEFINED 15,23,24 451265 0 86611 HARTFORD FINL SVCS G COM 416515104 299 3200 SH DEFINED 30,38 3200 0 0 HARTFORD INCOME SHS COM 416537108 110 13700 SH DEFINED 12 13700 0 0 HARTFORD INCOME SHS COM 416537108 40 5001 SH DEFINED 15,23,24 5001 0 0 HARVARD BIOSCIENCE I COM 416906105 49 9611 SH DEFINED 15,23,24 9611 0 0 HARVARD BIOSCIENCE I COM 416906105 90 17500 SH DEFINED 30,38 17500 0 0 HARTMARX CORP COM 417119104 226 32000 SH DEFINED 15,23,24 24700 0 7300 HARVEST ENERGY TR TRUST UNIT 41752X101 33 1465 SH DEFINED 6,10 1465 0 0 HARVEST ENERGY TR TRUST UNIT 41752X101 3415 152112 SH DEFINED 15,23,24 125115 0 26997 HARVEST ENERGY TR TRUST UNIT 41752X101 2 100 SH PUT DEFINED 15,23,24 0 0 100 HARVEST ENERGY TR TRUST UNIT 41752X101 265 11786 SH DEFINED 15,18,23,25,26 11786 0 0 HARVEST NATURAL RESO COM 41754V103 269 25300 SH CALL DEFINED 14,15,23 25300 0 0 HARVEST NATURAL RESO COM 41754V103 75 7100 SH PUT DEFINED 14,15,23 7100 0 0 HARVEST NATURAL RESO COM 41754V103 26 2400 SH DEFINED 15,23,24 2400 0 0 HASBRO INC DBCV 2.750 418056AN7 16279 12768000 PRN DEFINED 15,23,24 12768000 0 0 HASBRO INC COM 418056107 471 17271 SH DEFINED 6,10 17271 0 0 HASBRO INC COM 418056107 1665 61103 SH DEFINED 12 61103 0 0 HASBRO INC COM 418056107 3070 112648 SH DEFINED 15,23,24 105435 0 7213 HASBRO INC COM 418056107 918 33700 SH DEFINED 30,38 33700 0 0 HAVERTY FURNITURE IN COM 419596101 84 5699 SH DEFINED 6,10 5699 0 0 HAVERTY FURNITURE IN COM 419596101 156 10514 SH DEFINED 15,23,24 7904 0 2610 HAWAIIAN ELEC INDUST COM 419870100 0 10 SH DEFINED 6,10 10 0 0 HAWAIIAN ELEC INDUST COM 419870100 22 800 SH DEFINED 6,10,11 800 0 0 HAWAIIAN ELEC INDUST COM 419870100 448 16500 SH DEFINED 12 16500 0 0 HAWAIIAN ELEC INDUST COM 419870100 3281 120835 SH DEFINED 15,23,24 106945 0 13890 HAWAIIAN ELEC INDUST COM 419870100 452 16640 SH DEFINED 30,38 16640 0 0 HAWK CORP CL A 420089104 134 11200 SH DEFINED 15,23,24 2600 0 8600 HEALTHCARE SVCS GRP COM 421906108 200 6915 SH DEFINED 6,10 6915 0 0 HEALTHCARE SVCS GRP COM 421906108 54 1855 SH DEFINED 12 1855 0 0 HEALTHCARE SVCS GRP COM 421906108 2145 74062 SH DEFINED 15,23,24 65187 0 8875 HEALTHCARE SVCS GRP COM 421906108 143 4925 SH DEFINED 29 4925 0 0 HEALTH CARE PPTY INV COM 421915109 448 12178 SH DEFINED 6,10 12178 0 0 HEALTH CARE PPTY INV COM 421915109 1036 28125 SH DEFINED 6,10,11 26700 0 1425 HEALTH CARE PPTY INV COM 421915109 12631 343056 SH DEFINED 12 343056 0 0 HEALTH CARE PPTY INV COM 421915109 6418 174319 SH DEFINED 15,23,24 122572 0 51747 HEALTH CARE PPTY INV COM 421915109 140 3800 SH DEFINED 30,38 3800 0 0 HEALTHSOUTH CORP COM NEW 421924309 52 2297 SH DEFINED 12 2297 0 0 HEALTHSOUTH CORP COM NEW 421924309 263 11619 SH DEFINED 15,23,24 5214 0 6405 HEALTHSOUTH CORP COM NEW 421924309 997 44000 SH DEFINED 30,38 44000 0 0 HEALTH MGMT ASSOC IN NOTE 4.375 421933AF9 35569 35000000 PRN DEFINED 15,23,24 35000000 0 0 HEALTH MGMT ASSOC IN CL A 421933102 460 21800 SH DEFINED 6,10 21800 0 0 HEALTH MGMT ASSOC IN CL A 421933102 1743 82560 SH DEFINED 6,10,11 82435 0 125 HEALTH MGMT ASSOC IN CL A 421933102 3213 152215 SH DEFINED 12 152215 0 0 HEALTH MGMT ASSOC IN CL A 421933102 3 162 SH DEFINED 14,15,23 162 0 0 HEALTH MGMT ASSOC IN CL A 421933102 8196 388241 SH DEFINED 15,23,24 361308 0 26933 HEALTH MGMT ASSOC IN CL A 421933102 1456 68970 SH DEFINED 30,38 68970 0 0 HEALTHCARE RLTY TR COM 421946104 119 3000 SH DEFINED 6,10,11 3000 0 0 HEALTHCARE RLTY TR COM 421946104 55 1401 SH DEFINED 12 1401 0 0 HEALTHCARE RLTY TR COM 421946104 2994 75719 SH DEFINED 15,23,24 36287 0 39431 HEALTHCARE RLTY TR COM 421946104 71 1800 SH DEFINED 29 1800 0 0 HEADWATERS INC NOTE 2.875 42210PAB8 16830 16500000 PRN DEFINED 6,10 16500000 0 0 HEADWATERS INC NOTE 2.875 42210PAB8 6802 6669000 PRN DEFINED 15,23,24 6669000 0 0 HEADWATERS INC COM 42210P102 454 18936 SH DEFINED 6,10 18936 0 0 HEADWATERS INC COM 42210P102 14 595 SH DEFINED 12 595 0 0 HEADWATERS INC COM 42210P102 2690 112290 SH DEFINED 14,15,23 112290 0 0 HEADWATERS INC COM 42210P102 1665 69500 SH CALL DEFINED 14,15,23 69500 0 0 HEADWATERS INC COM 42210P102 4018 167700 SH PUT DEFINED 14,15,23 167700 0 0 HEADWATERS INC COM 42210P102 1390 58012 SH DEFINED 15,23,24 50186 0 7826 HEADWATERS INC COM 42210P102 24 1000 SH CALL DEFINED 15,23,24 1000 0 0 HEADWATERS INC COM 42210P102 515 21500 SH DEFINED 15,18,23,25,26 21500 0 0 HEADWATERS INC COM 42210P102 395 16500 SH DEFINED 30,38 16500 0 0 HEALTH CARE REIT INC COM 42217K106 3227 75004 SH DEFINED 6,10 75004 0 0 HEALTH CARE REIT INC COM 42217K106 629 14631 SH DEFINED 12 14631 0 0 HEALTH CARE REIT INC COM 42217K106 3449 80178 SH DEFINED 15,23,24 61102 0 19075 HEALTH CARE REIT INC COM 42217K106 7166 166565 SH DEFINED 30,38 166565 0 0 HEALTHEXTRAS INC COM 422211102 59 2445 SH DEFINED 12 2445 0 0 HEALTHEXTRAS INC COM 422211102 705 29252 SH DEFINED 15,23,24 25417 0 3835 HEALTHEXTRAS INC COM 422211102 227 9400 SH DEFINED 29 9400 0 0 HEALTHEXTRAS INC COM 422211102 111 4612 SH DEFINED 30,38 4612 0 0 HEALTH NET INC COM 42222G108 263 5400 SH DEFINED 3,8 0 0 5400 HEALTH NET INC COM 42222G108 244 5021 SH DEFINED 6,10 5021 0 0 HEALTH NET INC COM 42222G108 158 3250 SH DEFINED 6,10,11 3250 0 0 HEALTH NET INC COM 42222G108 71 1458 SH DEFINED 12 1458 0 0 HEALTH NET INC COM 42222G108 6992 143699 SH DEFINED 15,23,24 104949 0 38750 HEALTH NET INC COM 42222G108 730 15000 SH DEFINED 30,38 15000 0 0 HEALTHTRONICS INC COM 42222L107 180 27044 SH DEFINED 15,23,24 26890 0 154 HEALTHSPRING INC COM 42224N101 3 165 SH DEFINED 12 165 0 0 HEALTHSPRING INC COM 42224N101 785 38591 SH DEFINED 15,23,24 37135 0 1456 HEALTHWAYS INC COM 422245100 417 8731 SH DEFINED 6,10 8731 0 0 HEALTHWAYS INC COM 422245100 186 3905 SH DEFINED 12 3905 0 0 HEALTHWAYS INC COM 422245100 524 10984 SH DEFINED 15,23,24 6684 0 4300 HEALTHWAYS INC COM 422245100 214 4484 SH DEFINED 30,38 4484 0 0 HEARST-ARGYLE TELEVI COM 422317107 59 2315 SH DEFINED 12 2315 0 0 HEARST-ARGYLE TELEVI COM 422317107 297 11630 SH DEFINED 15,23,24 9210 0 2420 HEARST-ARGYLE TELEVI COM 422317107 138 5400 SH DEFINED 30,38 5400 0 0 HEARTLAND EXPRESS IN COM 422347104 223 14848 SH DEFINED 6,10 14848 0 0 HEARTLAND EXPRESS IN COM 422347104 859 57221 SH DEFINED 15,23,24 52818 0 4403 HEARTLAND EXPRESS IN COM 422347104 887 59066 SH DEFINED 30,38 59066 0 0 HEARTLAND PMT SYS IN COM 42235N108 221 7812 SH DEFINED 15,23,24 7328 0 484 HECLA MNG CO COM 422704106 682 89000 SH CALL DEFINED 14,15,23 89000 0 0 HECLA MNG CO COM 422704106 443 57800 SH PUT DEFINED 14,15,23 57800 0 0 HECLA MNG CO COM 422704106 7548 985412 SH DEFINED 15,23,24 924054 0 61358 HEICO CORP NEW COM 422806109 362 9315 SH DEFINED 15,23,24 8815 0 500 HEICO CORP NEW CL A 422806208 7168 220000 SH DEFINED 6,10 220000 0 0 HEICO CORP NEW CL A 422806208 448 13765 SH DEFINED 12 13765 0 0 HEICO CORP NEW CL A 422806208 48 1473 SH DEFINED 15,23,24 1473 0 0 HEIDRICK & STRUGGLES COM 422819102 187 4415 SH DEFINED 6,10 4415 0 0 HEIDRICK & STRUGGLES COM 422819102 36 850 SH DEFINED 12 850 0 0 HEIDRICK & STRUGGLES COM 422819102 192 4522 SH DEFINED 15,23,24 4522 0 0 HEINZ H J CO COM 423074103 1398 31058 SH DEFINED 6,10 31058 0 0 HEINZ H J CO COM 423074103 1181 26234 SH DEFINED 6,10,11 26234 0 0 HEINZ H J CO COM 423074103 4150 92199 SH DEFINED 12 92199 0 0 HEINZ H J CO COM 423074103 3051 67779 SH DEFINED 14,15,23 67779 0 0 HEINZ H J CO COM 423074103 3344 74300 SH CALL DEFINED 14,15,23 74300 0 0 HEINZ H J CO COM 423074103 4087 90800 SH PUT DEFINED 14,15,23 90800 0 0 HEINZ H J CO COM 423074103 34645 769718 SH DEFINED 15,23,24 587286 0 182432 HEINZ H J CO COM 423074103 3645 80989 SH DEFINED 15,18,23,25,26 80989 0 0 HEINZ H J CO COM 423074103 563 12500 SH DEFINED 29 12500 0 0 HELIX ENERGY SOLUTIO COM 42330P107 738 23515 SH DEFINED 6,10 23515 0 0 HELIX ENERGY SOLUTIO COM 42330P107 63 2010 SH DEFINED 12 2010 0 0 HELIX ENERGY SOLUTIO COM 42330P107 7058 224988 SH DEFINED 14,15,23 224988 0 0 HELIX ENERGY SOLUTIO COM 42330P107 932 29700 SH CALL DEFINED 14,15,23 29700 0 0 HELIX ENERGY SOLUTIO COM 42330P107 13524 431100 SH PUT DEFINED 14,15,23 431100 0 0 HELIX ENERGY SOLUTIO COM 42330P107 2823 89979 SH DEFINED 15,23,24 80522 0 9457 HELIX ENERGY SOLUTIO COM 42330P107 65 2067 SH DEFINED 30,38 2067 0 0 HELMERICH & PAYNE IN COM 423452101 0 13 SH DEFINED 6,10 13 0 0 HELMERICH & PAYNE IN COM 423452101 2378 97160 SH DEFINED 6,10,11 97010 0 150 HELMERICH & PAYNE IN COM 423452101 70 2864 SH DEFINED 12 2864 0 0 HELMERICH & PAYNE IN COM 423452101 776 31700 SH DEFINED 14,15,23 31700 0 0 HELMERICH & PAYNE IN COM 423452101 252 10300 SH CALL DEFINED 14,15,23 10300 0 0 HELMERICH & PAYNE IN COM 423452101 1745 71300 SH PUT DEFINED 14,15,23 71300 0 0 HELMERICH & PAYNE IN COM 423452101 1479 60457 SH DEFINED 15,23,24 56812 0 3645 HELMERICH & PAYNE IN COM 423452101 1073 43840 SH DEFINED 30,38 43840 0 0 HENRY JACK & ASSOC I COM 426281101 16 733 SH DEFINED 6,10 733 0 0 HENRY JACK & ASSOC I COM 426281101 2271 106110 SH DEFINED 6,10,11 103435 0 2675 HENRY JACK & ASSOC I COM 426281101 584 27272 SH DEFINED 12 27272 0 0 HENRY JACK & ASSOC I COM 426281101 1951 91183 SH DEFINED 15,23,24 82721 0 8462 HENRY JACK & ASSOC I COM 426281101 167 7821 SH DEFINED 30,38 7821 0 0 HERCULES INC COM 427056106 103 5326 SH DEFINED 6,10 5326 0 0 HERCULES INC COM 427056106 21 1083 SH DEFINED 6,10,11 1083 0 0 HERCULES INC COM 427056106 47 2440 SH DEFINED 12 2440 0 0 HERCULES INC COM 427056106 1294 67022 SH DEFINED 15,23,24 64612 0 2410 HERCULES INC COM 427056106 743 38500 SH DEFINED 30,38 38500 0 0 HERCULES OFFSHORE IN COM 427093109 376 13015 SH DEFINED 15,23,24 12595 0 420 HERLEY INDS INC DEL COM 427398102 164 10141 SH DEFINED 15,23,24 9841 0 300 HERSHA HOSPITALITY T SH BEN INT 427825104 29 2580 SH DEFINED 12 2580 0 0 HERSHA HOSPITALITY T SH BEN INT 427825104 170 15000 SH DEFINED 13,30 15000 0 0 HERSHA HOSPITALITY T SH BEN INT 427825104 157 13858 SH DEFINED 15,23,24 13858 0 0 HERSHEY CO COM 427866108 803 16121 SH DEFINED 6,10 16121 0 0 HERSHEY CO COM 427866108 821 16495 SH DEFINED 6,10,11 16370 0 125 HERSHEY CO COM 427866108 2852 57260 SH DEFINED 12 57260 0 0 HERSHEY CO COM 427866108 1477 29650 SH DEFINED 14,15,23 29650 0 0 HERSHEY CO COM 427866108 2415 48500 SH CALL DEFINED 14,15,23 48500 0 0 HERSHEY CO COM 427866108 4123 82800 SH PUT DEFINED 14,15,23 82800 0 0 HERSHEY CO COM 427866108 34276 688271 SH DEFINED 15,23,24 513229 0 175042 HERSHEY CO COM 427866108 6424 129000 SH DEFINED 30,38 129000 0 0 HERTZ GLOBAL HOLDING COM 42805T105 79 4540 SH DEFINED 12 4540 0 0 HERTZ GLOBAL HOLDING COM 42805T105 415 23885 SH DEFINED 15,23,24 22725 0 1160 HERTZ GLOBAL HOLDING COM 42805T105 354 20340 SH DEFINED 29 20340 0 0 HERTZ GLOBAL HOLDING COM 42805T105 435 25000 SH DEFINED 30,38 25000 0 0 HESS CORP COM 42809H107 2127 42917 SH DEFINED 6,10 42917 0 0 HESS CORP COM 42809H107 3758 75810 SH DEFINED 12 75810 0 0 HESS CORP COM 42809H107 9476 191166 SH DEFINED 14,15,23 191166 0 0 HESS CORP COM 42809H107 23461 473300 SH CALL DEFINED 14,15,23 473300 0 0 HESS CORP COM 42809H107 43537 878300 SH PUT DEFINED 14,15,23 878300 0 0 HESS CORP COM 42809H107 27256 549853 SH DEFINED 15,23,24 433687 0 116165 HESS CORP COM 42809H107 12402 250200 SH CALL DEFINED 15,23,24 250200 0 0 HESS CORP COM 42809H107 14871 300000 SH PUT DEFINED 15,23,24 300000 0 0 HESS CORP COM 42809H107 9666 195000 SH DEFINED 37 195000 0 0 HEWITT ASSOCS INC COM 42822Q100 7 286 SH DEFINED 6,10 286 0 0 HEWITT ASSOCS INC COM 42822Q100 1108 43023 SH DEFINED 15,23,24 42304 0 719 HEWLETT PACKARD CO NOTE 428236AC7 185 258000 PRN DEFINED 12 258000 0 0 HEWLETT PACKARD CO NOTE 428236AC7 20 28000 PRN DEFINED 15,23,24 28000 0 0 HEWLETT PACKARD CO COM 428236103 9699 235460 SH DEFINED 3,8 0 0 235460 HEWLETT PACKARD CO COM 428236103 27535 668478 SH DEFINED 6,10 522766 0 145712 HEWLETT PACKARD CO COM 428236103 4914 119308 SH DEFINED 6,10,11 118744 0 564 HEWLETT PACKARD CO COM 428236103 61740 1498904 SH DEFINED 12 1498904 0 0 HEWLETT PACKARD CO COM 428236103 58189 1412700 SH CALL DEFINED 14,15,23 1412700 0 0 HEWLETT PACKARD CO COM 428236103 33875 822400 SH PUT DEFINED 14,15,23 822400 0 0 HEWLETT PACKARD CO COM 428236103 4932 119749 SH DEFINED 2,5,6,9,10,17,19,20,27 119749 0 0 HEWLETT PACKARD CO COM 428236103 109501 2658427 SH DEFINED 15,23,24 2148054 0 510373 HEWLETT PACKARD CO COM 428236103 9358 227200 SH CALL DEFINED 15,23,24 227200 0 0 HEWLETT PACKARD CO COM 428236103 1573 38200 SH PUT DEFINED 15,23,24 38200 0 0 HEWLETT PACKARD CO COM 428236103 1744 42336 SH DEFINED 15,18,23,25,26 42336 0 0 HEWLETT PACKARD CO COM 428236103 545 13240 SH DEFINED 29 13240 0 0 HEXCEL CORP NEW COM 428291108 17 971 SH DEFINED 6,10 971 0 0 HEXCEL CORP NEW COM 428291108 344 19756 SH DEFINED 14,15,23 19756 0 0 HEXCEL CORP NEW COM 428291108 1180 67800 SH CALL DEFINED 14,15,23 67800 0 0 HEXCEL CORP NEW COM 428291108 874 50200 SH PUT DEFINED 14,15,23 50200 0 0 HEXCEL CORP NEW COM 428291108 614 35270 SH DEFINED 15,23,24 24770 0 10500 HEXCEL CORP NEW COM 428291108 324 18600 SH DEFINED 29 18600 0 0 HEXCEL CORP NEW COM 428291108 658 37800 SH DEFINED 30,38 37800 0 0 HI / FN INC COM 428358105 60 11273 SH DEFINED 15,23,24 7973 0 3300 HIBBETT SPORTING GOO COM 428565105 244 7993 SH DEFINED 6,10 7993 0 0 HIBBETT SPORTING GOO COM 428565105 232 7600 SH DEFINED 6,10,11 7600 0 0 HIBBETT SPORTING GOO COM 428565105 3 86 SH DEFINED 12 86 0 0 HIBBETT SPORTING GOO COM 428565105 374 12263 SH DEFINED 15,23,24 11022 0 1241 HICKORY TECH CORP COM 429060106 0 33 SH DEFINED 12 33 0 0 HICKORY TECH CORP COM 429060106 721 100880 SH DEFINED 15,23,24 89530 0 11350 HIGHLAND HOSPITALITY COM 430141101 108 7573 SH DEFINED 12 7573 0 0 HIGHLAND HOSPITALITY COM 430141101 213 14932 SH DEFINED 15,23,24 13787 0 1145 HIGHLAND HOSPITALITY COM 430141101 36 2525 SH DEFINED 29 2525 0 0 HIGHWOODS PPTYS INC COM 431284108 1223 30006 SH DEFINED 6,10 30006 0 0 HIGHWOODS PPTYS INC COM 431284108 67 1648 SH DEFINED 12 1648 0 0 HIGHWOODS PPTYS INC COM 431284108 3668 90000 SH DEFINED 15,23 90000 0 0 HIGHWOODS PPTYS INC COM 431284108 750 18409 SH DEFINED 15,23,24 16850 0 1559 HILAND HLDGS GP LP UNIT LP INT 43129M107 1438 49742 SH DEFINED 15,23,24 46192 0 3550 HILAND PARTNERS L P UT LTD PART 431291103 4551 83192 SH DEFINED 15,23,24 48989 0 34203 HILB ROGAL & HOBBS C COM 431294107 384 9110 SH DEFINED 6,10 9110 0 0 HILB ROGAL & HOBBS C COM 431294107 109 2577 SH DEFINED 12 2577 0 0 HILB ROGAL & HOBBS C COM 431294107 175 4144 SH DEFINED 15,23,24 3879 0 265 HILB ROGAL & HOBBS C COM 431294107 34 815 SH DEFINED 29 815 0 0 HILB ROGAL & HOBBS C COM 431294107 2809 66700 SH DEFINED 30,38 66700 0 0 HILL INTERNATIONAL I COM 431466101 316 44226 SH DEFINED 15,23,24 23660 0 20566 HILLENBRAND INDS INC COM 431573104 376 6600 SH DEFINED 3,8 0 0 6600 HILLENBRAND INDS INC COM 431573104 152 2671 SH DEFINED 6,10 2671 0 0 HILLENBRAND INDS INC COM 431573104 610 10711 SH DEFINED 6,10,11 10711 0 0 HILLENBRAND INDS INC COM 431573104 100 1760 SH DEFINED 12 1760 0 0 HILLENBRAND INDS INC COM 431573104 1367 24006 SH DEFINED 15,23,24 19312 0 4694 HILLENBRAND INDS INC COM 431573104 34 600 SH DEFINED 30,38 600 0 0 HILTON HOTELS CORP NOTE 3.375 432848AZ2 60 38000 PRN DEFINED 12 38000 0 0 HILTON HOTELS CORP NOTE 3.375 432848AZ2 2557 1621000 PRN DEFINED 15,23,24 1621000 0 0 HILTON HOTELS CORP COM 432848109 1243 35614 SH DEFINED 6,10 35614 0 0 HILTON HOTELS CORP COM 432848109 35 1000 SH DEFINED 6,10,11 1000 0 0 HILTON HOTELS CORP COM 432848109 3441 98595 SH DEFINED 12 98595 0 0 HILTON HOTELS CORP COM 432848109 1650 47291 SH DEFINED 14,15,23 47291 0 0 HILTON HOTELS CORP COM 432848109 9468 271300 SH CALL DEFINED 14,15,23 271300 0 0 HILTON HOTELS CORP COM 432848109 7776 222800 SH PUT DEFINED 14,15,23 222800 0 0 HILTON HOTELS CORP COM 432848109 31164 892956 SH DEFINED 15,23,24 732306 0 160649 HILTON HOTELS CORP COM 432848109 34900 1000000 SH CALL DEFINED 15,23,24 1000000 0 0 HILTON HOTELS CORP COM 432848109 989 28350 SH DEFINED 29 28350 0 0 HIMAX TECHNOLOGIES I SPONSORED A 43289P106 3 666 SH DEFINED 12 666 0 0 HIMAX TECHNOLOGIES I SPONSORED A 43289P106 485 101500 SH CALL DEFINED 14,15,23 101500 0 0 HIMAX TECHNOLOGIES I SPONSORED A 43289P106 271 56600 SH PUT DEFINED 14,15,23 56600 0 0 HITACHI LIMITED ADR 10 COM 433578507 414 6640 SH DEFINED 6,10,11 6640 0 0 HITACHI LIMITED ADR 10 COM 433578507 2222 35623 SH DEFINED 12 35623 0 0 HITACHI LIMITED ADR 10 COM 433578507 656 10515 SH DEFINED 15,23,24 6393 0 4121 HITTITE MICROWAVE CO COM 43365Y104 6 179 SH DEFINED 12 179 0 0 HITTITE MICROWAVE CO COM 43365Y104 377 11652 SH DEFINED 15,23,24 10394 0 1258 HOLLY CORP COM PAR $0. 435758305 27 521 SH DEFINED 6,10 521 0 0 HOLLY CORP COM PAR $0. 435758305 67 1310 SH DEFINED 12 1310 0 0 HOLLY CORP COM PAR $0. 435758305 4486 87269 SH DEFINED 14,15,23 87269 0 0 HOLLY CORP COM PAR $0. 435758305 1917 37300 SH CALL DEFINED 14,15,23 37300 0 0 HOLLY CORP COM PAR $0. 435758305 7032 136800 SH PUT DEFINED 14,15,23 136800 0 0 HOLLY CORP COM PAR $0. 435758305 2679 52122 SH DEFINED 15,23,24 39004 0 13118 HOLLY CORP COM PAR $0. 435758305 93 1800 SH DEFINED 29 1800 0 0 HOLOGIC INC COM 436440101 628 13273 SH DEFINED 6,10 13273 0 0 HOLOGIC INC COM 436440101 43 909 SH DEFINED 12 909 0 0 HOLOGIC INC COM 436440101 248 5242 SH DEFINED 14,15,23 5242 0 0 HOLOGIC INC COM 436440101 11517 243600 SH CALL DEFINED 14,15,23 243600 0 0 HOLOGIC INC COM 436440101 5456 115400 SH PUT DEFINED 14,15,23 115400 0 0 HOLOGIC INC COM 436440101 2913 61616 SH DEFINED 15,23,24 46287 0 15329 HOLOGIC INC COM 436440101 8142 172200 SH CALL DEFINED 15,23,24 172200 0 0 HOLOGIC INC COM 436440101 3532 74700 SH PUT DEFINED 15,23,24 74700 0 0 HOLOGIC INC COM 436440101 2364 50000 SH DEFINED 30,38 50000 0 0 HOME FED BANCORP COM 436926109 221 7772 SH DEFINED 15,23,24 7772 0 0 HOME DEPOT INC COM 437076102 6161 153420 SH DEFINED 3,8 0 0 153420 HOME DEPOT INC COM 437076102 35516 884365 SH DEFINED 6,10 777857 0 106508 HOME DEPOT INC COM 437076102 106086 2641580 SH CALL DEFINED 6,10 2641580 0 0 HOME DEPOT INC COM 437076102 3132 78000 SH PUT DEFINED 6,10 78000 0 0 HOME DEPOT INC COM 437076102 7585 188876 SH DEFINED 6,10,11 185551 0 3325 HOME DEPOT INC COM 437076102 71022 1768471 SH DEFINED 12 1768471 0 0 HOME DEPOT INC COM 437076102 1582 39380 SH DEFINED 14,15,23 39380 0 0 HOME DEPOT INC COM 437076102 20751 516700 SH CALL DEFINED 14,15,23 516700 0 0 HOME DEPOT INC COM 437076102 38807 966300 SH PUT DEFINED 14,15,23 966300 0 0 HOME DEPOT INC COM 437076102 268047 6674467 SH DEFINED 15,23 6674467 0 0 HOME DEPOT INC COM 437076102 345287 8597778 SH DEFINED 15,23,24 6850229 0 1747549 HOME DEPOT INC COM 437076102 81850 2038100 SH CALL DEFINED 15,23,24 2038100 0 0 HOME DEPOT INC COM 437076102 35184 876100 SH PUT DEFINED 15,23,24 876100 0 0 HOME DEPOT INC COM 437076102 87 2164 SH DEFINED 15,18,23,25,26 2164 0 0 HOME DEPOT INC COM 437076102 1004 25000 SH DEFINED 29 25000 0 0 HOME DEPOT INC COM 437076102 282 7010 SH DEFINED 30,38 7010 0 0 HOME INNS & HOTELS M SPON ADR 43713W107 728 19390 SH DEFINED 15,23,24 18992 0 398 HOME PROPERTIES INC COM 437306103 6 100 SH DEFINED 6,10,11 100 0 0 HOME PROPERTIES INC COM 437306103 30 508 SH DEFINED 12 508 0 0 HOME PROPERTIES INC COM 437306103 2251 37978 SH DEFINED 15,23,24 35271 0 2707 HOME SOLUTIONS AMER COM 437355100 44 7525 SH DEFINED 12 7525 0 0 HOME SOLUTIONS AMER COM 437355100 1459 249000 SH CALL DEFINED 14,15,23 249000 0 0 HOME SOLUTIONS AMER COM 437355100 757 129200 SH PUT DEFINED 14,15,23 129200 0 0 HOME SOLUTIONS AMER COM 437355100 46 7835 SH DEFINED 15,23,24 7835 0 0 HOMEBANC CORP GA COM 43738R109 233 55157 SH DEFINED 15,23,24 55157 0 0 HONDA MOTOR LTD AMERN SHS 438128308 1501 37951 SH DEFINED 6,10,11 37951 0 0 HONDA MOTOR LTD AMERN SHS 438128308 1090 27563 SH DEFINED 12 27563 0 0 HONDA MOTOR LTD AMERN SHS 438128308 32 800 SH DEFINED 2,5,6,9,10,17,19,20,27 800 0 0 HONDA MOTOR LTD AMERN SHS 438128308 18758 474402 SH DEFINED 15,23,24 408099 0 66302 HONDA MOTOR LTD AMERN SHS 438128308 1020 25800 SH DEFINED 30,38 25800 0 0 HONEYWELL INTL INC COM 438516106 167 3681 SH DEFINED 3,8 0 0 3681 HONEYWELL INTL INC COM 438516106 13529 299058 SH DEFINED 6,10 299058 0 0 HONEYWELL INTL INC COM 438516106 2072 45800 SH CALL DEFINED 6,10 45800 0 0 HONEYWELL INTL INC COM 438516106 1771 39144 SH DEFINED 6,10,11 39144 0 0 HONEYWELL INTL INC COM 438516106 4027 89004 SH DEFINED 12 89004 0 0 HONEYWELL INTL INC COM 438516106 1060 23437 SH DEFINED 14,15,23 23437 0 0 HONEYWELL INTL INC COM 438516106 8713 192600 SH CALL DEFINED 14,15,23 192600 0 0 HONEYWELL INTL INC COM 438516106 6112 135100 SH PUT DEFINED 14,15,23 135100 0 0 HONEYWELL INTL INC COM 438516106 112033 2476413 SH DEFINED 15,23,24 2056726 0 419686 HONEYWELL INTL INC COM 438516106 1710 37800 SH CALL DEFINED 15,23,24 37800 0 0 HONEYWELL INTL INC COM 438516106 27144 600000 SH PUT DEFINED 15,23,24 600000 0 0 HONEYWELL INTL INC COM 438516106 269 5939 SH DEFINED 15,18,23,25,26 5939 0 0 HONEYWELL INTL INC COM 438516106 516 11400 SH DEFINED 30,38 11400 0 0 HOOPER HOLMES INC COM 439104100 56 17038 SH DEFINED 6,10 17038 0 0 HOOPER HOLMES INC COM 439104100 32 9705 SH DEFINED 12 9705 0 0 HOOPER HOLMES INC COM 439104100 17 5215 SH DEFINED 15,23,24 5215 0 0 HORACE MANN EDUCATOR COM 440327104 0 5 SH DEFINED 6,10 5 0 0 HORACE MANN EDUCATOR COM 440327104 19 932 SH DEFINED 12 932 0 0 HORACE MANN EDUCATOR COM 440327104 153 7575 SH DEFINED 15,23,24 7575 0 0 HORACE MANN EDUCATOR COM 440327104 87 4300 SH DEFINED 30,38 4300 0 0 HORIZON HEALTH CORP COM 44041Y104 19 988 SH DEFINED 15,23,24 988 0 0 HORIZON HEALTH CORP COM 44041Y104 1076 55000 SH DEFINED 30,38 55000 0 0 HORIZON LINES INC COM 44044K101 66 2431 SH DEFINED 12 2431 0 0 HORIZON LINES INC COM 44044K101 4718 175000 SH DEFINED 13,30 175000 0 0 HORIZON LINES INC COM 44044K101 105 3885 SH DEFINED 15,23,24 3105 0 780 HORMEL FOODS CORP COM 440452100 174 4663 SH DEFINED 6,10 4663 0 0 HORMEL FOODS CORP COM 440452100 1018 27255 SH DEFINED 6,10,11 27255 0 0 HORMEL FOODS CORP COM 440452100 3 82 SH DEFINED 12 82 0 0 HORMEL FOODS CORP COM 440452100 2871 76889 SH DEFINED 15,23,24 67046 0 9843 HORMEL FOODS CORP COM 440452100 213 5700 SH DEFINED 30,38 5700 0 0 HORNBECK OFFSHORE SV COM 440543106 536 15000 SH DEFINED 6,10 15000 0 0 HORNBECK OFFSHORE SV COM 440543106 5355 150000 SH CALL DEFINED 6,10 150000 0 0 HORNBECK OFFSHORE SV COM 440543106 41 1160 SH DEFINED 12 1160 0 0 HORNBECK OFFSHORE SV COM 440543106 720 20173 SH DEFINED 15,23,24 19463 0 710 HORNBECK OFFSHORE SV COM 440543106 57 1600 SH DEFINED 29 1600 0 0 HOSPITALITY PPTYS TR COM SH BEN 44106M102 153 3216 SH DEFINED 6,10 3216 0 0 HOSPITALITY PPTYS TR COM SH BEN 44106M102 56 1168 SH DEFINED 6,10,11 1168 0 0 HOSPITALITY PPTYS TR COM SH BEN 44106M102 428 9001 SH DEFINED 12 9001 0 0 HOSPITALITY PPTYS TR COM SH BEN 44106M102 8863 186480 SH DEFINED 15,23,24 157262 0 29217 HOSPITALITY PPTYS TR COM SH BEN 44106M102 81 1700 SH DEFINED 30,38 1700 0 0 HOSPIRA INC COM 441060100 476 14162 SH DEFINED 6,10 14162 0 0 HOSPIRA INC COM 441060100 38 1135 SH DEFINED 6,10,11 1135 0 0 HOSPIRA INC COM 441060100 385 11469 SH DEFINED 12 11469 0 0 HOSPIRA INC COM 441060100 1269 37800 SH CALL DEFINED 14,15,23 37800 0 0 HOSPIRA INC COM 441060100 1357 40400 SH PUT DEFINED 14,15,23 40400 0 0 HOSPIRA INC COM 441060100 1868 55620 SH DEFINED 15,23,24 45392 0 10228 HOSPIRA INC COM 441060100 81 2400 SH DEFINED 30,38 2400 0 0 HOST HOTELS & RESORT COM 44107P104 549 22347 SH DEFINED 6,10 22347 0 0 HOST HOTELS & RESORT COM 44107P104 71 2904 SH DEFINED 6,10,11 2904 0 0 HOST HOTELS & RESORT COM 44107P104 7517 306192 SH DEFINED 12 306192 0 0 HOST HOTELS & RESORT COM 44107P104 14423 587487 SH DEFINED 13,30 587487 0 0 HOST HOTELS & RESORT COM 44107P104 7231 294540 SH DEFINED 15,23,24 246444 0 48096 HOST HOTELS & RESORT COM 44107P104 1016 41399 SH DEFINED 30,38 41399 0 0 HOT TOPIC INC COM 441339108 149 11132 SH DEFINED 6,10 11132 0 0 HOT TOPIC INC COM 441339108 21 1587 SH DEFINED 12 1587 0 0 HOT TOPIC INC COM 441339108 76 5709 SH DEFINED 15,23,24 4549 0 1160 HOT TOPIC INC COM 441339108 1 82 SH DEFINED 30,38 82 0 0 HOUSTON AMERN ENERGY COM 44183U100 149 20203 SH DEFINED 15,23,24 15203 0 5000 HOUSTON EXPL CO COM 442120101 120 2324 SH DEFINED 12 2324 0 0 HOUSTON EXPL CO COM 442120101 757 14617 SH DEFINED 15,23,24 13802 0 815 HOVNANIAN ENTERPRISE CL A 442487203 3 77 SH DEFINED 6,10 77 0 0 HOVNANIAN ENTERPRISE CL A 442487203 13909 410300 SH CALL DEFINED 14,15,23 410300 0 0 HOVNANIAN ENTERPRISE CL A 442487203 11106 327600 SH PUT DEFINED 14,15,23 327600 0 0 HOVNANIAN ENTERPRISE CL A 442487203 4111 121257 SH DEFINED 15,23,24 102652 0 18605 HUANENG PWR INTL INC SPON ADR H 443304100 272 7567 SH DEFINED 12 7567 0 0 HUANENG PWR INTL INC SPON ADR H 443304100 6043 168201 SH DEFINED 15,23,24 155832 0 12369 HUB INTERNATIONAL LT COM 44332P101 6 191 SH DEFINED 12 191 0 0 HUB INTERNATIONAL LT COM 44332P101 2 56 SH DEFINED 15,23,24 0 0 56 HUB INTERNATIONAL LT COM 44332P101 4260 135700 SH DEFINED 30,38 135700 0 0 HUB GROUP INC CL A 443320106 276 10013 SH DEFINED 6,10 10013 0 0 HUB GROUP INC CL A 443320106 2 88 SH DEFINED 12 88 0 0 HUB GROUP INC CL A 443320106 122 4436 SH DEFINED 15,23,24 4436 0 0 HUBBELL INC CL A 443510102 301 6771 SH DEFINED 12 6771 0 0 HUBBELL INC CL A 443510102 172 3864 SH DEFINED 15,23,24 3564 0 300 HUBBELL INC CL B 443510201 5 111 SH DEFINED 6,10 111 0 0 HUBBELL INC CL B 443510201 137 3040 SH DEFINED 6,10,11 3040 0 0 HUBBELL INC CL B 443510201 116 2572 SH DEFINED 12 2572 0 0 HUBBELL INC CL B 443510201 2290 50650 SH DEFINED 15,23,24 36246 0 14404 HUBBELL INC CL B 443510201 32 700 SH DEFINED 30,38 700 0 0 HUDSON CITY BANCORP COM 443683107 341 24593 SH DEFINED 6,10 24593 0 0 HUDSON CITY BANCORP COM 443683107 12 865 SH DEFINED 12 865 0 0 HUDSON CITY BANCORP COM 443683107 95 6841 SH DEFINED 14,15,23 6841 0 0 HUDSON CITY BANCORP COM 443683107 204 14700 SH PUT DEFINED 14,15,23 14700 0 0 HUDSON CITY BANCORP COM 443683107 9548 687870 SH DEFINED 15,23,24 611741 0 76129 HUDSON CITY BANCORP COM 443683107 4762 343075 SH DEFINED 30,38 343075 0 0 HUDSON HIGHLAND GROU COM 443792106 1 65 SH DEFINED 12 65 0 0 HUDSON HIGHLAND GROU COM 443792106 7506 450000 SH DEFINED 15,23 450000 0 0 HUDSON HIGHLAND GROU COM 443792106 30 1775 SH DEFINED 15,23,24 1775 0 0 HUDSON HIGHLAND GROU COM 443792106 11676 700000 SH DEFINED 15,18,23,25,26 700000 0 0 HUGOTON RTY TR TEX UNIT BEN IN 444717102 18 750 SH DEFINED 6,10,11 750 0 0 HUGOTON RTY TR TEX UNIT BEN IN 444717102 37 1489 SH DEFINED 12 1489 0 0 HUGOTON RTY TR TEX UNIT BEN IN 444717102 10314 419253 SH DEFINED 15,23,24 304437 0 114815 HUGOTON RTY TR TEX UNIT BEN IN 444717102 12 476 SH DEFINED 15,18,23,25,26 476 0 0 HUMANA INC COM 444859102 8050 145551 SH DEFINED 6,10 145551 0 0 HUMANA INC COM 444859102 5449 98513 SH DEFINED 12 98513 0 0 HUMANA INC COM 444859102 6510 117700 SH CALL DEFINED 14,15,23 117700 0 0 HUMANA INC COM 444859102 12489 225800 SH PUT DEFINED 14,15,23 225800 0 0 HUMANA INC COM 444859102 44216 799424 SH DEFINED 15,23,24 690884 0 108540 HUMANA INC COM 444859102 188 3400 SH PUT DEFINED 15,23,24 3400 0 0 HUMANA INC COM 444859102 1375 24860 SH DEFINED 30,38 24860 0 0 HUMAN GENOME SCIENCE NOTE 2.250 444903AK4 3668 3485000 PRN DEFINED 15,23,24 3485000 0 0 HUMAN GENOME SCIENCE NOTE 2.250 444903AM0 23278 23936000 PRN DEFINED 15,23,24 23936000 0 0 HUMAN GENOME SCIENCE COM 444903108 1283 103108 SH DEFINED 6,10 103108 0 0 HUMAN GENOME SCIENCE COM 444903108 204 16400 SH DEFINED 6,10,11 16400 0 0 HUMAN GENOME SCIENCE COM 444903108 54 4372 SH DEFINED 12 4372 0 0 HUMAN GENOME SCIENCE COM 444903108 335 26916 SH DEFINED 14,15,23 26916 0 0 HUMAN GENOME SCIENCE COM 444903108 1393 112000 SH CALL DEFINED 14,15,23 112000 0 0 HUMAN GENOME SCIENCE COM 444903108 1049 84300 SH PUT DEFINED 14,15,23 84300 0 0 HUMAN GENOME SCIENCE COM 444903108 957 76960 SH DEFINED 2,5,6,9,10,17,19,20,27 76960 0 0 HUMAN GENOME SCIENCE COM 444903108 11588 931484 SH DEFINED 15,23,24 708934 0 222550 HUMAN GENOME SCIENCE COM 444903108 2923 235000 SH PUT DEFINED 15,23,24 235000 0 0 HUMAN GENOME SCIENCE COM 444903108 902 72531 SH DEFINED 15,18,23,25,26 72531 0 0 HUMAN GENOME SCIENCE COM 444903108 277 22300 SH DEFINED 29 22300 0 0 HUMAN GENOME SCIENCE COM 444903108 746 60000 SH DEFINED 30,38 60000 0 0 HUMAN GENOME SCIENCE COM 444903108 249 20000 SH CALL DEFINED 30,38 20000 0 0 HUNT J B TRANS SVCS COM 445658107 103 4980 SH DEFINED 6,10 4980 0 0 HUNT J B TRANS SVCS COM 445658107 253 12169 SH DEFINED 12 12169 0 0 HUNT J B TRANS SVCS COM 445658107 6752 325105 SH DEFINED 15,23,24 153036 0 172068 HUNT J B TRANS SVCS COM 445658107 150 7200 SH DEFINED 29 7200 0 0 HUNT J B TRANS SVCS COM 445658107 1060 51029 SH DEFINED 30,38 51029 0 0 HUNTINGTON BANCSHARE COM 446150104 510 21474 SH DEFINED 6,10 21474 0 0 HUNTINGTON BANCSHARE COM 446150104 11 443 SH DEFINED 6,10,11 443 0 0 HUNTINGTON BANCSHARE COM 446150104 12 500 SH DEFINED 12 500 0 0 HUNTINGTON BANCSHARE COM 446150104 5662 238412 SH DEFINED 15,23,24 220115 0 18297 HUNTINGTON BANCSHARE COM 446150104 462 19469 SH DEFINED 30,38 19469 0 0 HUNTSMAN CORP COM 447011107 106 5595 SH DEFINED 12 5595 0 0 HUNTSMAN CORP COM 447011107 1333 70245 SH DEFINED 14,15,23 70245 0 0 HUNTSMAN CORP COM 447011107 19 1000 SH CALL DEFINED 14,15,23 1000 0 0 HUNTSMAN CORP COM 447011107 1446 76200 SH PUT DEFINED 14,15,23 76200 0 0 HUNTSMAN CORP COM 447011107 1473 77632 SH DEFINED 15,23,24 71750 0 5882 HUNTSMAN CORP PFD MND CV 447011206 3508 84372 SH DEFINED 15,23,24 83492 0 880 HURON CONSULTING GRO COM 447462102 43 956 SH DEFINED 12 956 0 0 HURON CONSULTING GRO COM 447462102 143 3157 SH DEFINED 15,23,24 3002 0 155 HURON CONSULTING GRO COM 447462102 236 5200 SH DEFINED 29 5200 0 0 HURRAY HLDGS CO LTD SPONSORED A 447773102 277 44625 SH DEFINED 15,23,24 43670 0 955 HUTCHINSON TECHNOLOG NOTE 3.250 448407AF3 3628 3906000 PRN DEFINED 15,23,24 3906000 0 0 HUTCHINSON TECHNOLOG COM 448407106 154 6535 SH DEFINED 6,10 6535 0 0 HUTCHINSON TECHNOLOG COM 448407106 400 16951 SH DEFINED 15,23,24 16951 0 0 HUTCHINSON TECHNOLOG COM 448407106 471 20000 SH CALL DEFINED 15,23,24 20000 0 0 HUTCHINSON TECHNOLOG COM 448407106 589 25000 SH PUT DEFINED 15,23,24 25000 0 0 HUTCHISON TELECOMM I SPONSORED A 44841T107 329 8586 SH DEFINED 15,23,24 8048 0 538 HYDRIL COM 448774109 363 4834 SH DEFINED 6,10 4834 0 0 HYDRIL COM 448774109 101 1341 SH DEFINED 12 1341 0 0 HYDRIL COM 448774109 3060 40700 SH CALL DEFINED 14,15,23 40700 0 0 HYDRIL COM 448774109 2805 37300 SH PUT DEFINED 14,15,23 37300 0 0 HYDRIL COM 448774109 399 5313 SH DEFINED 15,23,24 4600 0 713 HYDROGENICS CORP COM 448882100 11 8646 SH DEFINED 6,10 8646 0 0 HYDROGENICS CORP COM 448882100 526 414142 SH DEFINED 15,23,24 375152 0 38990 IDT CORP CL B 448947309 15 1109 SH DEFINED 12 1109 0 0 IDT CORP CL B 448947309 901 68868 SH DEFINED 15,23,24 67822 0 1046 IDT CORP CL B 448947309 19152 1464231 SH DEFINED 15,18,23,25,26 1464231 0 0 IDT CORP CL B 448947309 290 22200 SH DEFINED 30,38 22200 0 0 HYPERION SOLUTIONS C COM 44914M104 543 15101 SH DEFINED 6,10 15101 0 0 HYPERION SOLUTIONS C COM 44914M104 125 3468 SH DEFINED 12 3468 0 0 HYPERION SOLUTIONS C COM 44914M104 520 14457 SH DEFINED 15,23,24 14457 0 0 HYPERION SOLUTIONS C COM 44914M104 899 25000 SH CALL DEFINED 15,23,24 25000 0 0 HYPERION TOTAL RETUR COM 449145101 176 19155 SH DEFINED 15,23,24 17484 0 1670 HYTHIAM INC COM 44919F104 234 25293 SH DEFINED 15,23,24 19793 0 5500 IAC INTERACTIVECORP *W EXP 02/0 44919P128 444 19300 SH DEFINED 15,23,24 19300 0 0 IAC INTERACTIVECORP COM NEW 44919P300 148 3977 SH DEFINED 3,8 0 0 3977 IAC INTERACTIVECORP COM NEW 44919P300 1690 45467 SH DEFINED 6,10 45467 0 0 IAC INTERACTIVECORP COM NEW 44919P300 9294 250100 SH PUT DEFINED 6,10 250100 0 0 IAC INTERACTIVECORP COM NEW 44919P300 32 850 SH DEFINED 6,10,11 850 0 0 IAC INTERACTIVECORP COM NEW 44919P300 117 3150 SH DEFINED 12 3150 0 0 IAC INTERACTIVECORP COM NEW 44919P300 1369 36837 SH DEFINED 14,15,23 36837 0 0 IAC INTERACTIVECORP COM NEW 44919P300 9372 252200 SH CALL DEFINED 14,15,23 252200 0 0 IAC INTERACTIVECORP COM NEW 44919P300 8900 239500 SH PUT DEFINED 14,15,23 239500 0 0 IAC INTERACTIVECORP COM NEW 44919P300 77514 2085940 SH DEFINED 15,23,24 1671358 0 414582 IAC INTERACTIVECORP COM NEW 44919P300 58 1564 SH DEFINED 15,18,23,25,26 1564 0 0 IAC INTERACTIVECORP COM NEW 44919P300 3628 97630 SH DEFINED 30,38 97630 0 0 ICO INC NEW COM 449293109 204 36196 SH DEFINED 15,23,24 27270 0 8926 ICOS CORP COM 449295104 41 1228 SH DEFINED 6,10 1228 0 0 ICOS CORP COM 449295104 3910 115700 SH CALL DEFINED 14,15,23 115700 0 0 ICOS CORP COM 449295104 933 27600 SH PUT DEFINED 14,15,23 27600 0 0 ICOS CORP COM 449295104 13343 394869 SH DEFINED 15,23,24 391426 0 3443 ICOS CORP COM 449295104 3696 109374 SH DEFINED 30,38 109374 0 0 ICU MED INC COM 44930G107 150 3697 SH DEFINED 6,10 3697 0 0 ICU MED INC COM 44930G107 18 450 SH DEFINED 6,10,11 450 0 0 ICU MED INC COM 44930G107 486 11957 SH DEFINED 15,23,24 11003 0 954 ICAD INC COM 44934S107 237 80370 SH DEFINED 15,23,24 79370 0 1000 I D SYSTEMS INC COM 449489103 422 22444 SH DEFINED 15,23,24 22444 0 0 I-FLOW CORP COM NEW 449520303 54 3605 SH DEFINED 12 3605 0 0 I-FLOW CORP COM NEW 449520303 61 4076 SH DEFINED 15,23,24 4076 0 0 I-FLOW CORP COM NEW 449520303 825 55181 SH DEFINED 30,38 55181 0 0 IHOP CORP COM 449623107 208 3952 SH DEFINED 6,10 3952 0 0 IHOP CORP COM 449623107 51 962 SH DEFINED 12 962 0 0 IHOP CORP COM 449623107 330 6261 SH DEFINED 15,23,24 5793 0 468 ING PRIME RATE TR SH BEN INT 44977W106 25 3397 SH DEFINED 12 3397 0 0 ING PRIME RATE TR SH BEN INT 44977W106 16110 2228251 SH DEFINED 15,23,24 2008569 0 219682 ING PRIME RATE TR SH BEN INT 44977W106 35 4830 SH DEFINED 15,18,23,25,26 4830 0 0 ING CLARION REAL EST COM SHS 449788108 2194 108471 SH DEFINED 15,23,24 91866 0 16604 IPCS INC COM NEW 44980Y305 29839 539000 SH DEFINED 15,23,24 539000 0 0 ING RISK MANAGED NAT COM 449810100 314 16183 SH DEFINED 15,23,24 15060 0 1123 ING CLARION GLB RE E COM 44982G104 108 4356 SH DEFINED 12 4356 0 0 ING CLARION GLB RE E COM 44982G104 37186 1506716 SH DEFINED 15,23,24 1267820 0 238895 ING GLBL ADV & PREM COM 44982N109 42 1900 SH DEFINED 12 1900 0 0 ING GLBL ADV & PREM COM 44982N109 969 44005 SH DEFINED 15,23,24 32075 0 11930 IMS HEALTH INC COM 449934108 507 18454 SH DEFINED 6,10 18454 0 0 IMS HEALTH INC COM 449934108 1793 65250 SH DEFINED 6,10,11 65250 0 0 IMS HEALTH INC COM 449934108 196 7139 SH DEFINED 12 7139 0 0 IMS HEALTH INC COM 449934108 4 134 SH DEFINED 14,15,23 134 0 0 IMS HEALTH INC COM 449934108 2341 85188 SH DEFINED 15,23,24 76684 0 8504 IMS HEALTH INC COM 449934108 275 10000 SH DEFINED 30,38 10000 0 0 IRSA INVERSIONES Y R GLOBL DEP R 450047204 1481 87555 SH DEFINED 15,23,24 68205 0 19350 ISTAR FINL INC COM 45031U101 258 5391 SH DEFINED 6,10 5391 0 0 ISTAR FINL INC COM 45031U101 72 1498 SH DEFINED 6,10,11 1498 0 0 ISTAR FINL INC COM 45031U101 660 13808 SH DEFINED 12 13808 0 0 ISTAR FINL INC COM 45031U101 7197 150500 SH DEFINED 13,30 150500 0 0 ISTAR FINL INC COM 45031U101 33313 696633 SH DEFINED 15,23,24 626320 0 70312 ISTAR FINL INC COM 45031U101 1578 33000 SH DEFINED 15,18,23,25,26 33000 0 0 ITLA CAP CORP COM 450565106 583 10063 SH DEFINED 15,23,24 10063 0 0 ITT EDUCATIONAL SERV COM 45068B109 35 520 SH DEFINED 6,10 520 0 0 ITT EDUCATIONAL SERV COM 45068B109 32 475 SH DEFINED 12 475 0 0 ITT EDUCATIONAL SERV COM 45068B109 9877 148822 SH DEFINED 15,23,24 146658 0 2164 ITT EDUCATIONAL SERV COM 45068B109 38169 575100 SH PUT DEFINED 15,23,24 575100 0 0 ITT EDUCATIONAL SERV COM 45068B109 20 300 SH DEFINED 30,38 300 0 0 I-TRAX INC COM NEW 45069D203 46 14700 SH DEFINED 15,23,24 8200 0 6500 IXIA COM 45071R109 149 15533 SH DEFINED 15,23,24 15533 0 0 IXIA COM 45071R109 44 4561 SH DEFINED 30,38 4561 0 0 IBERIABANK CORP COM 450828108 6 95 SH DEFINED 3,8 0 0 95 IBERIABANK CORP COM 450828108 1166 19753 SH DEFINED 15,23,24 12474 0 7279 ITT CORP NEW COM 450911102 1032 18166 SH DEFINED 6,10 18166 0 0 ITT CORP NEW COM 450911102 122 2148 SH DEFINED 6,10,11 2148 0 0 ITT CORP NEW COM 450911102 1008 17747 SH DEFINED 12 17747 0 0 ITT CORP NEW COM 450911102 22633 398322 SH DEFINED 15,23,24 327152 0 71169 ITT CORP NEW COM 450911102 446 7850 SH DEFINED 29 7850 0 0 ITT CORP NEW COM 450911102 631 11100 SH DEFINED 30,38 11100 0 0 IAMGOLD CORP COM 450913108 10 1118 SH DEFINED 12 1118 0 0 IAMGOLD CORP COM 450913108 139 15800 SH DEFINED 14,15,23 15800 0 0 IAMGOLD CORP COM 450913108 1 100 SH CALL DEFINED 14,15,23 100 0 0 IAMGOLD CORP COM 450913108 372 42200 SH PUT DEFINED 14,15,23 42200 0 0 IAMGOLD CORP COM 450913108 93 10583 SH DEFINED 15,23,24 10163 0 420 IAMGOLD CORP COM 450913108 84 9500 SH DEFINED 29 9500 0 0 ICON PUB LTD CO SPONSORED A 45103T107 2283 60560 SH DEFINED 15,23,24 50969 0 9591 ICON PUB LTD CO SPONSORED A 45103T107 90 2400 SH DEFINED 29 2400 0 0 ICICI BK LTD ADR 45104G104 1063 25458 SH DEFINED 12 25458 0 0 ICICI BK LTD ADR 45104G104 15843 379557 SH DEFINED 15,16,21-23 379557 0 0 ICICI BK LTD ADR 45104G104 8960 214669 SH DEFINED 15,23,24 188706 0 25963 ICONIX BRAND GROUP I COM 451055107 372 19196 SH DEFINED 15,23,24 19196 0 0 IDACORP INC COM 451107106 0 5 SH DEFINED 6,10 5 0 0 IDACORP INC COM 451107106 24 613 SH DEFINED 12 613 0 0 IDACORP INC COM 451107106 1383 35779 SH DEFINED 15,23,24 28771 0 7007 IDACORP INC COM 451107106 676 17500 SH DEFINED 30,38 17500 0 0 IDENIX PHARMACEUTICA COM 45166R204 174 20057 SH DEFINED 15,23,24 19140 0 917 IDEARC INC COM 451663108 69 2411 SH DEFINED 3,8 0 0 2411 IDEARC INC COM 451663108 1086 37897 SH DEFINED 6,10 37142 0 755 IDEARC INC COM 451663108 36 1254 SH DEFINED 6,10,11 1194 0 60 IDEARC INC COM 451663108 1050 36642 SH DEFINED 12 36642 0 0 IDEARC INC COM 451663108 313 10932 SH DEFINED 14,15,23 10932 0 0 IDEARC INC COM 451663108 3 100 SH CALL DEFINED 14,15,23 100 0 0 IDEARC INC COM 451663108 309 10800 SH PUT DEFINED 14,15,23 10800 0 0 IDEARC INC COM 451663108 10943 381950 SH DEFINED 15,23,24 358190 0 23760 IDEARC INC COM 451663108 284 9904 SH DEFINED 15,18,23,25,26 9904 0 0 IDEARC INC COM 451663108 315 10993 SH DEFINED 30,38 10993 0 0 IDEX CORP COM 45167R104 16 342 SH DEFINED 3,8 0 0 342 IDEX CORP COM 45167R104 668 14093 SH DEFINED 6,10 14093 0 0 IDEX CORP COM 45167R104 71 1500 SH DEFINED 6,10,11 1500 0 0 IDEX CORP COM 45167R104 153 3227 SH DEFINED 12 3227 0 0 IDEX CORP COM 45167R104 375 7899 SH DEFINED 15,23,24 7699 0 200 IDEX CORP COM 45167R104 91 1925 SH DEFINED 29 1925 0 0 IDEX CORP COM 45167R104 175 3700 SH DEFINED 30,38 3700 0 0 IDEXX LABS INC COM 45168D104 671 8462 SH DEFINED 6,10 8462 0 0 IDEXX LABS INC COM 45168D104 527 6641 SH DEFINED 12 6641 0 0 IDEXX LABS INC COM 45168D104 4114 51875 SH DEFINED 15,23,24 40373 0 11502 IKON OFFICE SOLUTION COM 451713101 12 724 SH DEFINED 6,10 724 0 0 IKON OFFICE SOLUTION COM 451713101 14 858 SH DEFINED 12 858 0 0 IKON OFFICE SOLUTION COM 451713101 1393 85119 SH DEFINED 15,23,24 80967 0 4152 IKON OFFICE SOLUTION COM 451713101 2816 172000 SH CALL DEFINED 15,23,24 172000 0 0 IKON OFFICE SOLUTION COM 451713101 1206 73700 SH DEFINED 30,38 73700 0 0 IHS INC CL A 451734107 22 565 SH DEFINED 12 565 0 0 IHS INC CL A 451734107 350 8861 SH DEFINED 15,23,24 7991 0 870 ILLINOIS TOOL WKS IN COM 452308109 4868 105380 SH DEFINED 6,10 105380 0 0 ILLINOIS TOOL WKS IN COM 452308109 2929 63406 SH DEFINED 6,10,11 63281 0 125 ILLINOIS TOOL WKS IN COM 452308109 2371 51325 SH DEFINED 12 51325 0 0 ILLINOIS TOOL WKS IN COM 452308109 5206 112700 SH CALL DEFINED 14,15,23 112700 0 0 ILLINOIS TOOL WKS IN COM 452308109 3658 79200 SH PUT DEFINED 14,15,23 79200 0 0 ILLINOIS TOOL WKS IN COM 452308109 25144 544356 SH DEFINED 15,23,24 424516 0 119840 ILLINOIS TOOL WKS IN COM 452308109 36952 800000 SH CALL DEFINED 15,23,24 800000 0 0 ILLINOIS TOOL WKS IN COM 452308109 628 13600 SH DEFINED 29 13600 0 0 ILLINOIS TOOL WKS IN COM 452308109 383 8300 SH DEFINED 30,38 8300 0 0 ILLUMINA INC COM 452327109 78 1991 SH DEFINED 12 1991 0 0 ILLUMINA INC COM 452327109 774 19700 SH CALL DEFINED 14,15,23 19700 0 0 ILLUMINA INC COM 452327109 1105 28100 SH PUT DEFINED 14,15,23 28100 0 0 ILLUMINA INC COM 452327109 234 5961 SH DEFINED 15,23,24 5501 0 460 ILLUMINA INC COM 452327109 373 9500 SH DEFINED 29 9500 0 0 ILLUMINA INC COM 452327109 613 15596 SH DEFINED 30,38 15596 0 0 IMATION CORP COM 45245A107 17 366 SH DEFINED 6,10 366 0 0 IMATION CORP COM 45245A107 34 740 SH DEFINED 12 740 0 0 IMATION CORP COM 45245A107 4282 92229 SH DEFINED 15,23,24 90932 0 1297 IMAX CORP COM 45245E109 132 35169 SH DEFINED 15,23,24 33714 0 1455 IMCLONE SYS INC NOTE 1.375 45245WAF6 18527 20500000 PRN DEFINED 30,38 20500000 0 0 IMCLONE SYS INC COM 45245W109 238 8900 SH DEFINED 3,8 0 0 8900 IMCLONE SYS INC COM 45245W109 107 4013 SH DEFINED 6,10 4013 0 0 IMCLONE SYS INC COM 45245W109 11 423 SH DEFINED 12 423 0 0 IMCLONE SYS INC COM 45245W109 6342 237000 SH CALL DEFINED 14,15,23 237000 0 0 IMCLONE SYS INC COM 45245W109 4030 150600 SH PUT DEFINED 14,15,23 150600 0 0 IMCLONE SYS INC COM 45245W109 297 11100 SH DEFINED 2,5,6,9,10,17,19,20,27 11100 0 0 IMCLONE SYS INC COM 45245W109 9238 345198 SH DEFINED 15,23,24 332422 0 12776 IMCLONE SYS INC COM 45245W109 8245 308100 SH CALL DEFINED 15,23,24 308100 0 0 IMCLONE SYS INC COM 45245W109 4993 186600 SH PUT DEFINED 15,23,24 186600 0 0 IMCLONE SYS INC COM 45245W109 659 24619 SH DEFINED 30,38 24619 0 0 IMMUCOR INC COM 452526106 499 17060 SH DEFINED 6,10 17060 0 0 IMMUCOR INC COM 452526106 105 3590 SH DEFINED 12 3590 0 0 IMMUCOR INC COM 452526106 3601 123184 SH DEFINED 15,23,24 116262 0 6922 IMMUCOR INC COM 452526106 305 10431 SH DEFINED 29 10431 0 0 IMPAC MTG HLDGS INC COM 45254P102 270 30635 SH DEFINED 14,15,23 30635 0 0 IMPAC MTG HLDGS INC COM 45254P102 469 53300 SH CALL DEFINED 14,15,23 53300 0 0 IMPAC MTG HLDGS INC COM 45254P102 981 111500 SH PUT DEFINED 14,15,23 111500 0 0 IMPAC MTG HLDGS INC COM 45254P102 6670 757927 SH DEFINED 15,23,24 725779 0 32147 IMPERIAL CHEM INDS P ADR NEW 452704505 165 4669 SH DEFINED 15,23,24 4516 0 153 IMPERIAL CHEM INDS P ADR NEW 452704505 11706 330408 SH DEFINED 15,18,23,25,28 330408 0 0 IMMUNOMEDICS INC COM 452907108 18 5000 SH CALL DEFINED 14,15,23 5000 0 0 IMMUNOMEDICS INC COM 452907108 4 1100 SH PUT DEFINED 14,15,23 1100 0 0 IMMUNOMEDICS INC COM 452907108 21 5702 SH DEFINED 15,23,24 4752 0 950 IMPERIAL OIL LTD COM NEW 453038408 82 2238 SH DEFINED 12 2238 0 0 IMPERIAL OIL LTD COM NEW 453038408 5378 146029 SH DEFINED 15,23,24 103260 0 42768 IMPERIAL SUGAR CO NE COM NEW 453096208 607 25056 SH DEFINED 15,23,24 24976 0 80 IMPERIAL TOBACCO GRO SPONSORED A 453142101 1045 13227 SH DEFINED 12 13227 0 0 IMPERIAL TOBACCO GRO SPONSORED A 453142101 494 6250 SH DEFINED 15,23,24 5355 0 895 INCYTE CORP NOTE 3.500 45337CAE2 5224 6500000 PRN DEFINED 15,23,24 6500000 0 0 INCYTE CORP COM 45337C102 87 14819 SH DEFINED 15,23,24 14819 0 0 INCYTE CORP COM 45337C102 39 6700 SH PUT DEFINED 15,23,24 6700 0 0 INCYTE CORP COM 45337C102 457 78251 SH DEFINED 30,38 78251 0 0 INDEPENDENT BANK COR COM 453836108 9 250 SH DEFINED 6,10,11 250 0 0 INDEPENDENT BANK COR COM 453836108 20 554 SH DEFINED 12 554 0 0 INDEPENDENT BANK COR COM 453836108 348 9667 SH DEFINED 15,23,24 6122 0 3545 INDEPENDENT BANK COR COM 453838104 130 5123 SH DEFINED 6,10 5123 0 0 INDEPENDENT BANK COR COM 453838104 178 7039 SH DEFINED 15,23,24 7039 0 0 INDEVUS PHARMACEUTIC COM 454072109 635 89454 SH DEFINED 15,23,24 73940 0 15514 INDIA FD INC COM 454089103 567 12356 SH DEFINED 12 12356 0 0 INDIA FD INC COM 454089103 54 1170 SH DEFINED 15,16,21-23 1170 0 0 INDIA FD INC COM 454089103 11575 252181 SH DEFINED 15,23,24 198846 0 53334 INDUS INTL INC COM 45578L100 1 223 SH DEFINED 15,23,24 223 0 0 INDUS INTL INC COM 45578L100 1720 453800 SH DEFINED 30,38 453800 0 0 INDYMAC BANCORP INC COM 456607100 59 1315 SH DEFINED 6,10 1315 0 0 INDYMAC BANCORP INC COM 456607100 34 750 SH DEFINED 6,10,11 750 0 0 INDYMAC BANCORP INC COM 456607100 63 1386 SH DEFINED 12 1386 0 0 INDYMAC BANCORP INC COM 456607100 3292 72906 SH DEFINED 15,23,24 60423 0 12483 INDYMAC BANCORP INC COM 456607100 9 200 SH DEFINED 30,38 200 0 0 INERGY HLDGS L P COM 45661Q107 18827 468676 SH DEFINED 15,23,24 425538 0 43138 INERGY L P UNIT LTD PT 456615103 8525 285987 SH DEFINED 15,23,24 271847 0 14140 INFINEON TECHNOLOGIE SPONSORED A 45662N103 1554 110738 SH DEFINED 12 110738 0 0 INFINEON TECHNOLOGIE SPONSORED A 45662N103 1254 89404 SH DEFINED 15,23,24 78772 0 10632 INFINEON TECHNOLOGIE SPONSORED A 45662N103 1434 102200 SH DEFINED 29 102200 0 0 INFINEON TECHNOLOGIE SPONSORED A 45662N103 940 66980 SH DEFINED 30,38 66980 0 0 INFOCROSSING INC COM 45664X109 5147 315775 SH DEFINED 13,30 315775 0 0 INFOCROSSING INC COM 45664X109 83 5122 SH DEFINED 15,23,24 5122 0 0 INFOCUS CORP COM 45665B106 39 14592 SH DEFINED 15,23,24 14592 0 0 INFINITY PPTY & CAS COM 45665Q103 242 4992 SH DEFINED 6,10 4992 0 0 INFINITY PPTY & CAS COM 45665Q103 68 1415 SH DEFINED 12 1415 0 0 INFINITY PPTY & CAS COM 45665Q103 1300 26856 SH DEFINED 15,23,24 26856 0 0 INFINITY PPTY & CAS COM 45665Q103 87 1800 SH DEFINED 29 1800 0 0 INFORMATICA CORP COM 45666Q102 9 724 SH DEFINED 6,10 724 0 0 INFORMATICA CORP COM 45666Q102 59 4805 SH DEFINED 12 4805 0 0 INFORMATICA CORP COM 45666Q102 989 80989 SH DEFINED 15,23,24 72816 0 8173 INFORMATICA CORP COM 45666Q102 325 26636 SH DEFINED 30,38 26636 0 0 INFOSPACE INC COM NEW 45678T201 258 12560 SH DEFINED 6,10 12560 0 0 INFOSPACE INC COM NEW 45678T201 0 1 SH DEFINED 8 1 0 0 INFOSPACE INC COM NEW 45678T201 2164 105500 SH CALL DEFINED 14,15,23 105500 0 0 INFOSPACE INC COM NEW 45678T201 5376 262100 SH PUT DEFINED 14,15,23 262100 0 0 INFOSPACE INC COM NEW 45678T201 244 11879 SH DEFINED 15,23,24 11296 0 583 INFOSYS TECHNOLOGIES SPONSORED A 456788108 8 150 SH DEFINED 6,10,11 150 0 0 INFOSYS TECHNOLOGIES SPONSORED A 456788108 1190 21816 SH DEFINED 12 21816 0 0 INFOSYS TECHNOLOGIES SPONSORED A 456788108 11 200 SH DEFINED 2,5,6,9,10,17,19,20,27 200 0 0 INFOSYS TECHNOLOGIES SPONSORED A 456788108 267 4900 SH DEFINED 15,16,21-23 4900 0 0 INFOSYS TECHNOLOGIES SPONSORED A 456788108 11321 207505 SH DEFINED 15,23,24 172422 0 35082 INFOUSA INC NEW COM 456818301 193 16176 SH DEFINED 15,23,24 16176 0 0 ING GROEP N V SPONSORED A 456837103 46 1052 SH DEFINED 6,10,11 1052 0 0 ING GROEP N V SPONSORED A 456837103 5521 124994 SH DEFINED 12 124994 0 0 ING GROEP N V SPONSORED A 456837103 20260 458688 SH DEFINED 15,23,24 386550 0 72137 ING GROEP N V SPONSORED A 456837103 1988 45000 SH DEFINED 15,18,23,25,26 45000 0 0 ING GROEP N V SPONSORED A 456837103 1036 23450 SH DEFINED 29 23450 0 0 ING GROEP N V SPONSORED A 456837103 907 20540 SH DEFINED 30,38 20540 0 0 ING GLOBAL EQTY DIV COM 45684E107 0 1 SH DEFINED 6,10,11 1 0 0 ING GLOBAL EQTY DIV COM 45684E107 11 500 SH DEFINED 12 500 0 0 ING GLOBAL EQTY DIV COM 45684E107 18851 872367 SH DEFINED 15,23,24 765007 0 107359 INGLES MKTS INC CL A 457030104 7094 238128 SH DEFINED 15,23,24 235288 0 2840 INGRAM MICRO INC CL A 457153104 23 1103 SH DEFINED 6,10 1103 0 0 INGRAM MICRO INC CL A 457153104 110 5400 SH DEFINED 6,10,11 5400 0 0 INGRAM MICRO INC CL A 457153104 3866 189436 SH DEFINED 15,23,24 134755 0 54681 INGRAM MICRO INC CL A 457153104 444 21740 SH DEFINED 30,38 21740 0 0 INHIBITEX INC COM 45719T103 33 19781 SH DEFINED 15,23,24 19781 0 0 INLAND REAL ESTATE C COM NEW 457461200 396 21140 SH DEFINED 15,23,24 20050 0 1090 INNKEEPERS USA TR COM 4576J0104 2346 151323 SH DEFINED 15,23,24 93888 0 57435 INNOVEX INC COM 457647105 21 12173 SH DEFINED 15,23,24 11809 0 364 INSIGHT ENTERPRISES COM 45765U103 237 12539 SH DEFINED 6,10 12539 0 0 INSIGHT ENTERPRISES COM 45765U103 94 4995 SH DEFINED 12 4995 0 0 INSIGHT ENTERPRISES COM 45765U103 145 7693 SH DEFINED 15,23,24 7693 0 0 INSIGHT ENTERPRISES COM 45765U103 116 6122 SH DEFINED 30,38 6122 0 0 INPUT/OUTPUT INC COM 457652105 8 592 SH DEFINED 3,8 0 0 592 INPUT/OUTPUT INC COM 457652105 257 18883 SH DEFINED 6,10 18883 0 0 INPUT/OUTPUT INC COM 457652105 63 4636 SH DEFINED 12 4636 0 0 INPUT/OUTPUT INC COM 457652105 157 11500 SH DEFINED 14,15,23 11500 0 0 INPUT/OUTPUT INC COM 457652105 726 53300 SH CALL DEFINED 14,15,23 53300 0 0 INPUT/OUTPUT INC COM 457652105 457 33500 SH PUT DEFINED 14,15,23 33500 0 0 INPUT/OUTPUT INC COM 457652105 644 47230 SH DEFINED 15,23,24 36045 0 11185 INPUT/OUTPUT INC COM 457652105 409 30000 SH DEFINED 30,38 30000 0 0 INSITE VISION INC COM 457660108 21 13500 SH DEFINED 15,23,24 13500 0 0 INSITUFORM TECHNOLOG CL A 457667103 246 9512 SH DEFINED 6,10 9512 0 0 INSITUFORM TECHNOLOG CL A 457667103 19 752 SH DEFINED 12 752 0 0 INSITUFORM TECHNOLOG CL A 457667103 208 8058 SH DEFINED 15,23,24 8058 0 0 INSITUFORM TECHNOLOG CL A 457667103 51 1990 SH DEFINED 30,38 1990 0 0 INSMED INC COM NEW 457669208 116 131954 SH DEFINED 15,23,24 131954 0 0 INNOVATIVE SOLUTIONS COM 45769N105 478 28056 SH DEFINED 15,23,24 2541 0 25515 INNERWORKINGS INC COM 45773Y105 0 4 SH DEFINED 12 4 0 0 INNERWORKINGS INC COM 45773Y105 206 12921 SH DEFINED 15,23,24 7821 0 5100 INSPIRE PHARMACEUTIC COM 457733103 22 3433 SH DEFINED 15,23,24 3433 0 0 INSPIRE PHARMACEUTIC COM 457733103 326 51399 SH DEFINED 30,38 51399 0 0 INTEGRA LIFESCIENCES COM NEW 457985208 212 4966 SH DEFINED 6,10 4966 0 0 INTEGRA LIFESCIENCES COM NEW 457985208 112 2629 SH DEFINED 12 2629 0 0 INTEGRA LIFESCIENCES COM NEW 457985208 3872 90910 SH DEFINED 15,23,24 62633 0 28277 INTEGRA LIFESCIENCES COM NEW 457985208 60 1414 SH DEFINED 30,38 1414 0 0 INSURED MUN INCOME F COM 45809F104 2788 209648 SH DEFINED 15,23,24 186841 0 22807 INTEGRATED DEVICE TE COM 458118106 35 2289 SH DEFINED 6,10 2289 0 0 INTEGRATED DEVICE TE COM 458118106 62 4034 SH DEFINED 12 4034 0 0 INTEGRATED DEVICE TE COM 458118106 1382 89300 SH CALL DEFINED 14,15,23 89300 0 0 INTEGRATED DEVICE TE COM 458118106 80 5200 SH PUT DEFINED 14,15,23 5200 0 0 INTEGRATED DEVICE TE COM 458118106 5175 334280 SH DEFINED 15,23,24 292122 0 42158 INTEGRATED DEVICE TE COM 458118106 854 55170 SH DEFINED 30,38 55170 0 0 INTEGRA BK CORP COM 45814P105 13 474 SH DEFINED 6,10,11 474 0 0 INTEGRA BK CORP COM 45814P105 236 8566 SH DEFINED 15,23,24 8566 0 0 INTEL CORP SDCV 2.950 458140AD2 96 105000 PRN DEFINED 12 105000 0 0 INTEL CORP SDCV 2.950 458140AD2 91 100000 PRN DEFINED 15,23,24 0 0 100000 INTEL CORP COM 458140100 5311 262253 SH DEFINED 3,8 0 0 262253 INTEL CORP COM 458140100 47248 2333250 SH DEFINED 6,10 2168252 0 164998 INTEL CORP COM 458140100 5630 278000 SH CALL DEFINED 6,10 278000 0 0 INTEL CORP COM 458140100 3443 170000 SH PUT DEFINED 6,10 170000 0 0 INTEL CORP COM 458140100 5948 293752 SH DEFINED 6,10,11 291452 0 2300 INTEL CORP COM 458140100 44705 2207652 SH DEFINED 12 2207652 0 0 INTEL CORP COM 458140100 68795 3397300 SH CALL DEFINED 14,15,23 3397300 0 0 INTEL CORP COM 458140100 23423 1156700 SH PUT DEFINED 14,15,23 1156700 0 0 INTEL CORP COM 458140100 12409 612771 SH DEFINED 2,5,6,9,10,17,19,20,27 612771 0 0 INTEL CORP COM 458140100 366582 18102795 SH DEFINED 15,23,24 14265102 0 3837693 INTEL CORP COM 458140100 31633 1562100 SH CALL DEFINED 15,23,24 1542100 0 20000 INTEL CORP COM 458140100 24972 1233200 SH PUT DEFINED 15,23,24 1233200 0 0 INTEL CORP COM 458140100 32425 1601215 SH DEFINED 15,18,23,25,26 1601215 0 0 INTEL CORP COM 458140100 1751 86450 SH DEFINED 29 86450 0 0 INTEL CORP COM 458140100 11833 584360 SH DEFINED 30,38 584360 0 0 INTELLI-CHECK INC COM 45817G102 172 25500 SH DEFINED 15,23,24 25500 0 0 INTEGRITY BANCSHARES COM 45818G101 941 72695 SH DEFINED 15,23,24 60250 0 12445 INTER TEL INC COM 458372109 119 5385 SH DEFINED 6,10 5385 0 0 INTER TEL INC COM 458372109 3 140 SH DEFINED 12 140 0 0 INTER TEL INC COM 458372109 519 23410 SH DEFINED 15,23,24 23410 0 0 INTERACTIVE DATA COR COM 45840J107 461 19181 SH DEFINED 15,23,24 19081 0 100 INTERACTIVE DATA COR COM 45840J107 159 6600 SH DEFINED 30,38 6600 0 0 INTERCONTINENTALEXCH COM 45865V100 1632 15127 SH DEFINED 12 15127 0 0 INTERCONTINENTALEXCH COM 45865V100 1394 12921 SH DEFINED 14,15,23 12921 0 0 INTERCONTINENTALEXCH COM 45865V100 11707 108500 SH CALL DEFINED 14,15,23 108500 0 0 INTERCONTINENTALEXCH COM 45865V100 9085 84200 SH PUT DEFINED 14,15,23 84200 0 0 INTERCONTINENTALEXCH COM 45865V100 2027 18783 SH DEFINED 15,23,24 17730 0 1053 INTERDIGITAL COMMUNI COM 45866A105 75 2238 SH DEFINED 6,10 2238 0 0 INTERDIGITAL COMMUNI COM 45866A105 12276 365900 SH CALL DEFINED 14,15,23 365900 0 0 INTERDIGITAL COMMUNI COM 45866A105 10669 318000 SH PUT DEFINED 14,15,23 318000 0 0 INTERDIGITAL COMMUNI COM 45866A105 1766 52630 SH DEFINED 15,23,24 51248 0 1382 INTERDIGITAL COMMUNI COM 45866A105 170 5061 SH DEFINED 30,38 5061 0 0 INTERFACE INC CL A 458665106 188 13235 SH DEFINED 6,10 13235 0 0 INTERFACE INC CL A 458665106 230 16189 SH DEFINED 15,23,24 13679 0 2510 INTERLINE BRANDS INC COM 458743101 11 505 SH DEFINED 12 505 0 0 INTERLINE BRANDS INC COM 458743101 260 11550 SH DEFINED 29 11550 0 0 INTERMEC INC COM 458786100 9 362 SH DEFINED 6,10 362 0 0 INTERMEC INC COM 458786100 12 500 SH DEFINED 6,10,11 500 0 0 INTERMEC INC COM 458786100 74 3050 SH DEFINED 12 3050 0 0 INTERMEC INC COM 458786100 159 6554 SH DEFINED 14,15,23 6554 0 0 INTERMEC INC COM 458786100 731 30100 SH CALL DEFINED 14,15,23 30100 0 0 INTERMEC INC COM 458786100 400 16500 SH PUT DEFINED 14,15,23 16500 0 0 INTERMEC INC COM 458786100 771 31752 SH DEFINED 15,23,24 30252 0 1500 INTERMUNE INC COM 45884X103 53 1729 SH DEFINED 6,10 1729 0 0 INTERMUNE INC COM 45884X103 60 1949 SH DEFINED 15,23,24 1949 0 0 INTERMUNE INC COM 45884X103 280 9100 SH DEFINED 29 9100 0 0 INTERNATIONAL ABSORB COM NO PAR 45885E203 91 22400 SH DEFINED 15,23,24 20400 0 2000 INTERNATIONAL ALUM C COM 458884103 419 8600 SH DEFINED 15,23,24 6200 0 2400 INTERNATIONAL BANCSH COM 459044103 8 243 SH DEFINED 12 243 0 0 INTERNATIONAL BANCSH COM 459044103 535 17304 SH DEFINED 15,23,24 16945 0 359 INTERNATIONAL BUSINE COM 459200101 8684 89391 SH DEFINED 3,8 0 0 89391 INTERNATIONAL BUSINE COM 459200101 41997 432288 SH DEFINED 6,10 377930 0 54358 INTERNATIONAL BUSINE COM 459200101 6218 64000 SH CALL DEFINED 6,10 64000 0 0 INTERNATIONAL BUSINE COM 459200101 631 6500 SH PUT DEFINED 6,10 6500 0 0 INTERNATIONAL BUSINE COM 459200101 2514 25872 SH DEFINED 6,10,11 25872 0 0 INTERNATIONAL BUSINE COM 459200101 90128 927720 SH DEFINED 12 927720 0 0 INTERNATIONAL BUSINE COM 459200101 55181 568000 SH CALL DEFINED 14,15,23 568000 0 0 INTERNATIONAL BUSINE COM 459200101 57746 594400 SH PUT DEFINED 14,15,23 594400 0 0 INTERNATIONAL BUSINE COM 459200101 46548 479131 SH DEFINED 2,5,6,9,10,17,19,20,27 479131 0 0 INTERNATIONAL BUSINE COM 459200101 236550 2434897 SH DEFINED 15,23,24 1929826 0 505070 INTERNATIONAL BUSINE COM 459200101 20674 212800 SH CALL DEFINED 15,23,24 212800 0 0 INTERNATIONAL BUSINE COM 459200101 59922 616800 SH PUT DEFINED 15,23,24 616800 0 0 INTERNATIONAL BUSINE COM 459200101 24711 254355 SH DEFINED 15,18,23,25,26 254355 0 0 INTERNATIONAL BUSINE COM 459200101 9715 100000 SH PUT DEFINED 15,18,23,25,26 100000 0 0 INTERNATIONAL BUSINE COM 459200101 583 6000 SH DEFINED 29 6000 0 0 INTERNATIONAL COAL G COM 45928H106 14 2500 SH DEFINED 14,15,23 2500 0 0 INTERNATIONAL COAL G COM 45928H106 12 2200 SH CALL DEFINED 14,15,23 2200 0 0 INTERNATIONAL COAL G COM 45928H106 207 38000 SH PUT DEFINED 14,15,23 38000 0 0 INTERNATIONAL COAL G COM 45928H106 125 23000 SH DEFINED 15,23,24 22500 0 500 INTERNATIONAL FLAVOR COM 459506101 375 7629 SH DEFINED 6,10 7629 0 0 INTERNATIONAL FLAVOR COM 459506101 15 300 SH DEFINED 6,10,11 300 0 0 INTERNATIONAL FLAVOR COM 459506101 107 2171 SH DEFINED 12 2171 0 0 INTERNATIONAL FLAVOR COM 459506101 1924 39147 SH DEFINED 15,23,24 36150 0 2997 INTERNATIONAL GAME T DBCV 459902AM4 203 208000 PRN DEFINED 12 208000 0 0 INTERNATIONAL GAME T DBCV 459902AM4 11618 11916000 PRN DEFINED 15,23,24 11916000 0 0 INTERNATIONAL GAME T COM 459902102 1449 31371 SH DEFINED 6,10 31371 0 0 INTERNATIONAL GAME T COM 459902102 6006 130000 SH CALL DEFINED 6,10 130000 0 0 INTERNATIONAL GAME T COM 459902102 248 5375 SH DEFINED 6,10,11 5175 0 200 INTERNATIONAL GAME T COM 459902102 3322 71907 SH DEFINED 12 71907 0 0 INTERNATIONAL GAME T COM 459902102 11385 246419 SH DEFINED 14,15,23 246419 0 0 INTERNATIONAL GAME T COM 459902102 6426 139100 SH CALL DEFINED 14,15,23 139100 0 0 INTERNATIONAL GAME T COM 459902102 14571 315400 SH PUT DEFINED 14,15,23 315400 0 0 INTERNATIONAL GAME T COM 459902102 39958 864882 SH DEFINED 15,23,24 633999 0 230882 INTERNATIONAL GAME T COM 459902102 5 100 SH PUT DEFINED 15,23,24 100 0 0 INTL PAPER CO COM 460146103 1567 45964 SH DEFINED 6,10 45964 0 0 INTL PAPER CO COM 460146103 10 300 SH DEFINED 6,10,11 300 0 0 INTL PAPER CO COM 460146103 1702 49923 SH DEFINED 12 49923 0 0 INTL PAPER CO COM 460146103 4008 117523 SH DEFINED 14,15,23 117523 0 0 INTL PAPER CO COM 460146103 9115 267300 SH CALL DEFINED 14,15,23 267300 0 0 INTL PAPER CO COM 460146103 7328 214900 SH PUT DEFINED 14,15,23 214900 0 0 INTL PAPER CO COM 460146103 13341 391239 SH DEFINED 15,23,24 325744 0 65494 INTL PAPER CO COM 460146103 2588 75900 SH CALL DEFINED 15,23,24 75900 0 0 INTL PAPER CO COM 460146103 1381 40500 SH PUT DEFINED 15,23,24 40500 0 0 INTL PAPER CO COM 460146103 1559 45710 SH DEFINED 30,38 45710 0 0 INTERNATIONAL PWR PL SPONSORED A 46018M104 192 2527 SH DEFINED 12 2527 0 0 INTERNATIONAL PWR PL SPONSORED A 46018M104 335 4417 SH DEFINED 15,23,24 4366 0 51 INTERNATIONAL RECTIF NOTE 4.250 460254AE5 28063 28275000 PRN DEFINED 15,23,24 28270000 0 5000 INTERNATIONAL RECTIF COM 460254105 40 1041 SH DEFINED 6,10 1041 0 0 INTERNATIONAL RECTIF COM 460254105 69 1802 SH DEFINED 12 1802 0 0 INTERNATIONAL RECTIF COM 460254105 783 20332 SH DEFINED 14,15,23 20332 0 0 INTERNATIONAL RECTIF COM 460254105 6288 163200 SH CALL DEFINED 14,15,23 163200 0 0 INTERNATIONAL RECTIF COM 460254105 5271 136800 SH PUT DEFINED 14,15,23 136800 0 0 INTERNATIONAL RECTIF COM 460254105 6676 173269 SH DEFINED 15,23,24 143169 0 30100 INTL SECS EXCHANGE H CL A 46031W204 77 1641 SH DEFINED 12 1641 0 0 INTL SECS EXCHANGE H CL A 46031W204 5970 127591 SH DEFINED 14,15,23 127591 0 0 INTL SECS EXCHANGE H CL A 46031W204 1371 29300 SH CALL DEFINED 14,15,23 29300 0 0 INTL SECS EXCHANGE H CL A 46031W204 9400 200900 SH PUT DEFINED 14,15,23 200900 0 0 INTL SECS EXCHANGE H CL A 46031W204 2792 59675 SH DEFINED 15,23,24 51935 0 7740 INTL SECS EXCHANGE H CL A 46031W204 5 100 SH CALL DEFINED 15,23,24 100 0 0 INTERNATIONAL SPEEDW CL A 460335201 4 70 SH DEFINED 6,10 70 0 0 INTERNATIONAL SPEEDW CL A 460335201 4 75 SH DEFINED 6,10,11 75 0 0 INTERNATIONAL SPEEDW CL A 460335201 10 187 SH DEFINED 12 187 0 0 INTERNATIONAL SPEEDW CL A 460335201 1795 35169 SH DEFINED 15,23,24 34074 0 1095 INTERNET INITIATIVE SPONSORED A 46059T109 2647 310000 SH CALL DEFINED 14,15,23 310000 0 0 INTERNET INITIATIVE SPONSORED A 46059T109 739 86500 SH PUT DEFINED 14,15,23 86500 0 0 INTERNET INITIATIVE SPONSORED A 46059T109 2 273 SH DEFINED 15,23,24 273 0 0 INTERNET INFRASTRUCT DEPOSTRY RC 46059V104 572 104708 SH DEFINED 15,23,24 16008 0 88700 INTERNET HOLDRS TR DEPOSIT RCP 46059W102 1462 27900 SH DEFINED 14,15,23 27900 0 0 INTERNET HOLDRS TR DEPOSIT RCP 46059W102 8821 168300 SH CALL DEFINED 14,15,23 168300 0 0 INTERNET HOLDRS TR DEPOSIT RCP 46059W102 8192 156300 SH PUT DEFINED 14,15,23 156300 0 0 INTERNET HOLDRS TR DEPOSIT RCP 46059W102 27413 523057 SH DEFINED 15,23,24 501807 0 21250 INTERPOOL INC SDCV 9.250 46062RAL2 947 910100 PRN DEFINED 15,23,24 910100 0 0 INTERSIL CORP CL A 46069S109 38 1606 SH DEFINED 6,10 1606 0 0 INTERSIL CORP CL A 46069S109 42 1759 SH DEFINED 12 1759 0 0 INTERSIL CORP CL A 46069S109 653 27300 SH CALL DEFINED 14,15,23 27300 0 0 INTERSIL CORP CL A 46069S109 610 25500 SH PUT DEFINED 14,15,23 25500 0 0 INTERSIL CORP CL A 46069S109 1584 66223 SH DEFINED 15,23,24 54130 0 12092 INTERSIL CORP CL A 46069S109 516 21560 SH DEFINED 30,38 21560 0 0 INTERPUBLIC GROUP CO NOTE 4.500 460690AT7 14 12000 PRN DEFINED 12 12000 0 0 INTERPUBLIC GROUP CO NOTE 4.500 460690AT7 2150 1814000 PRN DEFINED 15,23,24 1814000 0 0 INTERPUBLIC GROUP CO COM 460690100 1756 143428 SH DEFINED 6,10 143428 0 0 INTERPUBLIC GROUP CO COM 460690100 118899 9714000 SH CALL DEFINED 6,10 9714000 0 0 INTERPUBLIC GROUP CO COM 460690100 549 44860 SH DEFINED 12 44860 0 0 INTERPUBLIC GROUP CO COM 460690100 1747 142700 SH CALL DEFINED 14,15,23 142700 0 0 INTERPUBLIC GROUP CO COM 460690100 1190 97200 SH PUT DEFINED 14,15,23 97200 0 0 INTERPUBLIC GROUP CO COM 460690100 19090 1559666 SH DEFINED 15,23,24 1351937 0 207728 INTERPUBLIC GROUP CO COM 460690100 1163 95000 SH CALL DEFINED 15,23,24 95000 0 0 INTERPUBLIC GROUP CO COM 460690100 168 13700 SH PUT DEFINED 15,23,24 13700 0 0 INTERPUBLIC GROUP CO COM 460690100 580 47400 SH DEFINED 29 47400 0 0 INTERVEST BANCSHARES CL A 460927106 287 8334 SH DEFINED 15,23,24 8073 0 261 INTEROIL CORP COM 460951106 8963 295900 SH CALL DEFINED 14,15,23 295900 0 0 INTEROIL CORP COM 460951106 7545 249100 SH PUT DEFINED 14,15,23 249100 0 0 INTEROIL CORP COM 460951106 48 1600 SH DEFINED 15,23,24 1100 0 500 INTERWOVEN INC COM NEW 46114T508 88 5994 SH DEFINED 6,10 5994 0 0 INTERWOVEN INC COM NEW 46114T508 634 43224 SH DEFINED 15,23,24 33524 0 9700 INTERWOVEN INC COM NEW 46114T508 1 94 SH DEFINED 30,38 94 0 0 INTERVOICE INC NEW COM 461142101 104 13591 SH DEFINED 15,23,24 13591 0 0 INTERVOICE INC NEW COM 461142101 0 44 SH DEFINED 30,38 44 0 0 INTEVAC INC COM 461148108 138 5327 SH DEFINED 6,10 5327 0 0 INTEVAC INC COM 461148108 177 6806 SH DEFINED 15,23,24 6806 0 0 INTRALASE CORP COM 461169104 10 425 SH DEFINED 12 425 0 0 INTRALASE CORP COM 461169104 80 3589 SH DEFINED 15,23,24 3338 0 251 INTRALASE CORP COM 461169104 137 6100 SH DEFINED 29 6100 0 0 INTROGEN THERAPEUTIC COM 46119F107 52 11780 SH DEFINED 15,23,24 9530 0 2250 INTUITIVE SURGICAL I COM NEW 46120E602 0 4 SH DEFINED 6,10 4 0 0 INTUITIVE SURGICAL I COM NEW 46120E602 740 7715 SH DEFINED 12 7715 0 0 INTUITIVE SURGICAL I COM NEW 46120E602 4804 50096 SH DEFINED 14,15,23 50096 0 0 INTUITIVE SURGICAL I COM NEW 46120E602 10683 111400 SH CALL DEFINED 14,15,23 111400 0 0 INTUITIVE SURGICAL I COM NEW 46120E602 13829 144200 SH PUT DEFINED 14,15,23 144200 0 0 INTUITIVE SURGICAL I COM NEW 46120E602 8877 92560 SH DEFINED 15,23,24 70032 0 22527 INTUITIVE SURGICAL I COM NEW 46120E602 10981 114500 SH CALL DEFINED 15,23,24 114500 0 0 INTUITIVE SURGICAL I COM NEW 46120E602 2004 20900 SH PUT DEFINED 15,23,24 20900 0 0 INTUIT COM 461202103 1039 34060 SH DEFINED 6,10 34060 0 0 INTUIT COM 461202103 121 3950 SH DEFINED 6,10,11 3950 0 0 INTUIT COM 461202103 1323 43349 SH DEFINED 12 43349 0 0 INTUIT COM 461202103 1645 53915 SH DEFINED 14,15,23 53915 0 0 INTUIT COM 461202103 3411 111800 SH CALL DEFINED 14,15,23 111800 0 0 INTUIT COM 461202103 6435 210900 SH PUT DEFINED 14,15,23 210900 0 0 INTUIT COM 461202103 153 5000 SH DEFINED 2,5,6,9,10,17,19,20,27 5000 0 0 INTUIT COM 461202103 23450 768599 SH DEFINED 15,23,24 638836 0 129763 INTUIT COM 461202103 3265 107000 SH CALL DEFINED 15,23,24 107000 0 0 INTUIT COM 461202103 116 3800 SH PUT DEFINED 15,23,24 3800 0 0 INTUIT COM 461202103 68 2230 SH DEFINED 30,38 2230 0 0 INVACARE CORP COM 461203101 197 8032 SH DEFINED 6,10 8032 0 0 INVACARE CORP COM 461203101 6 245 SH DEFINED 12 245 0 0 INVACARE CORP COM 461203101 69 2821 SH DEFINED 15,23,24 1958 0 862 INVACARE CORP COM 461203101 61 2500 SH DEFINED 29 2500 0 0 INVENTIV HEALTH INC COM 46122E105 264 7476 SH DEFINED 6,10 7476 0 0 INVENTIV HEALTH INC COM 46122E105 61 1719 SH DEFINED 12 1719 0 0 INVENTIV HEALTH INC COM 46122E105 73 2076 SH DEFINED 15,23,24 1943 0 133 INVESTMENT GRADE MUN COM 461368102 1600 116395 SH DEFINED 15,23,24 111082 0 5313 INVESTMENT TECHNOLOG COM 46145F105 471 10979 SH DEFINED 6,10 10979 0 0 INVESTMENT TECHNOLOG COM 46145F105 718 16750 SH DEFINED 6,10,11 16750 0 0 INVESTMENT TECHNOLOG COM 46145F105 338 7875 SH DEFINED 12 7875 0 0 INVESTMENT TECHNOLOG COM 46145F105 50 1155 SH DEFINED 15,23,24 686 0 469 INVESTMENT TECHNOLOG COM 46145F105 5514 128600 SH DEFINED 30,38 128600 0 0 INVESTORS BANCORP IN COM 46146P102 684 43514 SH DEFINED 15,23,24 39200 0 4314 INVESTORS REAL ESTAT SH BEN INT 461730103 2 152 SH DEFINED 12 152 0 0 INVESTORS REAL ESTAT SH BEN INT 461730103 344 33505 SH DEFINED 15,23,24 33505 0 0 INVESTORS TITLE CO COM 461804106 432 8086 SH DEFINED 15,23,24 7486 0 600 INVITROGEN CORP NOTE 2.000 46185RAJ9 5387 5401000 PRN DEFINED 15,23,24 5401000 0 0 INVITROGEN CORP NOTE 1.500 46185RAK6 10885 12750000 PRN DEFINED 30,38 12750000 0 0 INVITROGEN CORP COM 46185R100 164 2897 SH DEFINED 6,10 2897 0 0 INVITROGEN CORP COM 46185R100 135 2388 SH DEFINED 6,10,11 2388 0 0 INVITROGEN CORP COM 46185R100 9679 171046 SH DEFINED 12 171046 0 0 INVITROGEN CORP COM 46185R100 1183 20911 SH DEFINED 14,15,23 20911 0 0 INVITROGEN CORP COM 46185R100 2982 52700 SH CALL DEFINED 14,15,23 52700 0 0 INVITROGEN CORP COM 46185R100 6072 107300 SH PUT DEFINED 14,15,23 107300 0 0 INVITROGEN CORP COM 46185R100 4340 76692 SH DEFINED 15,23,24 68233 0 8458 INVESTORS FINL SERVI COM 461915100 3 80 SH DEFINED 3,8 0 0 80 INVESTORS FINL SERVI COM 461915100 121 2847 SH DEFINED 6,10 2847 0 0 INVESTORS FINL SERVI COM 461915100 38 891 SH DEFINED 12 891 0 0 INVESTORS FINL SERVI COM 461915100 2343 54900 SH CALL DEFINED 14,15,23 54900 0 0 INVESTORS FINL SERVI COM 461915100 960 22500 SH PUT DEFINED 14,15,23 22500 0 0 INVESTORS FINL SERVI COM 461915100 685 16056 SH DEFINED 15,23,24 12888 0 3167 INVESTORS FINL SERVI COM 461915100 267 6250 SH DEFINED 29 6250 0 0 IOMAI CORP COM 46202P103 3 675 SH DEFINED 15,23,24 675 0 0 IOMAI CORP COM 46202P103 274 55000 SH DEFINED 30,38 55000 0 0 ION MEDIA NETWORKS I CL A 46205A103 0 13 SH DEFINED 15,23,24 13 0 0 ION MEDIA NETWORKS I CL A 46205A103 750 1500000 SH DEFINED 15,18,23,25,26 1500000 0 0 IONATRON INC COM 462070103 17 4216 SH DEFINED 14,15,23 4216 0 0 IONATRON INC COM 462070103 1042 254200 SH CALL DEFINED 14,15,23 254200 0 0 IONATRON INC COM 462070103 404 98500 SH PUT DEFINED 14,15,23 98500 0 0 IONATRON INC COM 462070103 29 6975 SH DEFINED 15,23,24 6975 0 0 IOWA TELECOMM SERVIC COM 462594201 17040 864545 SH DEFINED 15,23,24 815724 0 48821 IPASS INC COM 46261V108 2 256 SH DEFINED 12 256 0 0 IPASS INC COM 46261V108 392 66743 SH DEFINED 15,23,24 49953 0 16790 IPSCO INC COM 462622101 61 650 SH DEFINED 6,10 650 0 0 IPSCO INC COM 462622101 170 1807 SH DEFINED 12 1807 0 0 IPSCO INC COM 462622101 3986 42458 SH DEFINED 14,15,23 42458 0 0 IPSCO INC COM 462622101 2328 24800 SH CALL DEFINED 14,15,23 24800 0 0 IPSCO INC COM 462622101 6984 74400 SH PUT DEFINED 14,15,23 74400 0 0 IPSCO INC COM 462622101 8662 92276 SH DEFINED 15,23,24 91477 0 799 IRELAND BK SPONSORED A 46267Q103 200 2166 SH DEFINED 12 2166 0 0 IRELAND BK SPONSORED A 46267Q103 2667 28931 SH DEFINED 15,23,24 26261 0 2670 IRELAND BK SPONSORED A 46267Q103 10558 114546 SH DEFINED 15,18,23,25,28 114546 0 0 IRON MTN INC COM 462846106 246 5939 SH DEFINED 6,10 5939 0 0 IRON MTN INC COM 462846106 6 150 SH DEFINED 6,10,11 150 0 0 IRON MTN INC COM 462846106 766 18541 SH DEFINED 12 18541 0 0 IRON MTN INC COM 462846106 2028 49052 SH DEFINED 15,23,24 38120 0 10932 IRON MTN INC COM 462846106 397 9600 SH DEFINED 30,38 9600 0 0 ISHARES SILVER TRUST ISHARES 46428Q109 33088 257217 SH DEFINED 15,23,24 236299 0 20918 ISHARES GSCI COMMODI UNIT BEN IN 46428R107 614 15324 SH DEFINED 15,23,24 15078 0 246 ISHARES COMEX GOLD T ISHARES 464285105 380 6000 SH DEFINED 12 6000 0 0 ISHARES COMEX GOLD T ISHARES 464285105 20087 317584 SH DEFINED 15,23,24 270879 0 46705 ISHARES INC MSCI AUSTRA 464286103 42 1793 SH DEFINED 12 1793 0 0 ISHARES INC MSCI AUSTRA 464286103 70343 2993332 SH DEFINED 15,23,24 2736897 0 256434 ISHARES INC MSCI AUSTRI 464286202 49 1316 SH DEFINED 12 1316 0 0 ISHARES INC MSCI AUSTRI 464286202 29172 788657 SH DEFINED 15,23,24 705643 0 83014 ISHARES INC MSCI BELGIU 464286301 27 1050 SH DEFINED 12 1050 0 0 ISHARES INC MSCI BELGIU 464286301 73388 2865592 SH DEFINED 15,23,24 2635824 0 229768 ISHARES INC MSCI BRAZIL 464286400 6096 130116 SH DEFINED 6,10 130116 0 0 ISHARES INC MSCI BRAZIL 464286400 431 9200 SH CALL DEFINED 6,10 9200 0 0 ISHARES INC MSCI BRAZIL 464286400 205 4370 SH DEFINED 12 4370 0 0 ISHARES INC MSCI BRAZIL 464286400 37570 801913 SH DEFINED 15,23,24 761921 0 39992 ISHARES INC MSCI BRAZIL 464286400 47 1000 SH PUT DEFINED 15,23,24 1000 0 0 ISHARES INC MSCI BRAZIL 464286400 4856 103657 SH DEFINED 15,18,23,25,26 103657 0 0 ISHARES INC MSCI CDA IN 464286509 58 2300 SH DEFINED 12 2300 0 0 ISHARES INC MSCI CDA IN 464286509 5616 221800 SH CALL DEFINED 14,15,23 221800 0 0 ISHARES INC MSCI CDA IN 464286509 917 36200 SH PUT DEFINED 14,15,23 36200 0 0 ISHARES INC MSCI CDA IN 464286509 19300 762245 SH DEFINED 15,23,24 699385 0 62860 ISHARES INC MSCI EMU IN 464286608 4123 39895 SH DEFINED 12 39895 0 0 ISHARES INC MSCI EMU IN 464286608 18964 183493 SH DEFINED 15,23,24 172550 0 10943 ISHARES INC MSCI PAC J 464286665 1401 11190 SH DEFINED 12 11190 0 0 ISHARES INC MSCI PAC J 464286665 23540 187959 SH DEFINED 15,23,24 164461 0 23498 ISHARES INC MSCI SINGAP 464286673 42 3785 SH DEFINED 12 3785 0 0 ISHARES INC MSCI SINGAP 464286673 672 60000 SH DEFINED 15,16,21-23 60000 0 0 ISHARES INC MSCI SINGAP 464286673 14245 1271850 SH DEFINED 15,23,24 1101452 0 170398 ISHARES INC MSCI UTD KI 464286699 1791 76518 SH DEFINED 12 76518 0 0 ISHARES INC MSCI UTD KI 464286699 64448 2753021 SH DEFINED 15,23,24 2536584 0 216437 ISHARES INC MSCI FRANCE 464286707 5275 154108 SH DEFINED 15,23,24 144194 0 9914 ISHARES INC MSCI TAIWAN 464286731 1059 72993 SH DEFINED 12 72993 0 0 ISHARES INC MSCI TAIWAN 464286731 4990 343867 SH DEFINED 15,16,21-23 343867 0 0 ISHARES INC MSCI TAIWAN 464286731 17044 1174638 SH DEFINED 15,23,24 1082558 0 92080 ISHARES INC MSCI SWITZE 464286749 6693 268794 SH DEFINED 15,23,24 253666 0 15128 ISHARES INC MSCI SWEDEN 464286756 105 3245 SH DEFINED 12 3245 0 0 ISHARES INC MSCI SWEDEN 464286756 18369 569043 SH DEFINED 15,23,24 531189 0 37854 ISHARES INC MSCI SPAIN 464286764 27 500 SH DEFINED 12 500 0 0 ISHARES INC MSCI SPAIN 464286764 75930 1416607 SH DEFINED 15,23,24 1295932 0 120675 ISHARES INC MSCI S KORE 464286772 1063 21510 SH DEFINED 12 21510 0 0 ISHARES INC MSCI S KORE 464286772 1381 27950 SH DEFINED 15,16,21-23 27950 0 0 ISHARES INC MSCI S KORE 464286772 39507 799735 SH DEFINED 15,23,24 720663 0 79072 ISHARES INC MSCI STH AF 464286780 14 118 SH DEFINED 12 118 0 0 ISHARES INC MSCI STH AF 464286780 22948 199510 SH DEFINED 15,23,24 194305 0 5205 ISHARES INC MSCI GERMAN 464286806 215 8000 SH DEFINED 14,15,23 8000 0 0 ISHARES INC MSCI GERMAN 464286806 27 1000 SH CALL DEFINED 14,15,23 1000 0 0 ISHARES INC MSCI GERMAN 464286806 14059 522622 SH DEFINED 15,23,24 487829 0 34793 ISHARES INC MSCI NETHER 464286814 3121 118618 SH DEFINED 15,23,24 111777 0 6841 ISHARES INC MSCI MEXICO 464286822 1041 20304 SH DEFINED 6,10 20304 0 0 ISHARES INC MSCI MEXICO 464286822 103 2000 SH DEFINED 12 2000 0 0 ISHARES INC MSCI MEXICO 464286822 36400 710250 SH DEFINED 15,23,24 652657 0 57593 ISHARES INC MSCI MALAYS 464286830 316 34741 SH DEFINED 12 34741 0 0 ISHARES INC MSCI MALAYS 464286830 6624 727867 SH DEFINED 15,23,24 548360 0 179507 ISHARES INC MSCI JAPAN 464286848 358 25166 SH DEFINED 6,10 25166 0 0 ISHARES INC MSCI JAPAN 464286848 2842 200000 SH PUT DEFINED 6,10 200000 0 0 ISHARES INC MSCI JAPAN 464286848 4166 293170 SH DEFINED 12 293170 0 0 ISHARES INC MSCI JAPAN 464286848 10849 763500 SH CALL DEFINED 14,15,23 763500 0 0 ISHARES INC MSCI JAPAN 464286848 2708 190600 SH PUT DEFINED 14,15,23 190600 0 0 ISHARES INC MSCI JAPAN 464286848 73166 5148938 SH DEFINED 15,23,24 4333070 0 815868 ISHARES INC MSCI ITALY 464286855 26 795 SH DEFINED 12 795 0 0 ISHARES INC MSCI ITALY 464286855 66484 2001931 SH DEFINED 15,23,24 1847792 0 154138 ISHARES INC MSCI HONG K 464286871 40 2517 SH DEFINED 6,10,11 2517 0 0 ISHARES INC MSCI HONG K 464286871 753 47070 SH DEFINED 12 47070 0 0 ISHARES INC MSCI HONG K 464286871 3179 198700 SH DEFINED 14,15,23 198700 0 0 ISHARES INC MSCI HONG K 464286871 37 2300 SH CALL DEFINED 14,15,23 2300 0 0 ISHARES INC MSCI HONG K 464286871 659 41200 SH PUT DEFINED 14,15,23 41200 0 0 ISHARES INC MSCI HONG K 464286871 12225 764036 SH DEFINED 15,23,24 688115 0 75920 ISHARES TR S&P 100 IDX 464287101 59868 906000 SH DEFINED 6,10 906000 0 0 ISHARES TR S&P 100 IDX 464287101 20 300 SH DEFINED 12 300 0 0 ISHARES TR S&P 100 IDX 464287101 9714 147000 SH DEFINED 14,15,23 147000 0 0 ISHARES TR S&P 100 IDX 464287101 139 2100 SH CALL DEFINED 14,15,23 2100 0 0 ISHARES TR S&P 100 IDX 464287101 945 14300 SH PUT DEFINED 14,15,23 14300 0 0 ISHARES TR S&P 100 IDX 464287101 43008 650845 SH DEFINED 15,23,24 607037 0 43807 ISHARES TR LRGE GRW IN 464287119 6044 94293 SH DEFINED 15,23,24 90197 0 4095 ISHARES TR LRGE CORE I 464287127 4075 53905 SH DEFINED 15,23,24 51676 0 2229 ISHARES TR NYSE 100INX 464287135 1054 14062 SH DEFINED 15,23,24 12277 0 1785 ISHARES TR NYSE COMP I 464287143 672 8020 SH DEFINED 15,23,24 7741 0 279 ISHARES TR DJ SEL DIV 464287168 7073 100000 SH DEFINED 6,10 100000 0 0 ISHARES TR DJ SEL DIV 464287168 448 6328 SH DEFINED 12 6328 0 0 ISHARES TR DJ SEL DIV 464287168 106611 1507290 SH DEFINED 15,23,24 1313253 0 194037 ISHARES TR US TIPS BD 464287176 6689 67700 SH DEFINED 6,10 67700 0 0 ISHARES TR US TIPS BD 464287176 155 1569 SH DEFINED 12 1569 0 0 ISHARES TR US TIPS BD 464287176 101342 1025730 SH DEFINED 15,23,24 936236 0 89493 ISHARES TR FTSE XNHUA 464287184 648 5815 SH DEFINED 12 5815 0 0 ISHARES TR FTSE XNHUA 464287184 45 400 SH DEFINED 15,16,21-23 400 0 0 ISHARES TR FTSE XNHUA 464287184 93025 834675 SH DEFINED 15,23,24 699699 0 134976 ISHARES TR TRANSP AVE 464287192 16 198 SH DEFINED 12 198 0 0 ISHARES TR TRANSP AVE 464287192 4089 50000 SH CALL DEFINED 14,15,23 50000 0 0 ISHARES TR TRANSP AVE 464287192 32315 395150 SH DEFINED 15,23,24 356157 0 38993 ISHARES TR S&P 500 IND 464287200 990 6975 SH DEFINED 12 6975 0 0 ISHARES TR S&P 500 IND 464287200 109202 769027 SH DEFINED 15,23,24 683323 0 85704 ISHARES TR S&P 500 IND 464287200 1022 7200 SH PUT DEFINED 15,23,24 7200 0 0 ISHARES TR S&P 500 IND 464287200 66 465 SH DEFINED 15,18,23,25,28 465 0 0 ISHARES TR LEHMAN AGG 464287226 269 2698 SH DEFINED 12 2698 0 0 ISHARES TR LEHMAN AGG 464287226 133056 1334562 SH DEFINED 15,23,24 1279402 0 55160 ISHARES TR MSCI EMERG 464287234 23807 208526 SH DEFINED 6,10 208526 0 0 ISHARES TR MSCI EMERG 464287234 3313 29015 SH DEFINED 12 29015 0 0 ISHARES TR MSCI EMERG 464287234 6469 56657 SH DEFINED 14,15,23 56657 0 0 ISHARES TR MSCI EMERG 464287234 4430 38800 SH CALL DEFINED 14,15,23 38800 0 0 ISHARES TR MSCI EMERG 464287234 18336 160600 SH PUT DEFINED 14,15,23 160600 0 0 ISHARES TR MSCI EMERG 464287234 149948 1313376 SH DEFINED 15,23,24 1191922 0 121454 ISHARES TR MSCI EMERG 464287234 194 1700 SH PUT DEFINED 15,23,24 1700 0 0 ISHARES TR IBOXX INV C 464287242 354 3323 SH DEFINED 12 3323 0 0 ISHARES TR IBOXX INV C 464287242 66961 627681 SH DEFINED 15,23,24 590157 0 37524 ISHARES TR S&P GBL TEL 464287275 9788 154611 SH DEFINED 15,23,24 146199 0 8412 ISHARES TR S&P GBL INF 464287291 12354 211828 SH DEFINED 15,23,24 203439 0 8389 ISHARES TR S&P500 GRW 464287309 32 492 SH DEFINED 12 492 0 0 ISHARES TR S&P500 GRW 464287309 52522 809025 SH DEFINED 15,23,24 716492 0 92532 ISHARES TR S&P GBL HLT 464287325 3 50 SH DEFINED 6,10,11 50 0 0 ISHARES TR S&P GBL HLT 464287325 23985 419459 SH DEFINED 15,23,24 359607 0 59852 ISHARES TR S&P GBL FIN 464287333 12159 134276 SH DEFINED 15,23,24 123246 0 11030 ISHARES TR S&P GBL ENE 464287341 12446 111653 SH DEFINED 15,23,24 100572 0 11081 ISHARES TR GS NAT RES 464287374 94 923 SH DEFINED 12 923 0 0 ISHARES TR GS NAT RES 464287374 34372 338306 SH DEFINED 15,23,24 298578 0 39727 ISHARES TR S&P/TOPIX 1 464287382 2362 18880 SH DEFINED 15,23,24 17460 0 1420 ISHARES TR S&P LTN AM 464287390 324 1907 SH DEFINED 12 1907 0 0 ISHARES TR S&P LTN AM 464287390 41010 241335 SH DEFINED 15,23,24 215503 0 25832 ISHARES TR S&P LTN AM 464287390 1699 10000 SH DEFINED 15,18,23,25,26 10000 0 0 ISHARES TR S&P 500 VAL 464287408 42991 559128 SH DEFINED 15,23,24 492795 0 66332 ISHARES TR 20+ YR TRS 464287432 333 3763 SH DEFINED 12 3763 0 0 ISHARES TR 20+ YR TRS 464287432 141912 1604800 SH CALL DEFINED 14,15,23 1604800 0 0 ISHARES TR 20+ YR TRS 464287432 38202 432000 SH PUT DEFINED 14,15,23 432000 0 0 ISHARES TR 20+ YR TRS 464287432 30442 344244 SH DEFINED 15,23,24 319850 0 24394 ISHARES TR 7-10 YR TRS 464287440 1229 14913 SH DEFINED 12 14913 0 0 ISHARES TR 7-10 YR TRS 464287440 247 3000 SH CALL DEFINED 14,15,23 3000 0 0 ISHARES TR 7-10 YR TRS 464287440 25441 308600 SH PUT DEFINED 14,15,23 308600 0 0 ISHARES TR 7-10 YR TRS 464287440 81574 989500 SH DEFINED 15,23,24 896157 0 93342 ISHARES TR 7-10 YR TRS 464287440 16 194 SH DEFINED 15,18,23,25,28 194 0 0 ISHARES TR 1-3 YR TRS 464287457 1742 21785 SH DEFINED 12 21785 0 0 ISHARES TR 1-3 YR TRS 464287457 1322 16531 SH DEFINED 14,15,23 16531 0 0 ISHARES TR 1-3 YR TRS 464287457 96 1200 SH CALL DEFINED 14,15,23 1200 0 0 ISHARES TR 1-3 YR TRS 464287457 225534 2820586 SH DEFINED 15,23,24 2649847 0 170739 ISHARES TR MSCI EAFE I 464287465 1706 23300 SH DEFINED 6,10 23300 0 0 ISHARES TR MSCI EAFE I 464287465 28993 395976 SH DEFINED 12 395976 0 0 ISHARES TR MSCI EAFE I 464287465 532436 7271726 SH DEFINED 15,23,24 6663898 0 607828 ISHARES TR MSCI EAFE I 464287465 308 4200 SH PUT DEFINED 15,23,24 4200 0 0 ISHARES TR RUSSELL MCP 464287473 1025 7000 SH DEFINED 12 7000 0 0 ISHARES TR RUSSELL MCP 464287473 59844 408684 SH DEFINED 15,23,24 377123 0 31561 ISHARES TR RUSSELL MCP 464287481 77 750 SH DEFINED 12 750 0 0 ISHARES TR RUSSELL MCP 464287481 48431 469884 SH DEFINED 15,23,24 439645 0 30239 ISHARES TR RUSSELL MID 464287499 704 7052 SH DEFINED 12 7052 0 0 ISHARES TR RUSSELL MID 464287499 27835 278791 SH DEFINED 15,23,24 241048 0 37742 ISHARES TR S&P MIDCAP 464287507 18 225 SH DEFINED 6,10,11 225 0 0 ISHARES TR S&P MIDCAP 464287507 459 5728 SH DEFINED 12 5728 0 0 ISHARES TR S&P MIDCAP 464287507 37047 462100 SH DEFINED 15,23,24 410133 0 51966 ISHARES TR GLMN SCHS S 464287515 73 1637 SH DEFINED 12 1637 0 0 ISHARES TR GLMN SCHS S 464287515 22127 496343 SH DEFINED 15,23,24 436488 0 59855 ISHARES TR GLDM SCHS S 464287523 15 250 SH DEFINED 6,10,11 250 0 0 ISHARES TR GLDM SCHS S 464287523 18 292 SH DEFINED 12 292 0 0 ISHARES TR GLDM SCHS S 464287523 22519 369096 SH DEFINED 15,23,24 313461 0 55635 ISHARES TR GLDM SCHS N 464287531 3 85 SH DEFINED 12 85 0 0 ISHARES TR GLDM SCHS N 464287531 26207 814651 SH DEFINED 15,23,24 767617 0 47034 ISHARES TR GLDM SACHS 464287549 34393 668863 SH DEFINED 15,23,24 619429 0 49434 ISHARES TR NASDQ BIO I 464287556 8 100 SH DEFINED 6,10,11 100 0 0 ISHARES TR NASDQ BIO I 464287556 545 7010 SH DEFINED 12 7010 0 0 ISHARES TR NASDQ BIO I 464287556 9364 120421 SH DEFINED 14,15,23 120421 0 0 ISHARES TR NASDQ BIO I 464287556 10894 140100 SH CALL DEFINED 14,15,23 140100 0 0 ISHARES TR NASDQ BIO I 464287556 5910 76000 SH PUT DEFINED 14,15,23 76000 0 0 ISHARES TR NASDQ BIO I 464287556 60501 778044 SH DEFINED 15,23,24 671049 0 106995 ISHARES TR NASDQ BIO I 464287556 38616 496600 SH CALL DEFINED 15,23,24 496600 0 0 ISHARES TR NASDQ BIO I 464287556 31 400 SH PUT DEFINED 15,23,24 400 0 0 ISHARES TR COHEN&ST RL 464287564 421 4200 SH DEFINED 6,10,11 4200 0 0 ISHARES TR COHEN&ST RL 464287564 357 3555 SH DEFINED 12 3555 0 0 ISHARES TR COHEN&ST RL 464287564 72735 725172 SH DEFINED 15,23,24 665696 0 59475 ISHARES TR S&P GLB100I 464287572 16105 217283 SH DEFINED 15,23,24 201225 0 16057 ISHARES TR CONS SRVC I 464287580 199 2950 SH DEFINED 12 2950 0 0 ISHARES TR CONS SRVC I 464287580 50538 749605 SH DEFINED 15,23,24 709998 0 39607 ISHARES TR RUSSELL1000 464287598 17 200 SH DEFINED 6,10,11 200 0 0 ISHARES TR RUSSELL1000 464287598 3494 42253 SH DEFINED 12 42253 0 0 ISHARES TR RUSSELL1000 464287598 306703 3708626 SH DEFINED 15,23,24 3380848 0 327777 ISHARES TR S&P MC 400 464287606 59 736 SH DEFINED 6,10,11 736 0 0 ISHARES TR S&P MC 400 464287606 557 6987 SH DEFINED 12 6987 0 0 ISHARES TR S&P MC 400 464287606 43317 543433 SH DEFINED 15,23,24 500394 0 43038 ISHARES TR RUSSELL1000 464287614 11 200 SH DEFINED 6,10,11 200 0 0 ISHARES TR RUSSELL1000 464287614 3974 72212 SH DEFINED 12 72212 0 0 ISHARES TR RUSSELL1000 464287614 406034 7378415 SH DEFINED 15,23,24 6908959 0 469456 ISHARES TR RUSSELL 100 464287622 1145 14900 SH DEFINED 6,10 14900 0 0 ISHARES TR RUSSELL 100 464287622 456 5932 SH DEFINED 12 5932 0 0 ISHARES TR RUSSELL 100 464287622 36939 480729 SH DEFINED 15,23,24 336900 0 143829 ISHARES TR RUSL 2000 V 464287630 2270 28363 SH DEFINED 12 28363 0 0 ISHARES TR RUSL 2000 V 464287630 1097 13709 SH DEFINED 14,15,23 13709 0 0 ISHARES TR RUSL 2000 V 464287630 160 2000 SH CALL DEFINED 14,15,23 2000 0 0 ISHARES TR RUSL 2000 V 464287630 18489 231000 SH PUT DEFINED 14,15,23 231000 0 0 ISHARES TR RUSL 2000 V 464287630 75360 941523 SH DEFINED 15,23,24 823187 0 118335 ISHARES TR RUSL 2000 G 464287648 1922 24464 SH DEFINED 12 24464 0 0 ISHARES TR RUSL 2000 G 464287648 12699 161600 SH CALL DEFINED 14,15,23 161600 0 0 ISHARES TR RUSL 2000 G 464287648 17963 228600 SH PUT DEFINED 14,15,23 228600 0 0 ISHARES TR RUSL 2000 G 464287648 66387 844835 SH DEFINED 15,23,24 775769 0 69066 ISHARES TR RUSSELL 200 464287655 562 7200 SH DEFINED 6,10 7200 0 0 ISHARES TR RUSSELL 200 464287655 6336 81201 SH DEFINED 12 81201 0 0 ISHARES TR RUSSELL 200 464287655 258123 3308000 SH CALL DEFINED 14,15,23 3308000 0 0 ISHARES TR RUSSELL 200 464287655 281470 3607200 SH PUT DEFINED 14,15,23 3607200 0 0 ISHARES TR RUSSELL 200 464287655 254530 3261947 SH DEFINED 15,23,24 3060747 0 201199 ISHARES TR RUSSELL 200 464287655 50720 650000 SH CALL DEFINED 15,23,24 650000 0 0 ISHARES TR RUSSELL 200 464287655 1224657 15694700 SH PUT DEFINED 15,23,24 15694700 0 0 ISHARES TR RUSL 3000 V 464287663 226 2093 SH DEFINED 12 2093 0 0 ISHARES TR RUSL 3000 V 464287663 12745 118238 SH DEFINED 15,23,24 113276 0 4961 ISHARES TR RUSL 3000 G 464287671 35 773 SH DEFINED 12 773 0 0 ISHARES TR RUSL 3000 G 464287671 9589 213419 SH DEFINED 15,23,24 203132 0 10286 ISHARES TR RUSSELL 300 464287689 17507 213400 SH DEFINED 6,10 213400 0 0 ISHARES TR RUSSELL 300 464287689 1083 13205 SH DEFINED 12 13205 0 0 ISHARES TR RUSSELL 300 464287689 79694 971403 SH DEFINED 15,23,24 729982 0 241420 ISHARES TR DJ US UTILS 464287697 223 2482 SH DEFINED 12 2482 0 0 ISHARES TR DJ US UTILS 464287697 47718 530966 SH DEFINED 15,23,24 471599 0 59367 ISHARES TR S&P MIDCP V 464287705 1902 24000 SH DEFINED 6,10 24000 0 0 ISHARES TR S&P MIDCP V 464287705 16 200 SH DEFINED 6,10,11 200 0 0 ISHARES TR S&P MIDCP V 464287705 561 7074 SH DEFINED 12 7074 0 0 ISHARES TR S&P MIDCP V 464287705 52583 663593 SH DEFINED 15,23,24 611538 0 52055 ISHARES TR DJ US TELEC 464287713 208 7027 SH DEFINED 12 7027 0 0 ISHARES TR DJ US TELEC 464287713 33731 1137627 SH DEFINED 15,23,24 1043917 0 93710 ISHARES TR DJ US TELEC 464287713 445 15000 SH CALL DEFINED 15,23,24 15000 0 0 ISHARES TR DJ US TECH 464287721 246 4520 SH DEFINED 12 4520 0 0 ISHARES TR DJ US TECH 464287721 39032 716841 SH DEFINED 15,23,24 656742 0 60099 ISHARES TR DJ US REAL 464287739 159 1905 SH DEFINED 12 1905 0 0 ISHARES TR DJ US REAL 464287739 44551 534500 SH CALL DEFINED 14,15,23 534500 0 0 ISHARES TR DJ US REAL 464287739 27014 324100 SH PUT DEFINED 14,15,23 324100 0 0 ISHARES TR DJ US REAL 464287739 39403 472743 SH DEFINED 15,23,24 431778 0 40965 ISHARES TR DJ US INDUS 464287754 178 2734 SH DEFINED 12 2734 0 0 ISHARES TR DJ US INDUS 464287754 23472 359993 SH DEFINED 15,23,24 331396 0 28597 ISHARES TR DJ US HEALT 464287762 20 300 SH DEFINED 6,10,11 300 0 0 ISHARES TR DJ US HEALT 464287762 172 2596 SH DEFINED 12 2596 0 0 ISHARES TR DJ US HEALT 464287762 35157 530108 SH DEFINED 15,23,24 465804 0 64304 ISHARES TR DJ US FINL 464287770 44241 330919 SH DEFINED 15,23,24 301513 0 29405 ISHARES TR DJ US FINL 464287788 175 1490 SH DEFINED 12 1490 0 0 ISHARES TR DJ US FINL 464287788 66625 566204 SH DEFINED 15,23,24 508697 0 57507 ISHARES TR DJ US ENERG 464287796 19 182 SH DEFINED 6,10,11 182 0 0 ISHARES TR DJ US ENERG 464287796 149 1460 SH DEFINED 12 1460 0 0 ISHARES TR DJ US ENERG 464287796 61820 606975 SH DEFINED 15,23,24 537229 0 69745 ISHARES TR S&P SMLCAP 464287804 1906 28876 SH DEFINED 6,10 28876 0 0 ISHARES TR S&P SMLCAP 464287804 50 762 SH DEFINED 6,10,11 762 0 0 ISHARES TR S&P SMLCAP 464287804 1077 16326 SH DEFINED 12 16326 0 0 ISHARES TR S&P SMLCAP 464287804 53201 806201 SH DEFINED 15,23,24 721725 0 84475 ISHARES TR CONS GOODS 464287812 12 200 SH DEFINED 6,10,11 200 0 0 ISHARES TR CONS GOODS 464287812 159 2672 SH DEFINED 12 2672 0 0 ISHARES TR CONS GOODS 464287812 22311 373835 SH DEFINED 15,23,24 336707 0 37128 ISHARES TR DJ US BAS M 464287838 316 5350 SH DEFINED 6,10,11 5350 0 0 ISHARES TR DJ US BAS M 464287838 206 3485 SH DEFINED 12 3485 0 0 ISHARES TR DJ US BAS M 464287838 53201 900482 SH DEFINED 15,23,24 828802 0 71680 ISHARES TR DJ US TOTL 464287846 2099 30564 SH DEFINED 15,23,24 24503 0 6061 ISHARES TR S&P EURO PL 464287861 262 2500 SH DEFINED 12 2500 0 0 ISHARES TR S&P EURO PL 464287861 18455 175815 SH DEFINED 15,23,24 134948 0 40867 ISHARES TR S&P SMLCP V 464287879 453 6013 SH DEFINED 12 6013 0 0 ISHARES TR S&P SMLCP V 464287879 59782 793496 SH DEFINED 15,23,24 754949 0 38547 ISHARES TR S&P SMLCP G 464287887 450 3514 SH DEFINED 12 3514 0 0 ISHARES TR S&P SMLCP G 464287887 40325 315139 SH DEFINED 15,23,24 293440 0 21698 ISHARES TR LARGE VAL I 464288109 26702 318755 SH DEFINED 15,23,24 278342 0 40413 ISHARES TR MID CORE IN 464288208 3567 43369 SH DEFINED 15,23,24 42585 0 784 ISHARES TR MID GRWTH I 464288307 5669 67462 SH DEFINED 15,23,24 63164 0 4298 ISHARES TR MID VAL IND 464288406 4903 57102 SH DEFINED 15,23,24 53935 0 3167 ISHARES TR SMLL CORE I 464288505 24 276 SH DEFINED 12 276 0 0 ISHARES TR SMLL CORE I 464288505 6590 76312 SH DEFINED 15,23,24 71593 0 4719 ISHARES TR SMLL GRWTH 464288604 3416 46212 SH DEFINED 15,23,24 43752 0 2460 ISHARES TR S&G GL MATE 464288695 1080 19055 SH DEFINED 15,23,24 8237 0 10818 ISHARES TR SMLL VAL IN 464288703 2022 24472 SH DEFINED 15,23,24 23179 0 1293 ISHARES TR S&P GL UTIL 464288711 265 4646 SH DEFINED 15,23,24 4230 0 416 ISHARES TR S&P GL C ST 464288737 425 7989 SH DEFINED 15,23,24 7099 0 890 ISHARES TR DJ HOME CON 464288752 4758 112290 SH DEFINED 15,23,24 88392 0 23898 ISHARES TR DJ AEROSPAC 464288760 17554 328484 SH DEFINED 15,23,24 308278 0 20206 ISHARES TR DJ REGIONAL 464288778 367 7076 SH DEFINED 15,23,24 6961 0 115 ISHARES TR DJ INS INDX 464288786 1665 30690 SH DEFINED 15,23,24 29515 0 1175 ISHARES TR DJ BROKER-D 464288794 19128 355480 SH DEFINED 15,23,24 335860 0 19620 ISHARES TR KLD SL SOC 464288802 250 4236 SH DEFINED 15,23,24 4136 0 100 ISHARES TR DJ MED DEVI 464288810 570 11159 SH DEFINED 15,23,24 8904 0 2255 ISHARES TR DJ HEALTH C 464288828 16013 294890 SH DEFINED 15,23,24 273033 0 21857 ISHARES TR DJ PHARMA I 464288836 1936 36470 SH DEFINED 15,23,24 27250 0 9220 ISHARES TR DJ OIL EQUI 464288844 1719 38021 SH DEFINED 15,23,24 25441 0 12580 ISHARES TR DJ OIL&GAS 464288851 1803 37750 SH DEFINED 15,23,24 36484 0 1266 ISHARES TR RSSL MCRCP 464288869 5127 87718 SH DEFINED 15,23,24 80478 0 7240 ISHARES TR MSCI VAL ID 464288877 271 3750 SH DEFINED 12 3750 0 0 ISHARES TR MSCI VAL ID 464288877 21986 304517 SH DEFINED 15,23,24 296816 0 7700 ISHARES TR MSCI GRW ID 464288885 212 3100 SH DEFINED 12 3100 0 0 ISHARES TR MSCI GRW ID 464288885 5074 74359 SH DEFINED 15,23,24 70328 0 4031 ISIS PHARMACEUTICALS COM 464330109 4 384 SH DEFINED 12 384 0 0 ISIS PHARMACEUTICALS COM 464330109 25 2261 SH DEFINED 14,15,23 2261 0 0 ISIS PHARMACEUTICALS COM 464330109 386 34700 SH CALL DEFINED 14,15,23 34700 0 0 ISIS PHARMACEUTICALS COM 464330109 103 9300 SH PUT DEFINED 14,15,23 9300 0 0 ISIS PHARMACEUTICALS COM 464330109 5511 495598 SH DEFINED 15,23,24 412594 0 83004 ISIS PHARMACEUTICALS COM 464330109 556 50000 SH DEFINED 30,38 50000 0 0 ISIS PHARMACEUTICALS COM 464330109 556 50000 SH PUT DEFINED 30,38 50000 0 0 ISONICS CORP COM 464895101 58 100229 SH DEFINED 15,23,24 100229 0 0 ITRON INC NOTE 2.500 465741AJ5 12311 11560000 PRN DEFINED 15,23,24 11560000 0 0 ITRON INC COM 465741106 366 7063 SH DEFINED 6,10 7063 0 0 ITRON INC COM 465741106 795 15338 SH DEFINED 12 15338 0 0 ITRON INC COM 465741106 3815 73600 SH CALL DEFINED 14,15,23 73600 0 0 ITRON INC COM 465741106 1763 34000 SH PUT DEFINED 14,15,23 34000 0 0 ITRON INC COM 465741106 8479 163558 SH DEFINED 15,23,24 120612 0 42946 IVANHOE MINES LTD COM 46579N103 33 3332 SH DEFINED 6,10 3332 0 0 IVANHOE MINES LTD COM 46579N103 333 33838 SH DEFINED 12 33838 0 0 IVANHOE MINES LTD COM 46579N103 105 10673 SH DEFINED 15,23,24 10673 0 0 IVANHOE ENERGY INC COM 465790103 77 57298 SH DEFINED 15,23,24 57298 0 0 IXYS CORP COM 46600W106 12 1302 SH DEFINED 6,10 1302 0 0 IXYS CORP COM 46600W106 29 3282 SH DEFINED 15,23,24 3282 0 0 IXYS CORP COM 46600W106 107 12000 SH DEFINED 29 12000 0 0 J & J SNACK FOODS CO COM 466032109 143 3448 SH DEFINED 6,10 3448 0 0 J & J SNACK FOODS CO COM 466032109 143 3464 SH DEFINED 15,23,24 3264 0 200 J ALEXANDER CORP COM 466096104 113 12738 SH DEFINED 15,23,24 11738 0 1000 J CREW GROUP INC COM 46612H402 467 12125 SH DEFINED 14,15,23 12125 0 0 J CREW GROUP INC COM 46612H402 636 16500 SH CALL DEFINED 14,15,23 16500 0 0 J CREW GROUP INC COM 46612H402 786 20400 SH PUT DEFINED 14,15,23 20400 0 0 J CREW GROUP INC COM 46612H402 3497 90724 SH DEFINED 15,23,24 75432 0 15292 JDS UNIPHASE CORP NOTE 46612JAB7 1004 1108000 PRN DEFINED 15,23,24 1108000 0 0 JDS UNIPHASE CORP COM PAR $0. 46612J507 343 20571 SH DEFINED 6,10 20571 0 0 JDS UNIPHASE CORP COM PAR $0. 46612J507 507 30445 SH DEFINED 12 30445 0 0 JDS UNIPHASE CORP COM PAR $0. 46612J507 1852 111136 SH DEFINED 14,15,23 111136 0 0 JDS UNIPHASE CORP COM PAR $0. 46612J507 8896 534000 SH CALL DEFINED 14,15,23 534000 0 0 JDS UNIPHASE CORP COM PAR $0. 46612J507 8635 518300 SH PUT DEFINED 14,15,23 518300 0 0 JDS UNIPHASE CORP COM PAR $0. 46612J507 5013 300887 SH DEFINED 15,23,24 259502 0 41385 JDS UNIPHASE CORP COM PAR $0. 46612J507 33 2000 SH CALL DEFINED 15,23,24 2000 0 0 JDA SOFTWARE GROUP I COM 46612K108 102 7387 SH DEFINED 6,10 7387 0 0 JDA SOFTWARE GROUP I COM 46612K108 153 11100 SH DEFINED 15,23,24 11100 0 0 JMAR TECHNOLOGIES IN COM 466212107 7 38383 SH DEFINED 15,23,24 38383 0 0 JP MORGAN CHASE & CO COM 46625H100 7715 159724 SH DEFINED 3,8 0 0 159724 JP MORGAN CHASE & CO COM 46625H100 100218 2074916 SH DEFINED 6,10 1969415 0 105501 JP MORGAN CHASE & CO COM 46625H100 1343 27800 SH CALL DEFINED 6,10 27800 0 0 JP MORGAN CHASE & CO COM 46625H100 0 1 SH DEFINED 8 1 0 0 JP MORGAN CHASE & CO COM 46625H100 8156 168869 SH DEFINED 6,10,11 166969 0 1900 JP MORGAN CHASE & CO COM 46625H100 89678 1856680 SH DEFINED 12 1856680 0 0 JP MORGAN CHASE & CO COM 46625H100 78637 1628100 SH CALL DEFINED 14,15,23 1628100 0 0 JP MORGAN CHASE & CO COM 46625H100 42147 872600 SH PUT DEFINED 14,15,23 872600 0 0 JP MORGAN CHASE & CO COM 46625H100 9102 188439 SH DEFINED 2,5,6,9,10,17,19,20,27 188439 0 0 JP MORGAN CHASE & CO COM 46625H100 606541 12557777 SH DEFINED 15,23,24 10289571 0 2268205 JP MORGAN CHASE & CO COM 46625H100 10669 220900 SH CALL DEFINED 15,23,24 220900 0 0 JP MORGAN CHASE & CO COM 46625H100 84453 1748500 SH PUT DEFINED 15,23,24 1747500 0 1000 JP MORGAN CHASE & CO COM 46625H100 83187 1722289 SH DEFINED 15,18,23,25,26 1722289 0 0 JP MORGAN CHASE & CO COM 46625H100 1174 24300 SH DEFINED 29 24300 0 0 JP MORGAN CHASE & CO COM 46625H100 41 840 SH DEFINED 30,38 840 0 0 J2 GLOBAL COMMUNICAT COM NEW 46626E205 557 20424 SH DEFINED 6,10 20424 0 0 J2 GLOBAL COMMUNICAT COM NEW 46626E205 32 1165 SH DEFINED 12 1165 0 0 J2 GLOBAL COMMUNICAT COM NEW 46626E205 1755 64400 SH CALL DEFINED 14,15,23 64400 0 0 J2 GLOBAL COMMUNICAT COM NEW 46626E205 2848 104500 SH PUT DEFINED 14,15,23 104500 0 0 J2 GLOBAL COMMUNICAT COM NEW 46626E205 3934 144365 SH DEFINED 15,23,24 74569 0 69796 J2 GLOBAL COMMUNICAT COM NEW 46626E205 39 1414 SH DEFINED 30,38 1414 0 0 JABIL CIRCUIT INC COM 466313103 1099 44775 SH DEFINED 6,10 44775 0 0 JABIL CIRCUIT INC COM 466313103 998 40666 SH DEFINED 12 40666 0 0 JABIL CIRCUIT INC COM 466313103 1664 67797 SH DEFINED 14,15,23 67797 0 0 JABIL CIRCUIT INC COM 466313103 918 37400 SH CALL DEFINED 14,15,23 37400 0 0 JABIL CIRCUIT INC COM 466313103 3241 132000 SH PUT DEFINED 14,15,23 132000 0 0 JABIL CIRCUIT INC COM 466313103 3550 144620 SH DEFINED 15,23,24 111600 0 33019 JABIL CIRCUIT INC COM 466313103 1412 57520 SH DEFINED 30,38 57520 0 0 JACK IN THE BOX INC COM 466367109 557 9125 SH DEFINED 6,10 9125 0 0 JACK IN THE BOX INC COM 466367109 1 20 SH DEFINED 12 20 0 0 JACK IN THE BOX INC COM 466367109 701 11481 SH DEFINED 15,23,24 11219 0 262 JACKSON HEWITT TAX S COM 468202106 127 3735 SH DEFINED 12 3735 0 0 JACKSON HEWITT TAX S COM 468202106 254 7476 SH DEFINED 15,23,24 5626 0 1850 JACOBS ENGR GROUP IN COM 469814107 214 2626 SH DEFINED 6,10 2626 0 0 JACOBS ENGR GROUP IN COM 469814107 15 178 SH DEFINED 6,10,11 178 0 0 JACOBS ENGR GROUP IN COM 469814107 26 320 SH DEFINED 12 320 0 0 JACOBS ENGR GROUP IN COM 469814107 7121 87336 SH DEFINED 15,23,24 62315 0 25021 JACUZZI BRANDS INC COM 469865109 2 132 SH DEFINED 6,10 132 0 0 JACUZZI BRANDS INC COM 469865109 98 7868 SH DEFINED 12 7868 0 0 JACUZZI BRANDS INC COM 469865109 755 60751 SH DEFINED 15,23,24 60726 0 25 JACUZZI BRANDS INC COM 469865109 38 3050 SH DEFINED 29 3050 0 0 JACUZZI BRANDS INC COM 469865109 4240 341100 SH DEFINED 30,38 341100 0 0 JAKKS PAC INC COM 47012E106 154 7068 SH DEFINED 6,10 7068 0 0 JAKKS PAC INC COM 47012E106 543 24871 SH DEFINED 15,23,24 14838 0 10033 JAKKS PAC INC COM 47012E106 509 23300 SH DEFINED 30,38 23300 0 0 JAMBA INC COM 47023A101 747 74143 SH DEFINED 15,23,24 53002 0 21141 JAMBA INC *W EXP 02/1 47023A119 224 53530 SH DEFINED 15,23,24 30895 0 22635 JAMES HARDIE INDS N SPONSORED A 47030M106 378 10000 SH DEFINED 15,23,24 10000 0 0 JAMES RIV GROUP INC COM 470359100 808 25000 SH DEFINED 12 25000 0 0 JAMES RIV GROUP INC COM 470359100 75 2326 SH DEFINED 15,23,24 2326 0 0 JANUS CAP GROUP INC COM 47102X105 397 18408 SH DEFINED 6,10 18408 0 0 JANUS CAP GROUP INC COM 47102X105 336 15572 SH DEFINED 12 15572 0 0 JANUS CAP GROUP INC COM 47102X105 322 14900 SH CALL DEFINED 14,15,23 14900 0 0 JANUS CAP GROUP INC COM 47102X105 661 30600 SH PUT DEFINED 14,15,23 30600 0 0 JANUS CAP GROUP INC COM 47102X105 6150 284867 SH DEFINED 15,23,24 166108 0 118759 JANUS CAP GROUP INC COM 47102X105 408 18900 SH DEFINED 30,38 18900 0 0 JAPAN EQUITY FD INC COM 471057109 894 105473 SH DEFINED 15,23,24 79671 0 25801 JAPAN SMALLER CAPTLZ COM 47109U104 2335 181398 SH DEFINED 15,23,24 171044 0 10354 JARDEN CORP COM 471109108 5 156 SH DEFINED 6,10 156 0 0 JARDEN CORP COM 471109108 515 14799 SH DEFINED 12 14799 0 0 JARDEN CORP COM 471109108 246 7072 SH DEFINED 15,23,24 6140 0 932 JARDEN CORP COM 471109108 122 3500 SH DEFINED 30,38 3500 0 0 JEFFERIES GROUP INC COM 472319102 0 12 SH DEFINED 6,10 12 0 0 JEFFERIES GROUP INC COM 472319102 125 4665 SH DEFINED 12 4665 0 0 JEFFERIES GROUP INC COM 472319102 835 31126 SH DEFINED 15,23,24 30636 0 490 JEFFERIES GROUP INC COM 472319102 518 19300 SH DEFINED 30,38 19300 0 0 JETBLUE AWYS CORP NOTE 3.500 477143AB7 2489 2593000 PRN DEFINED 15,23,24 2344000 0 249000 JETBLUE AWYS CORP DBCV 3.750 477143AC5 36414 33795000 PRN DEFINED 15,23,24 33795000 0 0 JETBLUE AWYS CORP DBCV 3.750 477143AC5 11853 11000000 PRN DEFINED 30,38 11000000 0 0 JETBLUE AWYS CORP COM 477143101 5 351 SH DEFINED 6,10 351 0 0 JETBLUE AWYS CORP COM 477143101 28 2000 SH DEFINED 6,10,11 2000 0 0 JETBLUE AWYS CORP COM 477143101 11541 812730 SH DEFINED 14,15,23 812730 0 0 JETBLUE AWYS CORP COM 477143101 4761 335250 SH CALL DEFINED 14,15,23 335250 0 0 JETBLUE AWYS CORP COM 477143101 21576 1519450 SH PUT DEFINED 14,15,23 1519450 0 0 JETBLUE AWYS CORP COM 477143101 5354 377057 SH DEFINED 15,23,24 283472 0 93585 JETBLUE AWYS CORP COM 477143101 1279 90100 SH CALL DEFINED 15,23,24 90100 0 0 JETBLUE AWYS CORP COM 477143101 200 14100 SH PUT DEFINED 15,23,24 14100 0 0 JETBLUE AWYS CORP COM 477143101 545 38399 SH DEFINED 30,38 38399 0 0 JETBLUE AWYS CORP COM 477143101 710 50000 SH PUT DEFINED 30,38 50000 0 0 JO-ANN STORES INC COM 47758P307 151 6150 SH DEFINED 6,10 6150 0 0 JO-ANN STORES INC COM 47758P307 91 3700 SH DEFINED 12 3700 0 0 JO-ANN STORES INC COM 47758P307 146 5927 SH DEFINED 15,23,24 5812 0 115 JOHNSON & JOHNSON COM 478160104 6346 96124 SH DEFINED 3,8 0 0 96124 JOHNSON & JOHNSON COM 478160104 70928 1074344 SH DEFINED 6,10 1015758 0 58586 JOHNSON & JOHNSON COM 478160104 31465 476600 SH CALL DEFINED 6,10 476600 0 0 JOHNSON & JOHNSON COM 478160104 5044 76406 SH DEFINED 6,10,11 76366 0 40 JOHNSON & JOHNSON COM 478160104 151382 2292975 SH DEFINED 12 2292975 0 0 JOHNSON & JOHNSON COM 478160104 7053 106826 SH DEFINED 14,15,23 106826 0 0 JOHNSON & JOHNSON COM 478160104 20862 316000 SH CALL DEFINED 14,15,23 316000 0 0 JOHNSON & JOHNSON COM 478160104 31505 477200 SH PUT DEFINED 14,15,23 477200 0 0 JOHNSON & JOHNSON COM 478160104 781 11832 SH DEFINED 2,5,6,9,10,17,19,20,27 11832 0 0 JOHNSON & JOHNSON COM 478160104 592205 8970078 SH DEFINED 15,23,24 7131789 0 1838288 JOHNSON & JOHNSON COM 478160104 68516 1037800 SH CALL DEFINED 15,23,24 1037800 0 0 JOHNSON & JOHNSON COM 478160104 26184 396600 SH PUT DEFINED 15,23,24 396500 0 100 JOHNSON & JOHNSON COM 478160104 21515 325883 SH DEFINED 15,18,23,25,26 325883 0 0 JOHNSON & JOHNSON COM 478160104 1338 20270 SH DEFINED 29 20270 0 0 JOHNSON & JOHNSON COM 478160104 1981 30000 SH DEFINED 30,38 30000 0 0 JOHNSON CTLS INC COM 478366107 147625 1718164 SH DEFINED 6,10 1718164 0 0 JOHNSON CTLS INC COM 478366107 1693 19703 SH DEFINED 12 19703 0 0 JOHNSON CTLS INC COM 478366107 1658 19294 SH DEFINED 14,15,23 19294 0 0 JOHNSON CTLS INC COM 478366107 2139 24900 SH CALL DEFINED 14,15,23 24900 0 0 JOHNSON CTLS INC COM 478366107 7260 84500 SH PUT DEFINED 14,15,23 84500 0 0 JOHNSON CTLS INC COM 478366107 19436 226212 SH DEFINED 15,23,24 190341 0 35871 JOHNSON CTLS INC COM 478366107 344 4000 SH DEFINED 30,38 4000 0 0 JOHNSON OUTDOORS INC CL A 479167108 216 11653 SH DEFINED 15,23,24 9353 0 2300 JONES APPAREL GROUP COM 480074103 347 10370 SH DEFINED 6,10 10370 0 0 JONES APPAREL GROUP COM 480074103 86 2569 SH DEFINED 12 2569 0 0 JONES APPAREL GROUP COM 480074103 1383 41362 SH DEFINED 15,23,24 41080 0 282 JONES APPAREL GROUP COM 480074103 20 600 SH DEFINED 30,38 600 0 0 JONES LANG LASALLE I COM 48020Q107 42 452 SH DEFINED 6,10 452 0 0 JONES LANG LASALLE I COM 48020Q107 29 313 SH DEFINED 12 313 0 0 JONES LANG LASALLE I COM 48020Q107 1126 12215 SH DEFINED 15,23,24 11807 0 408 JONES SODA CO COM 48023P106 1 75 SH DEFINED 12 75 0 0 JONES SODA CO COM 48023P106 211 17150 SH DEFINED 15,23,24 15850 0 1300 JOS A BANK CLOTHIERS COM 480838101 133 4538 SH DEFINED 6,10 4538 0 0 JOS A BANK CLOTHIERS COM 480838101 40 1374 SH DEFINED 12 1374 0 0 JOS A BANK CLOTHIERS COM 480838101 2812 95800 SH CALL DEFINED 14,15,23 95800 0 0 JOS A BANK CLOTHIERS COM 480838101 2175 74100 SH PUT DEFINED 14,15,23 74100 0 0 JOS A BANK CLOTHIERS COM 480838101 173 5909 SH DEFINED 15,23,24 4553 0 1356 JOS A BANK CLOTHIERS COM 480838101 88 3000 SH CALL DEFINED 15,23,24 3000 0 0 JOS A BANK CLOTHIERS COM 480838101 1409 48000 SH DEFINED 30,38 48000 0 0 JOURNAL COMMUNICATIO CL A 481130102 3 265 SH DEFINED 12 265 0 0 JOURNAL COMMUNICATIO CL A 481130102 994 78795 SH DEFINED 15,23,24 72327 0 6468 JOY GLOBAL INC COM 481165108 11 227 SH DEFINED 6,10 227 0 0 JOY GLOBAL INC COM 481165108 493 10194 SH DEFINED 12 10194 0 0 JOY GLOBAL INC COM 481165108 11060 228800 SH CALL DEFINED 14,15,23 228800 0 0 JOY GLOBAL INC COM 481165108 11249 232700 SH PUT DEFINED 14,15,23 232700 0 0 JOY GLOBAL INC COM 481165108 3883 80317 SH DEFINED 15,23,24 69560 0 10757 JUNIPER NETWORKS INC NOTE 48203RAC8 172 159000 PRN DEFINED 12 159000 0 0 JUNIPER NETWORKS INC NOTE 48203RAC8 6981 6456000 PRN DEFINED 15,23,24 6456000 0 0 JUNIPER NETWORKS INC COM 48203R104 38848 2051097 SH DEFINED 6,10 2051097 0 0 JUNIPER NETWORKS INC COM 48203R104 52780 2786700 SH CALL DEFINED 6,10 2786700 0 0 JUNIPER NETWORKS INC COM 48203R104 10 525 SH DEFINED 6,10,11 525 0 0 JUNIPER NETWORKS INC COM 48203R104 405 21383 SH DEFINED 12 21383 0 0 JUNIPER NETWORKS INC COM 48203R104 13976 737900 SH CALL DEFINED 14,15,23 737900 0 0 JUNIPER NETWORKS INC COM 48203R104 7659 404400 SH PUT DEFINED 14,15,23 404400 0 0 JUNIPER NETWORKS INC COM 48203R104 5637 297646 SH DEFINED 2,5,6,9,10,17,19,20,27 297646 0 0 JUNIPER NETWORKS INC COM 48203R104 10450 551735 SH DEFINED 15,23,24 482097 0 69638 JUNIPER NETWORKS INC COM 48203R104 10014 528700 SH CALL DEFINED 15,23,24 528700 0 0 JUNIPER NETWORKS INC COM 48203R104 947 50000 SH PUT DEFINED 15,23,24 50000 0 0 JUNIPER NETWORKS INC COM 48203R104 76 4000 SH DEFINED 15,18,23,25,26 4000 0 0 JUNIPER NETWORKS INC COM 48203R104 879 46403 SH DEFINED 30,38 46403 0 0 JUPITERMEDIA CORP COM 48207D101 26 3330 SH DEFINED 6,10 3330 0 0 JUPITERMEDIA CORP COM 48207D101 5 600 SH DEFINED 6,10,11 600 0 0 JUPITERMEDIA CORP COM 48207D101 58 7342 SH DEFINED 15,23,24 7327 0 15 K & F INDS HLDGS INC COM 482241106 36 1564 SH DEFINED 12 1564 0 0 K & F INDS HLDGS INC COM 482241106 217 9553 SH DEFINED 15,23,24 7553 0 2000 KBR INC COM 48242W106 923 35299 SH DEFINED 15,23,24 24688 0 10611 KBW INC COM 482423100 52 1775 SH DEFINED 15,23,24 1493 0 282 KBW INC COM 482423100 720 24500 SH DEFINED 30,38 24500 0 0 KHD HUMBOLDT WEDAG I COM 482462108 1174 29280 SH DEFINED 15,23,24 22730 0 6550 KKR FINL CORP COM 482476306 1123 41900 SH DEFINED 6,10 41900 0 0 KKR FINL CORP COM 482476306 11 400 SH DEFINED 12 400 0 0 KKR FINL CORP COM 482476306 20928 781205 SH DEFINED 15,23,24 667970 0 113235 KLA-TENCOR CORP COM 482480100 971 19510 SH DEFINED 6,10 19510 0 0 KLA-TENCOR CORP COM 482480100 31 625 SH DEFINED 6,10,11 625 0 0 KLA-TENCOR CORP COM 482480100 169 3400 SH DEFINED 12 3400 0 0 KLA-TENCOR CORP COM 482480100 5746 115498 SH DEFINED 14,15,23 115498 0 0 KLA-TENCOR CORP COM 482480100 8761 176100 SH CALL DEFINED 14,15,23 176100 0 0 KLA-TENCOR CORP COM 482480100 25880 520200 SH PUT DEFINED 14,15,23 520200 0 0 KLA-TENCOR CORP COM 482480100 5353 107597 SH DEFINED 15,23,24 98607 0 8989 KLA-TENCOR CORP COM 482480100 2488 50000 SH CALL DEFINED 15,23,24 50000 0 0 KT CORP SPONSORED A 48268K101 2059 81241 SH DEFINED 12 81241 0 0 KT CORP SPONSORED A 48268K101 1445 56999 SH DEFINED 15,23,24 56171 0 828 KT CORP SPONSORED A 48268K101 76 3000 SH DEFINED 29 3000 0 0 KT CORP SPONSORED A 48268K101 507 20000 SH DEFINED 30,38 20000 0 0 KSW INC COM 48268R106 299 40470 SH DEFINED 15,23,24 32370 0 8100 K SEA TRANSN PARTNER COM 48268Y101 291 8054 SH DEFINED 15,23,24 6659 0 1395 K-SWISS INC CL A 482686102 205 6682 SH DEFINED 6,10 6682 0 0 K-SWISS INC CL A 482686102 86 2806 SH DEFINED 12 2806 0 0 K-SWISS INC CL A 482686102 413 13419 SH DEFINED 15,23,24 12944 0 475 K-SWISS INC CL A 482686102 363 11799 SH DEFINED 30,38 11799 0 0 K2 INC COM 482732104 8 574 SH DEFINED 3,8 0 0 574 K2 INC COM 482732104 164 12425 SH DEFINED 6,10 12425 0 0 K2 INC COM 482732104 34 2600 SH CALL DEFINED 14,15,23 2600 0 0 K2 INC COM 482732104 265 20100 SH PUT DEFINED 14,15,23 20100 0 0 K2 INC COM 482732104 138 10432 SH DEFINED 15,23,24 6932 0 3500 K2 INC COM 482732104 328 24900 SH DEFINED 30,38 24900 0 0 K V PHARMACEUTICAL C NOTE 2.500 482740AC1 1101 1000000 PRN DEFINED 15,23,24 1000000 0 0 K V PHARMACEUTICAL C CL A 482740206 63 2661 SH DEFINED 12 2661 0 0 K V PHARMACEUTICAL C CL A 482740206 33 1381 SH DEFINED 15,23,24 1381 0 0 K V PHARMACEUTICAL C CL A 482740206 200 8400 SH DEFINED 30,38 8400 0 0 KNBT BANCORP INC COM 482921103 5 300 SH DEFINED 6,10,11 300 0 0 KNBT BANCORP INC COM 482921103 214 12785 SH DEFINED 15,23,24 12622 0 163 KAISER ALUMINUM CORP COM PAR $0. 483007704 11322 202243 SH DEFINED 15,23,24 202243 0 0 KAMAN CORP SDCV 6.000 483548AC7 1761 1722000 PRN DEFINED 15,23,24 1722000 0 0 KAMAN CORP COM 483548103 136 6066 SH DEFINED 6,10 6066 0 0 KAMAN CORP COM 483548103 45 2000 SH DEFINED 6,10,11 2000 0 0 KAMAN CORP COM 483548103 190 8474 SH DEFINED 15,23,24 8474 0 0 KANBAY INTL INC COM 48369P207 9897 344013 SH DEFINED 15,23,24 343863 0 150 KANBAY INTL INC COM 48369P207 5754 200000 SH DEFINED 30,38 200000 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 557 19232 SH DEFINED 6,10 19232 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 1154 39812 SH DEFINED 12 39812 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 8123 280285 SH DEFINED 15,23,24 168108 0 112177 KANSAS CITY SOUTHERN COM NEW 485170302 655 22600 SH DEFINED 30,38 22600 0 0 KAYDON CORP COM 486587108 15 388 SH DEFINED 3,8 0 0 388 KAYDON CORP COM 486587108 285 7165 SH DEFINED 6,10 7165 0 0 KAYDON CORP COM 486587108 38 946 SH DEFINED 12 946 0 0 KAYDON CORP COM 486587108 1030 25918 SH DEFINED 15,23,24 25320 0 598 KAYDON CORP COM 486587108 219 5500 SH DEFINED 30,38 5500 0 0 KAYNE ANDERSON ENRGY COM 48660P104 14050 541422 SH DEFINED 15,23,24 442860 0 98561 KAYNE ANDERSON ENERG COM 48660Q102 12 500 SH DEFINED 12 500 0 0 KAYNE ANDERSON ENERG COM 48660Q102 1484 61989 SH DEFINED 15,23,24 55838 0 6151 KAYNE ANDERSON MLP I COM 486606106 80 2433 SH DEFINED 12 2433 0 0 KAYNE ANDERSON MLP I COM 486606106 18045 547138 SH DEFINED 15,23,24 433694 0 113443 KB HOME COM 48666K109 932 18171 SH DEFINED 6,10 18171 0 0 KB HOME COM 48666K109 3846 75000 SH PUT DEFINED 6,10 75000 0 0 KB HOME COM 48666K109 15 300 SH DEFINED 6,10,11 300 0 0 KB HOME COM 48666K109 67 1313 SH DEFINED 12 1313 0 0 KB HOME COM 48666K109 29881 582700 SH CALL DEFINED 14,15,23 582700 0 0 KB HOME COM 48666K109 28363 553100 SH PUT DEFINED 14,15,23 553100 0 0 KB HOME COM 48666K109 17900 349063 SH DEFINED 15,23 349063 0 0 KB HOME COM 48666K109 20826 406119 SH DEFINED 15,23,24 347037 0 59082 KB HOME COM 48666K109 10 200 SH CALL DEFINED 15,23,24 200 0 0 KEANE INC COM 486665102 134 11228 SH DEFINED 6,10 11228 0 0 KEANE INC COM 486665102 3 275 SH DEFINED 12 275 0 0 KEANE INC COM 486665102 392 32913 SH DEFINED 15,23,24 27313 0 5600 KEANE INC COM 486665102 225 18900 SH DEFINED 30,38 18900 0 0 KEARNY FINL CORP COM 487169104 264 16460 SH DEFINED 15,23,24 16460 0 0 KEITHLEY INSTRS INC COM 487584104 47 3542 SH DEFINED 6,10 3542 0 0 KEITHLEY INSTRS INC COM 487584104 188 14265 SH DEFINED 15,23,24 14265 0 0 KELLOGG CO COM 487836108 1266 25289 SH DEFINED 6,10 25289 0 0 KELLOGG CO COM 487836108 951 19000 SH CALL DEFINED 6,10 19000 0 0 KELLOGG CO COM 487836108 204 4083 SH DEFINED 6,10,11 4083 0 0 KELLOGG CO COM 487836108 826 16503 SH DEFINED 12 16503 0 0 KELLOGG CO COM 487836108 791 15800 SH CALL DEFINED 14,15,23 15800 0 0 KELLOGG CO COM 487836108 1517 30300 SH PUT DEFINED 14,15,23 30300 0 0 KELLOGG CO COM 487836108 40400 807041 SH DEFINED 15,23,24 631126 0 175915 KELLOGG CO COM 487836108 255 5100 SH PUT DEFINED 15,23,24 4700 0 400 KELLOGG CO COM 487836108 475 9480 SH DEFINED 30,38 9480 0 0 KELLWOOD CO COM 488044108 208 6384 SH DEFINED 6,10 6384 0 0 KELLWOOD CO COM 488044108 88 2708 SH DEFINED 12 2708 0 0 KELLWOOD CO COM 488044108 433 13328 SH DEFINED 15,23,24 12934 0 394 KELLWOOD CO COM 488044108 62 1900 SH DEFINED 29 1900 0 0 KELLY SVCS INC CL A 488152208 0 2 SH DEFINED 6,10 2 0 0 KELLY SVCS INC CL A 488152208 7 255 SH DEFINED 12 255 0 0 KELLY SVCS INC CL A 488152208 600 20717 SH DEFINED 15,23,24 20717 0 0 KELLY SVCS INC CL A 488152208 55 1900 SH DEFINED 29 1900 0 0 KEMET CORP COM 488360108 11 1459 SH DEFINED 6,10 1459 0 0 KEMET CORP COM 488360108 210 28800 SH DEFINED 6,10,11 28300 0 500 KEMET CORP COM 488360108 100 13665 SH DEFINED 12 13665 0 0 KEMET CORP COM 488360108 93 12770 SH DEFINED 15,23,24 11810 0 960 KEMET CORP COM 488360108 327 44800 SH DEFINED 30,38 44800 0 0 KENDLE INTERNATIONAL COM 48880L107 97 3082 SH DEFINED 6,10 3082 0 0 KENDLE INTERNATIONAL COM 48880L107 144 4592 SH DEFINED 15,23,24 4592 0 0 KENEXA CORP COM 488879107 43 1290 SH DEFINED 12 1290 0 0 KENEXA CORP COM 488879107 183 5516 SH DEFINED 15,23,24 4980 0 536 KENEXA CORP COM 488879107 120 3600 SH DEFINED 29 3600 0 0 KENNAMETAL INC COM 489170100 4 69 SH DEFINED 6,10 69 0 0 KENNAMETAL INC COM 489170100 69 1169 SH DEFINED 12 1169 0 0 KENNAMETAL INC COM 489170100 836 14200 SH DEFINED 15,23,24 12525 0 1675 KENNAMETAL INC COM 489170100 71 1200 SH DEFINED 29 1200 0 0 KENSEY NASH CORP COM 490057106 94 2948 SH DEFINED 6,10 2948 0 0 KENSEY NASH CORP COM 490057106 152 4792 SH DEFINED 12 4792 0 0 KENSEY NASH CORP COM 490057106 696 21898 SH DEFINED 15,23,24 10773 0 11125 KERYX BIOPHARMACEUTI COM 492515101 1 54 SH DEFINED 12 54 0 0 KERYX BIOPHARMACEUTI COM 492515101 62 4678 SH DEFINED 15,23,24 4652 0 26 KERYX BIOPHARMACEUTI COM 492515101 138 10400 SH DEFINED 29 10400 0 0 KERYX BIOPHARMACEUTI COM 492515101 466 35000 SH DEFINED 30,38 35000 0 0 KEWAUNEE SCIENTIFIC COM 492854104 180 20701 SH DEFINED 15,23,24 17601 0 3100 KEY TRONICS CORP COM 493144109 1774 371174 SH DEFINED 15,23,24 334874 0 36300 KEYCORP NEW COM 493267108 1402 36859 SH DEFINED 6,10 36859 0 0 KEYCORP NEW COM 493267108 201 5275 SH DEFINED 6,10,11 5275 0 0 KEYCORP NEW COM 493267108 2427 63823 SH DEFINED 12 63823 0 0 KEYCORP NEW COM 493267108 2240 58900 SH CALL DEFINED 14,15,23 58900 0 0 KEYCORP NEW COM 493267108 164 4300 SH PUT DEFINED 14,15,23 4300 0 0 KEYCORP NEW COM 493267108 11936 313854 SH DEFINED 15,23,24 275054 0 38800 KEYCORP NEW COM 493267108 567 14900 SH DEFINED 29 14900 0 0 KEYCORP NEW COM 493267108 1412 37120 SH DEFINED 30,38 37120 0 0 KEYSPAN CORP COM 49337W100 651 15819 SH DEFINED 6,10 15819 0 0 KEYSPAN CORP COM 49337W100 11 275 SH DEFINED 6,10,11 275 0 0 KEYSPAN CORP COM 49337W100 2691 65339 SH DEFINED 12 65339 0 0 KEYSPAN CORP COM 49337W100 5938 144200 SH DEFINED 15,23 144200 0 0 KEYSPAN CORP COM 49337W100 49310 1197421 SH DEFINED 15,23,24 1116207 0 81214 KEYSPAN CORP COM 49337W100 2059 50000 SH DEFINED 30,38 50000 0 0 KFORCE INC COM 493732101 28 2265 SH DEFINED 12 2265 0 0 KFORCE INC COM 493732101 160 13123 SH DEFINED 15,23,24 11735 0 1388 KFORCE INC COM 493732101 175 14400 SH DEFINED 30,38 14400 0 0 KILROY RLTY CORP COM 49427F108 636 8158 SH DEFINED 6,10 8158 0 0 KILROY RLTY CORP COM 49427F108 84 1074 SH DEFINED 12 1074 0 0 KILROY RLTY CORP COM 49427F108 623 7992 SH DEFINED 15,23,24 5042 0 2950 KIMBERLY CLARK CORP COM 494368103 745 10970 SH DEFINED 3,8 0 0 10970 KIMBERLY CLARK CORP COM 494368103 2955 43488 SH DEFINED 6,10 43488 0 0 KIMBERLY CLARK CORP COM 494368103 2273 33453 SH DEFINED 6,10,11 33453 0 0 KIMBERLY CLARK CORP COM 494368103 34328 505202 SH DEFINED 12 505202 0 0 KIMBERLY CLARK CORP COM 494368103 4042 59481 SH DEFINED 14,15,23 59481 0 0 KIMBERLY CLARK CORP COM 494368103 10784 158700 SH CALL DEFINED 14,15,23 158700 0 0 KIMBERLY CLARK CORP COM 494368103 11429 168200 SH PUT DEFINED 14,15,23 168200 0 0 KIMBERLY CLARK CORP COM 494368103 73052 1075080 SH DEFINED 15,23,24 889568 0 185511 KIMBERLY CLARK CORP COM 494368103 244 3587 SH DEFINED 15,18,23,25,26 3587 0 0 KIMBERLY CLARK CORP COM 494368103 564 8300 SH DEFINED 29 8300 0 0 KIMCO REALTY CORP COM 49446R109 1574 35020 SH DEFINED 6,10 35020 0 0 KIMCO REALTY CORP COM 49446R109 687 15292 SH DEFINED 12 15292 0 0 KIMCO REALTY CORP COM 49446R109 5583 124200 SH DEFINED 13,30 124200 0 0 KIMCO REALTY CORP COM 49446R109 4864 108203 SH DEFINED 15,23,24 93038 0 15164 KIMCO REALTY CORP COM 49446R109 161 3581 SH DEFINED 15,18,23,25,26 3581 0 0 KIMCO REALTY CORP COM 49446R109 9 200 SH DEFINED 30,38 200 0 0 KINDER MORGAN INC KA COM 49455P101 1274 12051 SH DEFINED 6,10 12051 0 0 KINDER MORGAN INC KA COM 49455P101 941 8900 SH CALL DEFINED 6,10 8900 0 0 KINDER MORGAN INC KA COM 49455P101 85 800 SH DEFINED 6,10,11 800 0 0 KINDER MORGAN INC KA COM 49455P101 107 1010 SH DEFINED 12 1010 0 0 KINDER MORGAN INC KA COM 49455P101 34633 327500 SH CALL DEFINED 14,15,23 327500 0 0 KINDER MORGAN INC KA COM 49455P101 51648 488400 SH PUT DEFINED 14,15,23 488400 0 0 KINDER MORGAN INC KA COM 49455P101 54684 517103 SH DEFINED 15,23,24 494155 0 22948 KINDER MORGAN INC KA COM 49455P101 79587 752600 SH CALL DEFINED 15,23,24 752600 0 0 KINDER MORGAN INC KA COM 49455P101 186532 1763900 SH DEFINED 15,18,23,25,26 1763900 0 0 KINDER MORGAN INC KA COM 49455P101 5288 50000 SH DEFINED 30,38 50000 0 0 KINDER MORGAN MANAGE SHS 49455U100 10 215 SH DEFINED 12 215 0 0 KINDER MORGAN MANAGE SHS 49455U100 934 20455 SH DEFINED 15,23,24 15397 0 5058 KINDER MORGAN MANAGE SHS 49455U100 19 407 SH DEFINED 30,38 407 0 0 KINDER MORGAN ENERGY UT LTD PART 494550106 564 11768 SH DEFINED 6,10,11 11768 0 0 KINDER MORGAN ENERGY UT LTD PART 494550106 3109 64900 SH DEFINED 12 64900 0 0 KINDER MORGAN ENERGY UT LTD PART 494550106 2170 45300 SH CALL DEFINED 14,15,23 45300 0 0 KINDER MORGAN ENERGY UT LTD PART 494550106 1533 32000 SH PUT DEFINED 14,15,23 32000 0 0 KINDER MORGAN ENERGY UT LTD PART 494550106 16614 346841 SH DEFINED 15,23,24 251623 0 95218 KINDRED HEALTHCARE I COM 494580103 2 90 SH DEFINED 12 90 0 0 KINDRED HEALTHCARE I COM 494580103 905 35832 SH DEFINED 15,23,24 29439 0 6393 KINDRED HEALTHCARE I COM 494580103 422 16700 SH DEFINED 30,38 16700 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 100 2531 SH DEFINED 6,10 2531 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 23 580 SH DEFINED 12 580 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 1399 35370 SH DEFINED 14,15,23 35370 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 2045 51700 SH CALL DEFINED 14,15,23 51700 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 4786 121000 SH PUT DEFINED 14,15,23 121000 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 339 8560 SH DEFINED 15,23,24 6211 0 2349 KINETIC CONCEPTS INC COM NEW 49460W208 316 8000 SH PUT DEFINED 15,23,24 8000 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 340 8600 SH DEFINED 30,38 8600 0 0 KING PHARMACEUTICALS NOTE 1.250 495582AJ7 7380 7748000 PRN DEFINED 15,23,24 7748000 0 0 KING PHARMACEUTICALS COM 495582108 500 31400 SH DEFINED 3,8 0 0 31400 KING PHARMACEUTICALS COM 495582108 453 28465 SH DEFINED 6,10 28465 0 0 KING PHARMACEUTICALS COM 495582108 18 1156 SH DEFINED 12 1156 0 0 KING PHARMACEUTICALS COM 495582108 1996 125400 SH CALL DEFINED 14,15,23 125400 0 0 KING PHARMACEUTICALS COM 495582108 1788 112300 SH PUT DEFINED 14,15,23 112300 0 0 KING PHARMACEUTICALS COM 495582108 2608 163817 SH DEFINED 15,23,24 147270 0 16547 KING PHARMACEUTICALS COM 495582108 911 57200 SH DEFINED 30,38 57200 0 0 KINROSS GOLD CORP COM NO PAR 496902404 57 4785 SH DEFINED 6,10 4785 0 0 KINROSS GOLD CORP COM NO PAR 496902404 8 714 SH DEFINED 12 714 0 0 KINROSS GOLD CORP COM NO PAR 496902404 659 55497 SH DEFINED 14,15,23 55497 0 0 KINROSS GOLD CORP COM NO PAR 496902404 1360 114500 SH CALL DEFINED 14,15,23 114500 0 0 KINROSS GOLD CORP COM NO PAR 496902404 2195 184800 SH PUT DEFINED 14,15,23 184800 0 0 KINROSS GOLD CORP COM NO PAR 496902404 5980 503395 SH DEFINED 15,23,24 472051 0 31344 KINROSS GOLD CORP COM NO PAR 496902404 38 3200 SH CALL DEFINED 15,23,24 3200 0 0 KIRBY CORP COM 497266106 10 283 SH DEFINED 3,8 0 0 283 KIRBY CORP COM 497266106 458 13433 SH DEFINED 6,10 13433 0 0 KIRBY CORP COM 497266106 67 1955 SH DEFINED 12 1955 0 0 KIRBY CORP COM 497266106 344 10066 SH DEFINED 15,23,24 648 0 9418 KIRBY CORP COM 497266106 14 400 SH DEFINED 30,38 400 0 0 KNOLL INC COM NEW 498904200 48 2172 SH DEFINED 12 2172 0 0 KNOLL INC COM NEW 498904200 3 115 SH DEFINED 15,23,24 115 0 0 KNOLL INC COM NEW 498904200 208 9450 SH DEFINED 29 9450 0 0 KNIGHT CAPITAL GROUP CL A 499005106 13 654 SH DEFINED 6,10 654 0 0 KNIGHT CAPITAL GROUP CL A 499005106 145 7540 SH DEFINED 12 7540 0 0 KNIGHT CAPITAL GROUP CL A 499005106 983 51300 SH CALL DEFINED 14,15,23 51300 0 0 KNIGHT CAPITAL GROUP CL A 499005106 516 26900 SH PUT DEFINED 14,15,23 26900 0 0 KNIGHT CAPITAL GROUP CL A 499005106 1005 52423 SH DEFINED 15,23,24 48193 0 4230 KNIGHT CAPITAL GROUP CL A 499005106 6326 330000 SH CALL DEFINED 15,23,24 330000 0 0 KNIGHT CAPITAL GROUP CL A 499005106 282 14700 SH PUT DEFINED 15,23,24 13200 0 1500 KNIGHT CAPITAL GROUP CL A 499005106 2668 139192 SH DEFINED 30,38 139192 0 0 KNIGHT TRANSN INC COM 499064103 247 14512 SH DEFINED 6,10 14512 0 0 KNIGHT TRANSN INC COM 499064103 65 3813 SH DEFINED 12 3813 0 0 KNIGHT TRANSN INC COM 499064103 364 21331 SH DEFINED 15,23,24 21331 0 0 KNIGHT TRANSN INC COM 499064103 1154 67660 SH DEFINED 30,38 67660 0 0 KNOLOGY INC COM 499183804 4136 388708 SH DEFINED 15,23,24 388708 0 0 KNOT INC COM 499184109 846 32235 SH DEFINED 15,23,24 30744 0 1491 KODIAK OIL & GAS COR COM 50015Q100 104 26600 SH DEFINED 15,23,24 26600 0 0 KOHLS CORP COM 500255104 3573 52210 SH DEFINED 6,10 52210 0 0 KOHLS CORP COM 500255104 27 400 SH DEFINED 6,10,11 400 0 0 KOHLS CORP COM 500255104 3047 44531 SH DEFINED 12 44531 0 0 KOHLS CORP COM 500255104 3707 54168 SH DEFINED 14,15,23 54168 0 0 KOHLS CORP COM 500255104 5673 82900 SH CALL DEFINED 14,15,23 82900 0 0 KOHLS CORP COM 500255104 15096 220600 SH PUT DEFINED 14,15,23 220600 0 0 KOHLS CORP COM 500255104 27567 402843 SH DEFINED 15,23,24 345964 0 56879 KOHLS CORP COM 500255104 9580 140000 SH PUT DEFINED 15,23,24 140000 0 0 KOHLS CORP COM 500255104 84 1223 SH DEFINED 15,18,23,25,26 1223 0 0 KOHLS CORP COM 500255104 123 1800 SH DEFINED 30,38 1800 0 0 KOMAG INC NOTE 2.000 500453AE5 18031 12500000 PRN DEFINED 15,23,24 12500000 0 0 KOMAG INC COM NEW 500453204 497 13124 SH DEFINED 6,10 13124 0 0 KOMAG INC COM NEW 500453204 622 16415 SH DEFINED 12 16415 0 0 KOMAG INC COM NEW 500453204 19 514 SH DEFINED 14,15,23 514 0 0 KOMAG INC COM NEW 500453204 1008 26600 SH CALL DEFINED 14,15,23 26600 0 0 KOMAG INC COM NEW 500453204 2091 55200 SH PUT DEFINED 14,15,23 55200 0 0 KOMAG INC COM NEW 500453204 2827 74622 SH DEFINED 15,23,24 71409 0 3213 KOMAG INC COM NEW 500453204 53 1402 SH DEFINED 30,38 1402 0 0 KONINKLIJKE AHOLD N SPON ADR NE 500467303 4 400 SH DEFINED 6,10,11 400 0 0 KONINKLIJKE AHOLD N SPON ADR NE 500467303 1073 101425 SH DEFINED 12 101425 0 0 KONINKLIJKE AHOLD N SPON ADR NE 500467303 1969 186142 SH DEFINED 15,23,24 158259 0 27883 KONINKLIJKE AHOLD N SPON ADR NE 500467303 320 30270 SH DEFINED 30,38 30270 0 0 KONGZHONG CORP SPONSORED A 50047P104 243 24881 SH DEFINED 15,23,24 18181 0 6700 KONINKLIJKE PHILIPS NY REG SH N 500472303 134 3558 SH DEFINED 6,10,11 3558 0 0 KONINKLIJKE PHILIPS NY REG SH N 500472303 1432 38102 SH DEFINED 12 38102 0 0 KONINKLIJKE PHILIPS NY REG SH N 500472303 17204 457786 SH DEFINED 15,23,24 303848 0 153937 KONINKLIJKE PHILIPS NY REG SH N 500472303 1511 40220 SH DEFINED 30,38 40220 0 0 KOOKMIN BK NEW SPONSORED A 50049M109 667 8269 SH DEFINED 12 8269 0 0 KOOKMIN BK NEW SPONSORED A 50049M109 174 2156 SH DEFINED 15,23,24 1562 0 594 KOOKMIN BK NEW SPONSORED A 50049M109 9960 123508 SH DEFINED 15,18,23,25,26 123508 0 0 KOOR INDS LTD SPONSORED A 500507108 47 4549 SH DEFINED 12 4549 0 0 KOOR INDS LTD SPONSORED A 500507108 367 35330 SH DEFINED 15,23,24 32180 0 3150 KOPIN CORP COM 500600101 61 17097 SH DEFINED 6,10 17097 0 0 KOPIN CORP COM 500600101 232 64900 SH CALL DEFINED 14,15,23 64900 0 0 KOPIN CORP COM 500600101 137 38400 SH PUT DEFINED 14,15,23 38400 0 0 KOPIN CORP COM 500600101 507 142091 SH DEFINED 15,23,24 62112 0 79979 KOREA EQUITY FD INC COM 50063B104 667 58299 SH DEFINED 15,23,24 50599 0 7700 KOREA ELECTRIC PWR SPONSORED A 500631106 1342 59086 SH DEFINED 12 59086 0 0 KOREA ELECTRIC PWR SPONSORED A 500631106 38860 1711154 SH DEFINED 15,23,24 1404154 0 306999 KOREA FD COM 500634100 1671 48895 SH DEFINED 15,23,24 31289 0 17606 KOSAN BIOSCIENCES IN COM 50064W107 6 1161 SH DEFINED 15,23,24 1161 0 0 KOSAN BIOSCIENCES IN COM 50064W107 305 55000 SH DEFINED 30,38 55000 0 0 KORN FERRY INTL COM NEW 500643200 0 5 SH DEFINED 6,10 5 0 0 KORN FERRY INTL COM NEW 500643200 25 1100 SH DEFINED 12 1100 0 0 KORN FERRY INTL COM NEW 500643200 391 17017 SH DEFINED 15,23,24 16392 0 625 KORN FERRY INTL COM NEW 500643200 55 2400 SH DEFINED 30,38 2400 0 0 KRAFT FOODS INC CL A 50075N104 5131 143724 SH DEFINED 3,8 0 0 143724 KRAFT FOODS INC CL A 50075N104 4652 130308 SH DEFINED 6,10 15824 0 114484 KRAFT FOODS INC CL A 50075N104 1408 39451 SH DEFINED 6,10,11 39451 0 0 KRAFT FOODS INC CL A 50075N104 1261 35332 SH DEFINED 12 35332 0 0 KRAFT FOODS INC CL A 50075N104 242 6772 SH DEFINED 14,15,23 6772 0 0 KRAFT FOODS INC CL A 50075N104 4134 115800 SH CALL DEFINED 14,15,23 115800 0 0 KRAFT FOODS INC CL A 50075N104 18732 524700 SH PUT DEFINED 14,15,23 524700 0 0 KRAFT FOODS INC CL A 50075N104 15146 424266 SH DEFINED 15,23,24 339188 0 85077 KRAFT FOODS INC CL A 50075N104 950 26600 SH DEFINED 30,38 26600 0 0 KRISPY KREME DOUGHNU COM 501014104 32 2911 SH DEFINED 6,10 2911 0 0 KRISPY KREME DOUGHNU COM 501014104 3417 307861 SH DEFINED 14,15,23 307861 0 0 KRISPY KREME DOUGHNU COM 501014104 1629 146800 SH CALL DEFINED 14,15,23 146800 0 0 KRISPY KREME DOUGHNU COM 501014104 9944 895900 SH PUT DEFINED 14,15,23 895900 0 0 KRISPY KREME DOUGHNU COM 501014104 6224 560684 SH DEFINED 15,23,24 500070 0 60614 KRISPY KREME DOUGHNU COM 501014104 7450 671200 SH PUT DEFINED 15,23,24 671200 0 0 KROGER CO COM 501044101 561 24300 SH DEFINED 3,8 0 0 24300 KROGER CO COM 501044101 1555 67408 SH DEFINED 6,10 67408 0 0 KROGER CO COM 501044101 525 22750 SH DEFINED 6,10,11 22750 0 0 KROGER CO COM 501044101 1263 54727 SH DEFINED 12 54727 0 0 KROGER CO COM 501044101 1534 66473 SH DEFINED 14,15,23 66473 0 0 KROGER CO COM 501044101 879 38100 SH CALL DEFINED 14,15,23 38100 0 0 KROGER CO COM 501044101 3624 157100 SH PUT DEFINED 14,15,23 157100 0 0 KROGER CO COM 501044101 9108 394778 SH DEFINED 15,23,24 336099 0 58678 KROGER CO COM 501044101 7669 332430 SH DEFINED 30,38 332430 0 0 KRONOS INC COM 501052104 308 8389 SH DEFINED 6,10 8389 0 0 KRONOS INC COM 501052104 51 1394 SH DEFINED 12 1394 0 0 KRONOS INC COM 501052104 1622 44157 SH DEFINED 15,23,24 43482 0 675 KULICKE & SOFFA INDS COM 501242101 6 732 SH DEFINED 3,8 0 0 732 KULICKE & SOFFA INDS COM 501242101 121 14372 SH DEFINED 6,10 14372 0 0 KULICKE & SOFFA INDS COM 501242101 2 212 SH DEFINED 12 212 0 0 KULICKE & SOFFA INDS COM 501242101 554 66000 SH CALL DEFINED 14,15,23 66000 0 0 KULICKE & SOFFA INDS COM 501242101 510 60700 SH PUT DEFINED 14,15,23 60700 0 0 KULICKE & SOFFA INDS COM 501242101 754 89804 SH DEFINED 15,23,24 65233 0 24571 KYOCERA CORP ADR 501556203 626 6600 SH DEFINED 6,10,11 6600 0 0 KYOCERA CORP ADR 501556203 895 9431 SH DEFINED 12 9431 0 0 KYOCERA CORP ADR 501556203 146 1534 SH DEFINED 15,23,24 1334 0 200 KYPHON INC COM 501577100 84 2086 SH DEFINED 12 2086 0 0 KYPHON INC COM 501577100 139 3441 SH DEFINED 15,23,24 2508 0 933 KYPHON INC COM 501577100 1616 40000 SH DEFINED 30,38 40000 0 0 LAN AIRLINES S A SPONSORED A 501723100 2518 45803 SH DEFINED 15,23,24 45791 0 12 LCA-VISION INC COM PAR $.0 501803308 180 5236 SH DEFINED 6,10 5236 0 0 LCA-VISION INC COM PAR $.0 501803308 93 2705 SH DEFINED 15,23,24 2605 0 100 LG PHILIP LCD CO LTD SPONS ADR R 50186V102 183 12174 SH DEFINED 12 12174 0 0 LG PHILIP LCD CO LTD SPONS ADR R 50186V102 309 20537 SH DEFINED 15,23,24 19337 0 1200 LHC GROUP INC COM 50187A107 29 1011 SH DEFINED 12 1011 0 0 LHC GROUP INC COM 50187A107 272 9523 SH DEFINED 15,23,24 2443 0 7080 LHC GROUP INC COM 50187A107 81 2825 SH DEFINED 29 2825 0 0 LKQ CORP COM 501889208 262 11411 SH DEFINED 6,10 11411 0 0 LKQ CORP COM 501889208 528 22988 SH DEFINED 15,23,24 21168 0 1820 LMP CAP & INCOME FD COM 50208A102 95 5000 SH DEFINED 12 5000 0 0 LMP CAP & INCOME FD COM 50208A102 12508 656587 SH DEFINED 15,23,24 563654 0 92932 LMP CAP & INCOME FD COM 50208A102 185 9700 SH DEFINED 15,18,23,25,26 9700 0 0 LMP CORPORATE LN FD COM 50208B100 942 68963 SH DEFINED 15,23,24 54563 0 14400 LMP CORPORATE LN FD COM 50208B100 294 21500 SH DEFINED 15,18,23,25,26 21500 0 0 LMP REAL ESTATE INCO COM 50208C108 1192 55094 SH DEFINED 15,23,24 38693 0 16400 LMP REAL ESTATE INCO COM 50208C108 43 2000 SH DEFINED 15,18,23,25,26 2000 0 0 L-1 IDENTITY SOLUTIO COM 50212A106 8 500 SH DEFINED 6,10,11 500 0 0 L-1 IDENTITY SOLUTIO COM 50212A106 942 62258 SH DEFINED 15,23,24 42265 0 19993 L-1 IDENTITY SOLUTIO COM 50212A106 0 1 SH DEFINED 30,38 1 0 0 LSI INDS INC COM 50216C108 1859 93635 SH DEFINED 15,23,24 89844 0 3791 LSI LOGIC CORP NOTE 4.000 502161AJ1 66 64000 PRN DEFINED 12 64000 0 0 LSI LOGIC CORP NOTE 4.000 502161AJ1 367 358000 PRN DEFINED 15,23,24 358000 0 0 LSI LOGIC CORP COM 502161102 375 41612 SH DEFINED 6,10 41612 0 0 LSI LOGIC CORP COM 502161102 80 8845 SH DEFINED 12 8845 0 0 LSI LOGIC CORP COM 502161102 3434 381500 SH CALL DEFINED 14,15,23 381500 0 0 LSI LOGIC CORP COM 502161102 3959 439900 SH PUT DEFINED 14,15,23 439900 0 0 LSI LOGIC CORP COM 502161102 9195 1021659 SH DEFINED 15,23,24 929612 0 92047 LSI LOGIC CORP COM 502161102 603 67000 SH DEFINED 30,38 67000 0 0 LTC PPTYS INC COM 502175102 143 5221 SH DEFINED 6,10 5221 0 0 LTC PPTYS INC COM 502175102 6 225 SH DEFINED 6,10,11 225 0 0 LTC PPTYS INC COM 502175102 44 1610 SH DEFINED 12 1610 0 0 LTC PPTYS INC COM 502175102 1914 70073 SH DEFINED 15,23,24 40607 0 29466 LTX CORP COM 502392103 237 42323 SH DEFINED 15,23,24 36523 0 5800 L-3 COMMUNICATIONS C DEBT 3.000 502413AW7 46 45000 PRN DEFINED 12 45000 0 0 L-3 COMMUNICATIONS C DEBT 3.000 502413AW7 17 17000 PRN DEFINED 15,23,24 17000 0 0 L-3 COMMUNICATIONS H COM 502424104 66 807 SH DEFINED 3,8 0 0 807 L-3 COMMUNICATIONS H COM 502424104 1049 12825 SH DEFINED 6,10 12825 0 0 L-3 COMMUNICATIONS H COM 502424104 346 4230 SH DEFINED 6,10,11 4230 0 0 L-3 COMMUNICATIONS H COM 502424104 10283 125736 SH DEFINED 12 125736 0 0 L-3 COMMUNICATIONS H COM 502424104 10411 127300 SH CALL DEFINED 14,15,23 127300 0 0 L-3 COMMUNICATIONS H COM 502424104 7728 94500 SH PUT DEFINED 14,15,23 94500 0 0 L-3 COMMUNICATIONS H COM 502424104 169473 2072305 SH DEFINED 15,23,24 1818924 0 253380 L-3 COMMUNICATIONS H COM 502424104 1529 18700 SH CALL DEFINED 15,23,24 18700 0 0 L-3 COMMUNICATIONS H COM 502424104 33 400 SH PUT DEFINED 15,23,24 400 0 0 LA Z BOY INC COM 505336107 155 13059 SH DEFINED 6,10 13059 0 0 LA Z BOY INC COM 505336107 2 197 SH DEFINED 12 197 0 0 LA Z BOY INC COM 505336107 42 3551 SH DEFINED 14,15,23 3551 0 0 LA Z BOY INC COM 505336107 99 8300 SH PUT DEFINED 14,15,23 8300 0 0 LA Z BOY INC COM 505336107 894 75288 SH DEFINED 15,23,24 63820 0 11468 LABORATORY CORP AMER NOTE 50540RAG7 265 291000 PRN DEFINED 12 291000 0 0 LABORATORY CORP AMER NOTE 50540RAG7 3 3000 PRN DEFINED 15,23,24 3000 0 0 LABORATORY CORP AMER COM NEW 50540R409 3080 41921 SH DEFINED 6,10 41921 0 0 LABORATORY CORP AMER COM NEW 50540R409 1 15 SH DEFINED 6,10,11 15 0 0 LABORATORY CORP AMER COM NEW 50540R409 2659 36192 SH DEFINED 12 36192 0 0 LABORATORY CORP AMER COM NEW 50540R409 5411 73651 SH DEFINED 14,15,23 73651 0 0 LABORATORY CORP AMER COM NEW 50540R409 7810 106300 SH CALL DEFINED 14,15,23 106300 0 0 LABORATORY CORP AMER COM NEW 50540R409 9610 130800 SH PUT DEFINED 14,15,23 130800 0 0 LABORATORY CORP AMER COM NEW 50540R409 9179 124941 SH DEFINED 15,23,24 104031 0 20910 LABORATORY CORP AMER COM NEW 50540R409 291 3960 SH DEFINED 30,38 3960 0 0 LABOR READY INC COM NEW 505401208 9 477 SH DEFINED 3,8 0 0 477 LABOR READY INC COM NEW 505401208 242 13227 SH DEFINED 6,10 13227 0 0 LABOR READY INC COM NEW 505401208 35 1910 SH DEFINED 12 1910 0 0 LABOR READY INC COM NEW 505401208 198 10805 SH DEFINED 15,23,24 10805 0 0 LABOR READY INC COM NEW 505401208 238 13000 SH DEFINED 29 13000 0 0 LABOR READY INC COM NEW 505401208 495 27000 SH DEFINED 30,38 27000 0 0 LABRANCHE & CO INC COM 505447102 131 13309 SH DEFINED 6,10 13309 0 0 LABRANCHE & CO INC COM 505447102 294 29908 SH DEFINED 15,23,24 29908 0 0 LABRANCHE & CO INC COM 505447102 29 2900 SH DEFINED 30,38 2900 0 0 LACLEDE GROUP INC COM 505597104 189 5387 SH DEFINED 6,10 5387 0 0 LACLEDE GROUP INC COM 505597104 76 2175 SH DEFINED 6,10,11 2175 0 0 LACLEDE GROUP INC COM 505597104 22 622 SH DEFINED 12 622 0 0 LACLEDE GROUP INC COM 505597104 281 8016 SH DEFINED 15,23,24 6736 0 1280 LADENBURG THALMAN FI COM 50575Q102 21 17282 SH DEFINED 15,23,24 4162 0 13120 LADISH INC COM NEW 505754200 29 774 SH DEFINED 12 774 0 0 LADISH INC COM NEW 505754200 403 10862 SH DEFINED 15,23,24 8812 0 2050 LAFARGE COPPEE S A SPON ADR NE 505861401 436 11720 SH DEFINED 12 11720 0 0 LAFARGE COPPEE S A SPON ADR NE 505861401 623 16756 SH DEFINED 15,23,24 9543 0 7213 LAFARGE COPPEE S A SPON ADR NE 505861401 264 7100 SH DEFINED 29 7100 0 0 LAIDLAW INTL INC COM 50730R102 557 18307 SH DEFINED 6,10 18307 0 0 LAIDLAW INTL INC COM 50730R102 550 18075 SH DEFINED 15,23,24 17575 0 500 LAKELAND INDS INC COM 511795106 204 15012 SH DEFINED 15,23,24 15012 0 0 LAM RESEARCH CORP COM 512807108 2783 54987 SH DEFINED 6,10 54987 0 0 LAM RESEARCH CORP COM 512807108 867 17123 SH DEFINED 12 17123 0 0 LAM RESEARCH CORP COM 512807108 854 16867 SH DEFINED 14,15,23 16867 0 0 LAM RESEARCH CORP COM 512807108 6130 121100 SH CALL DEFINED 14,15,23 121100 0 0 LAM RESEARCH CORP COM 512807108 10812 213600 SH PUT DEFINED 14,15,23 213600 0 0 LAM RESEARCH CORP COM 512807108 3975 78520 SH DEFINED 15,23,24 64391 0 14129 LAM RESEARCH CORP COM 512807108 438 8650 SH DEFINED 29 8650 0 0 LAM RESEARCH CORP COM 512807108 671 13255 SH DEFINED 30,38 13255 0 0 LAMAR ADVERTISING CO CL A 512815101 250 3818 SH DEFINED 6,10 3818 0 0 LAMAR ADVERTISING CO CL A 512815101 472 7211 SH DEFINED 12 7211 0 0 LAMAR ADVERTISING CO CL A 512815101 176 2697 SH DEFINED 15,23,24 1947 0 750 LAMAR ADVERTISING CO CL A 512815101 2714 41500 SH CALL DEFINED 15,23,24 41500 0 0 LAMSON & SESSIONS CO COM 513696104 443 18275 SH DEFINED 15,23,24 15510 0 2765 LANCE INC COM 514606102 156 7770 SH DEFINED 6,10 7770 0 0 LANCE INC COM 514606102 2 101 SH DEFINED 12 101 0 0 LANCE INC COM 514606102 92 4571 SH DEFINED 15,23,24 3546 0 1025 LANDEC CORP COM 514766104 220 20400 SH DEFINED 15,23,24 11000 0 9400 LANDAMERICA FINL GRO COM 514936103 282 4467 SH DEFINED 6,10 4467 0 0 LANDAMERICA FINL GRO COM 514936103 123 1943 SH DEFINED 6,10,11 1943 0 0 LANDAMERICA FINL GRO COM 514936103 15 239 SH DEFINED 12 239 0 0 LANDAMERICA FINL GRO COM 514936103 80 1268 SH DEFINED 15,23,24 1268 0 0 LANDAMERICA FINL GRO COM 514936103 69 1100 SH DEFINED 29 1100 0 0 LANDRYS RESTAURANTS COM 51508L103 129 4271 SH DEFINED 6,10 4271 0 0 LANDRYS RESTAURANTS COM 51508L103 114 3803 SH DEFINED 15,23,24 3803 0 0 LANDSTAR SYS INC COM 515098101 551 14425 SH DEFINED 6,10 14425 0 0 LANDSTAR SYS INC COM 515098101 92 2399 SH DEFINED 12 2399 0 0 LANDSTAR SYS INC COM 515098101 7928 207641 SH DEFINED 15,23,24 172118 0 35522 LANDSTAR SYS INC COM 515098101 103 2705 SH DEFINED 29 2705 0 0 LAS VEGAS SANDS CORP COM 517834107 428 4786 SH DEFINED 6,10 4786 0 0 LAS VEGAS SANDS CORP COM 517834107 280 3127 SH DEFINED 12 3127 0 0 LAS VEGAS SANDS CORP COM 517834107 2455 27434 SH DEFINED 14,15,23 27434 0 0 LAS VEGAS SANDS CORP COM 517834107 16983 189800 SH CALL DEFINED 14,15,23 189800 0 0 LAS VEGAS SANDS CORP COM 517834107 36293 405600 SH PUT DEFINED 14,15,23 405600 0 0 LAS VEGAS SANDS CORP COM 517834107 13002 145303 SH DEFINED 15,23,24 120885 0 24418 LAS VEGAS SANDS CORP COM 517834107 17896 200000 SH CALL DEFINED 15,23,24 200000 0 0 LASALLE HOTEL PPTYS COM SH BEN 517942108 18 400 SH DEFINED 6,10,11 400 0 0 LASALLE HOTEL PPTYS COM SH BEN 517942108 169 3684 SH DEFINED 12 3684 0 0 LASALLE HOTEL PPTYS COM SH BEN 517942108 248 5400 SH DEFINED 13,30 5400 0 0 LASALLE HOTEL PPTYS COM SH BEN 517942108 867 18914 SH DEFINED 15,23,24 13480 0 5434 LATIN AMER EQUITY FD COM 51827Q106 53 1231 SH DEFINED 6,10,11 1231 0 0 LATIN AMER EQUITY FD COM 51827Q106 1145 26355 SH DEFINED 15,23,24 19407 0 6948 LATIN AMERN DISCOVER COM 51828C106 7 275 SH DEFINED 6,10,11 275 0 0 LATIN AMERN DISCOVER COM 51828C106 87 3250 SH DEFINED 12 3250 0 0 LATIN AMERN DISCOVER COM 51828C106 223 8368 SH DEFINED 15,23,24 7800 0 568 LATTICE SEMICONDUCTO COM 518415104 0 14 SH DEFINED 6,10 14 0 0 LATTICE SEMICONDUCTO COM 518415104 76 11800 SH DEFINED 6,10,11 11800 0 0 LATTICE SEMICONDUCTO COM 518415104 376 58100 SH CALL DEFINED 14,15,23 58100 0 0 LATTICE SEMICONDUCTO COM 518415104 65 10100 SH PUT DEFINED 14,15,23 10100 0 0 LATTICE SEMICONDUCTO COM 518415104 56 8709 SH DEFINED 15,23,24 8601 0 108 LATTICE SEMICONDUCTO COM 518415104 80 12300 SH DEFINED 29 12300 0 0 LATTICE SEMICONDUCTO COM 518415104 201 31027 SH DEFINED 30,38 31027 0 0 LAUDER ESTEE COS INC CL A 518439104 289 7069 SH DEFINED 3,8 0 0 7069 LAUDER ESTEE COS INC CL A 518439104 680 16663 SH DEFINED 6,10 16663 0 0 LAUDER ESTEE COS INC CL A 518439104 1973 48325 SH DEFINED 6,10,11 48225 0 100 LAUDER ESTEE COS INC CL A 518439104 8486 207880 SH DEFINED 12 207880 0 0 LAUDER ESTEE COS INC CL A 518439104 11796 288970 SH DEFINED 15,23,24 260693 0 28276 LAUDER ESTEE COS INC CL A 518439104 12246 300000 SH CALL DEFINED 15,23,24 300000 0 0 LAUDER ESTEE COS INC CL A 518439104 159 3900 SH PUT DEFINED 15,23,24 3900 0 0 LAUDER ESTEE COS INC CL A 518439104 72 1760 SH DEFINED 30,38 1760 0 0 LAUREATE EDUCATION I COM 518613104 5 105 SH DEFINED 6,10 105 0 0 LAUREATE EDUCATION I COM 518613104 119 2450 SH DEFINED 6,10,11 2450 0 0 LAUREATE EDUCATION I COM 518613104 1501 30869 SH DEFINED 12 30869 0 0 LAUREATE EDUCATION I COM 518613104 1027 21113 SH DEFINED 15,23,24 18662 0 2451 LAUREATE EDUCATION I COM 518613104 333 6850 SH DEFINED 29 6850 0 0 LAUREATE EDUCATION I COM 518613104 21 429 SH DEFINED 30,38 429 0 0 LAWSON PRODS INC COM 520776105 48 1050 SH DEFINED 6,10 1050 0 0 LAWSON PRODS INC COM 520776105 101 2200 SH DEFINED 6,10,11 2200 0 0 LAWSON PRODS INC COM 520776105 366 7980 SH DEFINED 15,23,24 7834 0 146 LAWSON SOFTWARE INC COM 52078P102 9 1210 SH DEFINED 3,8 0 0 1210 LAWSON SOFTWARE INC COM 52078P102 655 88572 SH DEFINED 15,23,24 81626 0 6946 LAYNE CHRISTENSEN CO COM 521050104 63 1905 SH DEFINED 6,10 1905 0 0 LAYNE CHRISTENSEN CO COM 521050104 1679 51140 SH DEFINED 15,23,24 28020 0 23120 LAZARD GLB TTL RET&I COM 52106W103 4306 190684 SH DEFINED 15,23,24 167203 0 23480 LAZARD WORLD DIVID & COM 521076109 1920 80792 SH DEFINED 15,23,24 66004 0 14788 LAZARE KAPLAN INTL I COM 521078105 212 21350 SH DEFINED 15,23,24 1750 0 19600 LEAPFROG ENTERPRISES CL A 52186N106 18 1900 SH DEFINED 14,15,23 1900 0 0 LEAPFROG ENTERPRISES CL A 52186N106 658 69424 SH DEFINED 15,23,24 68374 0 1050 LEAPFROG ENTERPRISES CL A 52186N106 9 1000 SH CALL DEFINED 15,23,24 1000 0 0 LEAP WIRELESS INTL I COM NEW 521863308 15343 258000 SH DEFINED 6,10 258000 0 0 LEAP WIRELESS INTL I COM NEW 521863308 434 7292 SH DEFINED 12 7292 0 0 LEAP WIRELESS INTL I COM NEW 521863308 980 16472 SH DEFINED 15,23,24 12297 0 4175 LEAR CORP COM 521865105 5 179 SH DEFINED 6,10 179 0 0 LEAR CORP COM 521865105 94 3200 SH DEFINED 12 3200 0 0 LEAR CORP COM 521865105 21377 723900 SH CALL DEFINED 14,15,23 723900 0 0 LEAR CORP COM 521865105 20455 692700 SH PUT DEFINED 14,15,23 692700 0 0 LEAR CORP COM 521865105 9254 313374 SH DEFINED 15,23,24 311329 0 2045 LEAR CORP COM 521865105 13696 463800 SH PUT DEFINED 15,23,24 463800 0 0 LEAR CORP COM 521865105 377 12770 SH DEFINED 30,38 12770 0 0 LEE ENTERPRISES INC COM 523768109 2 71 SH DEFINED 6,10 71 0 0 LEE ENTERPRISES INC COM 523768109 68 2175 SH DEFINED 6,10,11 2175 0 0 LEE ENTERPRISES INC COM 523768109 12 400 SH DEFINED 12 400 0 0 LEE ENTERPRISES INC COM 523768109 1012 32582 SH DEFINED 15,23,24 27208 0 5374 LEGACY BANCORP INC CL A 52463G105 428 27000 SH DEFINED 15,23,24 27000 0 0 LEGGETT & PLATT INC COM 524660107 401 16795 SH DEFINED 6,10 16795 0 0 LEGGETT & PLATT INC COM 524660107 389 16275 SH DEFINED 6,10,11 16275 0 0 LEGGETT & PLATT INC COM 524660107 68 2836 SH DEFINED 12 2836 0 0 LEGGETT & PLATT INC COM 524660107 983 41112 SH DEFINED 15,23,24 38063 0 3049 LEGGETT & PLATT INC COM 524660107 1255 52500 SH DEFINED 30,38 52500 0 0 LEGG MASON INC COM 524901105 2062 21698 SH DEFINED 6,10 21698 0 0 LEGG MASON INC COM 524901105 945 9941 SH DEFINED 6,10,11 4216 0 5725 LEGG MASON INC COM 524901105 1573 16550 SH DEFINED 12 16550 0 0 LEGG MASON INC COM 524901105 3093 32540 SH DEFINED 14,15,23 32540 0 0 LEGG MASON INC COM 524901105 15275 160700 SH CALL DEFINED 14,15,23 160700 0 0 LEGG MASON INC COM 524901105 23791 250300 SH PUT DEFINED 14,15,23 250300 0 0 LEGG MASON INC COM 524901105 34213 359947 SH DEFINED 15,23,24 245376 0 114570 LEGG MASON INC COM 524901105 9505 100000 SH CALL DEFINED 15,23,24 100000 0 0 LEGG MASON INC COM 524901105 76 800 SH PUT DEFINED 15,23,24 800 0 0 LEHMAN BROS HLDGS IN COM 524908100 99 1268 SH DEFINED 3,8 0 0 1268 LEHMAN BROS HLDGS IN COM 524908100 7980 102150 SH DEFINED 6,10 102150 0 0 LEHMAN BROS HLDGS IN COM 524908100 47 603 SH DEFINED 6,10,11 603 0 0 LEHMAN BROS HLDGS IN COM 524908100 12684 162369 SH DEFINED 12 162369 0 0 LEHMAN BROS HLDGS IN COM 524908100 60738 777500 SH CALL DEFINED 14,15,23 777500 0 0 LEHMAN BROS HLDGS IN COM 524908100 40740 521500 SH PUT DEFINED 14,15,23 521500 0 0 LEHMAN BROS HLDGS IN COM 524908100 209535 2682220 SH DEFINED 15,23,24 2493178 0 189042 LEHMAN BROS HLDGS IN COM 524908100 8 100 SH CALL DEFINED 15,23,24 100 0 0 LEHMAN BROS HLDGS IN COM 524908100 8835 113100 SH PUT DEFINED 15,23,24 113100 0 0 LEHMAN BROS HLDGS IN COM 524908100 232 2972 SH DEFINED 15,18,23,25,26 2972 0 0 LEHMAN BROS HLDGS IN COM 524908100 445 5700 SH DEFINED 29 5700 0 0 LEHMAN BROS HLDGS IN COM 524908100 414 5300 SH DEFINED 30,38 5300 0 0 LENNAR CORP CL A 526057104 1450 27634 SH DEFINED 6,10 27634 0 0 LENNAR CORP CL A 526057104 10 200 SH DEFINED 6,10,11 200 0 0 LENNAR CORP CL A 526057104 5 104 SH DEFINED 12 104 0 0 LENNAR CORP CL A 526057104 10587 201805 SH DEFINED 14,15,23 201805 0 0 LENNAR CORP CL A 526057104 15397 293500 SH CALL DEFINED 14,15,23 293500 0 0 LENNAR CORP CL A 526057104 33774 643800 SH PUT DEFINED 14,15,23 643800 0 0 LENNAR CORP CL A 526057104 32264 615023 SH DEFINED 15,23,24 552954 0 62069 LENNAR CORP CL A 526057104 5440 103700 SH CALL DEFINED 15,23,24 103700 0 0 LENNAR CORP CL A 526057104 9443 180000 SH PUT DEFINED 15,23,24 180000 0 0 LENNAR CORP CL A 526057104 1409 26860 SH DEFINED 30,38 26860 0 0 LENNAR CORP CL B 526057302 1 25 SH DEFINED 6,10 25 0 0 LENNAR CORP CL B 526057302 0 10 SH DEFINED 12 10 0 0 LENNAR CORP CL B 526057302 10070 205000 SH DEFINED 15,23 205000 0 0 LENNAR CORP CL B 526057302 5963 121403 SH DEFINED 15,23,24 121353 0 50 LENNOX INTL INC COM 526107107 449 14668 SH DEFINED 6,10 14668 0 0 LENNOX INTL INC COM 526107107 78 2560 SH DEFINED 12 2560 0 0 LENNOX INTL INC COM 526107107 1514 49461 SH DEFINED 15,23,24 49361 0 100 LENNOX INTL INC COM 526107107 222 7255 SH DEFINED 29 7255 0 0 LENNOX INTL INC COM 526107107 729 23830 SH DEFINED 30,38 23830 0 0 LENOX GROUP INC COM 526262100 23 3558 SH DEFINED 6,10 3558 0 0 LENOX GROUP INC COM 526262100 4 699 SH DEFINED 12 699 0 0 LENOX GROUP INC COM 526262100 324 50627 SH DEFINED 15,23,24 50119 0 508 LEUCADIA NATL CORP NOTE 3.750 527288AX2 41436 29918000 PRN DEFINED 15,23,24 29918000 0 0 LEUCADIA NATL CORP COM 527288104 197 6991 SH DEFINED 6,10 6991 0 0 LEUCADIA NATL CORP COM 527288104 124 4400 SH DEFINED 12 4400 0 0 LEUCADIA NATL CORP COM 527288104 14539 515582 SH DEFINED 15,23,24 381295 0 134287 LEUCADIA NATL CORP COM 527288104 2214 78500 SH CALL DEFINED 15,23,24 78500 0 0 LEUCADIA NATL CORP COM 527288104 3811 135146 SH DEFINED 30,38 135146 0 0 LEVEL 3 COMMUNICATIO NOTE 6.000 52729NAG5 515 551000 PRN DEFINED 15,23,24 551000 0 0 LEVEL 3 COMMUNICATIO NOTE 6.000 52729NAS9 18 20000 PRN DEFINED 15,23,24 16000 0 4000 LEVEL 3 COMMUNICATIO NOTE 3.500 52729NBK5 73655 59280000 PRN DEFINED 15,23,24 59280000 0 0 LEVEL 3 COMMUNICATIO COM 52729N100 284 50646 SH DEFINED 6,10 50646 0 0 LEVEL 3 COMMUNICATIO COM 52729N100 163 29105 SH DEFINED 12 29105 0 0 LEVEL 3 COMMUNICATIO COM 52729N100 2597 463706 SH DEFINED 14,15,23 463706 0 0 LEVEL 3 COMMUNICATIO COM 52729N100 1699 303400 SH CALL DEFINED 14,15,23 303400 0 0 LEVEL 3 COMMUNICATIO COM 52729N100 2390 426800 SH PUT DEFINED 14,15,23 426800 0 0 LEVEL 3 COMMUNICATIO COM 52729N100 3695 659909 SH DEFINED 15,23,24 571779 0 88130 LEVEL 3 COMMUNICATIO COM 52729N100 6876 1227900 SH PUT DEFINED 15,23,24 1227900 0 0 LEXICON GENETICS INC COM 528872104 18 4864 SH DEFINED 15,23,24 4864 0 0 LEXICON GENETICS INC COM 528872104 72 20000 SH DEFINED 30,38 20000 0 0 LEXINGTON CORP PPTYS COM 529043101 301 13418 SH DEFINED 6,10 13418 0 0 LEXINGTON CORP PPTYS COM 529043101 42 1880 SH DEFINED 12 1880 0 0 LEXINGTON CORP PPTYS COM 529043101 1012 45132 SH DEFINED 15,23,24 44332 0 800 LEXINGTON CORP PPTYS COM 529043101 260 11600 SH DEFINED 30,38 11600 0 0 LEXINGTON CORP PPTYS PFD CONV SE 529043309 11910 250200 SH DEFINED 15,23 250200 0 0 LEXMARK INTL NEW CL A 529771107 506 6912 SH DEFINED 3,8 0 0 6912 LEXMARK INTL NEW CL A 529771107 3567 48734 SH DEFINED 6,10 48734 0 0 LEXMARK INTL NEW CL A 529771107 93 1275 SH DEFINED 6,10,11 1275 0 0 LEXMARK INTL NEW CL A 529771107 4590 62711 SH DEFINED 12 62711 0 0 LEXMARK INTL NEW CL A 529771107 17758 242600 SH CALL DEFINED 14,15,23 242600 0 0 LEXMARK INTL NEW CL A 529771107 34565 472200 SH PUT DEFINED 14,15,23 472200 0 0 LEXMARK INTL NEW CL A 529771107 17754 242546 SH DEFINED 15,23,24 201814 0 40732 LEXMARK INTL NEW CL A 529771107 6983 95400 SH CALL DEFINED 15,23,24 95400 0 0 LEXMARK INTL NEW CL A 529771107 9069 123900 SH PUT DEFINED 15,23,24 123900 0 0 LIBBEY INC COM 529898108 44 3602 SH DEFINED 6,10 3602 0 0 LIBBEY INC COM 529898108 2 153 SH DEFINED 12 153 0 0 LIBBEY INC COM 529898108 131 10641 SH DEFINED 15,23,24 10016 0 625 LIBERTY ALL-STAR GRO COM 529900102 44 8251 SH DEFINED 6,10,11 8251 0 0 LIBERTY ALL-STAR GRO COM 529900102 29 5432 SH DEFINED 15,23,24 2745 0 2687 LIBERTY ALL STAR EQU SH BEN INT 530158104 44 5350 SH DEFINED 6,10,11 5350 0 0 LIBERTY ALL STAR EQU SH BEN INT 530158104 548 66050 SH DEFINED 15,23,24 56606 0 9444 LIBERTY GLOBAL INC COM SER A 530555101 15 521 SH DEFINED 3,8 0 0 521 LIBERTY GLOBAL INC COM SER A 530555101 330 11304 SH DEFINED 6,10 11304 0 0 LIBERTY GLOBAL INC COM SER A 530555101 151 5163 SH DEFINED 12 5163 0 0 LIBERTY GLOBAL INC COM SER A 530555101 1545 53000 SH CALL DEFINED 14,15,23 53000 0 0 LIBERTY GLOBAL INC COM SER A 530555101 997 34200 SH PUT DEFINED 14,15,23 34200 0 0 LIBERTY GLOBAL INC COM SER A 530555101 26765 918184 SH DEFINED 15,23,24 872362 0 45822 LIBERTY GLOBAL INC COM SER A 530555101 21863 750000 SH PUT DEFINED 15,23,24 750000 0 0 LIBERTY GLOBAL INC COM SER A 530555101 22594 775091 SH DEFINED 15,18,23,25,26 775091 0 0 LIBERTY GLOBAL INC COM SER A 530555101 281 9642 SH DEFINED 30,38 9642 0 0 LIBERTY GLOBAL INC COM SER C 530555309 270 9660 SH DEFINED 6,10 9660 0 0 LIBERTY GLOBAL INC COM SER C 530555309 195 6958 SH DEFINED 12 6958 0 0 LIBERTY GLOBAL INC COM SER C 530555309 32 1133 SH DEFINED 14,15,23 1133 0 0 LIBERTY GLOBAL INC COM SER C 530555309 7818 279198 SH DEFINED 15,23,24 251380 0 27818 LIBERTY GLOBAL INC COM SER C 530555309 7 235 SH DEFINED 15,18,23,25,26 235 0 0 LIBERTY MEDIA HLDG C INT COM SER 53071M104 78 3594 SH DEFINED 3,8 0 0 3594 LIBERTY MEDIA HLDG C INT COM SER 53071M104 663 30752 SH DEFINED 6,10 30752 0 0 LIBERTY MEDIA HLDG C INT COM SER 53071M104 3 146 SH DEFINED 6,10,11 146 0 0 LIBERTY MEDIA HLDG C INT COM SER 53071M104 2699 125129 SH DEFINED 12 125129 0 0 LIBERTY MEDIA HLDG C INT COM SER 53071M104 2502 116000 SH CALL DEFINED 14,15,23 116000 0 0 LIBERTY MEDIA HLDG C INT COM SER 53071M104 54 2500 SH PUT DEFINED 14,15,23 2500 0 0 LIBERTY MEDIA HLDG C INT COM SER 53071M104 95625 4433244 SH DEFINED 15,23,24 4033314 0 399930 LIBERTY MEDIA HLDG C INT COM SER 53071M104 6471 300000 SH CALL DEFINED 15,23,24 300000 0 0 LIBERTY MEDIA HLDG C INT COM SER 53071M104 593 27500 SH DEFINED 30,38 27500 0 0 LIBERTY MEDIA HLDG C CAP COM SER 53071M302 33 339 SH DEFINED 3,8 0 0 339 LIBERTY MEDIA HLDG C CAP COM SER 53071M302 6380 65117 SH DEFINED 6,10 65117 0 0 LIBERTY MEDIA HLDG C CAP COM SER 53071M302 489900 5000000 SH CALL DEFINED 6,10 5000000 0 0 LIBERTY MEDIA HLDG C CAP COM SER 53071M302 3 30 SH DEFINED 6,10,11 30 0 0 LIBERTY MEDIA HLDG C CAP COM SER 53071M302 3341 34095 SH DEFINED 12 34095 0 0 LIBERTY MEDIA HLDG C CAP COM SER 53071M302 24524 250300 SH CALL DEFINED 14,15,23 250300 0 0 LIBERTY MEDIA HLDG C CAP COM SER 53071M302 6192 63200 SH PUT DEFINED 14,15,23 63200 0 0 LIBERTY MEDIA HLDG C CAP COM SER 53071M302 72521 740165 SH DEFINED 15,23,24 666684 0 73481 LIBERTY MEDIA HLDG C CAP COM SER 53071M302 7838 80000 SH PUT DEFINED 15,23,24 80000 0 0 LIBERTY MEDIA CORP DEB 4.000 530715AG6 5469 8194000 PRN DEFINED 15,23,24 8094000 0 100000 LIBERTY MEDIA CORP DEB 3.750 530715AL5 11876 19311000 PRN DEFINED 15,23,24 19311000 0 0 LIBERTY MEDIA CORP DEB 3.500 530715AN1 22 22000 PRN DEFINED 12 22000 0 0 LIBERTY MEDIA CORP DEB 3.500 530715AN1 21904 21959000 PRN DEFINED 15,23,24 21959000 0 0 LIBERTY MEDIA CORP DEB 3.250 530715AR2 11 13000 PRN DEFINED 12 13000 0 0 LIBERTY MEDIA CORP DEB 3.250 530715AR2 617 740000 PRN DEFINED 15,23,24 518000 0 222000 LIBERTY MEDIA CORP N DEB 0.750 530718AF2 259 204000 PRN DEFINED 12 204000 0 0 LIBERTY MEDIA CORP N DEB 0.750 530718AF2 126760 100008000 PRN DEFINED 15,23,24 100008000 0 0 LIBERTY PPTY TR SH BEN INT 531172104 190 3863 SH DEFINED 6,10 3863 0 0 LIBERTY PPTY TR SH BEN INT 531172104 110 2235 SH DEFINED 6,10,11 2235 0 0 LIBERTY PPTY TR SH BEN INT 531172104 83 1685 SH DEFINED 12 1685 0 0 LIBERTY PPTY TR SH BEN INT 531172104 10599 215700 SH DEFINED 13,30 215700 0 0 LIBERTY PPTY TR SH BEN INT 531172104 947 19274 SH DEFINED 15,23,24 15751 0 3523 LIBERTY PPTY TR SH BEN INT 531172104 329 6700 SH DEFINED 30,38 6700 0 0 LIFEWAY FOODS INC COM 531914109 108 11535 SH DEFINED 15,23,24 6061 0 5474 LIFECELL CORP COM 531927101 24 975 SH DEFINED 12 975 0 0 LIFECELL CORP COM 531927101 1231 51000 SH CALL DEFINED 14,15,23 51000 0 0 LIFECELL CORP COM 531927101 1043 43200 SH PUT DEFINED 14,15,23 43200 0 0 LIFECELL CORP COM 531927101 1054 43647 SH DEFINED 15,23,24 41236 0 2411 LIFECELL CORP COM 531927101 2249 93161 SH DEFINED 30,38 93161 0 0 LIFE TIME FITNESS IN COM 53217R207 7 150 SH DEFINED 6,10 150 0 0 LIFE TIME FITNESS IN COM 53217R207 19 390 SH DEFINED 12 390 0 0 LIFE TIME FITNESS IN COM 53217R207 1511 31141 SH DEFINED 15,23,24 29547 0 1594 LIFEPOINT HOSPITALS COM 53219L109 0 7 SH DEFINED 6,10 7 0 0 LIFEPOINT HOSPITALS COM 53219L109 423 12541 SH DEFINED 12 12541 0 0 LIFEPOINT HOSPITALS COM 53219L109 4375 129811 SH DEFINED 15,23,24 128693 0 1118 LIFEPOINT HOSPITALS COM 53219L109 816 24228 SH DEFINED 30,38 24228 0 0 LIGAND PHARMACEUTICA CL B 53220K207 27 2497 SH DEFINED 12 2497 0 0 LIGAND PHARMACEUTICA CL B 53220K207 80 7300 SH CALL DEFINED 14,15,23 7300 0 0 LIGAND PHARMACEUTICA CL B 53220K207 55 5000 SH PUT DEFINED 14,15,23 5000 0 0 LIGAND PHARMACEUTICA CL B 53220K207 149 13564 SH DEFINED 15,23,24 13314 0 250 LIFETIME BRANDS INC COM 53222Q103 877 53401 SH DEFINED 15,23,24 47961 0 5440 LIGHTBRIDGE INC COM 532226107 521 38472 SH DEFINED 15,23,24 37549 0 923 LIHIR GOLD LTD SPONSORED A 532349107 308 12490 SH DEFINED 12 12490 0 0 LIHIR GOLD LTD SPONSORED A 532349107 389 15766 SH DEFINED 15,23,24 12352 0 3414 LILLY ELI & CO COM 532457108 14431 276990 SH DEFINED 6,10 276990 0 0 LILLY ELI & CO COM 532457108 761 14599 SH DEFINED 6,10,11 14499 0 100 LILLY ELI & CO COM 532457108 13493 258981 SH DEFINED 12 258981 0 0 LILLY ELI & CO COM 532457108 15122 290246 SH DEFINED 14,15,23 290246 0 0 LILLY ELI & CO COM 532457108 7909 151800 SH CALL DEFINED 14,15,23 151800 0 0 LILLY ELI & CO COM 532457108 30880 592700 SH PUT DEFINED 14,15,23 592700 0 0 LILLY ELI & CO COM 532457108 46444 891430 SH DEFINED 15,23,24 739935 0 151495 LILLY ELI & CO COM 532457108 8685 166700 SH CALL DEFINED 15,23,24 166700 0 0 LILLY ELI & CO COM 532457108 6513 125000 SH PUT DEFINED 15,23,24 125000 0 0 LILLY ELI & CO COM 532457108 1854 35585 SH DEFINED 15,18,23,25,26 35585 0 0 LIMITED BRANDS INC COM 532716107 989 34179 SH DEFINED 6,10 34179 0 0 LIMITED BRANDS INC COM 532716107 358 12371 SH DEFINED 6,10,11 12371 0 0 LIMITED BRANDS INC COM 532716107 1696 58606 SH DEFINED 12 58606 0 0 LIMITED BRANDS INC COM 532716107 368 12700 SH CALL DEFINED 14,15,23 12700 0 0 LIMITED BRANDS INC COM 532716107 5649 195200 SH PUT DEFINED 14,15,23 195200 0 0 LIMITED BRANDS INC COM 532716107 3556 122878 SH DEFINED 15,23,24 106718 0 16160 LIMITED BRANDS INC COM 532716107 428 14800 SH DEFINED 29 14800 0 0 LIMITED BRANDS INC COM 532716107 207 7140 SH DEFINED 30,38 7140 0 0 LINCARE HLDGS INC DBCV 3.000 532791AB6 8075 8250000 PRN DEFINED 30,38 8250000 0 0 LINCARE HLDGS INC COM 532791100 167 4194 SH DEFINED 6,10 4194 0 0 LINCARE HLDGS INC COM 532791100 169 4245 SH DEFINED 6,10,11 4245 0 0 LINCARE HLDGS INC COM 532791100 298 7483 SH DEFINED 12 7483 0 0 LINCARE HLDGS INC COM 532791100 3689 92600 SH CALL DEFINED 14,15,23 92600 0 0 LINCARE HLDGS INC COM 532791100 3872 97200 SH PUT DEFINED 14,15,23 97200 0 0 LINCARE HLDGS INC COM 532791100 1707 42834 SH DEFINED 15,23,24 40209 0 2625 LINCOLN ELEC HLDGS I COM 533900106 369 6100 SH DEFINED 3,8 0 0 6100 LINCOLN ELEC HLDGS I COM 533900106 4 71 SH DEFINED 6,10 71 0 0 LINCOLN ELEC HLDGS I COM 533900106 87 1441 SH DEFINED 12 1441 0 0 LINCOLN ELEC HLDGS I COM 533900106 1722 28507 SH DEFINED 15,23,24 25478 0 3029 LINCOLN ELEC HLDGS I COM 533900106 73 1200 SH DEFINED 29 1200 0 0 LINCOLN ELEC HLDGS I COM 533900106 6 95 SH DEFINED 30,38 95 0 0 LINCOLN NATL CORP IN COM 534187109 4005 60314 SH DEFINED 6,10 60314 0 0 LINCOLN NATL CORP IN COM 534187109 3173 47790 SH DEFINED 6,10,11 47790 0 0 LINCOLN NATL CORP IN COM 534187109 8111 122154 SH DEFINED 12 122154 0 0 LINCOLN NATL CORP IN COM 534187109 5817 87600 SH CALL DEFINED 14,15,23 87600 0 0 LINCOLN NATL CORP IN COM 534187109 989 14900 SH PUT DEFINED 14,15,23 14900 0 0 LINCOLN NATL CORP IN COM 534187109 124047 1868170 SH DEFINED 15,23,24 1533858 0 334311 LINCOLN NATL CORP IN COM 534187109 750 11300 SH CALL DEFINED 15,23,24 11300 0 0 LINCOLN NATL CORP IN COM 534187109 591 8900 SH DEFINED 29 8900 0 0 LINCOLN NATL CORP IN COM 534187109 319 4800 SH DEFINED 30,38 4800 0 0 LINSAY CORPORATION COM 535555106 135 4144 SH DEFINED 6,10 4144 0 0 LINSAY CORPORATION COM 535555106 2447 74937 SH DEFINED 15,23,24 40982 0 33954 LINEAR TECHNOLOGY CO COM 535678106 910 30001 SH DEFINED 6,10 30001 0 0 LINEAR TECHNOLOGY CO COM 535678106 260 8570 SH DEFINED 6,10,11 8470 0 100 LINEAR TECHNOLOGY CO COM 535678106 2021 66668 SH DEFINED 12 66668 0 0 LINEAR TECHNOLOGY CO COM 535678106 3843 126756 SH DEFINED 14,15,23 126756 0 0 LINEAR TECHNOLOGY CO COM 535678106 2265 74700 SH CALL DEFINED 14,15,23 74700 0 0 LINEAR TECHNOLOGY CO COM 535678106 9311 307100 SH PUT DEFINED 14,15,23 307100 0 0 LINEAR TECHNOLOGY CO COM 535678106 7149 235778 SH DEFINED 15,23,24 176711 0 59066 LINEAR TECHNOLOGY CO COM 535678106 748 24657 SH DEFINED 30,38 24657 0 0 LIONS GATE ENTMNT CO NOTE 3.625 535919AG9 4040 4000000 PRN DEFINED 30,38 4000000 0 0 LIONS GATE ENTMNT CO COM NEW 535919203 120 11174 SH DEFINED 12 11174 0 0 LIONS GATE ENTMNT CO COM NEW 535919203 217 20200 SH DEFINED 14,15,23 20200 0 0 LIONS GATE ENTMNT CO COM NEW 535919203 1349 125700 SH CALL DEFINED 14,15,23 125700 0 0 LIONS GATE ENTMNT CO COM NEW 535919203 965 89900 SH PUT DEFINED 14,15,23 89900 0 0 LIONS GATE ENTMNT CO COM NEW 535919203 1396 130101 SH DEFINED 15,23,24 99335 0 30766 LINKTONE LTD ADR 535925101 151 29075 SH DEFINED 15,23,24 28614 0 461 LITTELFUSE INC COM 537008104 190 5967 SH DEFINED 6,10 5967 0 0 LITTELFUSE INC COM 537008104 256 8025 SH DEFINED 6,10,11 8025 0 0 LITTELFUSE INC COM 537008104 226 7088 SH DEFINED 15,23,24 7088 0 0 LITTELFUSE INC COM 537008104 2 52 SH DEFINED 30,38 52 0 0 LIVE NATION INC COM 538034109 372 16628 SH DEFINED 6,10 16628 0 0 LIVE NATION INC COM 538034109 30 1337 SH DEFINED 12 1337 0 0 LIVE NATION INC COM 538034109 72 3206 SH DEFINED 14,15,23 3206 0 0 LIVE NATION INC COM 538034109 110 4900 SH CALL DEFINED 14,15,23 4900 0 0 LIVE NATION INC COM 538034109 215 9600 SH PUT DEFINED 14,15,23 9600 0 0 LIVE NATION INC COM 538034109 521 23275 SH DEFINED 15,23,24 16154 0 7121 LIZ CLAIBORNE INC COM 539320101 414 9519 SH DEFINED 6,10 9519 0 0 LIZ CLAIBORNE INC COM 539320101 1992 45825 SH DEFINED 6,10,11 45825 0 0 LIZ CLAIBORNE INC COM 539320101 249 5723 SH DEFINED 12 5723 0 0 LIZ CLAIBORNE INC COM 539320101 2355 54196 SH DEFINED 15,23,24 50717 0 3479 LIZ CLAIBORNE INC COM 539320101 96 2200 SH DEFINED 30,38 2200 0 0 LLOYDS TSB GROUP PLC SPONSORED A 539439109 3927 86631 SH DEFINED 12 86631 0 0 LLOYDS TSB GROUP PLC SPONSORED A 539439109 5994 132224 SH DEFINED 15,23,24 115225 0 16998 LLOYDS TSB GROUP PLC SPONSORED A 539439109 285 6296 SH DEFINED 15,18,23,25,28 6296 0 0 LOCKHEED MARTIN CORP DBCV 539830AP4 273 206000 PRN DEFINED 12 206000 0 0 LOCKHEED MARTIN CORP DBCV 539830AP4 3771 2842000 PRN DEFINED 15,23,24 2842000 0 0 LOCKHEED MARTIN CORP COM 539830109 396 4300 SH DEFINED 3,8 0 0 4300 LOCKHEED MARTIN CORP COM 539830109 3609 39195 SH DEFINED 6,10 39195 0 0 LOCKHEED MARTIN CORP COM 539830109 95 1034 SH DEFINED 6,10,11 1034 0 0 LOCKHEED MARTIN CORP COM 539830109 1621 17603 SH DEFINED 12 17603 0 0 LOCKHEED MARTIN CORP COM 539830109 5202 56503 SH DEFINED 14,15,23 56503 0 0 LOCKHEED MARTIN CORP COM 539830109 3222 35000 SH CALL DEFINED 14,15,23 35000 0 0 LOCKHEED MARTIN CORP COM 539830109 12623 137100 SH PUT DEFINED 14,15,23 137100 0 0 LOCKHEED MARTIN CORP COM 539830109 40458 439430 SH DEFINED 15,23,24 348900 0 90529 LODGENET ENTMT CORP COM 540211109 206 8223 SH DEFINED 12 8223 0 0 LODGENET ENTMT CORP COM 540211109 125 4999 SH DEFINED 15,23,24 4999 0 0 LOEWS CORP COM 540424108 9293 224080 SH DEFINED 6,10 224080 0 0 LOEWS CORP COM 540424108 10911 263103 SH DEFINED 12 263103 0 0 LOEWS CORP COM 540424108 15213 366843 SH DEFINED 15,23,24 242200 0 124643 LOEWS CORP CAROLNA GP 540424207 744 11500 SH DEFINED 3,8 0 0 11500 LOEWS CORP CAROLNA GP 540424207 263965 4078565 SH DEFINED 6,10 4078565 0 0 LOEWS CORP CAROLNA GP 540424207 58 893 SH DEFINED 12 893 0 0 LOEWS CORP CAROLNA GP 540424207 5711 88249 SH DEFINED 15,23,24 71809 0 16439 LONE STAR TECHNOLOGI COM 542312103 377 7797 SH DEFINED 6,10 7797 0 0 LONE STAR TECHNOLOGI COM 542312103 306 6320 SH DEFINED 6,10,11 6320 0 0 LONE STAR TECHNOLOGI COM 542312103 4676 96600 SH CALL DEFINED 14,15,23 96600 0 0 LONE STAR TECHNOLOGI COM 542312103 4425 91400 SH PUT DEFINED 14,15,23 91400 0 0 LONE STAR TECHNOLOGI COM 542312103 8387 173252 SH DEFINED 15,23,24 170975 0 2277 LONE STAR TECHNOLOGI COM 542312103 9682 200000 SH PUT DEFINED 15,23,24 200000 0 0 LONE STAR TECHNOLOGI COM 542312103 15 300 SH DEFINED 30,38 300 0 0 LONGS DRUG STORES CO COM 543162101 306 7218 SH DEFINED 6,10 7218 0 0 LONGS DRUG STORES CO COM 543162101 86 2025 SH DEFINED 12 2025 0 0 LONGS DRUG STORES CO COM 543162101 852 20105 SH DEFINED 15,23,24 14141 0 5964 LONGVIEW FIBRE CO COM 543213102 0 8 SH DEFINED 6,10 8 0 0 LONGVIEW FIBRE CO COM 543213102 265 12064 SH DEFINED 15,23,24 12064 0 0 LORAL SPACE & COMMUN COM 543881106 6119 150268 SH DEFINED 30,38 150268 0 0 LOUISIANA PAC CORP COM 546347105 103 4776 SH DEFINED 6,10 4776 0 0 LOUISIANA PAC CORP COM 546347105 4 200 SH DEFINED 6,10,11 200 0 0 LOUISIANA PAC CORP COM 546347105 20 925 SH DEFINED 12 925 0 0 LOUISIANA PAC CORP COM 546347105 1172 54413 SH DEFINED 14,15,23 54413 0 0 LOUISIANA PAC CORP COM 546347105 2956 137300 SH CALL DEFINED 14,15,23 137300 0 0 LOUISIANA PAC CORP COM 546347105 3981 184900 SH PUT DEFINED 14,15,23 184900 0 0 LOUISIANA PAC CORP COM 546347105 10792 501262 SH DEFINED 15,23,24 468819 0 32443 LOUISIANA PAC CORP COM 546347105 3731 173300 SH CALL DEFINED 15,23,24 173300 0 0 LOUISIANA PAC CORP COM 546347105 160 7429 SH DEFINED 15,18,23,25,26 7429 0 0 LOUISIANA PAC CORP COM 546347105 802 37230 SH DEFINED 30,38 37230 0 0 LOWES COS INC NOTE 548661CF2 18 18000 PRN DEFINED 15,23,24 18000 0 0 LOWES COS INC NOTE 0.861 548661CG0 65 60000 PRN DEFINED 12 60000 0 0 LOWES COS INC NOTE 0.861 548661CG0 12626 11664000 PRN DEFINED 15,23,24 11664000 0 0 LOWES COS INC COM 548661107 136 4381 SH DEFINED 3,8 0 0 4381 LOWES COS INC COM 548661107 6989 224366 SH DEFINED 6,10 224366 0 0 LOWES COS INC COM 548661107 3099 99484 SH DEFINED 6,10,11 99284 0 200 LOWES COS INC COM 548661107 15863 509238 SH DEFINED 12 509238 0 0 LOWES COS INC COM 548661107 10482 336508 SH DEFINED 14,15,23 336508 0 0 LOWES COS INC COM 548661107 12373 397200 SH CALL DEFINED 14,15,23 397200 0 0 LOWES COS INC COM 548661107 19525 626800 SH PUT DEFINED 14,15,23 626800 0 0 LOWES COS INC COM 548661107 73602 2362809 SH DEFINED 15,23,24 1878689 0 484120 LOWES COS INC COM 548661107 19 600 SH CALL DEFINED 15,23,24 600 0 0 LOWES COS INC COM 548661107 6 200 SH PUT DEFINED 15,23,24 200 0 0 LOWES COS INC COM 548661107 335 10762 SH DEFINED 15,18,23,25,26 10762 0 0 LOWES COS INC COM 548661107 8992 288660 SH DEFINED 30,38 288660 0 0 LUBRIZOL CORP COM 549271104 0 8 SH DEFINED 6,10 8 0 0 LUBRIZOL CORP COM 549271104 761 15180 SH DEFINED 6,10,11 15180 0 0 LUBRIZOL CORP COM 549271104 8 165 SH DEFINED 12 165 0 0 LUBRIZOL CORP COM 549271104 11195 223323 SH DEFINED 15,23,24 199043 0 24280 LUBRIZOL CORP COM 549271104 75 1500 SH DEFINED 29 1500 0 0 LUCENT TECHNOLOGIES DBCV 2.750 549463AG2 42368 39412000 PRN DEFINED 15,23,24 39412000 0 0 LUCENT TECHNOLOGIES DBCV 2.750 549463AH0 23 20000 PRN DEFINED 12 20000 0 0 LUCENT TECHNOLOGIES DBCV 2.750 549463AH0 3873 3427000 PRN DEFINED 15,23,24 3427000 0 0 LUCENT TECHNOLOGIES SDCV 8.000 549463AK3 40 40000 PRN DEFINED 15,23,24 40000 0 0 LUFKIN INDS INC COM 549764108 224 3850 SH DEFINED 6,10 3850 0 0 LUFKIN INDS INC COM 549764108 2 36 SH DEFINED 12 36 0 0 LUFKIN INDS INC COM 549764108 545 9384 SH DEFINED 15,23,24 8669 0 715 LUFKIN INDS INC COM 549764108 17 300 SH DEFINED 29 300 0 0 LUMERA CORP COM 55024R106 18 3000 SH DEFINED 15,23,24 3000 0 0 LUMERA CORP COM 55024R106 764 125000 SH DEFINED 30,38 125000 0 0 LUMINENT MTG CAP INC COM 550278303 1 134 SH DEFINED 12 134 0 0 LUMINENT MTG CAP INC COM 550278303 1442 148520 SH DEFINED 15,23,24 138557 0 9963 LUNDIN MINING CORP COM 550372106 292 7900 SH DEFINED 3,8 0 0 7900 LUNDIN MINING CORP COM 550372106 1 32 SH DEFINED 12 32 0 0 LUNDIN MINING CORP COM 550372106 1547 41867 SH DEFINED 15,23,24 36722 0 5145 LUXOTTICA GROUP S P SPONSORED A 55068R202 3189 103993 SH DEFINED 12 103993 0 0 LUXOTTICA GROUP S P SPONSORED A 55068R202 986 32154 SH DEFINED 15,23,24 24835 0 7319 LYDALL INC DEL COM 550819106 44 4086 SH DEFINED 6,10 4086 0 0 LYDALL INC DEL COM 550819106 137 12676 SH DEFINED 15,23,24 11926 0 750 LYONDELL CHEMICAL CO COM 552078107 272 10628 SH DEFINED 6,10 10628 0 0 LYONDELL CHEMICAL CO COM 552078107 205 8020 SH DEFINED 6,10,11 8020 0 0 LYONDELL CHEMICAL CO COM 552078107 1871 73179 SH DEFINED 12 73179 0 0 LYONDELL CHEMICAL CO COM 552078107 1938 75800 SH CALL DEFINED 14,15,23 75800 0 0 LYONDELL CHEMICAL CO COM 552078107 7978 312000 SH PUT DEFINED 14,15,23 312000 0 0 LYONDELL CHEMICAL CO COM 552078107 8697 340140 SH DEFINED 15,23,24 291067 0 49073 LYONDELL CHEMICAL CO COM 552078107 563 22000 SH DEFINED 29 22000 0 0 LYONDELL CHEMICAL CO COM 552078107 1120 43800 SH DEFINED 30,38 43800 0 0 M & T BK CORP COM 55261F104 1037 8487 SH DEFINED 6,10 8487 0 0 M & T BK CORP COM 55261F104 131 1074 SH DEFINED 6,10,11 1074 0 0 M & T BK CORP COM 55261F104 21 175 SH DEFINED 12 175 0 0 M & T BK CORP COM 55261F104 7340 60084 SH DEFINED 15,23,24 26714 0 33370 M & T BK CORP COM 55261F104 607 4970 SH DEFINED 30,38 4970 0 0 MAF BANCORP INC COM 55261R108 314 7035 SH DEFINED 6,10 7035 0 0 MAF BANCORP INC COM 55261R108 58 1303 SH DEFINED 12 1303 0 0 MAF BANCORP INC COM 55261R108 679 15185 SH DEFINED 15,23,24 14803 0 382 MBIA INC COM 55262C100 2817 38559 SH DEFINED 6,10 38559 0 0 MBIA INC COM 55262C100 29224 400000 SH PUT DEFINED 6,10 400000 0 0 MBIA INC COM 55262C100 79 1086 SH DEFINED 6,10,11 1086 0 0 MBIA INC COM 55262C100 941 12879 SH DEFINED 12 12879 0 0 MBIA INC COM 55262C100 6658 91135 SH DEFINED 14,15,23 91135 0 0 MBIA INC COM 55262C100 7686 105200 SH CALL DEFINED 14,15,23 105200 0 0 MBIA INC COM 55262C100 13816 189100 SH PUT DEFINED 14,15,23 189100 0 0 MBIA INC COM 55262C100 84900 1162061 SH DEFINED 15,23,24 1143468 0 18593 MBIA INC COM 55262C100 5823 79700 SH CALL DEFINED 15,23,24 79700 0 0 MBIA INC COM 55262C100 7306 100000 SH PUT DEFINED 15,23,24 100000 0 0 MBIA INC COM 55262C100 928 12700 SH DEFINED 29 12700 0 0 MB FINANCIAL INC NEW COM 55264U108 553 14710 SH DEFINED 12 14710 0 0 MB FINANCIAL INC NEW COM 55264U108 465 12355 SH DEFINED 15,23,24 12355 0 0 MB FINANCIAL INC NEW COM 55264U108 117 3115 SH DEFINED 29 3115 0 0 M D C HLDGS INC COM 552676108 4 74 SH DEFINED 6,10 74 0 0 M D C HLDGS INC COM 552676108 37 646 SH DEFINED 12 646 0 0 M D C HLDGS INC COM 552676108 8917 156300 SH CALL DEFINED 14,15,23 156300 0 0 M D C HLDGS INC COM 552676108 7034 123300 SH PUT DEFINED 14,15,23 123300 0 0 M D C HLDGS INC COM 552676108 1630 28576 SH DEFINED 15,23,24 24244 0 4332 M D C HLDGS INC COM 552676108 27932 489600 SH PUT DEFINED 15,23,24 489600 0 0 MDU RES GROUP INC COM 552690109 214 8331 SH DEFINED 6,10 8331 0 0 MDU RES GROUP INC COM 552690109 257 10032 SH DEFINED 6,10,11 10032 0 0 MDU RES GROUP INC COM 552690109 672 26206 SH DEFINED 12 26206 0 0 MDU RES GROUP INC COM 552690109 9950 388061 SH DEFINED 15,23,24 242987 0 145073 MDU RES GROUP INC COM 552690109 1491 58165 SH DEFINED 30,38 58165 0 0 MEMC ELECTR MATLS IN COM 552715104 347 8857 SH DEFINED 6,10 8857 0 0 MEMC ELECTR MATLS IN COM 552715104 152 3896 SH DEFINED 12 3896 0 0 MEMC ELECTR MATLS IN COM 552715104 7382 188600 SH CALL DEFINED 14,15,23 188600 0 0 MEMC ELECTR MATLS IN COM 552715104 7683 196300 SH PUT DEFINED 14,15,23 196300 0 0 MEMC ELECTR MATLS IN COM 552715104 6488 165776 SH DEFINED 15,23,24 148772 0 17004 MEMC ELECTR MATLS IN COM 552715104 8 200 SH CALL DEFINED 15,23,24 100 0 100 MEMC ELECTR MATLS IN COM 552715104 215 5500 SH PUT DEFINED 15,23,24 5500 0 0 MEMC ELECTR MATLS IN COM 552715104 86 2200 SH DEFINED 30,38 2200 0 0 MFA MTG INVTS INC COM 55272X102 34 4435 SH DEFINED 12 4435 0 0 MFA MTG INVTS INC COM 55272X102 5832 758389 SH DEFINED 15,23,24 697187 0 61202 MFA MTG INVTS INC COM 55272X102 90 11750 SH DEFINED 29 11750 0 0 MFA MTG INVTS INC COM 55272X102 215 28000 SH DEFINED 30,38 28000 0 0 MFS CHARTER INCOME T SH BEN INT 552727109 353 41240 SH DEFINED 6,10,11 41240 0 0 MFS CHARTER INCOME T SH BEN INT 552727109 426 49753 SH DEFINED 12 49753 0 0 MFS CHARTER INCOME T SH BEN INT 552727109 22827 2666696 SH DEFINED 15,23,24 2286246 0 380449 MFS CHARTER INCOME T SH BEN INT 552727109 179 20900 SH DEFINED 15,18,23,25,26 20900 0 0 MFS INTER INCOME TR SH BEN INT 55273C107 81 13150 SH DEFINED 6,10,11 13150 0 0 MFS INTER INCOME TR SH BEN INT 55273C107 78 12700 SH DEFINED 12 12700 0 0 MFS INTER INCOME TR SH BEN INT 55273C107 16519 2690357 SH DEFINED 15,23,24 2279119 0 411238 MFS INTER INCOME TR SH BEN INT 55273C107 166 27000 SH DEFINED 15,18,23,25,26 27000 0 0 MFS MULTIMARKET INCO SH BEN INT 552737108 46 7658 SH DEFINED 12 7658 0 0 MFS MULTIMARKET INCO SH BEN INT 552737108 17562 2917253 SH DEFINED 15,23,24 2501354 0 415899 MFS MUN INCOME TR SH BEN INT 552738106 143 17211 SH DEFINED 15,23,24 9502 0 7709 MGE ENERGY INC COM 55277P104 3 95 SH DEFINED 12 95 0 0 MGE ENERGY INC COM 55277P104 199 5429 SH DEFINED 15,23,24 1338 0 4091 MGIC INVT CORP WIS COM 552848103 475 7596 SH DEFINED 6,10 7596 0 0 MGIC INVT CORP WIS COM 552848103 273 4370 SH DEFINED 6,10,11 4370 0 0 MGIC INVT CORP WIS COM 552848103 403 6440 SH DEFINED 12 6440 0 0 MGIC INVT CORP WIS COM 552848103 13252 211900 SH CALL DEFINED 14,15,23 211900 0 0 MGIC INVT CORP WIS COM 552848103 18775 300200 SH PUT DEFINED 14,15,23 300200 0 0 MGIC INVT CORP WIS COM 552848103 22328 357020 SH DEFINED 15,23,24 311260 0 45759 MGIC INVT CORP WIS COM 552848103 8193 131000 SH PUT DEFINED 15,23,24 131000 0 0 MGIC INVT CORP WIS COM 552848103 386 6180 SH DEFINED 30,38 6180 0 0 MGI PHARMA INC COM 552880106 366 19881 SH DEFINED 6,10 19881 0 0 MGI PHARMA INC COM 552880106 11 584 SH DEFINED 12 584 0 0 MGI PHARMA INC COM 552880106 375 20379 SH DEFINED 15,23,24 18837 0 1542 MGI PHARMA INC COM 552880106 534 29000 SH DEFINED 29 29000 0 0 MGI PHARMA INC COM 552880106 358 19461 SH DEFINED 30,38 19461 0 0 MFS GOVT MKTS INCOME SH BEN INT 552939100 45 6882 SH DEFINED 6,10,11 6882 0 0 MFS GOVT MKTS INCOME SH BEN INT 552939100 11231 1722589 SH DEFINED 15,23,24 1565052 0 157536 MFS GOVT MKTS INCOME SH BEN INT 552939100 90 13875 SH DEFINED 15,18,23,25,26 13875 0 0 MGM MIRAGE COM 552953101 369 6431 SH DEFINED 6,10 6431 0 0 MGM MIRAGE COM 552953101 67 1174 SH DEFINED 12 1174 0 0 MGM MIRAGE COM 552953101 1954 34063 SH DEFINED 14,15,23 34063 0 0 MGM MIRAGE COM 552953101 14292 249200 SH CALL DEFINED 14,15,23 249200 0 0 MGM MIRAGE COM 552953101 14727 256800 SH PUT DEFINED 14,15,23 256800 0 0 MGM MIRAGE COM 552953101 4290 74798 SH DEFINED 15,23,24 54621 0 20177 MGM MIRAGE COM 552953101 11 200 SH CALL DEFINED 15,23,24 200 0 0 MGP INGREDIENTS INC COM 55302G103 1403 62034 SH DEFINED 15,23,24 53134 0 8900 M/I HOMES INC COM 55305B101 116 3045 SH DEFINED 6,10 3045 0 0 M/I HOMES INC COM 55305B101 15 384 SH DEFINED 12 384 0 0 M/I HOMES INC COM 55305B101 61 1586 SH DEFINED 15,23,24 1586 0 0 M/I HOMES INC COM 55305B101 50 1300 SH DEFINED 29 1300 0 0 MKS INSTRUMENT INC COM 55306N104 144 6399 SH DEFINED 12 6399 0 0 MKS INSTRUMENT INC COM 55306N104 1348 59689 SH DEFINED 15,23,24 59585 0 104 MKS INSTRUMENT INC COM 55306N104 199 8812 SH DEFINED 30,38 8812 0 0 MPS GROUP INC COM 553409103 3 208 SH DEFINED 6,10 208 0 0 MPS GROUP INC COM 553409103 58 4076 SH DEFINED 12 4076 0 0 MPS GROUP INC COM 553409103 500 35226 SH DEFINED 15,23,24 32926 0 2300 MPS GROUP INC COM 553409103 299 21100 SH DEFINED 29 21100 0 0 MPS GROUP INC COM 553409103 539 38000 SH DEFINED 30,38 38000 0 0 MSC INDL DIRECT INC CL A 553530106 4 104 SH DEFINED 6,10 104 0 0 MSC INDL DIRECT INC CL A 553530106 930 23750 SH DEFINED 6,10,11 23650 0 100 MSC INDL DIRECT INC CL A 553530106 47 1191 SH DEFINED 12 1191 0 0 MSC INDL DIRECT INC CL A 553530106 2349 60005 SH DEFINED 15,23,24 52928 0 7077 MSC INDL DIRECT INC CL A 553530106 365 9330 SH DEFINED 30,38 9330 0 0 MSC SOFTWARE CORP COM 553531104 27 1750 SH DEFINED 6,10,11 1750 0 0 MSC SOFTWARE CORP COM 553531104 1594 104631 SH DEFINED 15,23,24 104631 0 0 MTR GAMING GROUP INC COM 553769100 903 73900 SH DEFINED 15,23,24 73900 0 0 MTS SYS CORP COM 553777103 177 4587 SH DEFINED 6,10 4587 0 0 MTS SYS CORP COM 553777103 33 861 SH DEFINED 15,23,24 711 0 150 MVC CAPITAL INC COM 553829102 419 31368 SH DEFINED 15,23,24 16368 0 15000 MWI VETERINARY SUPPL COM 55402X105 292 9050 SH DEFINED 15,23,24 6050 0 3000 MWI VETERINARY SUPPL COM 55402X105 203 6300 SH DEFINED 29 6300 0 0 MACATAWA BK CORP COM 554225102 777 36539 SH DEFINED 15,23,24 28664 0 7875 MACDERMID INC COM 554273102 215 6296 SH DEFINED 6,10 6296 0 0 MACDERMID INC COM 554273102 10 301 SH DEFINED 15,23,24 301 0 0 MACE SEC INTL INC COM NEW 554335208 31 12293 SH DEFINED 15,23,24 12193 0 100 MACERICH CO COM 554382101 269 3108 SH DEFINED 6,10 3108 0 0 MACERICH CO COM 554382101 231 2665 SH DEFINED 12 2665 0 0 MACERICH CO COM 554382101 5523 63800 SH DEFINED 13,30 63800 0 0 MACERICH CO COM 554382101 941 10872 SH DEFINED 15,23,24 6454 0 4418 MACERICH CO COM 554382101 35 400 SH DEFINED 30,38 400 0 0 MACK CALI RLTY CORP COM 554489104 0 7 SH DEFINED 6,10 7 0 0 MACK CALI RLTY CORP COM 554489104 41 800 SH DEFINED 6,10,11 800 0 0 MACK CALI RLTY CORP COM 554489104 441 8650 SH DEFINED 12 8650 0 0 MACK CALI RLTY CORP COM 554489104 2326 45600 SH DEFINED 13,30 45600 0 0 MACK CALI RLTY CORP COM 554489104 1562 30634 SH DEFINED 15,23,24 25222 0 5411 MACK CALI RLTY CORP COM 554489104 194 3800 SH DEFINED 30,38 3800 0 0 MACROVISION CORP COM 555904101 10 368 SH DEFINED 6,10 368 0 0 MACROVISION CORP COM 555904101 90 3200 SH DEFINED 12 3200 0 0 MACROVISION CORP COM 555904101 893 31614 SH DEFINED 15,23,24 31374 0 240 MACROVISION CORP COM 555904101 25 890 SH DEFINED 30,38 890 0 0 MACQUARIE INFRASTRUC SH BEN INT 55607X108 12 335 SH DEFINED 12 335 0 0 MACQUARIE INFRASTRUC SH BEN INT 55607X108 5595 157700 SH DEFINED 15,23 157700 0 0 MACQUARIE INFRASTRUC SH BEN INT 55607X108 7083 199628 SH DEFINED 15,23,24 145661 0 53966 MACQUARIE INFRASTRUC SH BEN INT 55607X108 13415 378100 SH DEFINED 15,18,23,25,26 378100 0 0 MACQUARIE GLBL INFRA COM 55608D101 22 814 SH DEFINED 12 814 0 0 MACQUARIE GLBL INFRA COM 55608D101 7078 258599 SH DEFINED 15,23,24 227587 0 31011 MADDEN STEVEN LTD COM 556269108 416 11842 SH DEFINED 15,23,24 10888 0 954 MADISON CLAYMORE CVR COM 556582104 461 30482 SH DEFINED 15,23,24 23654 0 6827 MADISON STRTG SECTOR COM 558268108 352 17087 SH DEFINED 15,23,24 11464 0 5622 MAGELLAN MIDSTREAM H COM LP INTS 55907R108 21739 974860 SH DEFINED 15,23,24 832859 0 142001 MAGELLAN HEALTH SVCS COM NEW 559079207 502 11608 SH DEFINED 12 11608 0 0 MAGELLAN HEALTH SVCS COM NEW 559079207 40 919 SH DEFINED 15,23,24 603 0 316 MAGELLAN MIDSTREAM P COM UNIT RP 559080106 39 1000 SH DEFINED 12 1000 0 0 MAGELLAN MIDSTREAM P COM UNIT RP 559080106 12703 329090 SH DEFINED 15,23,24 232000 0 97089 MAGMA DESIGN AUTOMAT COM 559181102 2 176 SH DEFINED 12 176 0 0 MAGMA DESIGN AUTOMAT COM 559181102 129 14400 SH CALL DEFINED 14,15,23 14400 0 0 MAGMA DESIGN AUTOMAT COM 559181102 119 13300 SH PUT DEFINED 14,15,23 13300 0 0 MAGMA DESIGN AUTOMAT COM 559181102 68 7640 SH DEFINED 15,23,24 7640 0 0 MAGNA ENTMT CORP CL A 559211107 106 23538 SH DEFINED 15,23,24 16538 0 7000 MAGNA INTL INC CL A 559222401 496 6153 SH DEFINED 6,10 6153 0 0 MAGNA INTL INC CL A 559222401 759 9425 SH DEFINED 12 9425 0 0 MAGNA INTL INC CL A 559222401 2571 31920 SH DEFINED 15,23,24 28348 0 3572 MAGNA INTL INC CL A 559222401 212 2630 SH DEFINED 30,38 2630 0 0 MAGNETEK INC COM 559424106 42 7383 SH DEFINED 6,10 7383 0 0 MAGNETEK INC COM 559424106 17 3088 SH DEFINED 15,23,24 3088 0 0 MAGUIRE PPTYS INC COM 559775101 94 2357 SH DEFINED 12 2357 0 0 MAGUIRE PPTYS INC COM 559775101 269 6729 SH DEFINED 15,23,24 5819 0 910 MAGYAR TELEKOM TELEC SPONSORED A 559776109 213 7625 SH DEFINED 12 7625 0 0 MAGYAR TELEKOM TELEC SPONSORED A 559776109 119 4265 SH DEFINED 15,23,24 4135 0 130 MAHANAGAR TEL NIGAM SPONS ADR 2 559778402 22 3400 SH DEFINED 15,16,23 3400 0 0 MAHANAGAR TEL NIGAM SPONS ADR 2 559778402 222 34838 SH DEFINED 15,23,24 23391 0 11447 MAKITA CORP ADR NEW 560877300 275 8840 SH DEFINED 15,23,24 5710 0 3130 MANAGED HIGH YIELD P COM 561911108 2265 454841 SH DEFINED 15,23,24 382560 0 72280 MANHATTAN ASSOCS INC COM 562750109 206 6863 SH DEFINED 6,10 6863 0 0 MANHATTAN ASSOCS INC COM 562750109 24 800 SH DEFINED 12 800 0 0 MANHATTAN ASSOCS INC COM 562750109 1875 62349 SH DEFINED 15,23,24 61849 0 500 MANHATTAN ASSOCS INC COM 562750109 1146 38100 SH PUT DEFINED 15,23,24 38100 0 0 MANITOWOC INC COM 563571108 979 16466 SH DEFINED 6,10 16466 0 0 MANITOWOC INC COM 563571108 466 7841 SH DEFINED 12 7841 0 0 MANITOWOC INC COM 563571108 12325 207390 SH DEFINED 15,23,24 166103 0 41286 MANITOWOC INC COM 563571108 386 6500 SH DEFINED 30,38 6500 0 0 MANNATECH INC COM 563771104 676 45896 SH DEFINED 15,23,24 43700 0 2196 MANOR CARE INC NEW NOTE 2.125 564055AM3 63 56000 PRN DEFINED 12 56000 0 0 MANOR CARE INC NEW NOTE 2.125 564055AM3 678 600000 PRN DEFINED 15,23,24 600000 0 0 MANOR CARE INC NEW NOTE 2.000 564055AP6 146 140000 PRN DEFINED 12 140000 0 0 MANOR CARE INC NEW NOTE 2.000 564055AP6 2 2000 PRN DEFINED 15,23,24 2000 0 0 MANOR CARE INC NEW COM 564055101 313 6669 SH DEFINED 6,10 6669 0 0 MANOR CARE INC NEW COM 564055101 7 150 SH DEFINED 6,10,11 150 0 0 MANOR CARE INC NEW COM 564055101 24 505 SH DEFINED 12 505 0 0 MANOR CARE INC NEW COM 564055101 2 52 SH DEFINED 14,15,23 52 0 0 MANOR CARE INC NEW COM 564055101 2467 52570 SH DEFINED 15,23,24 47296 0 5274 MANOR CARE INC NEW COM 564055101 354 7550 SH DEFINED 29 7550 0 0 MANOR CARE INC NEW COM 564055101 38 800 SH DEFINED 30,38 800 0 0 MANPOWER INC COM 56418H100 295 3935 SH DEFINED 6,10 3935 0 0 MANPOWER INC COM 56418H100 807 10765 SH DEFINED 12 10765 0 0 MANPOWER INC COM 56418H100 5456 72821 SH DEFINED 15,23,24 66169 0 6651 MANTECH INTL CORP CL A 564563104 169 4586 SH DEFINED 6,10 4586 0 0 MANTECH INTL CORP CL A 564563104 6 170 SH DEFINED 12 170 0 0 MANTECH INTL CORP CL A 564563104 462 12553 SH DEFINED 15,23,24 12553 0 0 MANTECH INTL CORP CL A 564563104 251 6811 SH DEFINED 30,38 6811 0 0 MANULIFE FINL CORP COM 56501R106 3004 88897 SH DEFINED 6,10 88897 0 0 MANULIFE FINL CORP COM 56501R106 102 3010 SH DEFINED 6,10,11 3010 0 0 MANULIFE FINL CORP COM 56501R106 2445 72347 SH DEFINED 12 72347 0 0 MANULIFE FINL CORP COM 56501R106 5872 173775 SH DEFINED 15,23,24 145297 0 28478 MANULIFE FINL CORP COM 56501R106 717 21220 SH DEFINED 30,38 21220 0 0 MAPINFO CORP COM 565105103 70 5375 SH DEFINED 6,10 5375 0 0 MAPINFO CORP COM 565105103 3 235 SH DEFINED 12 235 0 0 MAPINFO CORP COM 565105103 81 6211 SH DEFINED 15,23,24 6211 0 0 MARATHON ACQUISITION COM 565756103 155 20600 SH DEFINED 15,23,24 13600 0 7000 MARATHON ACQUISITION *W EXP 08/2 565756111 672 747100 SH DEFINED 15,23,24 734600 0 12500 MARATHON ACQUISITION UNIT 99/99/ 565756202 2668 317674 SH DEFINED 15,23,24 317674 0 0 MARATHON OIL CORP COM 565849106 7485 80923 SH DEFINED 6,10 80923 0 0 MARATHON OIL CORP COM 565849106 5142 55592 SH DEFINED 6,10,11 55592 0 0 MARATHON OIL CORP COM 565849106 5554 60045 SH DEFINED 12 60045 0 0 MARATHON OIL CORP COM 565849106 30208 326568 SH DEFINED 14,15,23 326568 0 0 MARATHON OIL CORP COM 565849106 27639 298800 SH CALL DEFINED 14,15,23 298800 0 0 MARATHON OIL CORP COM 565849106 51874 560800 SH PUT DEFINED 14,15,23 560800 0 0 MARATHON OIL CORP COM 565849106 92819 1003445 SH DEFINED 15,23,24 858000 0 145444 MARATHON OIL CORP COM 565849106 27750 300000 SH PUT DEFINED 15,23,24 300000 0 0 MARATHON OIL CORP COM 565849106 1101 11900 SH DEFINED 29 11900 0 0 MARCUS CORP COM 566330106 137 5366 SH DEFINED 6,10 5366 0 0 MARCUS CORP COM 566330106 13 524 SH DEFINED 12 524 0 0 MARCUS CORP COM 566330106 380 14841 SH DEFINED 15,23,24 14256 0 585 MARINER ENERGY INC COM 56845T305 322 16429 SH DEFINED 6,10 16429 0 0 MARINER ENERGY INC COM 56845T305 1533 78192 SH DEFINED 15,23,24 72356 0 5836 MARKEL CORP COM 570535104 200 417 SH DEFINED 6,10 417 0 0 MARKEL CORP COM 570535104 62 130 SH DEFINED 12 130 0 0 MARKEL CORP COM 570535104 1204 2508 SH DEFINED 15,23,24 2478 0 30 MARKET VECTORS ETF T GOLD MINER 57060U100 11427 286313 SH DEFINED 15,23,24 253415 0 32898 MARKET VECTORS ETF T MV STEEL IN 57060U308 326 7017 SH DEFINED 15,23,24 6851 0 166 MARKWEST ENERGY PART UNIT LTD PA 570759100 5827 97682 SH DEFINED 15,23,24 69922 0 27760 MARKWEST HYDROCARBON COM 570762104 678 13956 SH DEFINED 15,23,24 8043 0 5913 MARLIN BUSINESS SVCS COM 571157106 250 10405 SH DEFINED 15,23,24 10405 0 0 MARSH & MCLENNAN COS COM 571748102 1658 54085 SH DEFINED 6,10 54085 0 0 MARSH & MCLENNAN COS COM 571748102 1149 37460 SH DEFINED 6,10,11 37185 0 275 MARSH & MCLENNAN COS COM 571748102 172 5599 SH DEFINED 12 5599 0 0 MARSH & MCLENNAN COS COM 571748102 847 27627 SH DEFINED 14,15,23 27627 0 0 MARSH & MCLENNAN COS COM 571748102 4857 158400 SH CALL DEFINED 14,15,23 158400 0 0 MARSH & MCLENNAN COS COM 571748102 5050 164700 SH PUT DEFINED 14,15,23 164700 0 0 MARSH & MCLENNAN COS COM 571748102 12965 422879 SH DEFINED 15,23,24 370005 0 52873 MARSH & MCLENNAN COS COM 571748102 18283 596300 SH CALL DEFINED 15,23,24 596300 0 0 MARSH & MCLENNAN COS COM 571748102 169 5500 SH PUT DEFINED 15,23,24 5500 0 0 MARSH & MCLENNAN COS COM 571748102 1533 50000 SH DEFINED 15,18,23,25,26 50000 0 0 MARSH & MCLENNAN COS COM 571748102 405 13200 SH DEFINED 30,38 13200 0 0 MARSHALL & ILSLEY CO COM 571834100 2486 51666 SH DEFINED 6,10 51666 0 0 MARSHALL & ILSLEY CO COM 571834100 5 100 SH DEFINED 6,10,11 100 0 0 MARSHALL & ILSLEY CO COM 571834100 109 2275 SH DEFINED 12 2275 0 0 MARSHALL & ILSLEY CO COM 571834100 7354 152859 SH DEFINED 15,23,24 143972 0 8887 MARSHALL & ILSLEY CO COM 571834100 4354 90500 SH DEFINED 15,18,23,25,26 90500 0 0 MARSHALL & ILSLEY CO COM 571834100 1378 28650 SH DEFINED 30,38 28650 0 0 MARRIOTT INTL INC NE CL A 571903202 3004 62944 SH DEFINED 6,10 62944 0 0 MARRIOTT INTL INC NE CL A 571903202 310 6502 SH DEFINED 6,10,11 6502 0 0 MARRIOTT INTL INC NE CL A 571903202 1318 27627 SH DEFINED 12 27627 0 0 MARRIOTT INTL INC NE CL A 571903202 2596 54400 SH CALL DEFINED 14,15,23 54400 0 0 MARRIOTT INTL INC NE CL A 571903202 1284 26900 SH PUT DEFINED 14,15,23 26900 0 0 MARRIOTT INTL INC NE CL A 571903202 128408 2690857 SH DEFINED 15,23,24 2198363 0 492494 MARRIOTT INTL INC NE CL A 571903202 48 1000 SH PUT DEFINED 15,23,24 1000 0 0 MARRIOTT INTL INC NE CL A 571903202 1181 24740 SH DEFINED 29 24740 0 0 MARTEK BIOSCIENCES C COM 572901106 2 76 SH DEFINED 6,10 76 0 0 MARTEK BIOSCIENCES C COM 572901106 28 1200 SH DEFINED 6,10,11 1200 0 0 MARTEK BIOSCIENCES C COM 572901106 342 14643 SH DEFINED 12 14643 0 0 MARTEK BIOSCIENCES C COM 572901106 352 15070 SH DEFINED 14,15,23 15070 0 0 MARTEK BIOSCIENCES C COM 572901106 448 19200 SH CALL DEFINED 14,15,23 19200 0 0 MARTEK BIOSCIENCES C COM 572901106 537 23000 SH PUT DEFINED 14,15,23 23000 0 0 MARTEK BIOSCIENCES C COM 572901106 6887 295056 SH DEFINED 15,23,24 250546 0 44510 MARTEK BIOSCIENCES C COM 572901106 96 4124 SH DEFINED 30,38 4124 0 0 MARTHA STEWART LIVIN CL A 573083102 3 150 SH DEFINED 6,10,11 150 0 0 MARTHA STEWART LIVIN CL A 573083102 2 91 SH DEFINED 12 91 0 0 MARTHA STEWART LIVIN CL A 573083102 1410 64390 SH DEFINED 14,15,23 64390 0 0 MARTHA STEWART LIVIN CL A 573083102 385 17600 SH CALL DEFINED 14,15,23 17600 0 0 MARTHA STEWART LIVIN CL A 573083102 1796 82000 SH PUT DEFINED 14,15,23 82000 0 0 MARTHA STEWART LIVIN CL A 573083102 230 10497 SH DEFINED 15,23,24 8371 0 2126 MARTIN MARIETTA MATL COM 573284106 12 112 SH DEFINED 6,10 112 0 0 MARTIN MARIETTA MATL COM 573284106 1 10 SH DEFINED 12 10 0 0 MARTIN MARIETTA MATL COM 573284106 4289 41274 SH DEFINED 14,15,23 41274 0 0 MARTIN MARIETTA MATL COM 573284106 17727 170600 SH CALL DEFINED 14,15,23 170600 0 0 MARTIN MARIETTA MATL COM 573284106 23369 224900 SH PUT DEFINED 14,15,23 224900 0 0 MARTIN MARIETTA MATL COM 573284106 2397 23070 SH DEFINED 15,23,24 14035 0 9034 MARTIN MARIETTA MATL COM 573284106 21 200 SH CALL DEFINED 15,23,24 200 0 0 MARTIN MIDSTREAM PRT UNIT L P IN 573331105 1781 53567 SH DEFINED 15,23,24 53367 0 200 MARVEL ENTERTAINMENT COM 57383T103 6 214 SH DEFINED 6,10 214 0 0 MARVEL ENTERTAINMENT COM 57383T103 157 5838 SH DEFINED 12 5838 0 0 MARVEL ENTERTAINMENT COM 57383T103 445 16521 SH DEFINED 14,15,23 16521 0 0 MARVEL ENTERTAINMENT COM 57383T103 1744 64800 SH CALL DEFINED 14,15,23 64800 0 0 MARVEL ENTERTAINMENT COM 57383T103 2231 82900 SH PUT DEFINED 14,15,23 82900 0 0 MARVEL ENTERTAINMENT COM 57383T103 231 8570 SH DEFINED 15,23,24 7470 0 1100 MARVEL ENTERTAINMENT COM 57383T103 552 20500 SH CALL DEFINED 15,23,24 20500 0 0 MASCO CORP NOTE 574599AW6 13 28000 PRN DEFINED 15,23,24 28000 0 0 MASCO CORP NOTE 574599BB1 30 65000 PRN DEFINED 12 65000 0 0 MASCO CORP NOTE 574599BB1 15577 33278000 PRN DEFINED 15,23,24 33278000 0 0 MASCO CORP COM 574599106 4616 154541 SH DEFINED 6,10 154541 0 0 MASCO CORP COM 574599106 3484 116635 SH DEFINED 6,10,11 116235 0 400 MASCO CORP COM 574599106 2547 85278 SH DEFINED 12 85278 0 0 MASCO CORP COM 574599106 18027 603523 SH DEFINED 15,23,24 488738 0 114784 MASCO CORP COM 574599106 187 6275 SH DEFINED 15,18,23,25,26 6275 0 0 MASCO CORP COM 574599106 571 19100 SH DEFINED 29 19100 0 0 MASCO CORP COM 574599106 3076 102980 SH DEFINED 30,38 102980 0 0 MASSEY ENERGY CORP COM 576206106 470 20253 SH DEFINED 6,10 20253 0 0 MASSEY ENERGY CORP COM 576206106 249 10725 SH DEFINED 6,10,11 10725 0 0 MASSEY ENERGY CORP COM 576206106 11 490 SH DEFINED 12 490 0 0 MASSEY ENERGY CORP COM 576206106 7736 333000 SH CALL DEFINED 14,15,23 333000 0 0 MASSEY ENERGY CORP COM 576206106 6804 292900 SH PUT DEFINED 14,15,23 292900 0 0 MASSEY ENERGY CORP COM 576206106 1962 84460 SH DEFINED 15,23,24 82001 0 2458 MASSEY ENERGY CORP COM 576206106 1394 60000 SH CALL DEFINED 15,23,24 60000 0 0 MASSEY ENERGY CORP COM 576206106 697 30000 SH PUT DEFINED 15,23,24 30000 0 0 MASSEY ENERGY CORP COM 576206106 37 1600 SH DEFINED 29 1600 0 0 MASSEY ENERGY CORP COM 576206106 146 6300 SH DEFINED 30,38 6300 0 0 MASTERCARD INC CL A 57636Q104 17 170 SH DEFINED 12 170 0 0 MASTERCARD INC CL A 57636Q104 10179 103353 SH DEFINED 15,23,24 93984 0 9369 MASTERCARD INC CL A 57636Q104 118 1200 SH CALL DEFINED 15,23,24 1200 0 0 MATERIAL SCIENCES CO COM 576674105 41 3200 SH DEFINED 6,10 3200 0 0 MATERIAL SCIENCES CO COM 576674105 117 9056 SH DEFINED 15,23,24 9056 0 0 MATRIA HEALTHCARE IN COM NEW 576817209 155 5401 SH DEFINED 6,10 5401 0 0 MATRIA HEALTHCARE IN COM NEW 576817209 29 1000 SH DEFINED 12 1000 0 0 MATRIA HEALTHCARE IN COM NEW 576817209 4916 171126 SH DEFINED 15,23,24 135481 0 35645 MATSUSHITA ELEC INDL ADR 576879209 7 350 SH DEFINED 6,10,11 350 0 0 MATSUSHITA ELEC INDL ADR 576879209 70 3479 SH DEFINED 12 3479 0 0 MATSUSHITA ELEC INDL ADR 576879209 7093 353044 SH DEFINED 15,23,24 267594 0 85450 MATTEL INC COM 577081102 812 35850 SH DEFINED 6,10 35850 0 0 MATTEL INC COM 577081102 5 210 SH DEFINED 6,10,11 210 0 0 MATTEL INC COM 577081102 2411 106405 SH DEFINED 12 106405 0 0 MATTEL INC COM 577081102 1187 52400 SH CALL DEFINED 14,15,23 52400 0 0 MATTEL INC COM 577081102 1004 44300 SH PUT DEFINED 14,15,23 44300 0 0 MATTEL INC COM 577081102 19062 841200 SH DEFINED 15,23,24 771825 0 69375 MATTEL INC COM 577081102 113 5000 SH DEFINED 15,18,23,25,26 5000 0 0 MATTEL INC COM 577081102 539 23800 SH DEFINED 29 23800 0 0 MATTEL INC COM 577081102 1924 84900 SH DEFINED 30,38 84900 0 0 MATTHEWS INTL CORP CL A 577128101 3 66 SH DEFINED 6,10 66 0 0 MATTHEWS INTL CORP CL A 577128101 236 6010 SH DEFINED 6,10,11 6010 0 0 MATTHEWS INTL CORP CL A 577128101 645 16393 SH DEFINED 15,23,24 12317 0 4076 MATTSON TECHNOLOGY I COM 577223100 18 1900 SH DEFINED 12 1900 0 0 MATTSON TECHNOLOGY I COM 577223100 91 9778 SH DEFINED 15,23,24 8293 0 1485 MATTSON TECHNOLOGY I COM 577223100 0 31 SH DEFINED 30,38 31 0 0 MAXIM INTEGRATED PRO COM 57772K101 969 31647 SH DEFINED 6,10 31647 0 0 MAXIM INTEGRATED PRO COM 57772K101 261 8525 SH DEFINED 6,10,11 8525 0 0 MAXIM INTEGRATED PRO COM 57772K101 105 3426 SH DEFINED 12 3426 0 0 MAXIM INTEGRATED PRO COM 57772K101 2294 74917 SH DEFINED 14,15,23 74917 0 0 MAXIM INTEGRATED PRO COM 57772K101 6139 200500 SH CALL DEFINED 14,15,23 200500 0 0 MAXIM INTEGRATED PRO COM 57772K101 10444 341100 SH PUT DEFINED 14,15,23 341100 0 0 MAXIM INTEGRATED PRO COM 57772K101 9999 326543 SH DEFINED 15,23,24 298656 0 27887 MAXWELL TECHNOLOGIES COM 577767106 8 603 SH DEFINED 6,10 603 0 0 MAXWELL TECHNOLOGIES COM 577767106 516 37017 SH DEFINED 15,23,24 12017 0 25000 MAXIMUS INC COM 577933104 167 5424 SH DEFINED 6,10 5424 0 0 MAXIMUS INC COM 577933104 1 21 SH DEFINED 12 21 0 0 MAXIMUS INC COM 577933104 249 8098 SH DEFINED 15,23,24 8098 0 0 MCAFEE INC COM 579064106 7 260 SH DEFINED 3,8 0 0 260 MCAFEE INC COM 579064106 488 17187 SH DEFINED 6,10 17187 0 0 MCAFEE INC COM 579064106 245 8650 SH DEFINED 6,10,11 8650 0 0 MCAFEE INC COM 579064106 53 1865 SH DEFINED 12 1865 0 0 MCAFEE INC COM 579064106 1304 45960 SH DEFINED 14,15,23 45960 0 0 MCAFEE INC COM 579064106 2619 92300 SH CALL DEFINED 14,15,23 92300 0 0 MCAFEE INC COM 579064106 2946 103800 SH PUT DEFINED 14,15,23 103800 0 0 MCAFEE INC COM 579064106 3447 121456 SH DEFINED 15,23,24 86940 0 34516 MCAFEE INC COM 579064106 3650 128607 SH DEFINED 15,18,23,25,26 128607 0 0 MCCLATCHY CO CL A 579489105 108 2503 SH DEFINED 6,10 2503 0 0 MCCLATCHY CO CL A 579489105 136 3132 SH DEFINED 12 3132 0 0 MCCLATCHY CO CL A 579489105 2801 64678 SH DEFINED 15,23,24 45884 0 18794 MCCORMICK & CO INC COM NON VTG 579780206 450 11662 SH DEFINED 6,10 11662 0 0 MCCORMICK & CO INC COM NON VTG 579780206 1077 27927 SH DEFINED 6,10,11 27502 0 425 MCCORMICK & CO INC COM NON VTG 579780206 385 9994 SH DEFINED 12 9994 0 0 MCCORMICK & CO INC COM NON VTG 579780206 8949 232076 SH DEFINED 15,23,24 134352 0 97723 MCCORMICK & CO INC COM NON VTG 579780206 1622 42060 SH CALL DEFINED 15,23,24 42060 0 0 MCCORMICK & CO INC COM NON VTG 579780206 114 2950 SH DEFINED 30,38 2950 0 0 MCDATA CORP CL A 580031201 5550 1000019 SH DEFINED 6,10 1000019 0 0 MCDATA CORP CL A 580031201 225 40466 SH DEFINED 15,23,24 35106 0 5360 MCDERMOTT INTL INC COM 580037109 10 198 SH DEFINED 6,10 198 0 0 MCDERMOTT INTL INC COM 580037109 110 2164 SH DEFINED 12 2164 0 0 MCDERMOTT INTL INC COM 580037109 8649 170050 SH CALL DEFINED 14,15,23 170050 0 0 MCDERMOTT INTL INC COM 580037109 5073 99750 SH PUT DEFINED 14,15,23 99750 0 0 MCDERMOTT INTL INC COM 580037109 8776 172542 SH DEFINED 15,23,24 170272 0 2270 MCDERMOTT INTL INC COM 580037109 446 8777 SH DEFINED 15,18,23,25,26 8777 0 0 MCDERMOTT INTL INC COM 580037109 854 16800 SH DEFINED 30,38 16800 0 0 MCDONALDS CORP COM 580135101 106673 2406342 SH DEFINED 6,10 2406342 0 0 MCDONALDS CORP COM 580135101 2438 55000 SH CALL DEFINED 6,10 55000 0 0 MCDONALDS CORP COM 580135101 2007 45283 SH DEFINED 6,10,11 45283 0 0 MCDONALDS CORP COM 580135101 26011 586767 SH DEFINED 12 586767 0 0 MCDONALDS CORP COM 580135101 18969 427900 SH CALL DEFINED 14,15,23 427900 0 0 MCDONALDS CORP COM 580135101 28828 650300 SH PUT DEFINED 14,15,23 650300 0 0 MCDONALDS CORP COM 580135101 216385 4881227 SH DEFINED 15,23,24 4345815 0 535411 MCDONALDS CORP COM 580135101 16641 375400 SH CALL DEFINED 15,23,24 375400 0 0 MCDONALDS CORP COM 580135101 3524 79500 SH PUT DEFINED 15,23,24 79500 0 0 MCDONALDS CORP COM 580135101 1958 44171 SH DEFINED 15,18,23,25,26 44171 0 0 MCDONALDS CORP COM 580135101 78021 1760000 SH CALL DEFINED 15,18,23,25,26 1760000 0 0 MCDONALDS CORP COM 580135101 266 6000 SH DEFINED 30,38 6000 0 0 MCG CAPITAL CORP COM 58047P107 14 700 SH DEFINED 12 700 0 0 MCG CAPITAL CORP COM 58047P107 4472 220097 SH DEFINED 15,23,24 197510 0 22586 MCG CAPITAL CORP COM 58047P107 643 31650 SH DEFINED 30,38 31650 0 0 MCGRATH RENTCORP COM 580589109 6 200 SH DEFINED 6,10,11 200 0 0 MCGRATH RENTCORP COM 580589109 40 1296 SH DEFINED 12 1296 0 0 MCGRATH RENTCORP COM 580589109 456 14882 SH DEFINED 15,23,24 14232 0 650 MCGRATH RENTCORP COM 580589109 80 2600 SH DEFINED 29 2600 0 0 MCGRAW HILL COS INC COM 580645109 3955 58150 SH DEFINED 6,10 58150 0 0 MCGRAW HILL COS INC COM 580645109 99 1453 SH DEFINED 6,10,11 1453 0 0 MCGRAW HILL COS INC COM 580645109 88798 1305475 SH DEFINED 12 1305475 0 0 MCGRAW HILL COS INC COM 580645109 22675 333362 SH DEFINED 15,23,24 285792 0 47570 MCGRAW HILL COS INC COM 580645109 68 1000 SH PUT DEFINED 15,23,24 1000 0 0 MCGRAW HILL COS INC COM 580645109 660 9700 SH DEFINED 15,18,23,25,26 9700 0 0 MCKESSON CORP COM 58155Q103 80 1573 SH DEFINED 3,8 0 0 1573 MCKESSON CORP COM 58155Q103 3780 74549 SH DEFINED 6,10 74549 0 0 MCKESSON CORP COM 58155Q103 4193 82694 SH DEFINED 6,10,11 82344 0 350 MCKESSON CORP COM 58155Q103 1798 35472 SH DEFINED 12 35472 0 0 MCKESSON CORP COM 58155Q103 5734 113100 SH CALL DEFINED 14,15,23 113100 0 0 MCKESSON CORP COM 58155Q103 5678 112000 SH PUT DEFINED 14,15,23 112000 0 0 MCKESSON CORP COM 58155Q103 6540 128989 SH DEFINED 15,23,24 113715 0 15273 MCKESSON CORP COM 58155Q103 1575 31070 SH DEFINED 30,38 31070 0 0 MCMORAN EXPLORATION COM 582411104 2 113 SH DEFINED 6,10,11 113 0 0 MCMORAN EXPLORATION COM 582411104 1487 104597 SH DEFINED 15,23,24 92205 0 12392 MEADE INSTRUMENTS CO COM 583062104 17 8643 SH DEFINED 6,10 8643 0 0 MEADE INSTRUMENTS CO COM 583062104 153 77600 SH DEFINED 15,23,24 77600 0 0 MEADWESTVACO CORP COM 583334107 499 16593 SH DEFINED 6,10 16593 0 0 MEADWESTVACO CORP COM 583334107 436 14497 SH DEFINED 12 14497 0 0 MEADWESTVACO CORP COM 583334107 1480 49225 SH DEFINED 15,23,24 45013 0 4211 MEADWESTVACO CORP COM 583334107 54 1800 SH DEFINED 30,38 1800 0 0 MECHANICAL TECHNOLOG COM 583538103 326 172366 SH DEFINED 15,23,24 139208 0 33158 MECHEL OAO SPONSORED A 583840103 36 1400 SH DEFINED 12 1400 0 0 MECHEL OAO SPONSORED A 583840103 85 3336 SH DEFINED 15,23,24 3314 0 22 MECHEL OAO SPONSORED A 583840103 132 5189 SH DEFINED 15,18,23,25,26 5189 0 0 MEDAREX INC COM 583916101 1142 77200 SH DEFINED 6,10,11 77200 0 0 MEDAREX INC COM 583916101 587 39667 SH DEFINED 14,15,23 39667 0 0 MEDAREX INC COM 583916101 3621 244800 SH CALL DEFINED 14,15,23 244800 0 0 MEDAREX INC COM 583916101 1609 108800 SH PUT DEFINED 14,15,23 108800 0 0 MEDAREX INC COM 583916101 1045 70653 SH DEFINED 15,23,24 51783 0 18870 MEDAREX INC COM 583916101 942 63700 SH CALL DEFINED 15,23,24 63700 0 0 MEDALLION FINL CORP COM 583928106 792 64025 SH DEFINED 6,10,11 64025 0 0 MEDALLION FINL CORP COM 583928106 228 18463 SH DEFINED 15,23,24 16666 0 1797 MEDCATH CORP COM 58404W109 11 419 SH DEFINED 12 419 0 0 MEDCATH CORP COM 58404W109 271 9895 SH DEFINED 15,23,24 9795 0 100 MEDCO HEALTH SOLUTIO COM 58405U102 1427 26701 SH DEFINED 6,10 26701 0 0 MEDCO HEALTH SOLUTIO COM 58405U102 1821 34083 SH DEFINED 6,10,11 33993 0 90 MEDCO HEALTH SOLUTIO COM 58405U102 4987 93326 SH DEFINED 12 93326 0 0 MEDCO HEALTH SOLUTIO COM 58405U102 1809 33852 SH DEFINED 14,15,23 33852 0 0 MEDCO HEALTH SOLUTIO COM 58405U102 11041 206600 SH CALL DEFINED 14,15,23 206600 0 0 MEDCO HEALTH SOLUTIO COM 58405U102 11479 214800 SH PUT DEFINED 14,15,23 214800 0 0 MEDCO HEALTH SOLUTIO COM 58405U102 13269 248304 SH DEFINED 15,23,24 191687 0 56616 MEDCO HEALTH SOLUTIO COM 58405U102 28 523 SH DEFINED 15,18,23,25,26 523 0 0 MEDCO HEALTH SOLUTIO COM 58405U102 545 10200 SH DEFINED 29 10200 0 0 MEDCO HEALTH SOLUTIO COM 58405U102 128 2400 SH DEFINED 30,38 2400 0 0 MEDCO HEALTH SOLUTIO COM 58405U102 1336 25000 SH CALL DEFINED 30,38 25000 0 0 MEDIA GEN INC CL A 584404107 0 2 SH DEFINED 6,10 2 0 0 MEDIA GEN INC CL A 584404107 9 250 SH DEFINED 6,10,11 250 0 0 MEDIA GEN INC CL A 584404107 18 485 SH DEFINED 12 485 0 0 MEDIA GEN INC CL A 584404107 2252 60592 SH DEFINED 15,23,24 54799 0 5793 MEDIACOM COMMUNICATI CL A 58446K105 1413 175700 SH DEFINED 6,10 175700 0 0 MEDIACOM COMMUNICATI CL A 58446K105 784 97507 SH DEFINED 15,23,24 85371 0 12136 MEDICAL PPTYS TRUST COM 58463J304 6739 440453 SH DEFINED 15,23,24 366444 0 74009 MEDICINES CO COM 584688105 2 60 SH DEFINED 12 60 0 0 MEDICINES CO COM 584688105 158 4983 SH DEFINED 15,23,24 3983 0 1000 MEDICINES CO COM 584688105 508 16000 SH DEFINED 29 16000 0 0 MEDICINES CO COM 584688105 3496 110227 SH DEFINED 30,38 110227 0 0 MEDICIS PHARMACEUTIC NOTE 1.500 584690AB7 81 77000 PRN DEFINED 12 77000 0 0 MEDICIS PHARMACEUTIC NOTE 1.500 584690AB7 1 1000 PRN DEFINED 15,23,24 1000 0 0 MEDICIS PHARMACEUTIC CL A NEW 584690309 0 6 SH DEFINED 6,10 6 0 0 MEDICIS PHARMACEUTIC CL A NEW 584690309 135 3847 SH DEFINED 12 3847 0 0 MEDICIS PHARMACEUTIC CL A NEW 584690309 2841 80868 SH DEFINED 14,15,23 80868 0 0 MEDICIS PHARMACEUTIC CL A NEW 584690309 3776 107500 SH CALL DEFINED 14,15,23 107500 0 0 MEDICIS PHARMACEUTIC CL A NEW 584690309 4760 135500 SH PUT DEFINED 14,15,23 135500 0 0 MEDICIS PHARMACEUTIC CL A NEW 584690309 370 10534 SH DEFINED 15,23,24 8018 0 2516 MEDICIS PHARMACEUTIC CL A NEW 584690309 53 1500 SH CALL DEFINED 15,23,24 1500 0 0 MEDICIS PHARMACEUTIC CL A NEW 584690309 606 17250 SH DEFINED 29 17250 0 0 MEDICIS PHARMACEUTIC CL A NEW 584690309 1054 30000 SH DEFINED 30,38 30000 0 0 MEDIMMUNE INC NOTE 1.625 584699AJ1 5451 4750000 PRN DEFINED 15,23,24 4750000 0 0 MEDIMMUNE INC COM 584699102 749 23144 SH DEFINED 6,10 23144 0 0 MEDIMMUNE INC COM 584699102 131 4050 SH DEFINED 6,10,11 3450 0 600 MEDIMMUNE INC COM 584699102 477 14726 SH DEFINED 12 14726 0 0 MEDIMMUNE INC COM 584699102 6341 195900 SH CALL DEFINED 14,15,23 195900 0 0 MEDIMMUNE INC COM 584699102 2072 64000 SH PUT DEFINED 14,15,23 64000 0 0 MEDIMMUNE INC COM 584699102 2936 90699 SH DEFINED 15,23,24 82985 0 7714 MEDIMMUNE INC COM 584699102 2111 65215 SH DEFINED 15,18,23,25,26 65215 0 0 MEDIMMUNE INC COM 584699102 4046 125000 SH DEFINED 30,38 125000 0 0 MEDIS TECHNOLOGIES L COM 58500P107 8 481 SH DEFINED 6,10 481 0 0 MEDIS TECHNOLOGIES L COM 58500P107 43 2500 SH DEFINED 12 2500 0 0 MEDIS TECHNOLOGIES L COM 58500P107 239 13716 SH DEFINED 14,15,23 13716 0 0 MEDIS TECHNOLOGIES L COM 58500P107 2210 127100 SH CALL DEFINED 14,15,23 127100 0 0 MEDIS TECHNOLOGIES L COM 58500P107 2565 147500 SH PUT DEFINED 14,15,23 147500 0 0 MEDIS TECHNOLOGIES L COM 58500P107 16060 923543 SH DEFINED 15,23,24 713009 0 210534 MEDTRONIC INC NOTE 1.500 585055AL0 6360 6000000 PRN DEFINED 6,10 6000000 0 0 MEDTRONIC INC NOTE 1.500 585055AL0 78 74000 PRN DEFINED 12 74000 0 0 MEDTRONIC INC NOTE 1.625 585055AM8 44182 41437000 PRN DEFINED 15,23,24 41437000 0 0 MEDTRONIC INC COM 585055106 35961 672050 SH DEFINED 6,10 672050 0 0 MEDTRONIC INC COM 585055106 20366 380600 SH CALL DEFINED 6,10 380600 0 0 MEDTRONIC INC COM 585055106 8027 150000 SH PUT DEFINED 6,10 150000 0 0 MEDTRONIC INC COM 585055106 4005 74840 SH DEFINED 6,10,11 74590 0 250 MEDTRONIC INC COM 585055106 10495 196123 SH DEFINED 12 196123 0 0 MEDTRONIC INC COM 585055106 20505 383200 SH CALL DEFINED 14,15,23 383200 0 0 MEDTRONIC INC COM 585055106 16845 314800 SH PUT DEFINED 14,15,23 314800 0 0 MEDTRONIC INC COM 585055106 151633 2833734 SH DEFINED 15,23,24 2245262 0 588472 MEDTRONIC INC COM 585055106 37628 703200 SH CALL DEFINED 15,23,24 703200 0 0 MEDTRONIC INC COM 585055106 49400 923200 SH PUT DEFINED 15,23,24 923200 0 0 MEDTRONIC INC COM 585055106 64 1195 SH DEFINED 15,18,23,25,26 1195 0 0 MEDTRONIC INC COM 585055106 2943 55000 SH DEFINED 30,38 55000 0 0 MELLON FINL CORP COM 58551A108 1580 37484 SH DEFINED 6,10 37484 0 0 MELLON FINL CORP COM 58551A108 489 11599 SH DEFINED 6,10,11 11362 0 237 MELLON FINL CORP COM 58551A108 2158 51204 SH DEFINED 12 51204 0 0 MELLON FINL CORP COM 58551A108 1321 31340 SH DEFINED 14,15,23 31340 0 0 MELLON FINL CORP COM 58551A108 3764 89300 SH CALL DEFINED 14,15,23 89300 0 0 MELLON FINL CORP COM 58551A108 6580 156100 SH PUT DEFINED 14,15,23 156100 0 0 MELLON FINL CORP COM 58551A108 11849 281114 SH DEFINED 15,23,24 217680 0 63433 MELLON FINL CORP COM 58551A108 107 2542 SH DEFINED 15,18,23,25,26 2542 0 0 MENS WEARHOUSE INC COM 587118100 514 13423 SH DEFINED 6,10 13423 0 0 MENS WEARHOUSE INC COM 587118100 130 3406 SH DEFINED 12 3406 0 0 MENS WEARHOUSE INC COM 587118100 1103 28822 SH DEFINED 15,23,24 28343 0 479 MENS WEARHOUSE INC COM 587118100 78 2050 SH DEFINED 29 2050 0 0 MENS WEARHOUSE INC COM 587118100 7256 189640 SH DEFINED 30,38 189640 0 0 MENTOR CORP MINN COM 587188103 532 10882 SH DEFINED 6,10 10882 0 0 MENTOR CORP MINN COM 587188103 153 3140 SH DEFINED 6,10,11 3140 0 0 MENTOR CORP MINN COM 587188103 232 4747 SH DEFINED 12 4747 0 0 MENTOR CORP MINN COM 587188103 110 2242 SH DEFINED 14,15,23 2242 0 0 MENTOR CORP MINN COM 587188103 4745 97100 SH CALL DEFINED 14,15,23 97100 0 0 MENTOR CORP MINN COM 587188103 3709 75900 SH PUT DEFINED 14,15,23 75900 0 0 MENTOR CORP MINN COM 587188103 615 12593 SH DEFINED 15,23,24 10738 0 1855 MENTOR CORP MINN COM 587188103 977 20000 SH DEFINED 30,38 20000 0 0 MENTOR GRAPHICS CORP COM 587200106 13 734 SH DEFINED 6,10 734 0 0 MENTOR GRAPHICS CORP COM 587200106 31 1719 SH DEFINED 12 1719 0 0 MENTOR GRAPHICS CORP COM 587200106 104 5761 SH DEFINED 14,15,23 5761 0 0 MENTOR GRAPHICS CORP COM 587200106 795 44100 SH CALL DEFINED 14,15,23 44100 0 0 MENTOR GRAPHICS CORP COM 587200106 604 33500 SH PUT DEFINED 14,15,23 33500 0 0 MENTOR GRAPHICS CORP COM 587200106 681 37769 SH DEFINED 15,23,24 37567 0 202 MERCANTILE BANKSHARE COM 587405101 254 5428 SH DEFINED 6,10 5428 0 0 MERCANTILE BANKSHARE COM 587405101 982 20996 SH DEFINED 6,10,11 20996 0 0 MERCANTILE BANKSHARE COM 587405101 109 2325 SH DEFINED 12 2325 0 0 MERCANTILE BANKSHARE COM 587405101 5348 114298 SH DEFINED 15,23,24 65018 0 49280 MERCHANTS BANCSHARES COM 588448100 239 10425 SH DEFINED 15,23,24 9125 0 1300 MERCK & CO INC COM 589331107 118 2714 SH DEFINED 3,8 0 0 2714 MERCK & CO INC COM 589331107 94130 2158951 SH DEFINED 6,10 2158951 0 0 MERCK & CO INC COM 589331107 234511 5378700 SH CALL DEFINED 6,10 5378700 0 0 MERCK & CO INC COM 589331107 662 15176 SH DEFINED 6,10,11 13854 0 1322 MERCK & CO INC COM 589331107 87479 2006390 SH DEFINED 12 2006390 0 0 MERCK & CO INC COM 589331107 2505 57444 SH DEFINED 14,15,23 57444 0 0 MERCK & CO INC COM 589331107 46983 1077600 SH CALL DEFINED 14,15,23 1077600 0 0 MERCK & CO INC COM 589331107 51413 1179200 SH PUT DEFINED 14,15,23 1179200 0 0 MERCK & CO INC COM 589331107 1673 38370 SH DEFINED 2,5,6,9,10,17,19,20,27 38370 0 0 MERCK & CO INC COM 589331107 186905 4286807 SH DEFINED 15,23,24 3801674 0 485133 MERCK & CO INC COM 589331107 17540 402300 SH CALL DEFINED 15,23,24 402300 0 0 MERCK & CO INC COM 589331107 32949 755700 SH PUT DEFINED 15,23,24 755200 0 500 MERCK & CO INC COM 589331107 73963 1696392 SH DEFINED 15,18,23,25,26 1696392 0 0 MERCK & CO INC COM 589331107 480 11000 SH DEFINED 29 11000 0 0 MERCK & CO INC COM 589331107 3152 72300 SH DEFINED 30,38 72300 0 0 MERCURY GENL CORP NE COM 589400100 62 1177 SH DEFINED 6,10 1177 0 0 MERCURY GENL CORP NE COM 589400100 240 4558 SH DEFINED 12 4558 0 0 MERCURY GENL CORP NE COM 589400100 2688 50977 SH DEFINED 15,23,24 45853 0 5124 MERCURY GENL CORP NE COM 589400100 267 5060 SH DEFINED 30,38 5060 0 0 MEREDITH CORP COM 589433101 1165 20683 SH DEFINED 6,10 20683 0 0 MEREDITH CORP COM 589433101 148 2635 SH DEFINED 6,10,11 2635 0 0 MEREDITH CORP COM 589433101 45 797 SH DEFINED 12 797 0 0 MEREDITH CORP COM 589433101 13104 232546 SH DEFINED 15,23,24 201721 0 30825 MERIDIAN BIOSCIENCE COM 589584101 133 5403 SH DEFINED 6,10 5403 0 0 MERIDIAN BIOSCIENCE COM 589584101 11 459 SH DEFINED 6,10,11 459 0 0 MERIDIAN BIOSCIENCE COM 589584101 783 31929 SH DEFINED 15,23,24 24441 0 7488 MERIDIAN GOLD INC COM 589975101 4 146 SH DEFINED 3,8 0 0 146 MERIDIAN GOLD INC COM 589975101 39 1389 SH DEFINED 6,10 1389 0 0 MERIDIAN GOLD INC COM 589975101 3 96 SH DEFINED 12 96 0 0 MERIDIAN GOLD INC COM 589975101 1067 38400 SH DEFINED 14,15,23 38400 0 0 MERIDIAN GOLD INC COM 589975101 1548 55700 SH CALL DEFINED 14,15,23 55700 0 0 MERIDIAN GOLD INC COM 589975101 1581 56900 SH PUT DEFINED 14,15,23 56900 0 0 MERIDIAN GOLD INC COM 589975101 590 21220 SH DEFINED 15,23,24 14420 0 6800 MERITAGE HOMES CORP COM 59001A102 266 5576 SH DEFINED 6,10 5576 0 0 MERITAGE HOMES CORP COM 59001A102 222 4660 SH DEFINED 14,15,23 4660 0 0 MERITAGE HOMES CORP COM 59001A102 964 20200 SH CALL DEFINED 14,15,23 20200 0 0 MERITAGE HOMES CORP COM 59001A102 3694 77400 SH PUT DEFINED 14,15,23 77400 0 0 MERITAGE HOMES CORP COM 59001A102 1355 28390 SH DEFINED 15,23,24 27113 0 1277 MERITAGE HOMES CORP COM 59001A102 19 400 SH DEFINED 30,38 400 0 0 MERRILL LYNCH & CO I NOTE 590188W46 371 280000 PRN DEFINED 12 280000 0 0 MERRILL LYNCH & CO I NOTE 590188W46 375 283000 PRN DEFINED 15,23,24 98000 0 185000 MERRILL LYNCH & CO I COM 590188108 279 2997 SH DEFINED 3,8 0 0 2997 MERRILL LYNCH & CO I COM 590188108 14672 157596 SH DEFINED 6,10 157596 0 0 MERRILL LYNCH & CO I COM 590188108 5772 62000 SH CALL DEFINED 6,10 62000 0 0 MERRILL LYNCH & CO I COM 590188108 135 1448 SH DEFINED 6,10,11 1448 0 0 MERRILL LYNCH & CO I COM 590188108 6165 66219 SH DEFINED 12 66219 0 0 MERRILL LYNCH & CO I COM 590188108 65403 702500 SH CALL DEFINED 14,15,23 702500 0 0 MERRILL LYNCH & CO I COM 590188108 50293 540200 SH PUT DEFINED 14,15,23 540200 0 0 MERRILL LYNCH & CO I COM 590188108 258285 2774278 SH DEFINED 15,23,24 2345200 0 429077 MERRILL LYNCH & CO I COM 590188108 46029 494400 SH CALL DEFINED 15,23,24 494200 0 200 MERRILL LYNCH & CO I COM 590188108 112307 1206300 SH PUT DEFINED 15,23,24 1206300 0 0 MERRILL LYNCH & CO I COM 590188108 2651 28480 SH DEFINED 15,18,23,25,26 28480 0 0 MERRILL LYNCH & CO I COM 590188108 661 7100 SH DEFINED 30,38 7100 0 0 MESA AIR GROUP INC NOTE 2.115 590479AD3 13435 24428000 PRN DEFINED 15,23,24 24428000 0 0 MESA AIR GROUP INC COM 590479101 78 9135 SH DEFINED 6,10 9135 0 0 MESA AIR GROUP INC COM 590479101 1 66 SH DEFINED 12 66 0 0 MESA AIR GROUP INC COM 590479101 29 3407 SH DEFINED 15,23,24 3035 0 372 MESA LABS INC COM 59064R109 393 20764 SH DEFINED 15,23,24 4194 0 16570 MESABI TR CTF BEN INT 590672101 2237 80724 SH DEFINED 15,23,24 51514 0 29210 METABOLIX INC COM 591018809 243 12845 SH DEFINED 15,23,24 9495 0 3350 METAL MGMT INC COM NEW 591097209 16 430 SH DEFINED 6,10 430 0 0 METAL MGMT INC COM NEW 591097209 12 320 SH DEFINED 12 320 0 0 METAL MGMT INC COM NEW 591097209 1460 38567 SH DEFINED 15,23,24 34609 0 3958 METHANEX CORP COM 59151K108 41 1490 SH DEFINED 6,10 1490 0 0 METHANEX CORP COM 59151K108 9 315 SH DEFINED 12 315 0 0 METHANEX CORP COM 59151K108 416 15201 SH DEFINED 15,23,24 12970 0 2231 METHANEX CORP COM 59151K108 79 2900 SH DEFINED 29 2900 0 0 METHANEX CORP COM 59151K108 348 12705 SH DEFINED 30,38 12705 0 0 METHODE ELECTRS INC COM 591520200 102 9422 SH DEFINED 6,10 9422 0 0 METHODE ELECTRS INC COM 591520200 173 15945 SH DEFINED 6,10,11 15945 0 0 METHODE ELECTRS INC COM 591520200 216 19938 SH DEFINED 15,23,24 19938 0 0 METLIFE INC COM 59156R108 702 11900 SH DEFINED 3,8 0 0 11900 METLIFE INC COM 59156R108 6158 104350 SH DEFINED 6,10 104350 0 0 METLIFE INC COM 59156R108 3 46 SH DEFINED 6,10,11 46 0 0 METLIFE INC COM 59156R108 16093 272723 SH DEFINED 12 272723 0 0 METLIFE INC COM 59156R108 5795 98200 SH CALL DEFINED 14,15,23 98200 0 0 METLIFE INC COM 59156R108 11253 190700 SH PUT DEFINED 14,15,23 190700 0 0 METLIFE INC COM 59156R108 29210 494997 SH DEFINED 15,23,24 415915 0 79082 METLIFE INC COM 59156R108 14753 250000 SH CALL DEFINED 15,23,24 250000 0 0 METLIFE INC COM 59156R108 43803 742300 SH PUT DEFINED 15,23,24 742300 0 0 METLIFE INC COM 59156R108 1475 25000 SH DEFINED 15,18,23,25,26 25000 0 0 METRO ONE TELECOMMUN OM NEW 59163F204 132 51012 SH DEFINED 15,23,24 29912 0 21100 METTLER TOLEDO INTER COM 592688105 5 65 SH DEFINED 6,10 65 0 0 METTLER TOLEDO INTER COM 592688105 586 7430 SH DEFINED 12 7430 0 0 METTLER TOLEDO INTER COM 592688105 9810 124408 SH DEFINED 15,23,24 121427 0 2981 METTLER TOLEDO INTER COM 592688105 2760 35000 SH DEFINED 30,38 35000 0 0 MEXICAN RESTAURANTS COM 59283R104 147 13405 SH DEFINED 15,23,24 10305 0 3100 MEXICO FD INC COM 592835102 2019 51065 SH DEFINED 15,23,24 35167 0 15898 MICREL INC COM 594793101 0 7 SH DEFINED 6,10 7 0 0 MICREL INC COM 594793101 24 2200 SH DEFINED 12 2200 0 0 MICREL INC COM 594793101 56 5200 SH DEFINED 15,23,24 4965 0 235 MICREL INC COM 594793101 285 26473 SH DEFINED 30,38 26473 0 0 MICROS SYS INC COM 594901100 544 10325 SH DEFINED 6,10 10325 0 0 MICROS SYS INC COM 594901100 42 800 SH DEFINED 6,10,11 800 0 0 MICROS SYS INC COM 594901100 132 2508 SH DEFINED 12 2508 0 0 MICROS SYS INC COM 594901100 430 8164 SH DEFINED 15,23,24 6904 0 1260 MICROS SYS INC COM 594901100 305 5780 SH DEFINED 29 5780 0 0 MICROSOFT CORP COM 594918104 12277 411136 SH DEFINED 3,8 0 0 411136 MICROSOFT CORP COM 594918104 50137 1679085 SH DEFINED 6,10 1419136 0 259949 MICROSOFT CORP COM 594918104 30583 1024200 SH CALL DEFINED 6,10 1024200 0 0 MICROSOFT CORP COM 594918104 10932 366100 SH PUT DEFINED 6,10 366100 0 0 MICROSOFT CORP COM 594918104 13405 448913 SH DEFINED 6,10,11 445483 0 3430 MICROSOFT CORP COM 594918104 120520 4036169 SH DEFINED 12 4036169 0 0 MICROSOFT CORP COM 594918104 168867 5655300 SH CALL DEFINED 14,15,23 5655300 0 0 MICROSOFT CORP COM 594918104 94844 3176300 SH PUT DEFINED 14,15,23 3176300 0 0 MICROSOFT CORP COM 594918104 532327 17827438 SH DEFINED 15,23,24 14496097 0 3331341 MICROSOFT CORP COM 594918104 131927 4418172 SH CALL DEFINED 15,23,24 4417772 0 400 MICROSOFT CORP COM 594918104 155359 5202900 SH PUT DEFINED 15,23,24 5202900 0 0 MICROSOFT CORP COM 594918104 10151 339962 SH DEFINED 15,18,23,25,26 339962 0 0 MICROSOFT CORP COM 594918104 10397 348200 SH CALL DEFINED 15,18,23,25,26 348200 0 0 MICROSOFT CORP COM 594918104 2219 74320 SH DEFINED 29 74320 0 0 MICROSTRATEGY INC CL A NEW 594972408 47 414 SH DEFINED 6,10 414 0 0 MICROSTRATEGY INC CL A NEW 594972408 4 31 SH DEFINED 12 31 0 0 MICROSTRATEGY INC CL A NEW 594972408 15357 134700 SH CALL DEFINED 14,15,23 134700 0 0 MICROSTRATEGY INC CL A NEW 594972408 25196 221000 SH PUT DEFINED 14,15,23 221000 0 0 MICROSTRATEGY INC CL A NEW 594972408 369 3240 SH DEFINED 15,23,24 3128 0 112 MICROCHIP TECHNOLOGY COM 595017104 362 11060 SH DEFINED 6,10 11060 0 0 MICROCHIP TECHNOLOGY COM 595017104 454 13887 SH DEFINED 12 13887 0 0 MICROCHIP TECHNOLOGY COM 595017104 1370 41900 SH DEFINED 14,15,23 41900 0 0 MICROCHIP TECHNOLOGY COM 595017104 2044 62500 SH CALL DEFINED 14,15,23 62500 0 0 MICROCHIP TECHNOLOGY COM 595017104 2711 82900 SH PUT DEFINED 14,15,23 82900 0 0 MICROCHIP TECHNOLOGY COM 595017104 11495 351519 SH DEFINED 15,23,24 309831 0 41687 MICROCHIP TECHNOLOGY COM 595017104 449 13739 SH DEFINED 30,38 13739 0 0 MICRON TECHNOLOGY IN COM 595112103 619 44369 SH DEFINED 3,8 0 0 44369 MICRON TECHNOLOGY IN COM 595112103 1026 73495 SH DEFINED 6,10 73495 0 0 MICRON TECHNOLOGY IN COM 595112103 416 29777 SH DEFINED 12 29777 0 0 MICRON TECHNOLOGY IN COM 595112103 14128 1012000 SH CALL DEFINED 14,15,23 1012000 0 0 MICRON TECHNOLOGY IN COM 595112103 8425 603500 SH PUT DEFINED 14,15,23 603500 0 0 MICRON TECHNOLOGY IN COM 595112103 1428 102289 SH DEFINED 2,5,6,9,10,17,19,20,27 102289 0 0 MICRON TECHNOLOGY IN COM 595112103 87437 6263360 SH DEFINED 15,23,24 5843990 0 419370 MICRON TECHNOLOGY IN COM 595112103 2499 179000 SH CALL DEFINED 15,23,24 179000 0 0 MICRON TECHNOLOGY IN COM 595112103 209 15000 SH PUT DEFINED 15,23,24 15000 0 0 MICRON TECHNOLOGY IN COM 595112103 42 3000 SH DEFINED 15,18,23,25,26 3000 0 0 MICRON TECHNOLOGY IN COM 595112103 5239 375253 SH DEFINED 30,38 375253 0 0 MICROSEMI CORP COM 595137100 371 18861 SH DEFINED 6,10 18861 0 0 MICROSEMI CORP COM 595137100 74 3790 SH DEFINED 12 3790 0 0 MICROSEMI CORP COM 595137100 29 1487 SH DEFINED 15,23,24 1487 0 0 MICROSEMI CORP COM 595137100 146 7425 SH DEFINED 29 7425 0 0 MICROTUNE INC DEL COM 59514P109 67 14259 SH DEFINED 15,23,24 14259 0 0 MICROTUNE INC DEL COM 59514P109 0 48 SH DEFINED 30,38 48 0 0 MICROTEK MEDICAL HLD COM 59515B109 55 12019 SH DEFINED 15,23,24 12019 0 0 MICRUS ENDOVASCULAR COM 59518V102 1241 65036 SH DEFINED 15,23,24 58936 0 6100 MID-AMER APT CMNTYS COM 59522J103 376 6573 SH DEFINED 6,10 6573 0 0 MID-AMER APT CMNTYS COM 59522J103 103 1803 SH DEFINED 12 1803 0 0 MID-AMER APT CMNTYS COM 59522J103 151 2645 SH DEFINED 15,23,24 2128 0 517 MID-STATE BANCSHARES COM 595440108 706 19404 SH DEFINED 15,23,24 19404 0 0 MIDAS GROUP INC COM 595626102 68 2973 SH DEFINED 6,10 2973 0 0 MIDAS GROUP INC COM 595626102 140 6081 SH DEFINED 15,23,24 5078 0 1003 MIDCAP SPDR TR UNIT SER 1 595635103 8010 54732 SH DEFINED 12 54732 0 0 MIDCAP SPDR TR UNIT SER 1 595635103 28655 195800 SH CALL DEFINED 14,15,23 195800 0 0 MIDCAP SPDR TR UNIT SER 1 595635103 57838 395200 SH PUT DEFINED 14,15,23 395200 0 0 MIDCAP SPDR TR UNIT SER 1 595635103 57392 392153 SH DEFINED 15,23,24 303373 0 88780 MIDCAP SPDR TR UNIT SER 1 595635103 761 5200 SH PUT DEFINED 15,23,24 5000 0 200 MIDDLEBURG FINANCIAL COM 596094102 768 20750 SH DEFINED 15,23,24 11050 0 9700 MIDDLEBY CORP COM 596278101 567 5413 SH DEFINED 15,23,24 5279 0 134 MIDDLESEX WATER CO COM 596680108 235 12567 SH DEFINED 15,23,24 11467 0 1100 MIDLAND CO COM 597486109 9 210 SH DEFINED 12 210 0 0 MIDLAND CO COM 597486109 725 17293 SH DEFINED 15,23,24 17293 0 0 MIDWEST AIR GROUP IN COM 597911106 2200 191267 SH DEFINED 15,23,24 177234 0 14033 MILLENNIUM PHARMACEU NOTE 5.500 599902AB9 4207 4223000 PRN DEFINED 15,23,24 4223000 0 0 MILLENNIUM PHARMACEU NOTE 2.250 599902AD5 14301 14500000 PRN DEFINED 30,38 14500000 0 0 MILLENNIUM PHARMACEU COM 599902103 48 4429 SH DEFINED 3,8 0 0 4429 MILLENNIUM PHARMACEU COM 599902103 188 17231 SH DEFINED 6,10 17231 0 0 MILLENNIUM PHARMACEU COM 599902103 81 7430 SH DEFINED 12 7430 0 0 MILLENNIUM PHARMACEU COM 599902103 827 75900 SH CALL DEFINED 14,15,23 75900 0 0 MILLENNIUM PHARMACEU COM 599902103 1445 132600 SH PUT DEFINED 14,15,23 132600 0 0 MILLENNIUM PHARMACEU COM 599902103 3684 337937 SH DEFINED 2,5,6,9,10,17,19,20,27 337937 0 0 MILLENNIUM PHARMACEU COM 599902103 60858 5583267 SH DEFINED 15,23,24 5244136 0 339131 MILLENNIUM PHARMACEU COM 599902103 645 59152 SH DEFINED 30,38 59152 0 0 MILLEA HOLDINGS INC ADR 60032R106 3399 94770 SH DEFINED 12 94770 0 0 MILLEA HOLDINGS INC ADR 60032R106 564 15718 SH DEFINED 15,23,24 11707 0 4011 MILLENNIUM CELL INC COM 60038B105 61 64955 SH DEFINED 15,23,24 64555 0 400 MILLER HERMAN INC COM 600544100 7 179 SH DEFINED 6,10 179 0 0 MILLER HERMAN INC COM 600544100 362 9964 SH DEFINED 15,23,24 9518 0 446 MILLER HERMAN INC COM 600544100 4 97 SH DEFINED 30,38 97 0 0 MILLIPORE CORP COM 601073109 431 6469 SH DEFINED 6,10 6469 0 0 MILLIPORE CORP COM 601073109 3 39 SH DEFINED 14,15,23 39 0 0 MILLIPORE CORP COM 601073109 3078 46220 SH DEFINED 15,23,24 40547 0 5673 MILLIPORE CORP COM 601073109 932 14000 SH DEFINED 15,18,23,25,26 14000 0 0 MILLS CORP COM 601148109 779 38959 SH DEFINED 6,10 38959 0 0 MILLS CORP COM 601148109 2 115 SH DEFINED 6,10,11 115 0 0 MILLS CORP COM 601148109 400 20000 SH DEFINED 14,15,23 20000 0 0 MILLS CORP COM 601148109 2588 129400 SH CALL DEFINED 14,15,23 129400 0 0 MILLS CORP COM 601148109 3260 163000 SH PUT DEFINED 14,15,23 163000 0 0 MILLS CORP COM 601148109 22632 1131589 SH DEFINED 15,23 1131589 0 0 MILLS CORP COM 601148109 1163 58135 SH DEFINED 15,23,24 51625 0 6510 MILLS CORP COM 601148109 16 800 SH DEFINED 30,38 800 0 0 MINDRAY MEDICAL INTL SPON ADR 602675100 863 36063 SH DEFINED 15,23,24 36063 0 0 MINE SAFETY APPLIANC COM 602720104 2 68 SH DEFINED 6,10 68 0 0 MINE SAFETY APPLIANC COM 602720104 11 301 SH DEFINED 6,10,11 301 0 0 MINE SAFETY APPLIANC COM 602720104 212 5792 SH DEFINED 12 5792 0 0 MINE SAFETY APPLIANC COM 602720104 583 15909 SH DEFINED 15,23,24 14240 0 1669 MINE SAFETY APPLIANC COM 602720104 44 1200 SH DEFINED 30,38 1200 0 0 MINERALS TECHNOLOGIE COM 603158106 13 218 SH DEFINED 6,10 218 0 0 MINERALS TECHNOLOGIE COM 603158106 1039 17670 SH DEFINED 15,23,24 12270 0 5400 MINRAD INTL INC COM 60443P103 100 18225 SH DEFINED 15,23,24 10175 0 8050 MIRAMAR MINING CORP COM 60466E100 2 424 SH DEFINED 12 424 0 0 MIRAMAR MINING CORP COM 60466E100 399 88211 SH DEFINED 15,23,24 27533 0 60678 MIRANT CORP NEW COM 60467R100 1 20 SH DEFINED 6,10,11 20 0 0 MIRANT CORP NEW COM 60467R100 544 17246 SH DEFINED 12 17246 0 0 MIRANT CORP NEW COM 60467R100 2345 74281 SH DEFINED 14,15,23 74281 0 0 MIRANT CORP NEW COM 60467R100 6219 197000 SH CALL DEFINED 14,15,23 197000 0 0 MIRANT CORP NEW COM 60467R100 6216 196900 SH PUT DEFINED 14,15,23 196900 0 0 MIRANT CORP NEW COM 60467R100 15658 495991 SH DEFINED 15,23,24 457349 0 38642 MIRANT CORP NEW *W EXP 01/0 60467R118 1 65 SH DEFINED 6,10,11 65 0 0 MIRANT CORP NEW *W EXP 01/0 60467R118 5795 439048 SH DEFINED 15,23,24 401077 0 37971 MIRANT CORP NEW *W EXP 01/0 60467R126 3112 221167 SH DEFINED 15,23,24 221167 0 0 MISSION WEST PPTYS I COM 605203108 358 27300 SH DEFINED 15,23,24 27300 0 0 MITSUBISHI UFJ FINL SPONSORED A 606822104 2509 201539 SH DEFINED 12 201539 0 0 MITSUBISHI UFJ FINL SPONSORED A 606822104 10841 870786 SH DEFINED 15,23,24 819600 0 51186 MITTAL STEEL CO N V NY REG SH C 60684P101 283 6715 SH DEFINED 12 6715 0 0 MITTAL STEEL CO N V NY REG SH C 60684P101 17382 412100 SH CALL DEFINED 14,15,23 412100 0 0 MITTAL STEEL CO N V NY REG SH C 60684P101 17239 408700 SH PUT DEFINED 14,15,23 408700 0 0 MITTAL STEEL CO N V NY REG SH C 60684P101 3079 73002 SH DEFINED 15,23,24 63094 0 9908 MITTAL STEEL CO N V NY REG SH C 60684P101 23802 564300 SH CALL DEFINED 15,23,24 564300 0 0 MITTAL STEEL CO N V NY REG SH C 60684P101 34364 814700 SH PUT DEFINED 15,23,24 814700 0 0 MITTAL STEEL CO N V NY REG SH C 60684P101 422 10000 SH DEFINED 30,38 10000 0 0 MOBILE MINI INC COM 60740F105 242 8985 SH DEFINED 6,10 8985 0 0 MOBILE MINI INC COM 60740F105 48 1771 SH DEFINED 12 1771 0 0 MOBILE MINI INC COM 60740F105 204 7584 SH DEFINED 15,23,24 6894 0 690 MOBILE TELESYSTEMS O SPONSORED A 607409109 139 2766 SH DEFINED 12 2766 0 0 MOBILE TELESYSTEMS O SPONSORED A 607409109 316 6300 SH DEFINED 14,15,23 6300 0 0 MOBILE TELESYSTEMS O SPONSORED A 607409109 472 9400 SH CALL DEFINED 14,15,23 9400 0 0 MOBILE TELESYSTEMS O SPONSORED A 607409109 964 19200 SH PUT DEFINED 14,15,23 19200 0 0 MOBILE TELESYSTEMS O SPONSORED A 607409109 4043 80550 SH DEFINED 15,23,24 78341 0 2209 MOBILE TELESYSTEMS O SPONSORED A 607409109 1904 37938 SH DEFINED 15,18,23,25,26 37938 0 0 MOBILE TELESYSTEMS O SPONSORED A 607409109 136 2700 SH DEFINED 30,38 2700 0 0 MOBILITY ELECTRONICS COM 60741U101 111 33010 SH DEFINED 15,23,24 32985 0 25 MOCON INC COM 607494101 1758 138061 SH DEFINED 15,23,24 115061 0 23000 MODINE MFG CO COM 607828100 2 80 SH DEFINED 6,10 80 0 0 MODINE MFG CO COM 607828100 655 26181 SH DEFINED 15,23,24 26149 0 32 MODINE MFG CO COM 607828100 263 10500 SH DEFINED 30,38 10500 0 0 MOHAWK INDS INC COM 608190104 228 3051 SH DEFINED 6,10 3051 0 0 MOHAWK INDS INC COM 608190104 1315 17560 SH DEFINED 12 17560 0 0 MOHAWK INDS INC COM 608190104 12020 160562 SH DEFINED 15,23,24 128026 0 32536 MOLECULAR DEVICES CO COM 60851C107 188 8912 SH DEFINED 15,23,24 8312 0 600 MOLECULAR DEVICES CO COM 60851C107 1159 55021 SH DEFINED 30,38 55021 0 0 MOLEX INC COM 608554101 317 10030 SH DEFINED 6,10 10030 0 0 MOLEX INC COM 608554101 157 4972 SH DEFINED 12 4972 0 0 MOLEX INC COM 608554101 3894 123095 SH DEFINED 15,23,24 120746 0 2349 MOLEX INC COM 608554101 1487 47000 SH PUT DEFINED 15,23,24 47000 0 0 MOLEX INC COM 608554101 172 5447 SH DEFINED 30,38 5447 0 0 MOLEX INC CL A 608554200 80 2873 SH DEFINED 6,10 2873 0 0 MOLEX INC CL A 608554200 1167 42128 SH DEFINED 12 42128 0 0 MOLEX INC CL A 608554200 890 32129 SH DEFINED 15,23,24 31942 0 187 MOLSON COORS BREWING CL B 60871R209 734 9600 SH DEFINED 3,8 0 0 9600 MOLSON COORS BREWING CL B 60871R209 411 5374 SH DEFINED 6,10 5374 0 0 MOLSON COORS BREWING CL B 60871R209 76 1000 SH DEFINED 6,10,11 1000 0 0 MOLSON COORS BREWING CL B 60871R209 83 1085 SH DEFINED 12 1085 0 0 MOLSON COORS BREWING CL B 60871R209 1789 23400 SH CALL DEFINED 14,15,23 23400 0 0 MOLSON COORS BREWING CL B 60871R209 680 8900 SH PUT DEFINED 14,15,23 8900 0 0 MOLSON COORS BREWING CL B 60871R209 7010 91701 SH DEFINED 15,23,24 69131 0 22570 MOLSON COORS BREWING CL B 60871R209 18713 244800 SH DEFINED 30,38 244800 0 0 MONACO COACH CORP COM 60886R103 97 6821 SH DEFINED 6,10 6821 0 0 MONACO COACH CORP COM 60886R103 946 66774 SH DEFINED 15,23,24 57024 0 9750 MONARCH CASINO & RES COM 609027107 211 8834 SH DEFINED 15,23,24 5134 0 3700 MONEYGRAM INTL INC COM 60935Y109 116 3688 SH DEFINED 6,10 3688 0 0 MONEYGRAM INTL INC COM 60935Y109 60 1908 SH DEFINED 12 1908 0 0 MONEYGRAM INTL INC COM 60935Y109 805 25656 SH DEFINED 15,23,24 24173 0 1483 MONMOUTH REAL ESTATE CL A 609720107 99 11691 SH DEFINED 15,23,24 11619 0 72 MONRO MUFFLER BRAKE COM 610236101 32 925 SH DEFINED 12 925 0 0 MONRO MUFFLER BRAKE COM 610236101 130 3704 SH DEFINED 15,23,24 3704 0 0 MONRO MUFFLER BRAKE COM 610236101 85 2425 SH DEFINED 29 2425 0 0 MONSANTO CO NEW COM 61166W101 5424 103262 SH DEFINED 6,10 103262 0 0 MONSANTO CO NEW COM 61166W101 3408 64872 SH DEFINED 6,10,11 64522 0 350 MONSANTO CO NEW COM 61166W101 2205 41974 SH DEFINED 12 41974 0 0 MONSANTO CO NEW COM 61166W101 3451 65687 SH DEFINED 14,15,23 65687 0 0 MONSANTO CO NEW COM 61166W101 9744 185500 SH CALL DEFINED 14,15,23 185500 0 0 MONSANTO CO NEW COM 61166W101 25861 492300 SH PUT DEFINED 14,15,23 492300 0 0 MONSANTO CO NEW COM 61166W101 35195 670002 SH DEFINED 15,23,24 584779 0 85222 MONSANTO CO NEW COM 61166W101 26486 504200 SH PUT DEFINED 15,23,24 503400 0 800 MONSANTO CO NEW COM 61166W101 125 2388 SH DEFINED 15,18,23,25,26 2388 0 0 MONSTER WORLDWIDE IN COM 611742107 1360 29166 SH DEFINED 6,10 29166 0 0 MONSTER WORLDWIDE IN COM 611742107 14 310 SH DEFINED 12 310 0 0 MONSTER WORLDWIDE IN COM 611742107 1835 39351 SH DEFINED 14,15,23 39351 0 0 MONSTER WORLDWIDE IN COM 611742107 6007 128800 SH CALL DEFINED 14,15,23 128800 0 0 MONSTER WORLDWIDE IN COM 611742107 14836 318100 SH PUT DEFINED 14,15,23 318100 0 0 MONSTER WORLDWIDE IN COM 611742107 5495 117807 SH DEFINED 15,23,24 101672 0 16135 MONTGOMERY STR INCOM COM 614115103 164 9498 SH DEFINED 15,23,24 8313 0 1185 MONTGOMERY STR INCOM COM 614115103 121 7000 SH DEFINED 15,18,23,25,26 7000 0 0 MOODYS CORP COM 615369105 1612 23336 SH DEFINED 6,10 23336 0 0 MOODYS CORP COM 615369105 4168 60349 SH DEFINED 12 60349 0 0 MOODYS CORP COM 615369105 13111 189846 SH DEFINED 15,23,24 162463 0 27382 MOODYS CORP COM 615369105 5974 86500 SH CALL DEFINED 15,23,24 86500 0 0 MOODYS CORP COM 615369105 1796 26000 SH PUT DEFINED 15,23,24 26000 0 0 MOOG INC CL A 615394202 410 10725 SH DEFINED 6,10 10725 0 0 MOOG INC CL A 615394202 48 1260 SH DEFINED 12 1260 0 0 MOOG INC CL A 615394202 731 19140 SH DEFINED 15,23,24 14830 0 4310 MOOG INC CL A 615394202 136 3550 SH DEFINED 29 3550 0 0 MORAN ENERGY INC SDCV 8.750 616457AC1 231 247000 PRN DEFINED 15,23,24 247000 0 0 MORGAN STANLEY EASTN COM 616988101 324 8123 SH DEFINED 15,23,24 5666 0 2456 MORGAN STANLEY EMER COM 61744G107 13 500 SH DEFINED 6,10,11 500 0 0 MORGAN STANLEY EMER COM 61744G107 1013 37759 SH DEFINED 15,23,24 31589 0 6170 MORGAN STANLEY EMER COM 61744H105 1574 145247 SH DEFINED 15,23,24 116057 0 29189 MORGAN STANLEY HIGH COM 61744M104 377 63314 SH DEFINED 15,23,24 55151 0 8163 MORGAN STANLEY HIGH COM 61744M104 134 22500 SH DEFINED 15,18,23,25,26 22500 0 0 MORGAN STANLEY ASIA COM 61744U106 1776 92946 SH DEFINED 15,23,24 85030 0 7915 MORGAN STANLEY DEBT 1.250 617446GR4 14 15000 PRN DEFINED 15,23,24 15000 0 0 MORGAN STANLEY COM NEW 617446448 189 2325 SH DEFINED 3,8 0 0 2325 MORGAN STANLEY COM NEW 617446448 13159 161602 SH DEFINED 6,10 161602 0 0 MORGAN STANLEY COM NEW 617446448 2280 28000 SH CALL DEFINED 6,10 28000 0 0 MORGAN STANLEY COM NEW 617446448 5349 65689 SH DEFINED 6,10,11 65639 0 50 MORGAN STANLEY COM NEW 617446448 88942 1092256 SH DEFINED 12 1092256 0 0 MORGAN STANLEY COM NEW 617446448 54916 674400 SH CALL DEFINED 14,15,23 674400 0 0 MORGAN STANLEY COM NEW 617446448 19046 233900 SH PUT DEFINED 14,15,23 233900 0 0 MORGAN STANLEY COM NEW 617446448 162106 1990742 SH DEFINED 15,23,24 1649683 0 341059 MORGAN STANLEY COM NEW 617446448 15162 186200 SH CALL DEFINED 15,23,24 184200 0 2000 MORGAN STANLEY COM NEW 617446448 38932 478100 SH PUT DEFINED 15,23,24 478100 0 0 MORGAN STANLEY COM NEW 617446448 5739 70474 SH DEFINED 15,18,23,25,26 70474 0 0 MORGAN STANLEY COM NEW 617446448 619 7600 SH DEFINED 29 7600 0 0 MORGAN STANLEY COM NEW 617446448 497 6100 SH DEFINED 30,38 6100 0 0 MORGAN STANLEY INDIA COM 61745C105 7069 139097 SH DEFINED 15,23,24 118818 0 20279 MORGAN STANLEY GOVT INCOME 61745P106 1179 124263 SH DEFINED 15,23,24 121463 0 2800 MORGAN STANLEY GOVT INCOME 61745P106 9 1000 SH DEFINED 15,18,23,25,26 1000 0 0 MORGAN STANLEY MUN PREM IN 61745P429 272 28216 SH DEFINED 15,23,24 24968 0 3248 MORGAN STANLEY MUN INC OPP 61745P445 108 11924 SH DEFINED 15,23,24 10561 0 1363 MORGAN STANLEY N Y QULTY M 61745P528 264 18977 SH DEFINED 15,23,24 17477 0 1500 MORGAN STANLEY QULTY MUN S 61745P585 1065 71736 SH DEFINED 15,23,24 54184 0 17551 MORGAN STANLEY QLT MUN INV 61745P668 273 19740 SH DEFINED 15,23,24 13155 0 6585 MORGAN STANLEY INSD MUN IN 61745P791 354 24517 SH DEFINED 15,23,24 19270 0 5247 MORGAN STANLEY INCOME SEC 61745P874 137 8620 SH DEFINED 6,10,11 8620 0 0 MORGAN STANLEY INCOME SEC 61745P874 76 4777 SH DEFINED 15,23,24 3577 0 1200 MORGAN STANLEY CHINA COM 617468103 758 24436 SH DEFINED 15,23,24 21994 0 2442 MOSAIC CO COM 61945A107 162 7563 SH DEFINED 6,10 7563 0 0 MOSAIC CO COM 61945A107 13 600 SH DEFINED 6,10,11 600 0 0 MOSAIC CO COM 61945A107 2000 93622 SH DEFINED 15,23,24 77198 0 16424 MOSAIC CO COM 61945A107 21 1000 SH DEFINED 30,38 1000 0 0 MOTOROLA INC COM 620076109 8025 390337 SH DEFINED 6,10 390337 0 0 MOTOROLA INC COM 620076109 489 23774 SH DEFINED 6,10,11 23199 0 575 MOTOROLA INC COM 620076109 27424 1333855 SH DEFINED 12 1333855 0 0 MOTOROLA INC COM 620076109 4369 212500 SH DEFINED 14,15,23 212500 0 0 MOTOROLA INC COM 620076109 20692 1006400 SH CALL DEFINED 14,15,23 1006400 0 0 MOTOROLA INC COM 620076109 23262 1131400 SH PUT DEFINED 14,15,23 1131400 0 0 MOTOROLA INC COM 620076109 3537 172034 SH DEFINED 2,5,6,9,10,17,19,20,27 172034 0 0 MOTOROLA INC COM 620076109 104435 5079513 SH DEFINED 15,23,24 4319256 0 760256 MOTOROLA INC COM 620076109 15800 768500 SH CALL DEFINED 15,23,24 768100 0 400 MOTOROLA INC COM 620076109 23741 1154700 SH PUT DEFINED 15,23,24 1154700 0 0 MOTOROLA INC COM 620076109 1465 71256 SH DEFINED 15,18,23,25,26 71256 0 0 MOTOROLA INC COM 620076109 2981 145000 SH DEFINED 30,38 145000 0 0 MOVE INC COM COM 62458M108 1076 195206 SH DEFINED 15,23,24 187703 0 7503 MOVE INC COM COM 62458M108 287 52041 SH DEFINED 30,38 52041 0 0 MOVADO GROUP INC COM 624580106 46 1580 SH DEFINED 12 1580 0 0 MOVADO GROUP INC COM 624580106 2387 82300 SH DEFINED 15,23,24 76459 0 5841 MOVIE GALLERY INC COM 624581104 374 106342 SH DEFINED 14,15,23 106342 0 0 MOVIE GALLERY INC COM 624581104 184 52200 SH CALL DEFINED 14,15,23 52200 0 0 MOVIE GALLERY INC COM 624581104 814 231300 SH PUT DEFINED 14,15,23 231300 0 0 MOVIE GALLERY INC COM 624581104 4257 1209470 SH DEFINED 15,23 1209470 0 0 MOVIE GALLERY INC COM 624581104 2 436 SH DEFINED 15,23,24 286 0 150 MOVIE GALLERY INC COM 624581104 0 38 SH DEFINED 30,38 38 0 0 MUELLER INDS INC COM 624756102 298 9392 SH DEFINED 6,10 9392 0 0 MUELLER INDS INC COM 624756102 5 150 SH DEFINED 6,10,11 150 0 0 MUELLER INDS INC COM 624756102 39 1237 SH DEFINED 12 1237 0 0 MUELLER INDS INC COM 624756102 861 27159 SH DEFINED 15,23,24 25819 0 1340 MUELLER INDS INC COM 624756102 63 2000 SH DEFINED 29 2000 0 0 MUELLER INDS INC COM 624756102 634 20000 SH DEFINED 30,38 20000 0 0 MUELLER WTR PRODS IN COM SER A 624758108 57 3866 SH DEFINED 6,10 3866 0 0 MUELLER WTR PRODS IN COM SER A 624758108 20 1318 SH DEFINED 12 1318 0 0 MUELLER WTR PRODS IN COM SER A 624758108 1738 116873 SH DEFINED 15,23,24 102573 0 14300 MUELLER WTR PRODS IN COM SER B 624758207 3 200 SH DEFINED 6,10 200 0 0 MUELLER WTR PRODS IN COM SER B 624758207 675 45292 SH DEFINED 6,10,11 45292 0 0 MUELLER WTR PRODS IN COM SER B 624758207 22 1473 SH DEFINED 12 1473 0 0 MUELLER WTR PRODS IN COM SER B 624758207 3941 264530 SH DEFINED 15,23,24 157893 0 106637 MUELLER WTR PRODS IN COM SER B 624758207 19352 1298820 SH DEFINED 30,38 1298820 0 0 MULTI FINELINE ELECT COM 62541B101 3 128 SH DEFINED 12 128 0 0 MULTI FINELINE ELECT COM 62541B101 200 9881 SH DEFINED 15,23,24 9685 0 196 MULTIMEDIA GAMES INC COM 625453105 66 6922 SH DEFINED 6,10 6922 0 0 MULTIMEDIA GAMES INC COM 625453105 3 330 SH DEFINED 12 330 0 0 MULTIMEDIA GAMES INC COM 625453105 1373 143004 SH DEFINED 15,23,24 142805 0 199 MULTIMEDIA GAMES INC COM 625453105 1728 180000 SH PUT DEFINED 15,23,24 180000 0 0 MULTIMEDIA GAMES INC COM 625453105 1 56 SH DEFINED 30,38 56 0 0 MUNICIPAL ADVANTAGE COM 626189104 364 27224 SH DEFINED 15,23,24 22908 0 4315 MUNICIPAL MTG & EQUI GROWTH SHS 62624B101 4018 124788 SH DEFINED 15,23,24 55665 0 69122 MURPHY OIL CORP COM 626717102 861 16938 SH DEFINED 6,10 16938 0 0 MURPHY OIL CORP COM 626717102 205 4035 SH DEFINED 6,10,11 4035 0 0 MURPHY OIL CORP COM 626717102 254 4995 SH DEFINED 12 4995 0 0 MURPHY OIL CORP COM 626717102 11040 217100 SH CALL DEFINED 14,15,23 217100 0 0 MURPHY OIL CORP COM 626717102 10943 215200 SH PUT DEFINED 14,15,23 215200 0 0 MURPHY OIL CORP COM 626717102 17598 346076 SH DEFINED 15,23,24 257868 0 88207 MURPHY OIL CORP COM 626717102 588 11560 SH DEFINED 30,38 11560 0 0 MYERS INDS INC COM 628464109 106 6800 SH DEFINED 6,10 6800 0 0 MYERS INDS INC COM 628464109 565 36095 SH DEFINED 15,23,24 35394 0 701 MYLAN LABS INC COM 628530107 635 31800 SH DEFINED 3,8 0 0 31800 MYLAN LABS INC COM 628530107 384 19235 SH DEFINED 6,10 19235 0 0 MYLAN LABS INC COM 628530107 550 27577 SH DEFINED 6,10,11 27577 0 0 MYLAN LABS INC COM 628530107 2477 124100 SH CALL DEFINED 14,15,23 124100 0 0 MYLAN LABS INC COM 628530107 2685 134500 SH PUT DEFINED 14,15,23 134500 0 0 MYLAN LABS INC COM 628530107 6235 312361 SH DEFINED 15,23,24 254195 0 58166 MYLAN LABS INC COM 628530107 16 800 SH PUT DEFINED 15,23,24 800 0 0 MYLAN LABS INC COM 628530107 804 40300 SH DEFINED 30,38 40300 0 0 MYRIAD GENETICS INC COM 62855J104 160 5100 SH DEFINED 6,10,11 5100 0 0 MYRIAD GENETICS INC COM 62855J104 4689 149800 SH CALL DEFINED 14,15,23 149800 0 0 MYRIAD GENETICS INC COM 62855J104 5978 191000 SH PUT DEFINED 14,15,23 191000 0 0 MYRIAD GENETICS INC COM 62855J104 1330 42487 SH DEFINED 15,23,24 39962 0 2525 NBT BANCORP INC COM 628778102 17 685 SH DEFINED 12 685 0 0 NBT BANCORP INC COM 628778102 278 10899 SH DEFINED 15,23,24 8567 0 2332 NBTY INC COM 628782104 614 14777 SH DEFINED 6,10 14777 0 0 NBTY INC COM 628782104 614 14761 SH DEFINED 12 14761 0 0 NBTY INC COM 628782104 1198 28830 SH DEFINED 15,23,24 28341 0 489 NBTY INC COM 628782104 249 6000 SH DEFINED 30,38 6000 0 0 NCI BUILDING SYS INC COM 628852105 260 5028 SH DEFINED 6,10 5028 0 0 NCI BUILDING SYS INC COM 628852105 30 574 SH DEFINED 12 574 0 0 NCI BUILDING SYS INC COM 628852105 276 5324 SH DEFINED 15,23,24 5104 0 220 NCI BUILDING SYS INC COM 628852105 238 4600 SH DEFINED 30,38 4600 0 0 NCR CORP NEW COM 62886E108 756 17684 SH DEFINED 6,10 17684 0 0 NCR CORP NEW COM 62886E108 5559 130000 SH CALL DEFINED 6,10 130000 0 0 NCR CORP NEW COM 62886E108 13 299 SH DEFINED 6,10,11 299 0 0 NCR CORP NEW COM 62886E108 35 807 SH DEFINED 12 807 0 0 NCR CORP NEW COM 62886E108 9 200 SH DEFINED 14,15,23 200 0 0 NCR CORP NEW COM 62886E108 5792 135457 SH DEFINED 15,23,24 132447 0 3010 NCR CORP NEW COM 62886E108 641 15000 SH CALL DEFINED 15,23,24 15000 0 0 NCR CORP NEW COM 62886E108 1574 36800 SH PUT DEFINED 15,23,24 36800 0 0 NCR CORP NEW COM 62886E108 115 2700 SH DEFINED 30,38 2700 0 0 NDS GROUP PLC SPONSORED A 628891103 374 7756 SH DEFINED 15,23,24 7477 0 279 NEC CORP ADR 629050204 31 6500 SH DEFINED 6,10,11 6500 0 0 NEC CORP ADR 629050204 8 1680 SH DEFINED 12 1680 0 0 NEC CORP ADR 629050204 126 26114 SH DEFINED 15,23,24 4614 0 21500 NEC CORP ADR 629050204 5 1093 SH DEFINED 30,38 1093 0 0 NII HLDGS INC CL B NEW 62913F201 430 6671 SH DEFINED 6,10 6671 0 0 NII HLDGS INC CL B NEW 62913F201 1196 18557 SH DEFINED 12 18557 0 0 NII HLDGS INC CL B NEW 62913F201 1439 22335 SH DEFINED 14,15,23 22335 0 0 NII HLDGS INC CL B NEW 62913F201 4530 70300 SH CALL DEFINED 14,15,23 70300 0 0 NII HLDGS INC CL B NEW 62913F201 4466 69300 SH PUT DEFINED 14,15,23 69300 0 0 NII HLDGS INC CL B NEW 62913F201 4423 68645 SH DEFINED 15,23,24 54194 0 14451 NII HLDGS INC CL B NEW 62913F201 1299 20160 SH DEFINED 29 20160 0 0 NMS COMMUNICATIONS C COM 629248105 38 18385 SH DEFINED 15,23,24 18285 0 100 NN INC COM 629337106 51 4075 SH DEFINED 6,10,11 4075 0 0 NN INC COM 629337106 317 25473 SH DEFINED 15,23,24 23393 0 2080 NPS PHARMACEUTICALS NOTE 3.000 62936PAB9 12962 14343000 PRN DEFINED 15,23,24 14343000 0 0 NPS PHARMACEUTICALS COM 62936P103 0 99 SH DEFINED 12 99 0 0 NPS PHARMACEUTICALS COM 62936P103 611 134957 SH DEFINED 15,23,24 131062 0 3895 NPS PHARMACEUTICALS COM 62936P103 599 132300 SH CALL DEFINED 15,23,24 132300 0 0 NPS PHARMACEUTICALS COM 62936P103 453 100000 SH DEFINED 30,38 100000 0 0 NRG ENERGY INC COM NEW 629377508 1215 21700 SH DEFINED 6,10 21700 0 0 NRG ENERGY INC COM NEW 629377508 56 1000 SH DEFINED 12 1000 0 0 NRG ENERGY INC COM NEW 629377508 4983 88970 SH DEFINED 14,15,23 88970 0 0 NRG ENERGY INC COM NEW 629377508 16596 296300 SH CALL DEFINED 14,15,23 296300 0 0 NRG ENERGY INC COM NEW 629377508 25725 459300 SH PUT DEFINED 14,15,23 459300 0 0 NRG ENERGY INC COM NEW 629377508 1705 30440 SH DEFINED 15,23,24 27811 0 2629 NTL INC DEL COM 62941W101 337 13368 SH DEFINED 6,10 13368 0 0 NTL INC DEL COM 62941W101 119 4707 SH DEFINED 12 4707 0 0 NTL INC DEL COM 62941W101 536 21221 SH DEFINED 14,15,23 21221 0 0 NTL INC DEL COM 62941W101 8683 344000 SH CALL DEFINED 14,15,23 344000 0 0 NTL INC DEL COM 62941W101 8294 328600 SH PUT DEFINED 14,15,23 328600 0 0 NTL INC DEL COM 62941W101 70 2782 SH DEFINED 15,23,24 2597 0 185 NTL INC DEL COM 62941W101 13784 546100 SH CALL DEFINED 15,23,24 546100 0 0 NTL INC DEL COM 62941W101 96 3816 SH DEFINED 15,18,23,25,26 3816 0 0 NTL INC DEL COM 62941W101 265 10500 SH DEFINED 29 10500 0 0 NTL INC DEL COM 62941W101 252 10000 SH DEFINED 30,38 10000 0 0 NTT DOCOMO INC SPONS ADR 62942M201 79 5000 SH DEFINED 2,5,6,9,10,17,19,20,27 5000 0 0 NTT DOCOMO INC SPONS ADR 62942M201 4223 266119 SH DEFINED 15,23,24 224784 0 41335 NVR INC COM 62944T105 258 400 SH DEFINED 3,8 0 0 400 NVR INC COM 62944T105 956 1482 SH DEFINED 6,10 1482 0 0 NVR INC COM 62944T105 1 1 SH DEFINED 12 1 0 0 NVR INC COM 62944T105 356 552 SH DEFINED 15,23,24 441 0 111 NYMEX HOLDINGS INC COM 62948N104 128 1034 SH DEFINED 14,15,23 1034 0 0 NYMEX HOLDINGS INC COM 62948N104 6585 53100 SH CALL DEFINED 14,15,23 53100 0 0 NYMEX HOLDINGS INC COM 62948N104 7044 56800 SH PUT DEFINED 14,15,23 56800 0 0 NYMEX HOLDINGS INC COM 62948N104 1382 11148 SH DEFINED 15,23,24 7796 0 3352 NYSE GROUP INC COM 62949W103 366 3767 SH DEFINED 6,10 3767 0 0 NYSE GROUP INC COM 62949W103 587 6042 SH DEFINED 12 6042 0 0 NYSE GROUP INC COM 62949W103 6053 62273 SH DEFINED 14,15,23 62273 0 0 NYSE GROUP INC COM 62949W103 29471 303200 SH CALL DEFINED 14,15,23 303200 0 0 NYSE GROUP INC COM 62949W103 50126 515700 SH PUT DEFINED 14,15,23 515700 0 0 NYSE GROUP INC COM 62949W103 6216 63954 SH DEFINED 15,23,24 51292 0 12662 NYSE GROUP INC COM 62949W103 97 1000 SH CALL DEFINED 15,23,24 1000 0 0 NABI BIOPHARMACEUTIC NOTE 2.875 629519AB5 6769 7500000 PRN DEFINED 30,38 7500000 0 0 NABI BIOPHARMACEUTIC COM 629519109 1 135 SH DEFINED 12 135 0 0 NABI BIOPHARMACEUTIC COM 629519109 71 10544 SH DEFINED 15,23,24 10544 0 0 NABI BIOPHARMACEUTIC COM 629519109 305 45000 SH DEFINED 30,38 45000 0 0 NABORS INDS INC NOTE 629568AL0 240 222000 PRN DEFINED 12 222000 0 0 NABORS INDS INC NOTE 629568AL0 10499 9721000 PRN DEFINED 15,23,24 9721000 0 0 NALCO HOLDING COMPAN COM 62985Q101 69 3353 SH DEFINED 6,10 3353 0 0 NALCO HOLDING COMPAN COM 62985Q101 1495 73075 SH DEFINED 6,10,11 69900 0 3175 NALCO HOLDING COMPAN COM 62985Q101 1103 53900 SH DEFINED 12 53900 0 0 NALCO HOLDING COMPAN COM 62985Q101 44047 2152829 SH DEFINED 15,23,24 2050299 0 102530 NALCO HOLDING COMPAN COM 62985Q101 530 25900 SH DEFINED 30,38 25900 0 0 NAM TAI ELECTRS INC COM PAR $0. 629865205 3 200 SH DEFINED 6,10,11 200 0 0 NAM TAI ELECTRS INC COM PAR $0. 629865205 0 17 SH DEFINED 14,15,23 17 0 0 NAM TAI ELECTRS INC COM PAR $0. 629865205 2192 144305 SH DEFINED 15,23,24 121474 0 22831 NAM TAI ELECTRS INC COM PAR $0. 629865205 184 12100 SH DEFINED 30,38 12100 0 0 NANOGEN INC COM 630075109 1 340 SH DEFINED 12 340 0 0 NANOGEN INC COM 630075109 662 354006 SH DEFINED 15,23,24 313107 0 40899 NANOPHASE TCHNOLOGIE COM 630079101 928 155447 SH DEFINED 15,23,24 114112 0 41335 NAPSTER INC COM 630797108 41 11309 SH DEFINED 6,10 11309 0 0 NAPSTER INC COM 630797108 43 11797 SH DEFINED 14,15,23 11797 0 0 NAPSTER INC COM 630797108 27 7500 SH CALL DEFINED 14,15,23 7500 0 0 NAPSTER INC COM 630797108 29 8000 SH PUT DEFINED 14,15,23 8000 0 0 NAPSTER INC COM 630797108 20 5566 SH DEFINED 15,23,24 3066 0 2500 NARA BANCORP INC COM 63080P105 110 5280 SH DEFINED 6,10 5280 0 0 NARA BANCORP INC COM 63080P105 196 9384 SH DEFINED 15,23,24 9009 0 375 NASDAQ 100 TR UNIT SER 1 631100104 1761 40798 SH DEFINED 12 40798 0 0 NASDAQ 100 TR UNIT SER 1 631100104 65528 1518262 SH DEFINED 14,15,23 1518262 0 0 NASDAQ 100 TR UNIT SER 1 631100104 537907 12463100 SH CALL DEFINED 14,15,23 12463100 0 0 NASDAQ 100 TR UNIT SER 1 631100104 420788 9749500 SH PUT DEFINED 14,15,23 9749500 0 0 NASDAQ 100 TR UNIT SER 1 631100104 111906 2592821 SH DEFINED 15,23,24 2234391 0 358430 NASDAQ 100 TR UNIT SER 1 631100104 45465 1053400 SH CALL DEFINED 15,23,24 1053400 0 0 NASDAQ 100 TR UNIT SER 1 631100104 248369 5754600 SH PUT DEFINED 15,23,24 5749800 0 4800 NASDAQ STOCK MARKET COM 631103108 168 5460 SH DEFINED 6,10,11 5460 0 0 NASDAQ STOCK MARKET COM 631103108 553 17947 SH DEFINED 12 17947 0 0 NASDAQ STOCK MARKET COM 631103108 951 30899 SH DEFINED 14,15,23 30899 0 0 NASDAQ STOCK MARKET COM 631103108 970 31500 SH CALL DEFINED 14,15,23 31500 0 0 NASDAQ STOCK MARKET COM 631103108 3809 123700 SH PUT DEFINED 14,15,23 123700 0 0 NASDAQ STOCK MARKET COM 631103108 5574 181048 SH DEFINED 15,23,24 166496 0 14552 NASH FINCH CO COM 631158102 95 3497 SH DEFINED 6,10 3497 0 0 NASH FINCH CO COM 631158102 976 35746 SH DEFINED 15,23,24 33436 0 2310 NASTECH PHARMACEUTIC COM PAR $0. 631728409 1289 85213 SH DEFINED 15,23,24 71350 0 13863 NASTECH PHARMACEUTIC COM PAR $0. 631728409 177 11700 SH DEFINED 29 11700 0 0 NATIONAL AUSTRALIA B SPONSORED A 632525408 4173 26204 SH DEFINED 12 26204 0 0 NATIONAL AUSTRALIA B SPONSORED A 632525408 3609 22663 SH DEFINED 15,23,24 21821 0 841 NATIONAL BK GREECE S SPONSORED A 633643408 6 695 SH DEFINED 12 695 0 0 NATIONAL BK GREECE S SPONSORED A 633643408 1030 110803 SH DEFINED 15,23,24 62678 0 48125 NATIONAL CITY CORP COM 635405103 4903 134117 SH DEFINED 6,10 134117 0 0 NATIONAL CITY CORP COM 635405103 1554 42500 SH CALL DEFINED 6,10 42500 0 0 NATIONAL CITY CORP COM 635405103 1227 33569 SH DEFINED 6,10,11 33569 0 0 NATIONAL CITY CORP COM 635405103 1056 28897 SH DEFINED 12 28897 0 0 NATIONAL CITY CORP COM 635405103 7974 218100 SH CALL DEFINED 14,15,23 218100 0 0 NATIONAL CITY CORP COM 635405103 2000 54700 SH PUT DEFINED 14,15,23 54700 0 0 NATIONAL CITY CORP COM 635405103 30843 843640 SH DEFINED 15,23,24 802462 0 41177 NATIONAL CITY CORP COM 635405103 4 100 SH PUT DEFINED 15,23,24 100 0 0 NATIONAL CITY CORP COM 635405103 33392 913358 SH DEFINED 15,18,23,25,26 913358 0 0 NATIONAL CITY CORP COM 635405103 1178 32230 SH DEFINED 30,38 32230 0 0 NATIONAL FINL PARTNE COM 63607P208 85 1939 SH DEFINED 12 1939 0 0 NATIONAL FINL PARTNE COM 63607P208 189 4306 SH DEFINED 15,23,24 4306 0 0 NATIONAL FUEL GAS CO COM 636180101 0 10 SH DEFINED 6,10 10 0 0 NATIONAL FUEL GAS CO COM 636180101 142 3675 SH DEFINED 6,10,11 3675 0 0 NATIONAL FUEL GAS CO COM 636180101 401 10405 SH DEFINED 12 10405 0 0 NATIONAL FUEL GAS CO COM 636180101 16453 426894 SH DEFINED 15,23,24 346595 0 80299 NATIONAL FUEL GAS CO COM 636180101 4 100 SH CALL DEFINED 15,23,24 0 0 100 NATIONAL FUEL GAS CO COM 636180101 89 2300 SH DEFINED 29 2300 0 0 NATIONAL FUEL GAS CO COM 636180101 139 3600 SH DEFINED 30,38 3600 0 0 NATIONAL GRID PLC SPON ADR NE 636274300 0 1 SH DEFINED 6,10,11 1 0 0 NATIONAL GRID PLC SPON ADR NE 636274300 2100 28917 SH DEFINED 12 28917 0 0 NATIONAL GRID PLC SPON ADR NE 636274300 764 10515 SH DEFINED 15,23,24 9623 0 892 NATIONAL GRID PLC SPON ADR NE 636274300 28313 389885 SH DEFINED 15,18,23,25,28 389885 0 0 NATIONAL INSTRS CORP COM 636518102 3 105 SH DEFINED 6,10 105 0 0 NATIONAL INSTRS CORP COM 636518102 6 225 SH DEFINED 6,10,11 225 0 0 NATIONAL INSTRS CORP COM 636518102 374 13717 SH DEFINED 12 13717 0 0 NATIONAL INSTRS CORP COM 636518102 159 5842 SH DEFINED 15,23,24 4942 0 900 NATIONAL INSTRS CORP COM 636518102 200 7360 SH DEFINED 30,38 7360 0 0 NATIONAL MERCANTILE COM NEW 636912206 211 15347 SH DEFINED 15,23,24 9824 0 5523 NATIONAL MED HEALTH COM NEW 636918302 230 19445 SH DEFINED 15,23,24 17995 0 1450 NATIONAL OILWELL VAR COM 637071101 9 143 SH DEFINED 3,8 0 0 143 NATIONAL OILWELL VAR COM 637071101 969 15839 SH DEFINED 6,10 15839 0 0 NATIONAL OILWELL VAR COM 637071101 694 11345 SH DEFINED 6,10,11 11345 0 0 NATIONAL OILWELL VAR COM 637071101 600 9804 SH DEFINED 12 9804 0 0 NATIONAL OILWELL VAR COM 637071101 2239 36600 SH CALL DEFINED 14,15,23 36600 0 0 NATIONAL OILWELL VAR COM 637071101 3298 53900 SH PUT DEFINED 14,15,23 53900 0 0 NATIONAL OILWELL VAR COM 637071101 64685 1057297 SH DEFINED 15,23,24 898093 0 159204 NATIONAL OILWELL VAR COM 637071101 593 9700 SH DEFINED 15,18,23,25,26 9700 0 0 NATIONAL OILWELL VAR COM 637071101 407 6650 SH DEFINED 29 6650 0 0 NATIONAL PENN BANCSH COM 637138108 223 11021 SH DEFINED 15,23,24 11021 0 0 NATIONAL PRESTO INDS COM 637215104 71 1187 SH DEFINED 6,10 1187 0 0 NATIONAL PRESTO INDS COM 637215104 335 5587 SH DEFINED 15,23,24 5587 0 0 NATIONAL R V HLDGS I COM 637277104 116 31450 SH DEFINED 15,23,24 26450 0 5000 NATIONAL RETAIL PROP NOTE 3.950 637417AA4 11189 10850000 PRN DEFINED 15,23,24 10850000 0 0 NATIONAL RETAIL PROP COM 637417106 364 15845 SH DEFINED 6,10 15845 0 0 NATIONAL RETAIL PROP COM 637417106 12 530 SH DEFINED 6,10,11 530 0 0 NATIONAL RETAIL PROP COM 637417106 2429 105819 SH DEFINED 15,23,24 77442 0 28376 NATIONAL SEMICONDUCT COM 637640103 709 31217 SH DEFINED 6,10 31217 0 0 NATIONAL SEMICONDUCT COM 637640103 23 1000 SH DEFINED 6,10,11 1000 0 0 NATIONAL SEMICONDUCT COM 637640103 1221 53790 SH DEFINED 12 53790 0 0 NATIONAL SEMICONDUCT COM 637640103 1390 61215 SH DEFINED 14,15,23 61215 0 0 NATIONAL SEMICONDUCT COM 637640103 1376 60600 SH CALL DEFINED 14,15,23 60600 0 0 NATIONAL SEMICONDUCT COM 637640103 2981 131300 SH PUT DEFINED 14,15,23 131300 0 0 NATIONAL SEMICONDUCT COM 637640103 7896 347850 SH DEFINED 15,23,24 272966 0 74884 NATIONAL SEMICONDUCT COM 637640103 2279 100380 SH DEFINED 30,38 100380 0 0 NATIONAL WESTMINSTER ADR REP PRE 638539700 202 8100 SH DEFINED 15,23,24 8100 0 0 NATIONWIDE FINL SVCS CL A 638612101 4572 84347 SH DEFINED 3,8 0 0 84347 NATIONWIDE FINL SVCS CL A 638612101 3565 65768 SH DEFINED 6,10 0 0 65768 NATIONWIDE FINL SVCS CL A 638612101 20 361 SH DEFINED 6,10,11 361 0 0 NATIONWIDE FINL SVCS CL A 638612101 27 506 SH DEFINED 12 506 0 0 NATIONWIDE FINL SVCS CL A 638612101 200 3690 SH DEFINED 15,23,24 3488 0 202 NATIONWIDE FINL SVCS CL A 638612101 287 5300 SH DEFINED 30,38 5300 0 0 NATIONWIDE HEALTH PP COM 638620104 7555 250000 SH DEFINED 6,10 250000 0 0 NATIONWIDE HEALTH PP COM 638620104 13 430 SH DEFINED 6,10,11 430 0 0 NATIONWIDE HEALTH PP COM 638620104 28 922 SH DEFINED 12 922 0 0 NATIONWIDE HEALTH PP COM 638620104 1726 57120 SH DEFINED 15,23,24 49665 0 7455 NATIONWIDE HEALTH PP COM 638620104 73 2400 SH DEFINED 29 2400 0 0 NATIONWIDE HEALTH PP COM 638620104 287 9500 SH DEFINED 30,38 9500 0 0 NAVIGATORS GROUP INC COM 638904102 1487 30872 SH DEFINED 15,23,24 30872 0 0 NATURAL RESOURCE PAR COM UNIT L 63900P103 10197 175958 SH DEFINED 15,23,24 148605 0 27352 NATURAL RESOURCE PAR SUB UT LTD 63900P509 5086 88391 SH DEFINED 15,23,24 84706 0 3685 NATURE VISION INC COM 63902E106 62 10838 SH DEFINED 15,23,24 8863 0 1975 NATUS MEDICAL INC DE COM 639050103 3143 189253 SH DEFINED 13,30 189253 0 0 NATUS MEDICAL INC DE COM 639050103 12517 753609 SH DEFINED 15,23,24 560044 0 193565 NAUTILUS INC COM 63910B102 112 8000 SH DEFINED 6,10 8000 0 0 NAUTILUS INC COM 63910B102 52 3720 SH DEFINED 12 3720 0 0 NAUTILUS INC COM 63910B102 2890 206445 SH DEFINED 14,15,23 206445 0 0 NAUTILUS INC COM 63910B102 157 11200 SH CALL DEFINED 14,15,23 11200 0 0 NAUTILUS INC COM 63910B102 4414 315300 SH PUT DEFINED 14,15,23 315300 0 0 NAUTILUS INC COM 63910B102 8348 596316 SH DEFINED 15,23,24 490461 0 105855 NAUTILUS INC COM 63910B102 1120 80000 SH DEFINED 30,38 80000 0 0 NAVISTAR INTL CORP N COM 63934E108 4 131 SH DEFINED 6,10 131 0 0 NAVISTAR INTL CORP N COM 63934E108 180 5375 SH DEFINED 6,10,11 5375 0 0 NAVISTAR INTL CORP N COM 63934E108 5541 165751 SH DEFINED 14,15,23 165751 0 0 NAVISTAR INTL CORP N COM 63934E108 3059 91500 SH CALL DEFINED 14,15,23 91500 0 0 NAVISTAR INTL CORP N COM 63934E108 10698 320000 SH PUT DEFINED 14,15,23 320000 0 0 NAVISTAR INTL CORP N COM 63934E108 2223 66488 SH DEFINED 15,23,24 63397 0 3091 NAVISTAR INTL CORP N COM 63934E108 1304 39000 SH PUT DEFINED 15,23,24 39000 0 0 NAVISTAR INTL CORP N COM 63934E108 110 3300 SH DEFINED 30,38 3300 0 0 NAVIGANT CONSULTING COM 63935N107 2 104 SH DEFINED 6,10 104 0 0 NAVIGANT CONSULTING COM 63935N107 309 15650 SH DEFINED 6,10,11 15650 0 0 NAVIGANT CONSULTING COM 63935N107 22 1100 SH DEFINED 12 1100 0 0 NAVIGANT CONSULTING COM 63935N107 151 7625 SH DEFINED 15,23,24 7605 0 20 NAVIGANT CONSULTING COM 63935N107 243 12300 SH DEFINED 30,38 12300 0 0 NAVTEQ CORP COM 63936L100 147 4208 SH DEFINED 6,10 4208 0 0 NAVTEQ CORP COM 63936L100 6574 188000 SH CALL DEFINED 6,10 188000 0 0 NAVTEQ CORP COM 63936L100 172 4925 SH DEFINED 12 4925 0 0 NAVTEQ CORP COM 63936L100 553 15827 SH DEFINED 14,15,23 15827 0 0 NAVTEQ CORP COM 63936L100 1836 52500 SH CALL DEFINED 14,15,23 52500 0 0 NAVTEQ CORP COM 63936L100 1318 37700 SH PUT DEFINED 14,15,23 37700 0 0 NAVTEQ CORP COM 63936L100 423 12105 SH DEFINED 15,23,24 10605 0 1500 NAVTEQ CORP COM 63936L100 1329 38000 SH CALL DEFINED 15,23,24 38000 0 0 NAVTEQ CORP COM 63936L100 675 19300 SH PUT DEFINED 15,23,24 19300 0 0 NEENAH PAPER INC COM 640079109 132 3724 SH DEFINED 6,10 3724 0 0 NEENAH PAPER INC COM 640079109 27 769 SH DEFINED 12 769 0 0 NEENAH PAPER INC COM 640079109 2377 67307 SH DEFINED 15,23,24 61261 0 6046 NEKTAR THERAPEUTICS NOTE 3.250 640268AH1 1548 1550000 PRN DEFINED 15,23,24 1550000 0 0 NEKTAR THERAPEUTICS NOTE 3.250 640268AH1 7990 8000000 PRN DEFINED 30,38 8000000 0 0 NEKTAR THERAPEUTICS COM 640268108 39 2552 SH DEFINED 6,10 2552 0 0 NEKTAR THERAPEUTICS COM 640268108 6 380 SH DEFINED 12 380 0 0 NEKTAR THERAPEUTICS COM 640268108 1544 101500 SH CALL DEFINED 14,15,23 101500 0 0 NEKTAR THERAPEUTICS COM 640268108 476 31300 SH PUT DEFINED 14,15,23 31300 0 0 NEKTAR THERAPEUTICS COM 640268108 538 35399 SH DEFINED 15,23,24 29705 0 5694 NEKTAR THERAPEUTICS COM 640268108 164 10800 SH DEFINED 29 10800 0 0 NEKTAR THERAPEUTICS COM 640268108 1532 100700 SH DEFINED 30,38 100700 0 0 NELNET INC CL A 64031N108 358 13068 SH DEFINED 15,23,24 12293 0 775 NEOGEN CORP COM 640491106 238 10711 SH DEFINED 15,23,24 10096 0 615 NEOSE TECHNOLOGIES I COM 640522108 31 13688 SH DEFINED 15,23,24 12688 0 1000 NEOWARE INC COM 64065P102 66 5024 SH DEFINED 6,10 5024 0 0 NEOWARE INC COM 64065P102 1250 94600 SH CALL DEFINED 14,15,23 94600 0 0 NEOWARE INC COM 64065P102 898 68000 SH PUT DEFINED 14,15,23 68000 0 0 NEOWARE INC COM 64065P102 69 5237 SH DEFINED 15,23,24 4307 0 930 NEOPHARM INC COM 640919106 33 19879 SH DEFINED 14,15,23 19879 0 0 NEOPHARM INC COM 640919106 93 55700 SH CALL DEFINED 14,15,23 55700 0 0 NEOPHARM INC COM 640919106 70 42000 SH PUT DEFINED 14,15,23 42000 0 0 NEOPHARM INC COM 640919106 56 33258 SH DEFINED 15,23,24 33208 0 50 NETBANK INC COM 640933107 55 11800 SH DEFINED 15,23,24 11800 0 0 NESS TECHNOLOGIES IN COM 64104X108 96 6725 SH DEFINED 15,23,24 5600 0 1125 NESS TECHNOLOGIES IN COM 64104X108 103 7200 SH DEFINED 29 7200 0 0 NET 1 UEPS TECHNOLOG COM NEW 64107N206 110 3732 SH DEFINED 15,23,24 3537 0 195 NET 1 UEPS TECHNOLOG COM NEW 64107N206 153 5185 SH DEFINED 29 5185 0 0 NETFLIX COM INC COM 64110L106 3 132 SH DEFINED 6,10 132 0 0 NETFLIX COM INC COM 64110L106 130 5008 SH DEFINED 12 5008 0 0 NETFLIX COM INC COM 64110L106 1073 41490 SH DEFINED 14,15,23 41490 0 0 NETFLIX COM INC COM 64110L106 3470 134200 SH CALL DEFINED 14,15,23 134200 0 0 NETFLIX COM INC COM 64110L106 10150 392500 SH PUT DEFINED 14,15,23 392500 0 0 NETFLIX COM INC COM 64110L106 1994 77090 SH DEFINED 15,23,24 68073 0 9017 NETFLIX COM INC COM 64110L106 79 3066 SH DEFINED 30,38 3066 0 0 NETEASE COM INC SPONSORED A 64110W102 1225 65564 SH DEFINED 14,15,23 65564 0 0 NETEASE COM INC SPONSORED A 64110W102 5669 303300 SH CALL DEFINED 14,15,23 303300 0 0 NETEASE COM INC SPONSORED A 64110W102 2721 145600 SH PUT DEFINED 14,15,23 145600 0 0 NETEASE COM INC SPONSORED A 64110W102 779 41661 SH DEFINED 15,23,24 40945 0 716 NETEASE COM INC SPONSORED A 64110W102 28 1500 SH CALL DEFINED 15,23,24 1500 0 0 NETEASE COM INC SPONSORED A 64110W102 672 35969 SH DEFINED 30,38 35969 0 0 NETGEAR INC COM 64111Q104 9 325 SH DEFINED 3,8 0 0 325 NETGEAR INC COM 64111Q104 223 8496 SH DEFINED 6,10 8496 0 0 NETGEAR INC COM 64111Q104 29 1091 SH DEFINED 12 1091 0 0 NETGEAR INC COM 64111Q104 1347 51300 SH CALL DEFINED 14,15,23 51300 0 0 NETGEAR INC COM 64111Q104 764 29100 SH PUT DEFINED 14,15,23 29100 0 0 NETGEAR INC COM 64111Q104 921 35091 SH DEFINED 15,23,24 29263 0 5828 NETOPIA INC COM 64114K104 2780 400000 SH DEFINED 30,38 400000 0 0 NETLOGIC MICROSYSTEM COM 64118B100 718 33100 SH CALL DEFINED 14,15,23 33100 0 0 NETLOGIC MICROSYSTEM COM 64118B100 972 44800 SH PUT DEFINED 14,15,23 44800 0 0 NETLOGIC MICROSYSTEM COM 64118B100 138 6375 SH DEFINED 15,23,24 6375 0 0 NETLOGIC MICROSYSTEM COM 64118B100 119 5500 SH DEFINED 29 5500 0 0 NETWORK APPLIANCE IN COM 64120L104 1432 36459 SH DEFINED 6,10 36459 0 0 NETWORK APPLIANCE IN COM 64120L104 15 376 SH DEFINED 6,10,11 376 0 0 NETWORK APPLIANCE IN COM 64120L104 1939 49366 SH DEFINED 12 49366 0 0 NETWORK APPLIANCE IN COM 64120L104 1519 38670 SH DEFINED 14,15,23 38670 0 0 NETWORK APPLIANCE IN COM 64120L104 7577 192900 SH CALL DEFINED 14,15,23 192900 0 0 NETWORK APPLIANCE IN COM 64120L104 18253 464700 SH PUT DEFINED 14,15,23 464700 0 0 NETWORK APPLIANCE IN COM 64120L104 11906 303114 SH DEFINED 15,23,24 276186 0 26928 NETWORK EQUIP TECHNO COM 641208103 37 6347 SH DEFINED 6,10 6347 0 0 NETWORK EQUIP TECHNO COM 641208103 728 125117 SH DEFINED 15,23,24 86312 0 38805 NEUBERGER BERMAN NY COM 64124K102 199 14226 SH DEFINED 15,23,24 13909 0 317 NEUROCRINE BIOSCIENC COM 64125C109 722 69300 SH CALL DEFINED 14,15,23 69300 0 0 NEUROCRINE BIOSCIENC COM 64125C109 898 86200 SH PUT DEFINED 14,15,23 86200 0 0 NEUROCRINE BIOSCIENC COM 64125C109 1844 176926 SH DEFINED 15,23,24 176926 0 0 NEUROCRINE BIOSCIENC COM 64125C109 256 24600 SH CALL DEFINED 15,23,24 24600 0 0 NEUROCRINE BIOSCIENC COM 64125C109 1204 115500 SH PUT DEFINED 15,23,24 115500 0 0 NEUROCHEM INC COM 64125K101 11 500 SH DEFINED 6,10,11 500 0 0 NEUROCHEM INC COM 64125K101 44 2070 SH DEFINED 15,23,24 2070 0 0 NEUROCHEM INC COM 64125K101 215 10000 SH PUT DEFINED 30,38 10000 0 0 NEUROMETRIX INC COM 641255104 145 9749 SH DEFINED 15,23,24 7059 0 2690 NEUROMETRIX INC COM 641255104 1267 85000 SH DEFINED 30,38 85000 0 0 NEUBERGER BERMAN REA COM 64126D106 167 6002 SH DEFINED 15,23,24 3702 0 2300 NEUBERGER BERMAN REA COM 64126D106 139 5000 SH DEFINED 15,18,23,25,26 5000 0 0 NEUBERGER BERMAN RLT COM 64126G109 26 1080 SH DEFINED 6,10,11 0 0 1080 NEUBERGER BERMAN RLT COM 64126G109 13951 576245 SH DEFINED 15,23 576245 0 0 NEUBERGER BERMAN RLT COM 64126G109 10838 447677 SH DEFINED 15,23,24 406159 0 41518 NEUBERGER BERMAN RLT COM 64126G109 133 5500 SH DEFINED 15,18,23,25,26 5500 0 0 NEUBERGER BERMAN INC COM SHS 64126L108 2954 166401 SH DEFINED 15,23,24 143983 0 22418 NEUSTAR INC CL A 64126X201 4 132 SH DEFINED 6,10 132 0 0 NEUSTAR INC CL A 64126X201 154 4753 SH DEFINED 12 4753 0 0 NEUSTAR INC CL A 64126X201 392 12069 SH DEFINED 15,23,24 7029 0 5040 NEUBERGER BERMAN DIV COM 64127J102 811 34470 SH DEFINED 15,23,24 21345 0 13124 NEW AMER HIGH INCOME COM 641876107 61 27177 SH DEFINED 15,23,24 19177 0 8000 NEUBERGER BERMAN RE COM 64190A103 1480 81060 SH DEFINED 15,23,24 71140 0 9920 NEUBERGER BERMAN RE COM 64190A103 256 14030 SH DEFINED 15,18,23,25,26 14030 0 0 NEW CENTURY FINANCIA COM 6435EV108 1733 54871 SH DEFINED 6,10 54871 0 0 NEW CENTURY FINANCIA COM 6435EV108 6474 204950 SH DEFINED 14,15,23 204950 0 0 NEW CENTURY FINANCIA COM 6435EV108 24640 780000 SH CALL DEFINED 14,15,23 780000 0 0 NEW CENTURY FINANCIA COM 6435EV108 33653 1065300 SH PUT DEFINED 14,15,23 1065300 0 0 NEW CENTURY FINANCIA COM 6435EV108 50711 1605300 SH DEFINED 15,23 1605300 0 0 NEW CENTURY FINANCIA COM 6435EV108 1836 58130 SH DEFINED 15,23,24 40351 0 17779 NEW CENTURY FINANCIA COM 6435EV108 158 5000 SH CALL DEFINED 15,23,24 5000 0 0 NEW CENTURY FINANCIA COM 6435EV108 445 14100 SH DEFINED 30,38 14100 0 0 NEW FRONTIER MEDIA I COM 644398109 318 33075 SH DEFINED 15,23,24 25075 0 8000 NEW GERMANY FD INC COM 644465106 10433 721000 SH DEFINED 15,23 721000 0 0 NEW GERMANY FD INC COM 644465106 630 43550 SH DEFINED 15,23,24 29902 0 13647 NEW IRELAND FUND INC COM 645673104 816 22182 SH DEFINED 15,23,24 18536 0 3646 NEW JERSEY RES COM 646025106 339 6971 SH DEFINED 6,10 6971 0 0 NEW JERSEY RES COM 646025106 502 10330 SH DEFINED 6,10,11 10330 0 0 NEW JERSEY RES COM 646025106 35 725 SH DEFINED 12 725 0 0 NEW JERSEY RES COM 646025106 4408 90730 SH DEFINED 15,23,24 63618 0 27111 NEW JERSEY RES COM 646025106 15 300 SH DEFINED 30,38 300 0 0 NEW PLAN EXCEL RLTY NOTE 3.700 648053AH9 57 57000 PRN DEFINED 15,23,24 57000 0 0 NEW PLAN EXCEL RLTY COM 648053106 0 13 SH DEFINED 6,10 13 0 0 NEW PLAN EXCEL RLTY COM 648053106 29 1070 SH DEFINED 6,10,11 1070 0 0 NEW PLAN EXCEL RLTY COM 648053106 225 8193 SH DEFINED 12 8193 0 0 NEW PLAN EXCEL RLTY COM 648053106 3069 111688 SH DEFINED 15,23,24 94744 0 16944 NEW PLAN EXCEL RLTY COM 648053106 74 2700 SH DEFINED 29 2700 0 0 NEW PLAN EXCEL RLTY COM 648053106 879 32000 SH DEFINED 30,38 32000 0 0 NEW RIV PHARMACEUTIC COM 648468205 99 1815 SH DEFINED 12 1815 0 0 NEW RIV PHARMACEUTIC COM 648468205 209 3818 SH DEFINED 14,15,23 3818 0 0 NEW RIV PHARMACEUTIC COM 648468205 1592 29100 SH CALL DEFINED 14,15,23 29100 0 0 NEW RIV PHARMACEUTIC COM 648468205 1308 23900 SH PUT DEFINED 14,15,23 23900 0 0 NEW RIV PHARMACEUTIC COM 648468205 2158 39452 SH DEFINED 15,23,24 29827 0 9625 NEW RIV PHARMACEUTIC COM 648468205 547 10000 SH DEFINED 30,38 10000 0 0 NEW YORK & CO INC COM 649295102 36 2730 SH DEFINED 12 2730 0 0 NEW YORK & CO INC COM 649295102 148 11328 SH DEFINED 15,23,24 5233 0 6095 NEW YORK & CO INC COM 649295102 271 20700 SH DEFINED 30,38 20700 0 0 NEW YORK CMNTY BANCO COM 649445103 206 12769 SH DEFINED 6,10 12769 0 0 NEW YORK CMNTY BANCO COM 649445103 4048 251400 SH CALL DEFINED 6,10 251400 0 0 NEW YORK CMNTY BANCO COM 649445103 297 18474 SH DEFINED 12 18474 0 0 NEW YORK CMNTY BANCO COM 649445103 1001 62204 SH DEFINED 14,15,23 62204 0 0 NEW YORK CMNTY BANCO COM 649445103 555 34500 SH CALL DEFINED 14,15,23 34500 0 0 NEW YORK CMNTY BANCO COM 649445103 2533 157300 SH PUT DEFINED 14,15,23 157300 0 0 NEW YORK CMNTY BANCO COM 649445103 65980 4098157 SH DEFINED 15,23,24 3570655 0 527502 NEW YORK CMNTY BANCO COM 649445103 830 51560 SH DEFINED 30,38 51560 0 0 NEW YORK TIMES CO CL A 650111107 324 13300 SH DEFINED 6,10 13300 0 0 NEW YORK TIMES CO CL A 650111107 12 500 SH DEFINED 6,10,11 500 0 0 NEW YORK TIMES CO CL A 650111107 192 7900 SH DEFINED 12 7900 0 0 NEW YORK TIMES CO CL A 650111107 6024 247271 SH DEFINED 15,23,24 201413 0 45858 NEW YORK TIMES CO CL A 650111107 380 15610 SH DEFINED 30,38 15610 0 0 NEWALLIANCE BANCSHAR COM 650203102 270 16484 SH DEFINED 15,23,24 15994 0 490 NEWCASTLE INVT CORP COM 65105M108 23 750 SH DEFINED 6,10,11 750 0 0 NEWCASTLE INVT CORP COM 65105M108 31 1000 SH DEFINED 12 1000 0 0 NEWCASTLE INVT CORP COM 65105M108 438 14000 SH DEFINED 13,30 14000 0 0 NEWCASTLE INVT CORP COM 65105M108 1500 47886 SH DEFINED 15,23,24 37603 0 10283 NEWCASTLE INVT CORP COM 65105M108 207 6600 SH DEFINED 30,38 6600 0 0 NEWELL RUBBERMAID IN COM 651229106 3570 123332 SH DEFINED 3,8 0 0 123332 NEWELL RUBBERMAID IN COM 651229106 3606 124547 SH DEFINED 6,10 25854 0 98693 NEWELL RUBBERMAID IN COM 651229106 1033 35694 SH DEFINED 6,10,11 35694 0 0 NEWELL RUBBERMAID IN COM 651229106 62 2128 SH DEFINED 12 2128 0 0 NEWELL RUBBERMAID IN COM 651229106 2480 85653 SH DEFINED 14,15,23 85653 0 0 NEWELL RUBBERMAID IN COM 651229106 550 19000 SH CALL DEFINED 14,15,23 19000 0 0 NEWELL RUBBERMAID IN COM 651229106 1980 68400 SH PUT DEFINED 14,15,23 68400 0 0 NEWELL RUBBERMAID IN COM 651229106 40194 1388395 SH DEFINED 15,23,24 1178522 0 209872 NEWELL RUBBERMAID IN COM 651229106 14475 500000 SH PUT DEFINED 15,23,24 500000 0 0 NEWELL RUBBERMAID IN COM 651229106 578 19950 SH DEFINED 29 19950 0 0 NEWELL RUBBERMAID IN COM 651229106 854 29500 SH DEFINED 30,38 29500 0 0 NEWFIELD EXPL CO COM 651290108 260 5662 SH DEFINED 6,10 5662 0 0 NEWFIELD EXPL CO COM 651290108 56 1225 SH DEFINED 6,10,11 1225 0 0 NEWFIELD EXPL CO COM 651290108 86 1877 SH DEFINED 12 1877 0 0 NEWFIELD EXPL CO COM 651290108 4986 108500 SH CALL DEFINED 14,15,23 108500 0 0 NEWFIELD EXPL CO COM 651290108 6994 152200 SH PUT DEFINED 14,15,23 152200 0 0 NEWFIELD EXPL CO COM 651290108 1066 23206 SH DEFINED 15,23,24 19716 0 3490 NEWFIELD EXPL CO COM 651290108 1357 29540 SH DEFINED 30,38 29540 0 0 NEWMONT MINING CORP COM 651639106 61932 1371700 SH DEFINED 6,10 1371700 0 0 NEWMONT MINING CORP COM 651639106 8 175 SH DEFINED 6,10,11 175 0 0 NEWMONT MINING CORP COM 651639106 1547 34265 SH DEFINED 12 34265 0 0 NEWMONT MINING CORP COM 651639106 23726 525500 SH CALL DEFINED 14,15,23 525500 0 0 NEWMONT MINING CORP COM 651639106 22927 507800 SH PUT DEFINED 14,15,23 507800 0 0 NEWMONT MINING CORP COM 651639106 6 127 SH DEFINED 2,5,6,9,10,17,19,20,27 127 0 0 NEWMONT MINING CORP COM 651639106 111319 2465547 SH DEFINED 15,23,24 2011270 0 454277 NEWMONT MINING CORP COM 651639106 4641 102800 SH CALL DEFINED 15,23,24 102800 0 0 NEWMONT MINING CORP COM 651639106 10822 239700 SH PUT DEFINED 15,23,24 239700 0 0 NEWMONT MINING CORP COM 651639106 176 3900 SH DEFINED 15,18,23,25,26 3900 0 0 NEWMONT MINING CORP COM 651639106 2172 48110 SH DEFINED 30,38 48110 0 0 NEWPORT CORP COM 651824104 0 5 SH DEFINED 6,10 5 0 0 NEWPORT CORP COM 651824104 2 112 SH DEFINED 12 112 0 0 NEWPORT CORP COM 651824104 1094 52225 SH DEFINED 15,23,24 44727 0 7498 NEWS CORP CL A 65248E104 41956 1953280 SH DEFINED 6,10 1953280 0 0 NEWS CORP CL A 65248E104 62 2900 SH DEFINED 6,10,11 2900 0 0 NEWS CORP CL A 65248E104 557 25951 SH DEFINED 12 25951 0 0 NEWS CORP CL A 65248E104 2000 93100 SH CALL DEFINED 14,15,23 93100 0 0 NEWS CORP CL A 65248E104 3630 169000 SH PUT DEFINED 14,15,23 169000 0 0 NEWS CORP CL A 65248E104 47966 2233059 SH DEFINED 15,23,24 2118576 0 114483 NEWS CORP CL A 65248E104 34802 1620200 SH CALL DEFINED 15,23,24 1620200 0 0 NEWS CORP CL A 65248E104 1542 71800 SH PUT DEFINED 15,23,24 71800 0 0 NEWS CORP CL A 65248E104 220 10219 SH DEFINED 15,18,23,25,26 10219 0 0 NEWS CORP CL A 65248E104 45 2100 SH DEFINED 30,38 2100 0 0 NEWS CORP CL B 65248E203 724 32535 SH DEFINED 3,8 0 0 32535 NEWS CORP CL B 65248E203 5326 239257 SH DEFINED 6,10 239257 0 0 NEWS CORP CL B 65248E203 675 30339 SH DEFINED 12 30339 0 0 NEWS CORP CL B 65248E203 2831 127200 SH CALL DEFINED 14,15,23 127200 0 0 NEWS CORP CL B 65248E203 1946 87400 SH PUT DEFINED 14,15,23 87400 0 0 NEWS CORP CL B 65248E203 88074 3956604 SH DEFINED 15,23,24 3530328 0 426276 NEWS CORP CL B 65248E203 3773 169500 SH CALL DEFINED 15,23,24 169500 0 0 NEWS CORP CL B 65248E203 11072 497400 SH PUT DEFINED 15,23,24 497400 0 0 NEWS CORP CL B 65248E203 17 773 SH DEFINED 15,18,23,25,26 773 0 0 NEWS CORP CL B 65248E203 838 37650 SH DEFINED 30,38 37650 0 0 NEWSTAR FINANCIAL IN COM 65251F105 1003 54383 SH DEFINED 13,30 54383 0 0 NEXTEL COMMUNICATION NOTE 5.250 65332VAY9 68 69000 PRN DEFINED 12 69000 0 0 NEXTEL COMMUNICATION NOTE 5.250 65332VAY9 8562 8703000 PRN DEFINED 15,23,24 8503000 0 200000 NEXEN INC COM 65334H102 4038 73426 SH DEFINED 6,10 73426 0 0 NEXEN INC COM 65334H102 17 312 SH DEFINED 12 312 0 0 NEXEN INC COM 65334H102 489 8893 SH DEFINED 15,23,24 5950 0 2943 NEXCEN BRANDS INC COM 653351106 173 23903 SH DEFINED 15,23,24 20403 0 3500 NFJ DIVID INT & PREM COM SHS 65337H109 50 2000 SH DEFINED 12 2000 0 0 NFJ DIVID INT & PREM COM SHS 65337H109 18289 728653 SH DEFINED 15,23,24 626973 0 101679 NICE SYS LTD SPONSORED A 653656108 72 2332 SH DEFINED 12 2332 0 0 NICE SYS LTD SPONSORED A 653656108 4168 135427 SH DEFINED 15,23,24 133535 0 1892 NICE SYS LTD SPONSORED A 653656108 191 6200 SH DEFINED 29 6200 0 0 NICHOLAS-APPLGT INTL COM 65370C108 290 9978 SH DEFINED 15,23,24 4042 0 5936 NICHOLAS-APPLEGATE C COM 65370F101 131 8083 SH DEFINED 6,10,11 8083 0 0 NICHOLAS-APPLEGATE C COM 65370F101 3511 217369 SH DEFINED 15,23,24 158549 0 58820 NICHOLAS APPLEGATE C COM 65370G109 2818 178007 SH DEFINED 15,23,24 146056 0 31950 NICOR INC COM 654086107 98 2094 SH DEFINED 6,10 2094 0 0 NICOR INC COM 654086107 14 300 SH DEFINED 6,10,11 300 0 0 NICOR INC COM 654086107 5 117 SH DEFINED 12 117 0 0 NICOR INC COM 654086107 943 20148 SH DEFINED 15,23,24 16734 0 3414 NIDEC CORP SPONSORED A 654090109 174 8960 SH DEFINED 12 8960 0 0 NIDEC CORP SPONSORED A 654090109 40 2049 SH DEFINED 15,23,24 1849 0 200 NIKE INC CL B 654106103 4880 49275 SH DEFINED 3,8 0 0 49275 NIKE INC CL B 654106103 6255 63167 SH DEFINED 6,10 27036 0 36131 NIKE INC CL B 654106103 656 6620 SH DEFINED 6,10,11 6620 0 0 NIKE INC CL B 654106103 1468 14824 SH DEFINED 12 14824 0 0 NIKE INC CL B 654106103 14312 144526 SH DEFINED 14,15,23 144526 0 0 NIKE INC CL B 654106103 19608 198000 SH CALL DEFINED 14,15,23 198000 0 0 NIKE INC CL B 654106103 33551 338800 SH PUT DEFINED 14,15,23 338800 0 0 NIKE INC CL B 654106103 44757 451953 SH DEFINED 15,23,24 405165 0 46788 NIKE INC CL B 654106103 4436 44796 SH DEFINED 15,18,23,25,26 44796 0 0 NIGHTHAWK RADIOLOGY COM 65411N105 62 2433 SH DEFINED 12 2433 0 0 NIGHTHAWK RADIOLOGY COM 65411N105 855 33539 SH DEFINED 15,23,24 33219 0 320 99 CENTS ONLY STORES COM 65440K106 0 5 SH DEFINED 6,10 5 0 0 99 CENTS ONLY STORES COM 65440K106 4025 330761 SH DEFINED 15,23,24 324961 0 5800 99 CENTS ONLY STORES COM 65440K106 368 30200 SH DEFINED 30,38 30200 0 0 NIPPON TELEG & TEL C SPONSORED A 654624105 4539 183110 SH DEFINED 12 183110 0 0 NIPPON TELEG & TEL C SPONSORED A 654624105 3860 155699 SH DEFINED 15,23,24 141835 0 13864 NISOURCE INC COM 65473P105 595 24669 SH DEFINED 6,10 24669 0 0 NISOURCE INC COM 65473P105 47 1950 SH DEFINED 6,10,11 1950 0 0 NISOURCE INC COM 65473P105 179 7445 SH DEFINED 12 7445 0 0 NISOURCE INC COM 65473P105 11807 489934 SH DEFINED 15,23,24 395441 0 94493 NISOURCE INC COM 65473P105 407 16890 SH DEFINED 30,38 16890 0 0 NISSAN MOTORS SPONSORED A 654744408 738 30397 SH DEFINED 12 30397 0 0 NISSAN MOTORS SPONSORED A 654744408 1375 56657 SH DEFINED 15,23,24 54763 0 1894 NISSAN MOTORS SPONSORED A 654744408 444 18300 SH DEFINED 29 18300 0 0 NITROMED INC COM 654798503 8 3232 SH DEFINED 14,15,23 3232 0 0 NITROMED INC COM 654798503 3 1300 SH CALL DEFINED 14,15,23 1300 0 0 NITROMED INC COM 654798503 8 3300 SH PUT DEFINED 14,15,23 3300 0 0 NITROMED INC COM 654798503 54 21944 SH DEFINED 15,23,24 21944 0 0 NOBILITY HOMES INC COM 654892108 272 10220 SH DEFINED 15,23,24 10220 0 0 NOKIA CORP SPONSORED A 654902204 10 469 SH DEFINED 6,10 469 0 0 NOKIA CORP SPONSORED A 654902204 1970 96927 SH DEFINED 6,10,11 96927 0 0 NOKIA CORP SPONSORED A 654902204 5103 251152 SH DEFINED 12 251152 0 0 NOKIA CORP SPONSORED A 654902204 11599 570800 SH CALL DEFINED 14,15,23 570800 0 0 NOKIA CORP SPONSORED A 654902204 11243 553300 SH PUT DEFINED 14,15,23 553300 0 0 NOKIA CORP SPONSORED A 654902204 13265 652788 SH DEFINED 2,5,6,9,10,17,19,20,27 652788 0 0 NOKIA CORP SPONSORED A 654902204 95695 4709393 SH DEFINED 15,23,24 4162037 0 547355 NOKIA CORP SPONSORED A 654902204 10528 518100 SH CALL DEFINED 15,23,24 518100 0 0 NOKIA CORP SPONSORED A 654902204 4220 207700 SH PUT DEFINED 15,23,24 207700 0 0 NOKIA CORP SPONSORED A 654902204 9550 470000 SH DEFINED 15,18,23,25,26 470000 0 0 NOKIA CORP SPONSORED A 654902204 366 18000 SH DEFINED 29 18000 0 0 NOKIA CORP SPONSORED A 654902204 6019 296200 SH DEFINED 30,38 296200 0 0 NOBLE ENERGY INC COM 655044105 376 7670 SH DEFINED 6,10 7670 0 0 NOBLE ENERGY INC COM 655044105 351 7151 SH DEFINED 6,10,11 7151 0 0 NOBLE ENERGY INC COM 655044105 875 17826 SH DEFINED 12 17826 0 0 NOBLE ENERGY INC COM 655044105 2002 40789 SH DEFINED 14,15,23 40789 0 0 NOBLE ENERGY INC COM 655044105 221 4500 SH CALL DEFINED 14,15,23 4500 0 0 NOBLE ENERGY INC COM 655044105 4245 86500 SH PUT DEFINED 14,15,23 86500 0 0 NOBLE ENERGY INC COM 655044105 8729 177894 SH DEFINED 15,23,24 148475 0 29418 NOBLE ENERGY INC COM 655044105 984 20060 SH DEFINED 30,38 20060 0 0 NOMURA HLDGS INC SPONSORED A 65535H208 1032 54490 SH DEFINED 12 54490 0 0 NOMURA HLDGS INC SPONSORED A 65535H208 945 49900 SH DEFINED 2,5,6,9,10,17,19,20,27 49900 0 0 NOMURA HLDGS INC SPONSORED A 65535H208 2802 147947 SH DEFINED 15,23,24 144328 0 3619 NORAM ENERGY CORP SDCV 6.000 655419AC3 29 29238 PRN DEFINED 15,23,24 21238 0 8000 NORDSON CORP COM 655663102 4 75 SH DEFINED 6,10 75 0 0 NORDSON CORP COM 655663102 53 1070 SH DEFINED 12 1070 0 0 NORDSON CORP COM 655663102 183 3666 SH DEFINED 15,23,24 3666 0 0 NORDSON CORP COM 655663102 125 2500 SH DEFINED 29 2500 0 0 NORDSTROM INC COM 655664100 1133 22968 SH DEFINED 6,10 22968 0 0 NORDSTROM INC COM 655664100 53 1078 SH DEFINED 6,10,11 1078 0 0 NORDSTROM INC COM 655664100 981 19881 SH DEFINED 12 19881 0 0 NORDSTROM INC COM 655664100 219 4447 SH DEFINED 14,15,23 4447 0 0 NORDSTROM INC COM 655664100 5719 115900 SH CALL DEFINED 14,15,23 115900 0 0 NORDSTROM INC COM 655664100 1964 39800 SH PUT DEFINED 14,15,23 39800 0 0 NORDSTROM INC COM 655664100 10041 203513 SH DEFINED 15,23,24 176894 0 26618 NORDSTROM INC COM 655664100 1209 24500 SH CALL DEFINED 15,23,24 24500 0 0 NORDSTROM INC COM 655664100 1209 24500 SH PUT DEFINED 15,23,24 24500 0 0 NORDSTROM INC COM 655664100 222 4500 SH DEFINED 30,38 4500 0 0 NORFOLK SOUTHERN COR COM 655844108 68626 1364612 SH DEFINED 6,10 1364612 0 0 NORFOLK SOUTHERN COR COM 655844108 354 7034 SH DEFINED 6,10,11 7034 0 0 NORFOLK SOUTHERN COR COM 655844108 2274 45219 SH DEFINED 12 45219 0 0 NORFOLK SOUTHERN COR COM 655844108 1611 32035 SH DEFINED 14,15,23 32035 0 0 NORFOLK SOUTHERN COR COM 655844108 9052 180000 SH CALL DEFINED 14,15,23 180000 0 0 NORFOLK SOUTHERN COR COM 655844108 10470 208200 SH PUT DEFINED 14,15,23 208200 0 0 NORFOLK SOUTHERN COR COM 655844108 30124 598998 SH DEFINED 15,23,24 521123 0 77874 NORFOLK SOUTHERN COR COM 655844108 4385 87200 SH CALL DEFINED 15,23,24 87200 0 0 NORFOLK SOUTHERN COR COM 655844108 2308 45900 SH PUT DEFINED 15,23,24 45900 0 0 NORFOLK SOUTHERN COR COM 655844108 137847 2741050 SH DEFINED 15,18,23,25,26 2741050 0 0 NORFOLK SOUTHERN COR COM 655844108 634 12600 SH DEFINED 29 12600 0 0 NORSK HYDRO A S SPONSORED A 656531605 19 610 SH DEFINED 12 610 0 0 NORSK HYDRO A S SPONSORED A 656531605 2721 88734 SH DEFINED 15,23,24 45983 0 42751 NORSK HYDRO A S SPONSORED A 656531605 291 9500 SH DEFINED 29 9500 0 0 NORTEL NETWORKS CORP NOTE 4.250 656568AB8 38 40000 PRN DEFINED 12 40000 0 0 NORTEL NETWORKS CORP NOTE 4.250 656568AB8 56584 59173000 PRN DEFINED 15,23,24 59173000 0 0 NORTEL NETWORKS CORP NOTE 4.250 656568AB8 4781 5000000 PRN DEFINED 15,18,23,25,26 5000000 0 0 NORTEL NETWORKS CORP COM NEW 656568508 743 27802 SH DEFINED 6,10 27802 0 0 NORTEL NETWORKS CORP COM NEW 656568508 6 220 SH DEFINED 6,10,11 220 0 0 NORTEL NETWORKS CORP COM NEW 656568508 863 32297 SH DEFINED 12 32297 0 0 NORTEL NETWORKS CORP COM NEW 656568508 6813 254900 SH CALL DEFINED 14,15,23 254900 0 0 NORTEL NETWORKS CORP COM NEW 656568508 14517 543100 SH PUT DEFINED 14,15,23 543100 0 0 NORTEL NETWORKS CORP COM NEW 656568508 267 10000 SH DEFINED 2,5,6,9,10,17,19,20,27 10000 0 0 NORTEL NETWORKS CORP COM NEW 656568508 2479 92741 SH DEFINED 15,23,24 69553 0 23188 NORTEL NETWORKS CORP COM NEW 656568508 42805 1601400 SH CALL DEFINED 15,23,24 1601400 0 0 NORTEL NETWORKS CORP COM NEW 656568508 77 2890 SH DEFINED 15,18,23,25,26 2890 0 0 NORTEL NETWORKS CORP COM NEW 656568508 385 14410 SH DEFINED 29 14410 0 0 NORTH AMERN INS LEAD COM 65687M104 126 17200 SH DEFINED 15,23,24 17200 0 0 NORTH AMERN INS LEAD *W EXP 03/2 65687M112 51 92500 SH DEFINED 15,23,24 92500 0 0 NORTH AMERN INS LEAD UNIT 99/99/ 65687M203 1170 150000 SH DEFINED 30,38 150000 0 0 NORTH AMERN SCIENTIF COM 65715D100 1358 1181530 SH DEFINED 12 1181530 0 0 NORTH EUROPEAN OIL R SH BEN INT 659310106 684 18295 SH DEFINED 15,23,24 9190 0 9105 NORTH PITTSBURGH SYS COM 661562108 13 557 SH DEFINED 12 557 0 0 NORTH PITTSBURGH SYS COM 661562108 370 15338 SH DEFINED 15,23,24 15338 0 0 NORTHEAST UTILS COM 664397106 187 6650 SH DEFINED 6,10 6650 0 0 NORTHEAST UTILS COM 664397106 6 200 SH DEFINED 6,10,11 200 0 0 NORTHEAST UTILS COM 664397106 102 3605 SH DEFINED 12 3605 0 0 NORTHEAST UTILS COM 664397106 1507 53507 SH DEFINED 15,23,24 38830 0 14676 NORTHEAST UTILS COM 664397106 158 5600 SH DEFINED 30,38 5600 0 0 NORTHERN EMPIRE BANC COM 665112108 255 8618 SH DEFINED 15,23,24 8618 0 0 NORTHERN ORION RES I COM 665575106 233 63700 SH DEFINED 14,15,23 63700 0 0 NORTHERN ORION RES I COM 665575106 30 8100 SH CALL DEFINED 14,15,23 8100 0 0 NORTHERN ORION RES I COM 665575106 326 89100 SH PUT DEFINED 14,15,23 89100 0 0 NORTHERN ORION RES I COM 665575106 54 14778 SH DEFINED 15,23,24 14778 0 0 NORTHERN TR CORP COM 665859104 1116 18388 SH DEFINED 6,10 18388 0 0 NORTHERN TR CORP COM 665859104 1456 23997 SH DEFINED 6,10,11 23622 0 375 NORTHERN TR CORP COM 665859104 792 13042 SH DEFINED 12 13042 0 0 NORTHERN TR CORP COM 665859104 15481 255077 SH DEFINED 15,23,24 220543 0 34533 NORTHERN TR CORP COM 665859104 3023 49809 SH DEFINED 30,38 49809 0 0 NORTHFIELD LABS INC COM 666135108 798 196000 SH CALL DEFINED 14,15,23 196000 0 0 NORTHFIELD LABS INC COM 666135108 498 122300 SH PUT DEFINED 14,15,23 122300 0 0 NORTHFIELD LABS INC COM 666135108 113 27819 SH DEFINED 15,23,24 26819 0 1000 NORTHFIELD LABS INC COM 666135108 4 1000 SH CALL DEFINED 15,23,24 1000 0 0 NORTHGATE MINERALS C COM 666416102 90 25895 SH DEFINED 15,23,24 21895 0 4000 NORTHROP GRUMMAN COR COM 666807102 2949 43560 SH DEFINED 6,10 43560 0 0 NORTHROP GRUMMAN COR COM 666807102 437 6460 SH DEFINED 6,10,11 6460 0 0 NORTHROP GRUMMAN COR COM 666807102 8474 125165 SH DEFINED 12 125165 0 0 NORTHROP GRUMMAN COR COM 666807102 4109 60700 SH CALL DEFINED 14,15,23 60700 0 0 NORTHROP GRUMMAN COR COM 666807102 4021 59400 SH PUT DEFINED 14,15,23 59400 0 0 NORTHROP GRUMMAN COR COM 666807102 16111 237982 SH DEFINED 15,23,24 195254 0 42728 NORTHROP GRUMMAN COR COM 666807102 1195 17650 SH DEFINED 30,38 17650 0 0 NORTHSTAR RLTY FIN C COM 66704R100 68 4117 SH DEFINED 12 4117 0 0 NORTHSTAR RLTY FIN C COM 66704R100 2294 138419 SH DEFINED 15,23,24 119118 0 19301 NORTHSTAR NEUROSCIEN COM 66704V101 1425 99125 SH DEFINED 15,23,24 99125 0 0 NORTHWEST BANCORP IN COM 667328108 2470 89966 SH DEFINED 15,23,24 89966 0 0 NORTHWEST NAT GAS CO COM 667655104 294 6928 SH DEFINED 6,10 6928 0 0 NORTHWEST NAT GAS CO COM 667655104 36 840 SH DEFINED 12 840 0 0 NORTHWEST NAT GAS CO COM 667655104 3824 90112 SH DEFINED 15,23,24 77910 0 12202 NORTHWEST NAT GAS CO COM 667655104 66 1550 SH DEFINED 29 1550 0 0 NORTHWESTERN CORP COM NEW 668074305 27 765 SH DEFINED 12 765 0 0 NORTHWESTERN CORP COM NEW 668074305 609 17208 SH DEFINED 15,23,24 14834 0 2374 NORTHWESTERN CORP COM NEW 668074305 18 510 SH DEFINED 30,38 510 0 0 NOVA CHEMICALS CORP COM 66977W109 64638 2316791 SH DEFINED 6,10 2316791 0 0 NOVA CHEMICALS CORP COM 66977W109 341 12213 SH DEFINED 15,23,24 8036 0 4176 NOVA CHEMICALS CORP COM 66977W109 405 14530 SH DEFINED 30,38 14530 0 0 NOVAGOLD RES INC COM NEW 66987E206 15 875 SH DEFINED 12 875 0 0 NOVAGOLD RES INC COM NEW 66987E206 1278 74461 SH DEFINED 15,23,24 50587 0 23874 NOVATEL WIRELESS INC COM NEW 66987M604 73 7549 SH DEFINED 6,10 7549 0 0 NOVATEL WIRELESS INC COM NEW 66987M604 1 127 SH DEFINED 12 127 0 0 NOVATEL WIRELESS INC COM NEW 66987M604 678 70100 SH CALL DEFINED 14,15,23 70100 0 0 NOVATEL WIRELESS INC COM NEW 66987M604 179 18500 SH PUT DEFINED 14,15,23 18500 0 0 NOVATEL WIRELESS INC COM NEW 66987M604 30 3120 SH DEFINED 15,23,24 3110 0 10 NOVATEL WIRELESS INC COM NEW 66987M604 0 40 SH DEFINED 30,38 40 0 0 NOVARTIS A G SPONSORED A 66987V109 615 10711 SH DEFINED 6,10,11 10711 0 0 NOVARTIS A G SPONSORED A 66987V109 5323 92674 SH DEFINED 12 92674 0 0 NOVARTIS A G SPONSORED A 66987V109 913 15900 SH CALL DEFINED 14,15,23 15900 0 0 NOVARTIS A G SPONSORED A 66987V109 810 14100 SH PUT DEFINED 14,15,23 14100 0 0 NOVARTIS A G SPONSORED A 66987V109 52936 921593 SH DEFINED 15,23,24 763399 0 158194 NOVARTIS A G SPONSORED A 66987V109 540 9400 SH DEFINED 29 9400 0 0 NOVARTIS A G SPONSORED A 66987V109 862 15000 SH DEFINED 30,38 15000 0 0 NU HORIZONS ELECTRS COM 669908105 384 37283 SH DEFINED 15,23,24 33451 0 3832 NOVASTAR FINL INC COM 669947400 16 611 SH DEFINED 6,10 611 0 0 NOVASTAR FINL INC COM 669947400 25 935 SH DEFINED 14,15,23 935 0 0 NOVASTAR FINL INC COM 669947400 3449 129400 SH CALL DEFINED 14,15,23 129400 0 0 NOVASTAR FINL INC COM 669947400 6393 239900 SH PUT DEFINED 14,15,23 239900 0 0 NOVASTAR FINL INC COM 669947400 1195 44853 SH DEFINED 15,23,24 38285 0 6568 NOVASTAR FINL INC COM 669947400 19 700 SH DEFINED 30,38 700 0 0 NOVATEL INC COM 669954109 95 2393 SH DEFINED 15,23,24 2393 0 0 NOVATEL INC COM 669954109 211 5300 SH DEFINED 29 5300 0 0 NOVAVAX INC COM 670002104 7 1682 SH DEFINED 14,15,23 1682 0 0 NOVAVAX INC COM 670002104 226 55200 SH CALL DEFINED 14,15,23 55200 0 0 NOVAVAX INC COM 670002104 70 17000 SH PUT DEFINED 14,15,23 17000 0 0 NOVAVAX INC COM 670002104 134 32581 SH DEFINED 15,23,24 32581 0 0 NOVELL INC COM 670006105 114 18444 SH DEFINED 6,10 18444 0 0 NOVELL INC COM 670006105 519 83758 SH DEFINED 12 83758 0 0 NOVELL INC COM 670006105 2662 429400 SH CALL DEFINED 14,15,23 429400 0 0 NOVELL INC COM 670006105 624 100600 SH PUT DEFINED 14,15,23 100600 0 0 NOVELL INC COM 670006105 1015 163756 SH DEFINED 15,23,24 148535 0 15221 NOVELL INC COM 670006105 5019 809500 SH CALL DEFINED 15,23,24 809500 0 0 NOVELL INC COM 670006105 1980 319400 SH PUT DEFINED 15,23,24 319400 0 0 NOVELL INC COM 670006105 633 102149 SH DEFINED 30,38 102149 0 0 NOVELLUS SYS INC COM 670008101 1783 51803 SH DEFINED 6,10 51803 0 0 NOVELLUS SYS INC COM 670008101 26 750 SH DEFINED 6,10,11 750 0 0 NOVELLUS SYS INC COM 670008101 6672 193833 SH DEFINED 12 193833 0 0 NOVELLUS SYS INC COM 670008101 14649 425600 SH CALL DEFINED 14,15,23 425600 0 0 NOVELLUS SYS INC COM 670008101 28699 833800 SH PUT DEFINED 14,15,23 833800 0 0 NOVELLUS SYS INC COM 670008101 26731 776601 SH DEFINED 15,23,24 659224 0 117377 NOVELLUS SYS INC COM 670008101 11049 321000 SH CALL DEFINED 15,23,24 321000 0 0 NOVELLUS SYS INC COM 670008101 15644 454500 SH PUT DEFINED 15,23,24 454500 0 0 NOVELLUS SYS INC COM 670008101 149 4321 SH DEFINED 30,38 4321 0 0 NOVEN PHARMACEUTICAL COM 670009109 156 6136 SH DEFINED 6,10 6136 0 0 NOVEN PHARMACEUTICAL COM 670009109 130 5095 SH DEFINED 15,23,24 3095 0 2000 NOVO-NORDISK A S ADR 670100205 858 10255 SH DEFINED 6,10,11 10255 0 0 NOVO-NORDISK A S ADR 670100205 422 5050 SH DEFINED 12 5050 0 0 NOVO-NORDISK A S ADR 670100205 1670 19963 SH DEFINED 15,23,24 17305 0 2658 NOVO-NORDISK A S ADR 670100205 1087 13000 SH DEFINED 30,38 13000 0 0 NU SKIN ENTERPRISES CL A 67018T105 2 122 SH DEFINED 6,10 122 0 0 NU SKIN ENTERPRISES CL A 67018T105 164 8975 SH DEFINED 6,10,11 8975 0 0 NU SKIN ENTERPRISES CL A 67018T105 108 5903 SH DEFINED 15,23,24 5893 0 10 NU SKIN ENTERPRISES CL A 67018T105 321 17600 SH DEFINED 30,38 17600 0 0 NSTAR COM 67019E107 158 4593 SH DEFINED 6,10 4593 0 0 NSTAR COM 67019E107 41 1180 SH DEFINED 6,10,11 1180 0 0 NSTAR COM 67019E107 827 24056 SH DEFINED 12 24056 0 0 NSTAR COM 67019E107 5512 160406 SH DEFINED 15,23,24 145071 0 15335 NTELOS HLDGS CORP COM 67020Q107 28 1570 SH DEFINED 15,23,24 1570 0 0 NTELOS HLDGS CORP COM 67020Q107 207884 11626633 SH DEFINED 8,31-34 11626633 0 0 NTELOS HLDGS CORP COM 67020Q107 1909 106764 SH DEFINED 8,32,33 106764 0 0 NTELOS HLDGS CORP COM 67020Q107 2142 119826 SH DEFINED 8,32-34 119826 0 0 NUANCE COMMUNICATION COM 67020Y100 12 1086 SH DEFINED 6,10 1086 0 0 NUANCE COMMUNICATION COM 67020Y100 741 64689 SH DEFINED 6,10,11 64689 0 0 NUANCE COMMUNICATION COM 67020Y100 19 1670 SH DEFINED 12 1670 0 0 NUANCE COMMUNICATION COM 67020Y100 315 27501 SH DEFINED 14,15,23 27501 0 0 NUANCE COMMUNICATION COM 67020Y100 328 28600 SH CALL DEFINED 14,15,23 28600 0 0 NUANCE COMMUNICATION COM 67020Y100 471 41100 SH PUT DEFINED 14,15,23 41100 0 0 NUANCE COMMUNICATION COM 67020Y100 2180 190196 SH DEFINED 15,23,24 145299 0 44897 NUANCE COMMUNICATION COM 67020Y100 488 42550 SH DEFINED 29 42550 0 0 NUANCE COMMUNICATION COM 67020Y100 120 10434 SH DEFINED 30,38 10434 0 0 NUCOR CORP COM 670346105 279 5100 SH DEFINED 3,8 0 0 5100 NUCOR CORP COM 670346105 3125 57176 SH DEFINED 6,10 57176 0 0 NUCOR CORP COM 670346105 924 16905 SH DEFINED 6,10,11 16905 0 0 NUCOR CORP COM 670346105 7198 131689 SH DEFINED 12 131689 0 0 NUCOR CORP COM 670346105 2500 45735 SH DEFINED 14,15,23 45735 0 0 NUCOR CORP COM 670346105 30336 555000 SH CALL DEFINED 14,15,23 555000 0 0 NUCOR CORP COM 670346105 64504 1180100 SH PUT DEFINED 14,15,23 1180100 0 0 NUCOR CORP COM 670346105 44307 810601 SH DEFINED 15,23,24 747632 0 62968 NUCOR CORP COM 670346105 33 600 SH PUT DEFINED 15,23,24 600 0 0 NUCOR CORP COM 670346105 3132 57300 SH DEFINED 30,38 57300 0 0 NUVEEN INSD PREM INC COM 6706D8104 11 850 SH DEFINED 12 850 0 0 NUVEEN INSD PREM INC COM 6706D8104 498 38416 SH DEFINED 15,23,24 28816 0 9600 NUVEEN EQTY PRM OPPO COM 6706EM102 55 2931 SH DEFINED 12 2931 0 0 NUVEEN EQTY PRM OPPO COM 6706EM102 4265 229058 SH DEFINED 15,23,24 171511 0 57546 NUVEEN FLTNG RTE INC COM SHS 6706EN100 12 900 SH DEFINED 12 900 0 0 NUVEEN FLTNG RTE INC COM SHS 6706EN100 1607 116384 SH DEFINED 15,23,24 87911 0 28472 NUVEEN DIVERSIFIED D COM 6706EP105 457 21746 SH DEFINED 6,10,11 21746 0 0 NUVEEN DIVERSIFIED D COM 6706EP105 5498 261443 SH DEFINED 15,23,24 200137 0 61306 NUVEEN EQUITY PREM I COM 6706ER101 11 550 SH DEFINED 12 550 0 0 NUVEEN EQUITY PREM I COM 6706ER101 2692 140052 SH DEFINED 15,23,24 81477 0 58575 NUVEEN EQUITY PREM A COM 6706ET107 22 1143 SH DEFINED 12 1143 0 0 NUVEEN EQUITY PREM A COM 6706ET107 577 30067 SH DEFINED 15,23,24 23286 0 6781 NUVEEN TAX ADV FLTG COM 6706EV102 788 57444 SH DEFINED 15,23,24 53308 0 4136 NUVEEN TAX ADV FLTG COM 6706EV102 14 1000 SH DEFINED 15,18,23,25,26 1000 0 0 NUVEEN EQUITY PREM & COM 6706EW100 8 400 SH DEFINED 12 400 0 0 NUVEEN EQUITY PREM & COM 6706EW100 2421 124916 SH DEFINED 15,23,24 112467 0 12449 NUVEEN PREM INCOME M COM 6706K4105 1411 110419 SH DEFINED 15,23,24 101790 0 8628 NUVEEN N C PREM INCO SH BEN INT 67060P100 151 10500 SH DEFINED 15,23,24 9500 0 1000 NUVEEN PA PREM INCOM COM 67061F101 27 2000 SH DEFINED 6,10,11 2000 0 0 NUVEEN PA PREM INCOM COM 67061F101 112 8297 SH DEFINED 15,23,24 7297 0 1000 NUVEEN MD PREM INCOM COM 67061Q107 24 1640 SH DEFINED 6,10,11 1640 0 0 NUVEEN MD PREM INCOM COM 67061Q107 593 41209 SH DEFINED 15,23,24 22841 0 18368 NUVEEN SELECT MAT MU SH BEN INT 67061T101 115 11587 SH DEFINED 15,23,24 10587 0 1000 NUVEEN CALIF MUN VAL COM 67062C107 576 56182 SH DEFINED 15,23,24 47635 0 8547 NUVEEN INVT QUALITY COM 67062E103 288 18642 SH DEFINED 15,23,24 14011 0 4630 NUVEEN SELECT TAX FR SH BEN INT 67062F100 2210 150848 SH DEFINED 15,23,24 125752 0 25095 NUVEEN MUN ADVANTAGE COM 67062H106 660 40321 SH DEFINED 15,23,24 26477 0 13843 NUVEEN NY MUN VALUE COM 67062M105 514 53412 SH DEFINED 15,23,24 49887 0 3525 NUVEEN INSD QUALITY COM 67062N103 219 15158 SH DEFINED 15,23,24 12458 0 2700 NUVEEN PERFORMANCE P COM 67062P108 12 800 SH DEFINED 6,10,11 800 0 0 NUVEEN PERFORMANCE P COM 67062P108 32 2139 SH DEFINED 12 2139 0 0 NUVEEN PERFORMANCE P COM 67062P108 697 45893 SH DEFINED 15,23,24 26773 0 19120 NUVEEN NY PERFORM PL COM 67062R104 180 11159 SH DEFINED 15,23,24 8919 0 2240 NUVEEN PREM INCOME M COM 67062T100 19 1372 SH DEFINED 6,10,11 1372 0 0 NUVEEN PREM INCOME M COM 67062T100 327 23028 SH DEFINED 15,23,24 15586 0 7442 NUVEEN MUN MKT OPPOR COM 67062W103 25 1645 SH DEFINED 6,10,11 1645 0 0 NUVEEN MUN MKT OPPOR COM 67062W103 617 40352 SH DEFINED 15,23,24 21385 0 18967 NUVEEN N Y INVT QUAL COM 67062X101 462 33051 SH DEFINED 15,23,24 33051 0 0 NUVEEN SELECT TAX FR SH BEN INT 67063C106 185 13211 SH DEFINED 15,23,24 11211 0 2000 NUVEEN NY SELECT TAX SH BEN INT 67063V104 263 19201 SH DEFINED 15,23,24 14200 0 5001 NUVEEN PREM INCOME M COM 67063W102 15 1034 SH DEFINED 6,10,11 1034 0 0 NUVEEN PREM INCOME M COM 67063W102 482 34324 SH DEFINED 15,23,24 19385 0 14938 NUVEEN VA PREM INCOM COM 67064R102 230 15290 SH DEFINED 15,23,24 12040 0 3250 NUVEEN TAX FREE ADV COM 670657105 233 16224 SH DEFINED 15,23,24 8002 0 8222 NVIDIA CORP COM 67066G104 3470 93764 SH DEFINED 6,10 93764 0 0 NVIDIA CORP COM 67066G104 16 425 SH DEFINED 6,10,11 425 0 0 NVIDIA CORP COM 67066G104 1016 27451 SH DEFINED 12 27451 0 0 NVIDIA CORP COM 67066G104 1827 49369 SH DEFINED 14,15,23 49369 0 0 NVIDIA CORP COM 67066G104 33272 899000 SH CALL DEFINED 14,15,23 899000 0 0 NVIDIA CORP COM 67066G104 36855 995800 SH PUT DEFINED 14,15,23 995800 0 0 NVIDIA CORP COM 67066G104 8660 233999 SH DEFINED 15,23,24 222697 0 11302 NVIDIA CORP COM 67066G104 118 3200 SH CALL DEFINED 15,23,24 3200 0 0 NVIDIA CORP COM 67066G104 594 16050 SH DEFINED 29 16050 0 0 NUVEEN DIVID ADVANTA COM 67066V101 2025 128829 SH DEFINED 15,23,24 92553 0 36276 NUVEEN NY DIVID ADVN COM 67066X107 342 21854 SH DEFINED 15,23,24 10554 0 11300 NUVEEN SR INCOME FD COM 67067Y104 25 2890 SH DEFINED 12 2890 0 0 NUVEEN SR INCOME FD COM 67067Y104 1309 154427 SH DEFINED 15,23,24 141333 0 13094 NUVEEN MUN HIGH INC COM 670682103 224 12664 SH DEFINED 15,23,24 10841 0 1823 NUTRI SYS INC NEW COM 67069D108 36 561 SH DEFINED 6,10 561 0 0 NUTRI SYS INC NEW COM 67069D108 99 1559 SH DEFINED 12 1559 0 0 NUTRI SYS INC NEW COM 67069D108 9350 147500 SH CALL DEFINED 14,15,23 147500 0 0 NUTRI SYS INC NEW COM 67069D108 5261 83000 SH PUT DEFINED 14,15,23 83000 0 0 NUTRI SYS INC NEW COM 67069D108 19002 299765 SH DEFINED 15,23,24 230648 0 69117 NUTRI SYS INC NEW COM 67069D108 317 5000 SH PUT DEFINED 15,23,24 5000 0 0 NUTRI SYS INC NEW COM 67069D108 437 6900 SH DEFINED 29 6900 0 0 NUTRI SYS INC NEW COM 67069D108 6371 100500 SH DEFINED 30,38 100500 0 0 NUVEEN ARIZ DIVID AD COM SH BEN 67069L100 151 10050 SH DEFINED 15,23,24 10050 0 0 NUVEEN MD DIVID ADVA COM SH BEN 67069R107 86 5533 SH DEFINED 6,10,11 5533 0 0 NUVEEN MD DIVID ADVA COM SH BEN 67069R107 305 19668 SH DEFINED 15,23,24 7583 0 12085 NUTRITION 21 INC COM 67069V108 52 30776 SH DEFINED 15,23,24 30776 0 0 NUVEEN NJ DIV ADVANT COM 67069Y102 289 18207 SH DEFINED 15,23,24 15840 0 2367 NUVEEN DIV ADVANTAGE COM 67070F100 1935 114389 SH DEFINED 15,23,24 86161 0 28227 NUVEEN MD DIV ADV MU COM SH BEN 67070V105 23 1457 SH DEFINED 6,10,11 1457 0 0 NUVEEN MD DIV ADV MU COM SH BEN 67070V105 348 21601 SH DEFINED 15,23,24 8701 0 12900 NUVEEN DIV ADV MUNI COM SH BEN 67070X101 16 1000 SH DEFINED 6,10,11 1000 0 0 NUVEEN DIV ADV MUNI COM SH BEN 67070X101 457 28243 SH DEFINED 15,23,24 20843 0 7400 NUVEEN CA DIV ADV MU COM SH BEN 67070Y109 230 14822 SH DEFINED 15,23,24 11822 0 3000 NUVASIVE INC COM 670704105 28 1215 SH DEFINED 12 1215 0 0 NUVASIVE INC COM 670704105 250 10843 SH DEFINED 15,23,24 8557 0 2286 NUVEEN REAL ESTATE I COM 67071B108 12139 426245 SH DEFINED 15,23,24 316451 0 109794 NUVEEN VA DIV ADV MU COM 67071C106 365 21473 SH DEFINED 15,23,24 7865 0 13608 NUVEEN N C DIV ADV F COM 67071D104 223 15022 SH DEFINED 15,23,24 7600 0 7422 NUVEEN QUALITY PFD I COM 67071S101 1331 89681 SH DEFINED 15,23,24 73990 0 15691 NUVEEN CT DIV ADV MU COM 67071Y108 246 17475 SH DEFINED 15,23,24 17475 0 0 NUVEEN MD DIV ADV MU COM 67072A109 146 10274 SH DEFINED 15,23,24 2976 0 7297 NUVEEN QUALITY PFD I COM 67072C105 7566 500387 SH DEFINED 15,23,24 437073 0 63313 NUVEEN NC DIV ADV MU COM 67072D103 374 26601 SH DEFINED 15,23,24 21501 0 5100 NUVELO INC COM NEW 67072M301 91 22833 SH DEFINED 15,23,24 22833 0 0 NUVEEN FLOATING RATE COM 67072T108 8748 644155 SH DEFINED 15,23,24 554727 0 89427 NUVEEN QUALITY PFD I COM 67072W101 285 19117 SH DEFINED 15,23,24 16042 0 3075 NUVEEN PFD & CONV IN COM 67073B106 30 2075 SH DEFINED 6,10,11 2075 0 0 NUVEEN PFD & CONV IN COM 67073B106 59 4100 SH DEFINED 12 4100 0 0 NUVEEN PFD & CONV IN COM 67073B106 3502 245070 SH DEFINED 15,23,24 199363 0 45707 NUVEEN PFD & CONV IN COM SHS 67073D102 5227 370442 SH DEFINED 15,23,24 278628 0 91813 O CHARLEYS INC COM 670823103 7 345 SH DEFINED 3,8 0 0 345 O CHARLEYS INC COM 670823103 125 5881 SH DEFINED 6,10 5881 0 0 O CHARLEYS INC COM 670823103 201 9452 SH DEFINED 15,23,24 9452 0 0 OGE ENERGY CORP COM 670837103 404 10100 SH DEFINED 3,8 0 0 10100 OGE ENERGY CORP COM 670837103 5 119 SH DEFINED 6,10 119 0 0 OGE ENERGY CORP COM 670837103 1180 29493 SH DEFINED 6,10,11 29493 0 0 OGE ENERGY CORP COM 670837103 500 12490 SH DEFINED 12 12490 0 0 OGE ENERGY CORP COM 670837103 7107 177674 SH DEFINED 15,23,24 143598 0 34076 OGE ENERGY CORP COM 670837103 236 5900 SH DEFINED 30,38 5900 0 0 OM GROUP INC COM 670872100 351 7749 SH DEFINED 6,10 7749 0 0 OM GROUP INC COM 670872100 18 401 SH DEFINED 12 401 0 0 OM GROUP INC COM 670872100 1730 38200 SH CALL DEFINED 14,15,23 38200 0 0 OM GROUP INC COM 670872100 765 16900 SH PUT DEFINED 14,15,23 16900 0 0 OM GROUP INC COM 670872100 807 17827 SH DEFINED 15,23,24 17205 0 622 OM GROUP INC COM 670872100 933 20600 SH DEFINED 30,38 20600 0 0 OMI CORP NOTE 2.875 670874AF3 288 300000 PRN DEFINED 15,23,24 300000 0 0 NUVEEN INVTS INC CL A 67090F106 512 9870 SH DEFINED 6,10 9870 0 0 NUVEEN INVTS INC CL A 67090F106 1803 34751 SH DEFINED 6,10,11 34351 0 400 NUVEEN INVTS INC CL A 67090F106 88 1695 SH DEFINED 12 1695 0 0 NUVEEN INVTS INC CL A 67090F106 8169 157455 SH DEFINED 15,23,24 112762 0 44692 NUVEEN TX ADV TOTAL COM 67090H102 1136 41932 SH DEFINED 15,23,24 31527 0 10404 NUVEEN MUN VALUE FD COM 670928100 115 11054 SH DEFINED 6,10,11 11054 0 0 NUVEEN MUN VALUE FD COM 670928100 49 4650 SH DEFINED 12 4650 0 0 NUVEEN MUN VALUE FD COM 670928100 14204 1360578 SH DEFINED 15,23,24 1155525 0 205052 NUVEEN FLA INVT QUAL COM 670970102 21 1500 SH DEFINED 6,10,11 1500 0 0 NUVEEN FLA INVT QUAL COM 670970102 512 37074 SH DEFINED 15,23,24 8654 0 28420 NUVEEN NJ INVT QUALI COM 670971100 11 800 SH DEFINED 6,10,11 800 0 0 NUVEEN NJ INVT QUALI COM 670971100 150 10681 SH DEFINED 15,23,24 7584 0 3097 NUVEEN SELECT QUALIT COM 670973106 2691 166135 SH DEFINED 15,23,24 145602 0 20533 NUVEEN CA SELECT QUA COM 670975101 244 15729 SH DEFINED 15,23,24 13679 0 2050 NUVEEN NY SELECT QUA COM 670976109 474 32872 SH DEFINED 15,23,24 29832 0 3040 NUVEEN QUALITY INCOM COM 670977107 35 2342 SH DEFINED 12 2342 0 0 NUVEEN QUALITY INCOM COM 670977107 427 28650 SH DEFINED 15,23,24 15783 0 12867 NUVEEN FLA QUALITY I COM 670978105 286 20631 SH DEFINED 15,23,24 4303 0 16328 NUVEEN OHIO QUALITY COM 670980101 312 19930 SH DEFINED 15,23,24 11711 0 8219 NUVEEN INSD MUN OPPO COM 670984103 9 620 SH DEFINED 12 620 0 0 NUVEEN INSD MUN OPPO COM 670984103 1613 110222 SH DEFINED 15,23,24 81364 0 28858 NUVEEN NY QUALITY IN COM 670986108 339 24133 SH DEFINED 15,23,24 20333 0 3800 NUVEEN PREMIER INSD COM 670987106 184 12735 SH DEFINED 15,23,24 8040 0 4694 NUVEEN PREMIER MUN I COM 670988104 14 1000 SH DEFINED 6,10,11 1000 0 0 NUVEEN PREMIER MUN I COM 670988104 187 13527 SH DEFINED 15,23,24 8182 0 5345 NUVEEN NJ PREM INCOM COM 67101N106 12 800 SH DEFINED 6,10,11 800 0 0 NUVEEN NJ PREM INCOM COM 67101N106 323 22137 SH DEFINED 15,23,24 15937 0 6200 NUVEEN INSD NY PREM COM 67101R107 146 10349 SH DEFINED 15,23,24 5708 0 4641 NUVEEN INSD FLA PREM COM 67101V108 40 2755 SH DEFINED 6,10,11 2755 0 0 NUVEEN INSD FLA PREM COM 67101V108 232 15851 SH DEFINED 15,23,24 1501 0 14350 OSI RESTAURANT PARTN COM 67104A101 132 3365 SH DEFINED 6,10 3365 0 0 OSI RESTAURANT PARTN COM 67104A101 299 7625 SH DEFINED 6,10,11 7625 0 0 OSI RESTAURANT PARTN COM 67104A101 87 2213 SH DEFINED 12 2213 0 0 OSI RESTAURANT PARTN COM 67104A101 2650 67600 SH DEFINED 14,15,23 67600 0 0 OSI RESTAURANT PARTN COM 67104A101 247 6300 SH CALL DEFINED 14,15,23 6300 0 0 OSI RESTAURANT PARTN COM 67104A101 1407 35900 SH PUT DEFINED 14,15,23 35900 0 0 OSI RESTAURANT PARTN COM 67104A101 39200 1000000 SH DEFINED 15,23 1000000 0 0 OSI RESTAURANT PARTN COM 67104A101 1200 30617 SH DEFINED 15,23,24 28586 0 2031 OSI PHARMACEUTICALS COM 671040103 35 999 SH DEFINED 6,10 999 0 0 OSI PHARMACEUTICALS COM 671040103 87 2500 SH DEFINED 12 2500 0 0 OSI PHARMACEUTICALS COM 671040103 11830 338200 SH CALL DEFINED 14,15,23 338200 0 0 OSI PHARMACEUTICALS COM 671040103 7272 207900 SH PUT DEFINED 14,15,23 207900 0 0 OSI PHARMACEUTICALS COM 671040103 14 400 SH DEFINED 2,5,6,9,10,17,19,20,27 400 0 0 OSI PHARMACEUTICALS COM 671040103 1227 35089 SH DEFINED 15,23,24 34619 0 470 OSI PHARMACEUTICALS COM 671040103 143 4100 SH CALL DEFINED 15,23,24 4100 0 0 OSI PHARMACEUTICALS COM 671040103 605 17300 SH PUT DEFINED 15,23,24 17300 0 0 OSI PHARMACEUTICALS COM 671040103 254 7250 SH DEFINED 29 7250 0 0 OSI PHARMACEUTICALS COM 671040103 3327 95100 SH DEFINED 30,38 95100 0 0 OYO GEOSPACE CORP COM 671074102 3993 68733 SH DEFINED 15,23,24 23260 0 45473 OAKLEY INC COM 673662102 1 73 SH DEFINED 6,10 73 0 0 OAKLEY INC COM 673662102 19 955 SH DEFINED 12 955 0 0 OAKLEY INC COM 673662102 390 19437 SH DEFINED 15,23,24 17087 0 2350 OAKLEY INC COM 673662102 538 26800 SH DEFINED 30,38 26800 0 0 OBAGI MEDICAL PRODUC COM 67423R108 124 12020 SH DEFINED 15,23,24 12020 0 0 OCCIDENTAL PETE CORP COM 674599105 4734 96949 SH DEFINED 6,10 96949 0 0 OCCIDENTAL PETE CORP COM 674599105 1292 26466 SH DEFINED 6,10,11 26166 0 300 OCCIDENTAL PETE CORP COM 674599105 8170 167310 SH DEFINED 12 167310 0 0 OCCIDENTAL PETE CORP COM 674599105 4319 88448 SH DEFINED 14,15,23 88448 0 0 OCCIDENTAL PETE CORP COM 674599105 11792 241500 SH CALL DEFINED 14,15,23 241500 0 0 OCCIDENTAL PETE CORP COM 674599105 31559 646300 SH PUT DEFINED 14,15,23 646300 0 0 OCCIDENTAL PETE CORP COM 674599105 45896 939921 SH DEFINED 15,23,24 810891 0 129030 OCCIDENTAL PETE CORP COM 674599105 240 4924 SH DEFINED 15,18,23,25,26 4924 0 0 OCCIDENTAL PETE CORP COM 674599105 960 19650 SH DEFINED 29 19650 0 0 OCCIDENTAL PETE CORP COM 674599105 13917 285000 SH DEFINED 37 285000 0 0 OCCIDENTAL PETE CORP COM 674599105 46 940 SH DEFINED 30,38 940 0 0 OCEANEERING INTL INC COM 675232102 542 13655 SH DEFINED 6,10 13655 0 0 OCEANEERING INTL INC COM 675232102 25 623 SH DEFINED 12 623 0 0 OCEANEERING INTL INC COM 675232102 3009 75800 SH CALL DEFINED 14,15,23 75800 0 0 OCEANEERING INTL INC COM 675232102 2013 50700 SH PUT DEFINED 14,15,23 50700 0 0 OCEANEERING INTL INC COM 675232102 1842 46389 SH DEFINED 15,23,24 30053 0 16336 OCEANEERING INTL INC COM 675232102 687 17300 SH DEFINED 30,38 17300 0 0 OCWEN FINL CORP COM NEW 675746309 123 7730 SH DEFINED 15,23,24 5638 0 2092 OCWEN FINL CORP COM NEW 675746309 5740 361900 SH DEFINED 30,38 361900 0 0 ODYSSEY HEALTHCARE I COM 67611V101 115 8653 SH DEFINED 6,10 8653 0 0 ODYSSEY HEALTHCARE I COM 67611V101 20 1518 SH DEFINED 12 1518 0 0 ODYSSEY HEALTHCARE I COM 67611V101 275 20752 SH DEFINED 15,23,24 20069 0 683 ODYSSEY HEALTHCARE I COM 67611V101 81 6100 SH DEFINED 29 6100 0 0 ODYSSEY HEALTHCARE I COM 67611V101 1 60 SH DEFINED 30,38 60 0 0 ODYSSEY RE HLDGS COR COM 67612W108 210 5621 SH DEFINED 12 5621 0 0 ODYSSEY RE HLDGS COR COM 67612W108 306 8200 SH DEFINED 15,23,24 8200 0 0 OFFICEMAX INC DEL COM 67622P101 430 8661 SH DEFINED 6,10 8661 0 0 OFFICEMAX INC DEL COM 67622P101 2767 55732 SH DEFINED 14,15,23 55732 0 0 OFFICEMAX INC DEL COM 67622P101 1748 35200 SH CALL DEFINED 14,15,23 35200 0 0 OFFICEMAX INC DEL COM 67622P101 9448 190300 SH PUT DEFINED 14,15,23 190300 0 0 OFFICEMAX INC DEL COM 67622P101 1456 29326 SH DEFINED 15,23,24 26722 0 2604 OFFICEMAX INC DEL COM 67622P101 134 2700 SH DEFINED 30,38 2700 0 0 OFFICE DEPOT INC COM 676220106 992 25987 SH DEFINED 6,10 25987 0 0 OFFICE DEPOT INC COM 676220106 8 200 SH DEFINED 6,10,11 200 0 0 OFFICE DEPOT INC COM 676220106 504 13203 SH DEFINED 12 13203 0 0 OFFICE DEPOT INC COM 676220106 586 15362 SH DEFINED 14,15,23 15362 0 0 OFFICE DEPOT INC COM 676220106 2897 75900 SH CALL DEFINED 14,15,23 75900 0 0 OFFICE DEPOT INC COM 676220106 3790 99300 SH PUT DEFINED 14,15,23 99300 0 0 OFFICE DEPOT INC COM 676220106 17709 463944 SH DEFINED 15,23,24 408591 0 55353 OFFICE DEPOT INC COM 676220106 968 25360 SH DEFINED 30,38 25360 0 0 OHIO CAS CORP COM 677240103 0 7 SH DEFINED 6,10 7 0 0 OHIO CAS CORP COM 677240103 106 3560 SH DEFINED 12 3560 0 0 OHIO CAS CORP COM 677240103 101 3393 SH DEFINED 15,23,24 2058 0 1335 OHIO CAS CORP COM 677240103 21 700 SH DEFINED 29 700 0 0 OHIO CAS CORP COM 677240103 4211 141275 SH DEFINED 30,38 141275 0 0 OIL SVC HOLDRS TR DEPOSTRY RC 678002106 49607 355200 SH CALL DEFINED 14,15,23 355200 0 0 OIL SVC HOLDRS TR DEPOSTRY RC 678002106 85919 615200 SH PUT DEFINED 14,15,23 615200 0 0 OIL SVC HOLDRS TR DEPOSTRY RC 678002106 867633 6212467 SH DEFINED 15,23,24 6207586 0 4881 OIL SVC HOLDRS TR DEPOSTRY RC 678002106 45096 322900 SH CALL DEFINED 15,23,24 322900 0 0 OIL SVC HOLDRS TR DEPOSTRY RC 678002106 26200 187600 SH PUT DEFINED 15,23,24 187600 0 0 OIL STS INTL INC COM 678026105 2221 68910 SH DEFINED 6,10,11 66560 0 2350 OIL STS INTL INC COM 678026105 107 3330 SH DEFINED 12 3330 0 0 OIL STS INTL INC COM 678026105 1278 39663 SH DEFINED 15,23,24 34493 0 5170 OIL STS INTL INC COM 678026105 319 9900 SH DEFINED 29 9900 0 0 OIL STS INTL INC COM 678026105 1524 47300 SH DEFINED 30,38 47300 0 0 OILSANDS QUEST INC COM 678046103 1654 329417 SH DEFINED 15,23,24 248674 0 80743 OLD DOMINION FGHT LI COM 679580100 170 7043 SH DEFINED 6,10 7043 0 0 OLD DOMINION FGHT LI COM 679580100 557 23146 SH DEFINED 15,23,24 14997 0 8149 OLD NATL BANCORP IND COM 680033107 11 562 SH DEFINED 12 562 0 0 OLD NATL BANCORP IND COM 680033107 244 12887 SH DEFINED 15,23,24 12567 0 320 OLD NATL BANCORP IND COM 680033107 73 3856 SH DEFINED 29 3856 0 0 OLD POINT FINL CORP COM 680194107 280 9863 SH DEFINED 15,23,24 3150 0 6713 OLD REP INTL CORP COM 680223104 230 9889 SH DEFINED 6,10 9889 0 0 OLD REP INTL CORP COM 680223104 234 10049 SH DEFINED 6,10,11 10049 0 0 OLD REP INTL CORP COM 680223104 91 3907 SH DEFINED 12 3907 0 0 OLD REP INTL CORP COM 680223104 9406 404059 SH DEFINED 15,23,24 365063 0 38996 OLD REP INTL CORP COM 680223104 1114 47837 SH DEFINED 30,38 47837 0 0 OLIN CORP COM PAR $1 680665205 1 83 SH DEFINED 3,8 0 0 83 OLIN CORP COM PAR $1 680665205 0 9 SH DEFINED 6,10 9 0 0 OLIN CORP COM PAR $1 680665205 3 190 SH DEFINED 12 190 0 0 OLIN CORP COM PAR $1 680665205 2116 128115 SH DEFINED 15,23,24 120895 0 7220 OLIN CORP COM PAR $1 680665205 1056 63900 SH DEFINED 30,38 63900 0 0 OLYMPIC STEEL INC COM 68162K106 855 38444 SH DEFINED 15,23,24 32444 0 6000 OMNICARE INC DBCV 3.250 681904AL2 35243 40626000 PRN DEFINED 15,23,24 40626000 0 0 OMNICARE INC COM 681904108 212 5477 SH DEFINED 6,10 5477 0 0 OMNICARE INC COM 681904108 2786 72125 SH DEFINED 6,10,11 71975 0 150 OMNICARE INC COM 681904108 932 24125 SH DEFINED 12 24125 0 0 OMNICARE INC COM 681904108 239 6187 SH DEFINED 14,15,23 6187 0 0 OMNICARE INC COM 681904108 3172 82100 SH CALL DEFINED 14,15,23 82100 0 0 OMNICARE INC COM 681904108 3651 94500 SH PUT DEFINED 14,15,23 94500 0 0 OMNICARE INC COM 681904108 9763 252724 SH DEFINED 15,23,24 236525 0 16199 OMNICARE INC COM 681904108 591 15300 SH DEFINED 29 15300 0 0 OMNICOM GROUP INC NOTE 681919AK2 18818 18314000 PRN DEFINED 15,23,24 18314000 0 0 OMNICOM GROUP INC NOTE 681919AM8 25430 24780000 PRN DEFINED 15,23,24 24780000 0 0 OMNICOM GROUP INC NOTE 681919AT3 374 346000 PRN DEFINED 12 346000 0 0 OMNICOM GROUP INC NOTE 681919AT3 1059 981000 PRN DEFINED 15,23,24 981000 0 0 OMNICOM GROUP INC COM 681919106 1653 15813 SH DEFINED 6,10 15813 0 0 OMNICOM GROUP INC COM 681919106 31 300 SH DEFINED 6,10,11 300 0 0 OMNICOM GROUP INC COM 681919106 1435 13726 SH DEFINED 12 13726 0 0 OMNICOM GROUP INC COM 681919106 1952 18676 SH DEFINED 14,15,23 18676 0 0 OMNICOM GROUP INC COM 681919106 4704 45000 SH CALL DEFINED 14,15,23 45000 0 0 OMNICOM GROUP INC COM 681919106 6743 64500 SH PUT DEFINED 14,15,23 64500 0 0 OMNICOM GROUP INC COM 681919106 69370 663575 SH DEFINED 15,23,24 570506 0 93068 OMNICOM GROUP INC COM 681919106 2091 20000 SH CALL DEFINED 15,23,24 20000 0 0 OMEGA HEALTHCARE INV COM 681936100 278 15685 SH DEFINED 6,10,11 15685 0 0 OMEGA HEALTHCARE INV COM 681936100 49 2745 SH DEFINED 12 2745 0 0 OMEGA HEALTHCARE INV COM 681936100 1696 95700 SH DEFINED 13,30 95700 0 0 OMEGA HEALTHCARE INV COM 681936100 6639 374653 SH DEFINED 15,23,24 314107 0 60546 OMEGA HEALTHCARE INV COM 681936100 138 7800 SH DEFINED 30,38 7800 0 0 OMRIX BIOPHARMACEUTI COM 681989109 68 2240 SH DEFINED 12 2240 0 0 OMRIX BIOPHARMACEUTI COM 681989109 2058 67997 SH DEFINED 15,23,24 53265 0 14732 OMNIVISION TECHNOLOG COM 682128103 8 574 SH DEFINED 3,8 0 0 574 OMNIVISION TECHNOLOG COM 682128103 143 10510 SH DEFINED 6,10 10510 0 0 OMNIVISION TECHNOLOG COM 682128103 91 6675 SH DEFINED 6,10,11 6675 0 0 OMNIVISION TECHNOLOG COM 682128103 1681 123147 SH DEFINED 14,15,23 123147 0 0 OMNIVISION TECHNOLOG COM 682128103 2439 178700 SH CALL DEFINED 14,15,23 178700 0 0 OMNIVISION TECHNOLOG COM 682128103 4641 340000 SH PUT DEFINED 14,15,23 340000 0 0 OMNIVISION TECHNOLOG COM 682128103 783 57367 SH DEFINED 15,23,24 57367 0 0 OMNIVISION TECHNOLOG COM 682128103 7 520 SH DEFINED 30,38 520 0 0 OMNOVA SOLUTIONS INC COM 682129101 48 10550 SH DEFINED 6,10 10550 0 0 OMNOVA SOLUTIONS INC COM 682129101 5 1189 SH DEFINED 15,23,24 202 0 987 OMNI FINL SVCS INC COM 68214U102 288 27622 SH DEFINED 30,38 27622 0 0 ON ASSIGNMENT INC COM 682159108 98 8304 SH DEFINED 6,10 8304 0 0 ON ASSIGNMENT INC COM 682159108 3 253 SH DEFINED 12 253 0 0 ON ASSIGNMENT INC COM 682159108 150 12732 SH DEFINED 15,23,24 12612 0 120 ON ASSIGNMENT INC COM 682159108 9 750 SH DEFINED 29 750 0 0 ON SEMICONDUCTOR COR NOTE 1.875 682189AD7 3858 3050000 PRN DEFINED 15,23,24 3050000 0 0 ON SEMICONDUCTOR COR COM 682189105 14 1855 SH DEFINED 6,10 1855 0 0 ON SEMICONDUCTOR COR COM 682189105 656 86712 SH DEFINED 12 86712 0 0 ON SEMICONDUCTOR COR COM 682189105 1048 138500 SH CALL DEFINED 14,15,23 138500 0 0 ON SEMICONDUCTOR COR COM 682189105 245 32300 SH PUT DEFINED 14,15,23 32300 0 0 ON SEMICONDUCTOR COR COM 682189105 5047 666686 SH DEFINED 15,23,24 490419 0 176267 ON SEMICONDUCTOR COR COM 682189105 1112 146896 SH DEFINED 30,38 146896 0 0 ONEOK PARTNERS LP UNIT LTD PA 68268N103 231 3646 SH DEFINED 6,10,11 3646 0 0 ONEOK PARTNERS LP UNIT LTD PA 68268N103 6350 100253 SH DEFINED 15,23,24 76648 0 23604 ONEOK INC NEW COM 682680103 5 111 SH DEFINED 6,10 111 0 0 ONEOK INC NEW COM 682680103 116 2700 SH DEFINED 6,10,11 2700 0 0 ONEOK INC NEW COM 682680103 69 1604 SH DEFINED 12 1604 0 0 ONEOK INC NEW COM 682680103 6160 142850 SH DEFINED 15,23,24 129554 0 13296 ONEOK INC NEW COM 682680103 85 1960 SH DEFINED 30,38 1960 0 0 ONYX PHARMACEUTICALS COM 683399109 1 123 SH DEFINED 12 123 0 0 ONYX PHARMACEUTICALS COM 683399109 918 86797 SH DEFINED 14,15,23 86797 0 0 ONYX PHARMACEUTICALS COM 683399109 3192 301700 SH CALL DEFINED 14,15,23 301700 0 0 ONYX PHARMACEUTICALS COM 683399109 3463 327300 SH PUT DEFINED 14,15,23 327300 0 0 ONYX PHARMACEUTICALS COM 683399109 209 19735 SH DEFINED 15,23,24 19381 0 354 ONYX PHARMACEUTICALS COM 683399109 570 53900 SH CALL DEFINED 15,23,24 53900 0 0 ONYX PHARMACEUTICALS COM 683399109 1481 140000 SH DEFINED 30,38 140000 0 0 OPEN JT STK CO-VIMPE SPONSORED A 68370R109 1826 23128 SH DEFINED 12 23128 0 0 OPEN JT STK CO-VIMPE SPONSORED A 68370R109 5454 69081 SH DEFINED 14,15,23 69081 0 0 OPEN JT STK CO-VIMPE SPONSORED A 68370R109 8708 110300 SH CALL DEFINED 14,15,23 110300 0 0 OPEN JT STK CO-VIMPE SPONSORED A 68370R109 22856 289500 SH PUT DEFINED 14,15,23 289500 0 0 OPEN JT STK CO-VIMPE SPONSORED A 68370R109 7627 96605 SH DEFINED 15,23,24 93280 0 3325 OPEN JT STK CO-VIMPE SPONSORED A 68370R109 1612 20419 SH DEFINED 15,18,23,25,26 20419 0 0 OPEN SOLUTIONS INC NOTE 1.467 68371PAB8 18168 23262000 PRN DEFINED 15,23,24 23262000 0 0 OPEN SOLUTIONS INC COM 68371P102 197 5247 SH DEFINED 6,10 5247 0 0 OPEN SOLUTIONS INC COM 68371P102 12 328 SH DEFINED 12 328 0 0 OPEN SOLUTIONS INC COM 68371P102 10437 277282 SH DEFINED 15,23,24 277182 0 100 OPEN SOLUTIONS INC COM 68371P102 2823 75000 SH DEFINED 30,38 75000 0 0 OPENWAVE SYS INC COM NEW 683718308 7 724 SH DEFINED 6,10 724 0 0 OPENWAVE SYS INC COM NEW 683718308 41 4435 SH DEFINED 12 4435 0 0 OPENWAVE SYS INC COM NEW 683718308 3000 325000 SH DEFINED 13,30 325000 0 0 OPENWAVE SYS INC COM NEW 683718308 1449 157000 SH CALL DEFINED 14,15,23 157000 0 0 OPENWAVE SYS INC COM NEW 683718308 1317 142700 SH PUT DEFINED 14,15,23 142700 0 0 OPENWAVE SYS INC COM NEW 683718308 228 24720 SH DEFINED 15,23,24 23245 0 1475 OPENWAVE SYS INC COM NEW 683718308 92 10000 SH CALL DEFINED 15,23,24 10000 0 0 OPENWAVE SYS INC COM NEW 683718308 80 8700 SH DEFINED 29 8700 0 0 OPENWAVE SYS INC COM NEW 683718308 24 2558 SH DEFINED 30,38 2558 0 0 OPSWARE INC COM 68383A101 10 1190 SH DEFINED 12 1190 0 0 OPSWARE INC COM 68383A101 333 37718 SH DEFINED 15,23,24 35511 0 2207 OPTIMAL GROUP INC CL A NEW 68388R208 176 18522 SH DEFINED 15,23,24 18391 0 131 OPTIMAL GROUP INC CL A NEW 68388R208 38 4000 SH CALL DEFINED 15,23,24 4000 0 0 ORACLE CORP COM 68389X105 3816 222661 SH DEFINED 3,8 0 0 222661 ORACLE CORP COM 68389X105 16032 935332 SH DEFINED 6,10 780053 0 155279 ORACLE CORP COM 68389X105 3269 190744 SH DEFINED 6,10,11 190744 0 0 ORACLE CORP COM 68389X105 41928 2446230 SH DEFINED 12 2446230 0 0 ORACLE CORP COM 68389X105 1334 77821 SH DEFINED 14,15,23 77821 0 0 ORACLE CORP COM 68389X105 38244 2231300 SH CALL DEFINED 14,15,23 2231300 0 0 ORACLE CORP COM 68389X105 20148 1175500 SH PUT DEFINED 14,15,23 1175500 0 0 ORACLE CORP COM 68389X105 297 17300 SH DEFINED 2,5,6,9,10,17,19,20,27 17300 0 0 ORACLE CORP COM 68389X105 97280 5675627 SH DEFINED 15,23,24 4876355 0 799272 ORACLE CORP COM 68389X105 13258 773500 SH CALL DEFINED 15,23,24 773500 0 0 ORACLE CORP COM 68389X105 49888 2910600 SH PUT DEFINED 15,23,24 2910600 0 0 ORACLE CORP COM 68389X105 932 54369 SH DEFINED 15,18,23,25,26 54369 0 0 ORACLE CORP COM 68389X105 647 37754 SH DEFINED 30,38 37754 0 0 OPTION CARE INC COM 683948103 144 10112 SH DEFINED 15,23,24 10112 0 0 OPTION CARE INC COM 683948103 1069 75000 SH DEFINED 30,38 75000 0 0 OPTIONSXPRESS HLDGS COM 684010101 2510 110600 SH CALL DEFINED 14,15,23 110600 0 0 OPTIONSXPRESS HLDGS COM 684010101 3006 132500 SH PUT DEFINED 14,15,23 132500 0 0 OPTIONSXPRESS HLDGS COM 684010101 17 730 SH DEFINED 15,23,24 730 0 0 OPTIONSXPRESS HLDGS COM 684010101 147 6500 SH DEFINED 29 6500 0 0 OPTIONSXPRESS HLDGS COM 684010101 454 20000 SH DEFINED 30,38 20000 0 0 ORASURE TECHNOLOGIES COM 68554V108 689 83400 SH CALL DEFINED 14,15,23 83400 0 0 ORASURE TECHNOLOGIES COM 68554V108 190 23000 SH PUT DEFINED 14,15,23 23000 0 0 ORASURE TECHNOLOGIES COM 68554V108 537 64974 SH DEFINED 15,23,24 58974 0 6000 ORBITAL SCIENCES COR COM 685564106 15 804 SH DEFINED 3,8 0 0 804 ORBITAL SCIENCES COR COM 685564106 2 99 SH DEFINED 6,10 99 0 0 ORBITAL SCIENCES COR COM 685564106 71 3841 SH DEFINED 12 3841 0 0 ORBITAL SCIENCES COR COM 685564106 3783 205175 SH DEFINED 15,23,24 140310 0 64865 ORBITAL SCIENCES COR COM 685564106 308 16700 SH DEFINED 30,38 16700 0 0 OREGON STL MLS INC COM 686079104 2 27 SH DEFINED 12 27 0 0 OREGON STL MLS INC COM 686079104 5586 89500 SH CALL DEFINED 14,15,23 89500 0 0 OREGON STL MLS INC COM 686079104 1379 22100 SH PUT DEFINED 14,15,23 22100 0 0 OREGON STL MLS INC COM 686079104 19068 305534 SH DEFINED 15,23,24 304371 0 1163 OREGON STL MLS INC COM 686079104 6197 99300 SH DEFINED 30,38 99300 0 0 O REILLY AUTOMOTIVE COM 686091109 8 245 SH DEFINED 6,10 245 0 0 O REILLY AUTOMOTIVE COM 686091109 66 2065 SH DEFINED 12 2065 0 0 O REILLY AUTOMOTIVE COM 686091109 2354 73433 SH DEFINED 15,23,24 65799 0 7634 O REILLY AUTOMOTIVE COM 686091109 62 1927 SH DEFINED 30,38 1927 0 0 ORIX CORP SPONSORED A 686330101 1015 6913 SH DEFINED 12 6913 0 0 ORIX CORP SPONSORED A 686330101 826 5630 SH DEFINED 15,23,24 5450 0 180 ORIX CORP SPONSORED A 686330101 352 2400 SH DEFINED 29 2400 0 0 OSCIENT PHARMACEUTIC NOTE 3.500 68812RAB1 673 1000000 PRN DEFINED 15,23,24 1000000 0 0 OSCIENT PHARMACEUTIC NOTE 3.500 68812RAB1 945 1405000 PRN DEFINED 30,38 1405000 0 0 OSCIENT PHARMACEUTIC COM NEW 68812R303 44 8604 SH DEFINED 15,23,24 8516 0 88 OSCIENT PHARMACEUTIC COM NEW 68812R303 758 149784 SH DEFINED 30,38 149784 0 0 OSHKOSH TRUCK CORP COM 688239201 2067 42690 SH DEFINED 6,10 42690 0 0 OSHKOSH TRUCK CORP COM 688239201 1203 24853 SH DEFINED 6,10,11 24453 0 400 OSHKOSH TRUCK CORP COM 688239201 1101 22730 SH DEFINED 12 22730 0 0 OSHKOSH TRUCK CORP COM 688239201 2102 43404 SH DEFINED 14,15,23 43404 0 0 OSHKOSH TRUCK CORP COM 688239201 654 13500 SH CALL DEFINED 14,15,23 13500 0 0 OSHKOSH TRUCK CORP COM 688239201 3917 80900 SH PUT DEFINED 14,15,23 80900 0 0 OSHKOSH TRUCK CORP COM 688239201 2391 49370 SH DEFINED 15,23,24 39029 0 10341 OSIRIS THERAPEUTICS COM 68827R108 51 2000 SH DEFINED 15,23,24 2000 0 0 OSIRIS THERAPEUTICS COM 68827R108 886 35000 SH DEFINED 30,38 35000 0 0 OSTEOTECH INC COM 688582105 25 4367 SH DEFINED 6,10 4367 0 0 OSTEOTECH INC COM 688582105 39 6880 SH DEFINED 15,23,24 6880 0 0 OTELCO INC UNIT 99/99/ 688823202 253 11877 SH DEFINED 15,23,24 11820 0 57 OTTER TAIL CORP COM 689648103 33 1062 SH DEFINED 12 1062 0 0 OTTER TAIL CORP COM 689648103 446 14318 SH DEFINED 15,23,24 12247 0 2071 OVERSEAS SHIPHOLDING COM 690368105 72 1282 SH DEFINED 6,10 1282 0 0 OVERSEAS SHIPHOLDING COM 690368105 38 675 SH DEFINED 6,10,11 675 0 0 OVERSEAS SHIPHOLDING COM 690368105 2 37 SH DEFINED 12 37 0 0 OVERSEAS SHIPHOLDING COM 690368105 633 11234 SH DEFINED 15,23,24 10409 0 825 OVERSEAS SHIPHOLDING COM 690368105 119 2120 SH DEFINED 30,38 2120 0 0 OVERSTOCK COM INC DE COM 690370101 33 2074 SH DEFINED 6,10 2074 0 0 OVERSTOCK COM INC DE COM 690370101 16 1000 SH DEFINED 12 1000 0 0 OVERSTOCK COM INC DE COM 690370101 2370 150000 SH CALL DEFINED 14,15,23 150000 0 0 OVERSTOCK COM INC DE COM 690370101 1905 120600 SH PUT DEFINED 14,15,23 120600 0 0 OVERSTOCK COM INC DE COM 690370101 487 30803 SH DEFINED 15,23,24 29984 0 819 OVERSTOCK COM INC DE COM 690370101 16 1000 SH CALL DEFINED 15,23,24 1000 0 0 OVERSTOCK COM INC DE COM 690370101 0 10 SH DEFINED 30,38 10 0 0 OWENS & MINOR INC NE COM 690732102 317 10125 SH DEFINED 6,10 10125 0 0 OWENS & MINOR INC NE COM 690732102 51 1640 SH DEFINED 12 1640 0 0 OWENS & MINOR INC NE COM 690732102 629 20109 SH DEFINED 15,23,24 18099 0 2010 OWENS & MINOR INC NE COM 690732102 72 2300 SH DEFINED 29 2300 0 0 OWENS & MINOR INC NE COM 690732102 188 6000 SH DEFINED 30,38 6000 0 0 OWENS CORNING NEW COM 690742101 6932 231852 SH DEFINED 15,23,24 224362 0 7490 OWENS ILL INC COM NEW 690768403 5 261 SH DEFINED 6,10 261 0 0 OWENS ILL INC COM NEW 690768403 592 32063 SH DEFINED 12 32063 0 0 OWENS ILL INC COM NEW 690768403 935 50700 SH CALL DEFINED 14,15,23 50700 0 0 OWENS ILL INC COM NEW 690768403 1251 67800 SH PUT DEFINED 14,15,23 67800 0 0 OWENS ILL INC COM NEW 690768403 1095 59362 SH DEFINED 15,23,24 48498 0 10864 OWENS ILL INC COM NEW 690768403 63 3400 SH DEFINED 30,38 3400 0 0 OWENS ILL INC PFD CONV $. 690768502 64 1722 SH DEFINED 12 1722 0 0 OWENS ILL INC PFD CONV $. 690768502 1380 37287 SH DEFINED 15,23,24 21948 0 15339 OXFORD INDS INC COM 691497309 191 3840 SH DEFINED 6,10 3840 0 0 OXFORD INDS INC COM 691497309 22 450 SH DEFINED 12 450 0 0 OXFORD INDS INC COM 691497309 525 10575 SH DEFINED 15,23,24 10575 0 0 OXFORD INDS INC COM 691497309 199 4000 SH DEFINED 29 4000 0 0 P A M TRANSN SVCS IN COM 693149106 245 11147 SH DEFINED 15,23,24 11127 0 20 PC-TEL INC COM 69325Q105 53 5623 SH DEFINED 6,10 5623 0 0 PC-TEL INC COM 69325Q105 490 52363 SH DEFINED 15,23,24 16463 0 35900 PDL BIOPHARMA INC COM 69329Y104 38 1891 SH DEFINED 6,10 1891 0 0 PDL BIOPHARMA INC COM 69329Y104 7 330 SH DEFINED 12 330 0 0 PDL BIOPHARMA INC COM 69329Y104 322 16000 SH CALL DEFINED 14,15,23 16000 0 0 PDL BIOPHARMA INC COM 69329Y104 50 2500 SH PUT DEFINED 14,15,23 2500 0 0 PDL BIOPHARMA INC COM 69329Y104 4720 234335 SH DEFINED 15,23,24 204024 0 30311 PDL BIOPHARMA INC COM 69329Y104 7895 392000 SH CALL DEFINED 15,23,24 392000 0 0 PDL BIOPHARMA INC COM 69329Y104 1225 60800 SH PUT DEFINED 15,23,24 60800 0 0 PDL BIOPHARMA INC COM 69329Y104 1286 63870 SH DEFINED 15,18,23,25,26 63870 0 0 PDL BIOPHARMA INC COM 69329Y104 742 36860 SH DEFINED 30,38 36860 0 0 PG&E CORP COM 69331C108 1545 32642 SH DEFINED 6,10 32642 0 0 PG&E CORP COM 69331C108 54 1135 SH DEFINED 6,10,11 1135 0 0 PG&E CORP COM 69331C108 2144 45297 SH DEFINED 12 45297 0 0 PG&E CORP COM 69331C108 23 483 SH DEFINED 14,15,23 483 0 0 PG&E CORP COM 69331C108 289 6100 SH CALL DEFINED 14,15,23 6100 0 0 PG&E CORP COM 69331C108 805 17000 SH PUT DEFINED 14,15,23 17000 0 0 PG&E CORP COM 69331C108 10217 215863 SH DEFINED 15,23,24 163998 0 51864 PFF BANCORP INC COM 69331W104 263 7608 SH DEFINED 15,23,24 7458 0 150 PHH CORP COM NEW 693320202 3 98 SH DEFINED 6,10 98 0 0 PHH CORP COM NEW 693320202 12 400 SH DEFINED 6,10,11 100 0 300 PHH CORP COM NEW 693320202 18 612 SH DEFINED 12 612 0 0 PHH CORP COM NEW 693320202 245 8479 SH DEFINED 14,15,23 8479 0 0 PHH CORP COM NEW 693320202 286 9900 SH CALL DEFINED 14,15,23 9900 0 0 PHH CORP COM NEW 693320202 1207 41800 SH PUT DEFINED 14,15,23 41800 0 0 PHH CORP COM NEW 693320202 577 19987 SH DEFINED 15,23,24 19358 0 629 PHH CORP COM NEW 693320202 5 163 SH DEFINED 15,18,23,25,26 163 0 0 P F CHANGS CHINA BIS COM 69333Y108 260 6776 SH DEFINED 6,10 6776 0 0 P F CHANGS CHINA BIS COM 69333Y108 402 10476 SH DEFINED 12 10476 0 0 P F CHANGS CHINA BIS COM 69333Y108 361 9396 SH DEFINED 14,15,23 9396 0 0 P F CHANGS CHINA BIS COM 69333Y108 867 22600 SH CALL DEFINED 14,15,23 22600 0 0 P F CHANGS CHINA BIS COM 69333Y108 706 18400 SH PUT DEFINED 14,15,23 18400 0 0 P F CHANGS CHINA BIS COM 69333Y108 1406 36644 SH DEFINED 15,23,24 30734 0 5910 P F CHANGS CHINA BIS COM 69333Y108 198 5150 SH DEFINED 29 5150 0 0 PICO HLDGS INC COM NEW 693366205 1993 57320 SH DEFINED 15,23,24 43127 0 14193 PIMCO COML MTG SECS COM 693388100 266 18475 SH DEFINED 15,23,24 11100 0 7374 PMA CAP CORP DBCV 6.500 693419AD5 3626 3195000 PRN DEFINED 15,23,24 3195000 0 0 PMA CAP CORP CL A 693419202 1034 112128 SH DEFINED 15,23,24 111752 0 376 PMC-SIERRA INC NOTE 2.250 69344FAD8 2333 2196000 PRN DEFINED 15,23,24 2196000 0 0 PMC-SIERRA INC COM 69344F106 77 11500 SH DEFINED 6,10 11500 0 0 PMC-SIERRA INC COM 69344F106 158 23550 SH DEFINED 6,10,11 23550 0 0 PMC-SIERRA INC COM 69344F106 450 67032 SH DEFINED 12 67032 0 0 PMC-SIERRA INC COM 69344F106 87 12899 SH DEFINED 14,15,23 12899 0 0 PMC-SIERRA INC COM 69344F106 991 147700 SH CALL DEFINED 14,15,23 147700 0 0 PMC-SIERRA INC COM 69344F106 217 32400 SH PUT DEFINED 14,15,23 32400 0 0 PMC-SIERRA INC COM 69344F106 288 42941 SH DEFINED 15,23,24 41697 0 1244 PMC-SIERRA INC COM 69344F106 403 60000 SH CALL DEFINED 15,23,24 60000 0 0 PMC-SIERRA INC COM 69344F106 238 35500 SH DEFINED 29 35500 0 0 PMC-SIERRA INC COM 69344F106 319 47595 SH DEFINED 30,38 47595 0 0 PMI GROUP INC COM 69344M101 3380 71666 SH DEFINED 3,8 0 0 71666 PMI GROUP INC COM 69344M101 3083 65365 SH DEFINED 6,10 3918 0 61447 PMI GROUP INC COM 69344M101 17 350 SH DEFINED 6,10,11 350 0 0 PMI GROUP INC COM 69344M101 95 2004 SH DEFINED 12 2004 0 0 PMI GROUP INC COM 69344M101 23501 498220 SH DEFINED 15,23,24 429251 0 68969 PMI GROUP INC COM 69344M101 118 2500 SH PUT DEFINED 15,23,24 0 0 2500 PMI GROUP INC COM 69344M101 594 12600 SH DEFINED 30,38 12600 0 0 PNC FINL SVCS GROUP COM 693475105 4629 62514 SH DEFINED 6,10 62514 0 0 PNC FINL SVCS GROUP COM 693475105 468 6316 SH DEFINED 6,10,11 6286 0 30 PNC FINL SVCS GROUP COM 693475105 1196 16160 SH DEFINED 12 16160 0 0 PNC FINL SVCS GROUP COM 693475105 7485 101100 SH CALL DEFINED 14,15,23 101100 0 0 PNC FINL SVCS GROUP COM 693475105 7448 100600 SH PUT DEFINED 14,15,23 100600 0 0 PNC FINL SVCS GROUP COM 693475105 35909 485000 SH DEFINED 15,23 485000 0 0 PNC FINL SVCS GROUP COM 693475105 15535 209816 SH DEFINED 15,23,24 185866 0 23950 PNC FINL SVCS GROUP COM 693475105 4058 54813 SH DEFINED 15,18,23,25,26 54813 0 0 POSCO SPONSORED A 693483109 780 9431 SH DEFINED 12 9431 0 0 POSCO SPONSORED A 693483109 2078 25134 SH DEFINED 15,23,24 22326 0 2808 POSCO SPONSORED A 693483109 0 1 SH DEFINED 15,18,23,25,26 1 0 0 PNM RES INC COM 69349H107 0 8 SH DEFINED 6,10 8 0 0 PNM RES INC COM 69349H107 40 1302 SH DEFINED 12 1302 0 0 PNM RES INC COM 69349H107 208 6700 SH DEFINED 14,15,23 6700 0 0 PNM RES INC COM 69349H107 37 1200 SH CALL DEFINED 14,15,23 1200 0 0 PNM RES INC COM 69349H107 2267 72892 SH DEFINED 15,23,24 61354 0 11538 PNM RES INC COM 69349H107 295 9500 SH DEFINED 30,38 9500 0 0 PPG INDS INC COM 693506107 109 1704 SH DEFINED 3,8 0 0 1704 PPG INDS INC COM 693506107 966 15050 SH DEFINED 6,10 15050 0 0 PPG INDS INC COM 693506107 1205 18768 SH DEFINED 6,10,11 17893 0 875 PPG INDS INC COM 693506107 763 11883 SH DEFINED 12 11883 0 0 PPG INDS INC COM 693506107 9606 149600 SH CALL DEFINED 14,15,23 149600 0 0 PPG INDS INC COM 693506107 6447 100400 SH PUT DEFINED 14,15,23 100400 0 0 PPG INDS INC COM 693506107 19335 301123 SH DEFINED 15,23,24 246930 0 54193 PPL CORP COM 69351T106 1233 34396 SH DEFINED 6,10 34396 0 0 PPL CORP COM 69351T106 395 11029 SH DEFINED 6,10,11 11029 0 0 PPL CORP COM 69351T106 517 14423 SH DEFINED 12 14423 0 0 PPL CORP COM 69351T106 8926 249043 SH DEFINED 15,23,24 188898 0 60144 PPL CORP COM 69351T106 1266 35310 SH DEFINED 30,38 35310 0 0 PPL ENERGY SUPPLY LL NOTE 2.625 69352JAE7 36 25000 PRN DEFINED 12 25000 0 0 PPL ENERGY SUPPLY LL NOTE 2.625 69352JAE7 774 538000 PRN DEFINED 15,23,24 538000 0 0 PS BUSINESS PKS INC COM 69360J107 284 4023 SH DEFINED 6,10 4023 0 0 PS BUSINESS PKS INC COM 69360J107 1 13 SH DEFINED 12 13 0 0 PS BUSINESS PKS INC COM 69360J107 759 10740 SH DEFINED 15,23,24 10240 0 500 PSS WORLD MED INC COM 69366A100 60 3049 SH DEFINED 12 3049 0 0 PSS WORLD MED INC COM 69366A100 422 21631 SH DEFINED 15,23,24 17151 0 4480 PSS WORLD MED INC COM 69366A100 110 5654 SH DEFINED 30,38 5654 0 0 PW EAGLE INC COM 69366Y108 53 1545 SH DEFINED 6,10 1545 0 0 PW EAGLE INC COM 69366Y108 690 20000 SH DEFINED 13,30 20000 0 0 PW EAGLE INC COM 69366Y108 1556 45091 SH DEFINED 15,23,24 34400 0 10691 PACCAR INC COM 693718108 3765 58006 SH DEFINED 6,10 58006 0 0 PACCAR INC COM 693718108 5711 88000 SH CALL DEFINED 6,10 88000 0 0 PACCAR INC COM 693718108 38051 586298 SH DEFINED 12 586298 0 0 PACCAR INC COM 693718108 7506 115650 SH CALL DEFINED 14,15,23 115650 0 0 PACCAR INC COM 693718108 10017 154350 SH PUT DEFINED 14,15,23 154350 0 0 PACCAR INC COM 693718108 31572 486474 SH DEFINED 15,23,24 466798 0 19675 PACCAR INC COM 693718108 96 1478 SH DEFINED 30,38 1478 0 0 PACER INTL INC TENN COM 69373H106 2 66 SH DEFINED 6,10 66 0 0 PACER INTL INC TENN COM 69373H106 967 32471 SH DEFINED 12 32471 0 0 PACER INTL INC TENN COM 69373H106 282 9486 SH DEFINED 15,23,24 8976 0 510 PACER INTL INC TENN COM 69373H106 92 3100 SH DEFINED 29 3100 0 0 PACIFIC CAP BANCORP COM 69404P101 4 106 SH DEFINED 12 106 0 0 PACIFIC CAP BANCORP COM 69404P101 847 25220 SH DEFINED 15,23,24 22882 0 2337 PACIFIC CAP BANCORP COM 69404P101 2 60 SH DEFINED 30,38 60 0 0 PACIFIC ETHANOL INC COM 69423U107 13 826 SH DEFINED 6,10 826 0 0 PACIFIC ETHANOL INC COM 69423U107 1660 107859 SH DEFINED 14,15,23 107859 0 0 PACIFIC ETHANOL INC COM 69423U107 3213 208800 SH CALL DEFINED 14,15,23 208800 0 0 PACIFIC ETHANOL INC COM 69423U107 6750 438600 SH PUT DEFINED 14,15,23 438600 0 0 PACIFIC ETHANOL INC COM 69423U107 656 42633 SH DEFINED 15,23,24 36503 0 6130 PACIFIC ETHANOL INC COM 69423U107 77 5000 SH CALL DEFINED 15,23,24 5000 0 0 PACIFIC SUNWEAR CALI COM 694873100 3 140 SH DEFINED 6,10 140 0 0 PACIFIC SUNWEAR CALI COM 694873100 462 23617 SH DEFINED 15,23,24 23192 0 425 PACIFIC SUNWEAR CALI COM 694873100 1196 61069 SH DEFINED 30,38 61069 0 0 PACKAGING CORP AMER COM 695156109 4 174 SH DEFINED 6,10 174 0 0 PACKAGING CORP AMER COM 695156109 7 300 SH DEFINED 6,10,11 300 0 0 PACKAGING CORP AMER COM 695156109 24 1099 SH DEFINED 12 1099 0 0 PACKAGING CORP AMER COM 695156109 2707 122505 SH DEFINED 15,23,24 106561 0 15944 PACKAGING CORP AMER COM 695156109 347 15700 SH DEFINED 30,38 15700 0 0 PACKETEER INC COM 695210104 67 4900 SH DEFINED 6,10,11 4900 0 0 PACKETEER INC COM 695210104 674 49550 SH DEFINED 15,23,24 40871 0 8679 PACKETEER INC COM 695210104 1 98 SH DEFINED 30,38 98 0 0 PACTIV CORP COM 695257105 447 12513 SH DEFINED 6,10 12513 0 0 PACTIV CORP COM 695257105 832 23300 SH DEFINED 6,10,11 23300 0 0 PACTIV CORP COM 695257105 278 7789 SH DEFINED 12 7789 0 0 PACTIV CORP COM 695257105 5086 142512 SH DEFINED 15,23,24 124030 0 18482 PAIN THERAPEUTICS IN COM 69562K100 5 544 SH DEFINED 6,10,11 544 0 0 PAIN THERAPEUTICS IN COM 69562K100 116 13077 SH DEFINED 15,23,24 12577 0 500 PALATIN TECHNOLOGIES COM NEW 696077304 38 18590 SH DEFINED 15,23,24 18090 0 500 PALL CORP COM 696429307 52 1506 SH DEFINED 3,8 0 0 1506 PALL CORP COM 696429307 467 13503 SH DEFINED 6,10 13503 0 0 PALL CORP COM 696429307 830 24025 SH DEFINED 6,10,11 23725 0 300 PALL CORP COM 696429307 345 9997 SH DEFINED 12 9997 0 0 PALL CORP COM 696429307 80725 2336471 SH DEFINED 15,23,24 2186862 0 149609 PALL CORP COM 696429307 532 15400 SH DEFINED 30,38 15400 0 0 PALM HARBOR HOMES NOTE 3.250 696639AB9 1663 1968000 PRN DEFINED 15,23,24 1968000 0 0 PALM INC NEW COM 696643105 10 736 SH DEFINED 6,10 736 0 0 PALM INC NEW COM 696643105 258 18307 SH DEFINED 14,15,23 18307 0 0 PALM INC NEW COM 696643105 8768 622300 SH CALL DEFINED 14,15,23 622300 0 0 PALM INC NEW COM 696643105 8179 580500 SH PUT DEFINED 14,15,23 580500 0 0 PALM INC NEW COM 696643105 709 50341 SH DEFINED 15,23,24 45598 0 4743 PALM INC NEW COM 696643105 13 900 SH CALL DEFINED 15,23,24 900 0 0 PALM INC NEW COM 696643105 28 2000 SH PUT DEFINED 15,23,24 2000 0 0 PALM INC NEW COM 696643105 245 17400 SH DEFINED 29 17400 0 0 PALM INC NEW COM 696643105 25 1754 SH DEFINED 30,38 1754 0 0 PALOMAR MED TECHNOLO COM NEW 697529303 226 4454 SH DEFINED 6,10 4454 0 0 PALOMAR MED TECHNOLO COM NEW 697529303 10 201 SH DEFINED 12 201 0 0 PALOMAR MED TECHNOLO COM NEW 697529303 57 1133 SH DEFINED 15,23,24 906 0 227 PALOMAR MED TECHNOLO COM NEW 697529303 20 400 SH PUT DEFINED 15,23,24 400 0 0 PALOMAR MED TECHNOLO COM NEW 697529303 296 5850 SH DEFINED 29 5850 0 0 PAN AMERICAN SILVER COM 697900108 25 994 SH DEFINED 6,10 994 0 0 PAN AMERICAN SILVER COM 697900108 37 1475 SH DEFINED 12 1475 0 0 PAN AMERICAN SILVER COM 697900108 2206 87639 SH DEFINED 14,15,23 87639 0 0 PAN AMERICAN SILVER COM 697900108 632 25100 SH CALL DEFINED 14,15,23 25100 0 0 PAN AMERICAN SILVER COM 697900108 6267 249000 SH PUT DEFINED 14,15,23 249000 0 0 PAN AMERICAN SILVER COM 697900108 2230 88587 SH DEFINED 15,23,24 68673 0 19914 PAN AMERICAN SILVER COM 697900108 5034 200000 SH PUT DEFINED 15,23,24 200000 0 0 PAN AMERICAN SILVER COM 697900108 281 11180 SH DEFINED 30,38 11180 0 0 PANACOS PHARMACEUTIC COM 69811Q106 50 12393 SH DEFINED 15,23,24 12154 0 239 PANERA BREAD CO CL A 69840W108 449 8032 SH DEFINED 6,10 8032 0 0 PANERA BREAD CO CL A 69840W108 200 3576 SH DEFINED 12 3576 0 0 PANERA BREAD CO CL A 69840W108 3036 54300 SH CALL DEFINED 14,15,23 54300 0 0 PANERA BREAD CO CL A 69840W108 3852 68900 SH PUT DEFINED 14,15,23 68900 0 0 PANERA BREAD CO CL A 69840W108 1598 28578 SH DEFINED 15,23,24 21382 0 7196 PANERA BREAD CO CL A 69840W108 6 100 SH PUT DEFINED 15,23,24 100 0 0 PANTRY INC NOTE 3.000 698657AL7 25 21000 PRN DEFINED 12 21000 0 0 PANTRY INC COM 698657103 15 323 SH DEFINED 6,10 323 0 0 PANTRY INC COM 698657103 5 97 SH DEFINED 12 97 0 0 PANTRY INC COM 698657103 1708 36460 SH DEFINED 15,23,24 36300 0 160 PAPA JOHNS INTL INC COM 698813102 175 6049 SH DEFINED 6,10 6049 0 0 PAPA JOHNS INTL INC COM 698813102 15 500 SH DEFINED 6,10,11 500 0 0 PAPA JOHNS INTL INC COM 698813102 388 13369 SH DEFINED 15,23,24 11994 0 1375 PAR PHARMACEUTICAL C COM 69888P106 0 4 SH DEFINED 6,10 4 0 0 PAR PHARMACEUTICAL C COM 69888P106 20 900 SH DEFINED 14,15,23 900 0 0 PAR PHARMACEUTICAL C COM 69888P106 611 27300 SH CALL DEFINED 14,15,23 27300 0 0 PAR PHARMACEUTICAL C COM 69888P106 199 8900 SH PUT DEFINED 14,15,23 8900 0 0 PAR PHARMACEUTICAL C COM 69888P106 171 7664 SH DEFINED 15,23,24 6724 0 940 PAR PHARMACEUTICAL C COM 69888P106 170 7600 SH DEFINED 30,38 7600 0 0 PARAMETRIC TECHNOLOG COM NEW 699173209 107 5942 SH DEFINED 6,10 5942 0 0 PARAMETRIC TECHNOLOG COM NEW 699173209 52 2864 SH DEFINED 12 2864 0 0 PARAMETRIC TECHNOLOG COM NEW 699173209 1347 74766 SH DEFINED 15,23,24 74218 0 548 PARAMETRIC TECHNOLOG COM NEW 699173209 132 7300 SH DEFINED 29 7300 0 0 PARAMETRIC TECHNOLOG COM NEW 699173209 425 23587 SH DEFINED 30,38 23587 0 0 PAREXEL INTL CORP COM 699462107 199 6852 SH DEFINED 6,10 6852 0 0 PAREXEL INTL CORP COM 699462107 4425 152740 SH DEFINED 15,23,24 140225 0 12515 PARK ELECTROCHEMICAL COM 700416209 130 5085 SH DEFINED 6,10 5085 0 0 PARK ELECTROCHEMICAL COM 700416209 57 2217 SH DEFINED 12 2217 0 0 PARK ELECTROCHEMICAL COM 700416209 259 10108 SH DEFINED 15,23,24 10108 0 0 PARK OHIO HLDGS CORP COM 700666100 31 1900 SH DEFINED 6,10,11 1900 0 0 PARK OHIO HLDGS CORP COM 700666100 162 10063 SH DEFINED 15,23,24 7184 0 2879 PARKER DRILLING CO COM 701081101 261 31940 SH DEFINED 15,23,24 31440 0 500 PARKER DRILLING CO COM 701081101 475 58200 SH DEFINED 30,38 58200 0 0 PARKER HANNIFIN CORP COM 701094104 4051 52690 SH DEFINED 3,8 0 0 52690 PARKER HANNIFIN CORP COM 701094104 3665 47668 SH DEFINED 6,10 10995 0 36673 PARKER HANNIFIN CORP COM 701094104 204 2647 SH DEFINED 6,10,11 2647 0 0 PARKER HANNIFIN CORP COM 701094104 7615 99050 SH DEFINED 12 99050 0 0 PARKER HANNIFIN CORP COM 701094104 7642 99404 SH DEFINED 15,23,24 83236 0 16168 PARKER HANNIFIN CORP COM 701094104 527 6860 SH DEFINED 30,38 6860 0 0 PARKVALE FINL CORP COM 701492100 287 9031 SH DEFINED 15,23,24 1031 0 8000 PARKWAY PPTYS INC COM 70159Q104 191 3748 SH DEFINED 6,10 3748 0 0 PARKWAY PPTYS INC COM 70159Q104 3 60 SH DEFINED 12 60 0 0 PARKWAY PPTYS INC COM 70159Q104 22 435 SH DEFINED 15,23,24 435 0 0 PARTNER COMMUNICATIO ADR 70211M109 56 4920 SH DEFINED 12 4920 0 0 PARTNER COMMUNICATIO ADR 70211M109 342 29960 SH DEFINED 15,23,24 29615 0 345 PARTNERS TR FINL GRO COM 70213F102 13 1100 SH DEFINED 12 1100 0 0 PARTNERS TR FINL GRO COM 70213F102 143 12261 SH DEFINED 15,23,24 6660 0 5600 PATHMARK STORES INC COM 70322A101 5817 521738 SH DEFINED 13,30 521738 0 0 PATHMARK STORES INC COM 70322A101 3014 270279 SH DEFINED 15,23,24 270279 0 0 PATNI COMPUTER SYS SPONS ADR 703248203 1365 67000 SH DEFINED 15,16,21-23 67000 0 0 PATRICK INDS INC COM 703343103 601 48100 SH DEFINED 15,23,24 34700 0 13400 PATTERSON COMPANIES COM 703395103 446 12550 SH DEFINED 6,10 12550 0 0 PATTERSON COMPANIES COM 703395103 759 21375 SH DEFINED 6,10,11 21375 0 0 PATTERSON COMPANIES COM 703395103 529 14898 SH DEFINED 12 14898 0 0 PATTERSON COMPANIES COM 703395103 4971 139984 SH DEFINED 15,23,24 96960 0 43024 PATTERSON COMPANIES COM 703395103 1019 28689 SH DEFINED 30,38 28689 0 0 PATTERSON UTI ENERGY COM 703481101 2283 98275 SH DEFINED 6,10 98275 0 0 PATTERSON UTI ENERGY COM 703481101 7 300 SH DEFINED 6,10,11 300 0 0 PATTERSON UTI ENERGY COM 703481101 291 12528 SH DEFINED 12 12528 0 0 PATTERSON UTI ENERGY COM 703481101 2076 89381 SH DEFINED 14,15,23 89381 0 0 PATTERSON UTI ENERGY COM 703481101 4033 173600 SH CALL DEFINED 14,15,23 173600 0 0 PATTERSON UTI ENERGY COM 703481101 6444 277400 SH PUT DEFINED 14,15,23 277400 0 0 PATTERSON UTI ENERGY COM 703481101 8326 358431 SH DEFINED 15,23,24 300251 0 58180 PATTERSON UTI ENERGY COM 703481101 304 13100 SH DEFINED 29 13100 0 0 PATTERSON UTI ENERGY COM 703481101 2052 88335 SH DEFINED 30,38 88335 0 0 PAXAR CORP COM 704227107 240 10394 SH DEFINED 6,10 10394 0 0 PAXAR CORP COM 704227107 10 438 SH DEFINED 6,10,11 438 0 0 PAXAR CORP COM 704227107 273 11819 SH DEFINED 15,23,24 11519 0 300 PAXAR CORP COM 704227107 194 8400 SH DEFINED 30,38 8400 0 0 PAYCHEX INC COM 704326107 1308 33084 SH DEFINED 6,10 33084 0 0 PAYCHEX INC COM 704326107 2000 50588 SH DEFINED 6,10,11 50263 0 325 PAYCHEX INC COM 704326107 1159 29315 SH DEFINED 12 29315 0 0 PAYCHEX INC COM 704326107 1518 38399 SH DEFINED 14,15,23 38399 0 0 PAYCHEX INC COM 704326107 8003 202400 SH CALL DEFINED 14,15,23 202400 0 0 PAYCHEX INC COM 704326107 9691 245100 SH PUT DEFINED 14,15,23 245100 0 0 PAYCHEX INC COM 704326107 14279 361134 SH DEFINED 15,23,24 312508 0 48626 PAYCHEX INC COM 704326107 6951 175800 SH CALL DEFINED 15,23,24 175800 0 0 PAYCHEX INC COM 704326107 6342 160400 SH PUT DEFINED 15,23,24 160400 0 0 PAYCHEX INC COM 704326107 612 15478 SH DEFINED 30,38 15478 0 0 PAYLESS SHOESOURCE I COM 704379106 5 140 SH DEFINED 6,10 140 0 0 PAYLESS SHOESOURCE I COM 704379106 127 3882 SH DEFINED 12 3882 0 0 PAYLESS SHOESOURCE I COM 704379106 236 7200 SH CALL DEFINED 14,15,23 7200 0 0 PAYLESS SHOESOURCE I COM 704379106 440 13400 SH PUT DEFINED 14,15,23 13400 0 0 PAYLESS SHOESOURCE I COM 704379106 937 28543 SH DEFINED 15,23,24 27717 0 826 PAYLESS SHOESOURCE I COM 704379106 118 3600 SH DEFINED 30,38 3600 0 0 PCCW LTD SPONS ADR N 70454G207 468 77209 SH DEFINED 15,23,24 49098 0 28111 PEABODY ENERGY CORP COM 704549104 967 23921 SH DEFINED 6,10 23921 0 0 PEABODY ENERGY CORP COM 704549104 12446 308000 SH CALL DEFINED 6,10 308000 0 0 PEABODY ENERGY CORP COM 704549104 181 4475 SH DEFINED 6,10,11 3675 0 800 PEABODY ENERGY CORP COM 704549104 30 736 SH DEFINED 12 736 0 0 PEABODY ENERGY CORP COM 704549104 6864 169871 SH DEFINED 14,15,23 169871 0 0 PEABODY ENERGY CORP COM 704549104 17732 438800 SH CALL DEFINED 14,15,23 438800 0 0 PEABODY ENERGY CORP COM 704549104 29798 737400 SH PUT DEFINED 14,15,23 737400 0 0 PEABODY ENERGY CORP COM 704549104 31894 789263 SH DEFINED 15,23,24 661881 0 127382 PEABODY ENERGY CORP COM 704549104 3160 78200 SH CALL DEFINED 15,23,24 78200 0 0 PEABODY ENERGY CORP COM 704549104 14240 352400 SH PUT DEFINED 15,23,24 352400 0 0 PEABODY ENERGY CORP COM 704549104 22 548 SH DEFINED 15,18,23,25,26 548 0 0 PEABODY ENERGY CORP COM 704549104 2021 50000 SH DEFINED 37 50000 0 0 PEARSON PLC SPONSORED A 705015105 32 2105 SH DEFINED 12 2105 0 0 PEARSON PLC SPONSORED A 705015105 22368 1481330 SH DEFINED 15,23,24 1270596 0 210734 PEARSON PLC SPONSORED A 705015105 387 25659 SH DEFINED 15,18,23,25,28 25659 0 0 PEDIATRIX MED GROUP COM 705324101 597 12216 SH DEFINED 6,10 12216 0 0 PEDIATRIX MED GROUP COM 705324101 851 17393 SH DEFINED 12 17393 0 0 PEDIATRIX MED GROUP COM 705324101 2478 50670 SH DEFINED 15,23,24 33139 0 17531 PEDIATRIX MED GROUP COM 705324101 155 3175 SH DEFINED 29 3175 0 0 PEETS COFFEE & TEA I COM 705560100 91 3486 SH DEFINED 6,10 3486 0 0 PEETS COFFEE & TEA I COM 705560100 9 354 SH DEFINED 12 354 0 0 PEETS COFFEE & TEA I COM 705560100 630 24000 SH CALL DEFINED 14,15,23 24000 0 0 PEETS COFFEE & TEA I COM 705560100 234 8900 SH PUT DEFINED 14,15,23 8900 0 0 PEETS COFFEE & TEA I COM 705560100 530 20185 SH DEFINED 15,23,24 18762 0 1423 PENGROWTH ENERGY TR TR UNIT NEW 706902509 1468 85300 SH DEFINED 6,10 85300 0 0 PENGROWTH ENERGY TR TR UNIT NEW 706902509 1394 81023 SH DEFINED 14,15,23 81023 0 0 PENGROWTH ENERGY TR TR UNIT NEW 706902509 358 20800 SH CALL DEFINED 14,15,23 20800 0 0 PENGROWTH ENERGY TR TR UNIT NEW 706902509 1938 112600 SH PUT DEFINED 14,15,23 112600 0 0 PENGROWTH ENERGY TR TR UNIT NEW 706902509 11263 654439 SH DEFINED 15,23,24 528432 0 126007 PENGROWTH ENERGY TR TR UNIT NEW 706902509 17 1000 SH CALL DEFINED 15,23,24 1000 0 0 PENGROWTH ENERGY TR TR UNIT NEW 706902509 5 300 SH PUT DEFINED 15,23,24 0 0 300 PENGROWTH ENERGY TR TR UNIT NEW 706902509 802 46600 SH DEFINED 30,38 46600 0 0 PENFORD CORP COM 707051108 39 2255 SH DEFINED 6,10 2255 0 0 PENFORD CORP COM 707051108 156 8989 SH DEFINED 15,23,24 8989 0 0 PENN NATL GAMING INC COM 707569109 5 132 SH DEFINED 6,10 132 0 0 PENN NATL GAMING INC COM 707569109 617 14827 SH DEFINED 12 14827 0 0 PENN NATL GAMING INC COM 707569109 446 10711 SH DEFINED 14,15,23 10711 0 0 PENN NATL GAMING INC COM 707569109 6330 152100 SH CALL DEFINED 14,15,23 152100 0 0 PENN NATL GAMING INC COM 707569109 4229 101600 SH PUT DEFINED 14,15,23 101600 0 0 PENN NATL GAMING INC COM 707569109 2141 51431 SH DEFINED 15,23,24 44022 0 7409 PENN NATL GAMING INC COM 707569109 112 2700 SH PUT DEFINED 15,23,24 2700 0 0 PENN NATL GAMING INC COM 707569109 1034 24833 SH DEFINED 30,38 24833 0 0 PENN TREATY AMERN CO COM NEW 707874400 203 26402 SH DEFINED 15,23,24 22402 0 4000 PENN VA CORP COM 707882106 330 4709 SH DEFINED 6,10 4709 0 0 PENN VA CORP COM 707882106 31 439 SH DEFINED 12 439 0 0 PENN VA CORP COM 707882106 287 4101 SH DEFINED 15,23,24 4101 0 0 PENN VA CORP COM 707882106 84 1200 SH DEFINED 29 1200 0 0 PENN VA RESOURCES PA COM 707884102 159 6100 SH DEFINED 6,10,11 6100 0 0 PENN VA RESOURCES PA COM 707884102 4953 190417 SH DEFINED 15,23,24 150225 0 40191 PENN WEST ENERGY TR TR UNIT 707885109 99 3245 SH DEFINED 6,10 3245 0 0 PENN WEST ENERGY TR TR UNIT 707885109 1054 34476 SH DEFINED 12 34476 0 0 PENN WEST ENERGY TR TR UNIT 707885109 8741 286039 SH DEFINED 15,23,24 257398 0 28640 PENN WEST ENERGY TR TR UNIT 707885109 3667 120000 SH DEFINED 37 120000 0 0 PENNEY J C INC COM 708160106 4921 63607 SH DEFINED 3,8 0 0 63607 PENNEY J C INC COM 708160106 4778 61762 SH DEFINED 6,10 21229 0 40533 PENNEY J C INC COM 708160106 187 2415 SH DEFINED 6,10,11 2415 0 0 PENNEY J C INC COM 708160106 19084 246689 SH DEFINED 12 246689 0 0 PENNEY J C INC COM 708160106 9612 124250 SH DEFINED 14,15,23 124250 0 0 PENNEY J C INC COM 708160106 31222 403600 SH CALL DEFINED 14,15,23 403600 0 0 PENNEY J C INC COM 708160106 58538 756700 SH PUT DEFINED 14,15,23 756700 0 0 PENNEY J C INC COM 708160106 47783 617667 SH DEFINED 15,23,24 546480 0 71186 PENNEY J C INC COM 708160106 38680 500000 SH PUT DEFINED 15,23,24 500000 0 0 PENNEY J C INC COM 708160106 85 1100 SH DEFINED 30,38 1100 0 0 PENNSYLVANIA RL ESTA SH BEN INT 709102107 24 605 SH DEFINED 6,10 605 0 0 PENNSYLVANIA RL ESTA SH BEN INT 709102107 3 80 SH DEFINED 12 80 0 0 PENNSYLVANIA RL ESTA SH BEN INT 709102107 3029 76922 SH DEFINED 15,23,24 52680 0 24242 PENSON WORLDWIDE INC COM 709600100 1422 51892 SH DEFINED 15,23,24 51039 0 853 PENTAIR INC COM 709631105 219 6987 SH DEFINED 6,10 6987 0 0 PENTAIR INC COM 709631105 13 400 SH DEFINED 6,10,11 400 0 0 PENTAIR INC COM 709631105 77 2445 SH DEFINED 12 2445 0 0 PENTAIR INC COM 709631105 13059 415887 SH DEFINED 15,23,24 331604 0 84283 PENTAIR INC COM 709631105 160 5100 SH DEFINED 30,38 5100 0 0 PENWEST PHARMACEUTIC COM 709754105 432 26000 SH CALL DEFINED 14,15,23 26000 0 0 PENWEST PHARMACEUTIC COM 709754105 213 12800 SH PUT DEFINED 14,15,23 12800 0 0 PENWEST PHARMACEUTIC COM 709754105 142 8539 SH DEFINED 15,23,24 8539 0 0 PENWEST PHARMACEUTIC COM 709754105 1163 70000 SH DEFINED 30,38 70000 0 0 PEOPLES BK BRIDGEPOR COM 710198102 137 3068 SH DEFINED 6,10 3068 0 0 PEOPLES BK BRIDGEPOR COM 710198102 95 2138 SH DEFINED 12 2138 0 0 PEOPLES BK BRIDGEPOR COM 710198102 964 21612 SH DEFINED 15,23,24 18407 0 3205 PEOPLES ENERGY CORP COM 711030106 83 1861 SH DEFINED 6,10 1861 0 0 PEOPLES ENERGY CORP COM 711030106 1344 30152 SH DEFINED 6,10,11 30152 0 0 PEOPLES ENERGY CORP COM 711030106 18 409 SH DEFINED 12 409 0 0 PEOPLES ENERGY CORP COM 711030106 33098 742610 SH DEFINED 15,23,24 740822 0 1787 PEOPLES ENERGY CORP COM 711030106 4 100 SH DEFINED 29 100 0 0 PEOPLESUPPORT INC COM 712714302 563 26755 SH DEFINED 15,23,24 16065 0 10690 PEP BOYS MANNY MOE & NOTE 4.250 713278AP4 399 403000 PRN DEFINED 15,23,24 403000 0 0 PEP BOYS MANNY MOE & COM 713278109 204 13701 SH DEFINED 6,10 13701 0 0 PEP BOYS MANNY MOE & COM 713278109 57 3838 SH DEFINED 12 3838 0 0 PEP BOYS MANNY MOE & COM 713278109 374 25150 SH DEFINED 14,15,23 25150 0 0 PEP BOYS MANNY MOE & COM 713278109 155 10400 SH CALL DEFINED 14,15,23 10400 0 0 PEP BOYS MANNY MOE & COM 713278109 300 20200 SH PUT DEFINED 14,15,23 20200 0 0 PEP BOYS MANNY MOE & COM 713278109 5580 375508 SH DEFINED 15,23,24 319491 0 56017 PEP BOYS MANNY MOE & COM 713278109 187 12600 SH DEFINED 30,38 12600 0 0 PEPCO HOLDINGS INC COM 713291102 215 8257 SH DEFINED 6,10 8257 0 0 PEPCO HOLDINGS INC COM 713291102 173 6645 SH DEFINED 6,10,11 6645 0 0 PEPCO HOLDINGS INC COM 713291102 44 1705 SH DEFINED 12 1705 0 0 PEPCO HOLDINGS INC COM 713291102 2701 103849 SH DEFINED 15,23,24 66073 0 37776 PEPCO HOLDINGS INC COM 713291102 1189 45720 SH DEFINED 30,38 45720 0 0 PEPSI BOTTLING GROUP COM 713409100 4071 131696 SH DEFINED 3,8 0 0 131696 PEPSI BOTTLING GROUP COM 713409100 3375 109187 SH DEFINED 6,10 14486 0 94701 PEPSI BOTTLING GROUP COM 713409100 1318 42625 SH DEFINED 6,10,11 42625 0 0 PEPSI BOTTLING GROUP COM 713409100 1395 45130 SH DEFINED 12 45130 0 0 PEPSI BOTTLING GROUP COM 713409100 20401 660000 SH DEFINED 15,23 660000 0 0 PEPSI BOTTLING GROUP COM 713409100 6546 211772 SH DEFINED 15,23,24 133652 0 78120 PEPSI BOTTLING GROUP COM 713409100 1703 55100 SH DEFINED 30,38 55100 0 0 PEPSIAMERICAS INC COM 71343P200 91 4323 SH DEFINED 6,10 4323 0 0 PEPSIAMERICAS INC COM 71343P200 136 6480 SH DEFINED 6,10,11 6480 0 0 PEPSIAMERICAS INC COM 71343P200 1 71 SH DEFINED 12 71 0 0 PEPSIAMERICAS INC COM 71343P200 389 18520 SH DEFINED 15,23,24 14720 0 3800 PEPSIAMERICAS INC COM 71343P200 603 28760 SH DEFINED 30,38 28760 0 0 PEPSICO INC COM 713448108 635 10145 SH DEFINED 3,8 0 0 10145 PEPSICO INC COM 713448108 13069 208937 SH DEFINED 6,10 208937 0 0 PEPSICO INC COM 713448108 1376 22000 SH CALL DEFINED 6,10 22000 0 0 PEPSICO INC COM 713448108 2954 47226 SH DEFINED 6,10,11 47026 0 200 PEPSICO INC COM 713448108 55487 887085 SH DEFINED 12 887085 0 0 PEPSICO INC COM 713448108 3167 50633 SH DEFINED 14,15,23 50633 0 0 PEPSICO INC COM 713448108 40783 652000 SH CALL DEFINED 14,15,23 652000 0 0 PEPSICO INC COM 713448108 54062 864300 SH PUT DEFINED 14,15,23 864300 0 0 PEPSICO INC COM 713448108 58824 940428 SH DEFINED 15,23 940428 0 0 PEPSICO INC COM 713448108 380466 6082595 SH DEFINED 15,23,24 5008079 0 1074515 PEPSICO INC COM 713448108 11259 180000 SH CALL DEFINED 15,23,24 180000 0 0 PEPSICO INC COM 713448108 11259 180000 SH PUT DEFINED 15,23,24 180000 0 0 PEPSICO INC COM 713448108 3717 59432 SH DEFINED 15,18,23,25,26 59432 0 0 PEPSICO INC COM 713448108 202 3230 SH DEFINED 30,38 3230 0 0 PER-SE TECHNOLOGIES COM NEW 713569309 233 8399 SH DEFINED 6,10 8399 0 0 PER-SE TECHNOLOGIES COM NEW 713569309 0 5 SH DEFINED 12 5 0 0 PER-SE TECHNOLOGIES COM NEW 713569309 9852 354643 SH DEFINED 15,23,24 354643 0 0 PER-SE TECHNOLOGIES COM NEW 713569309 6728 242200 SH DEFINED 30,38 242200 0 0 PEREGRINE PHARMACEUT COM 713661106 181 155978 SH DEFINED 15,23,24 155228 0 750 PERFICIENT INC COM 71375U101 1032 62870 SH DEFINED 15,23,24 50557 0 12313 PERFORMANCE FOOD GRO COM 713755106 243 8782 SH DEFINED 6,10 8782 0 0 PERFORMANCE FOOD GRO COM 713755106 43 1540 SH DEFINED 12 1540 0 0 PERFORMANCE FOOD GRO COM 713755106 1053 38110 SH DEFINED 15,23,24 26412 0 11698 PERFORMANCE FOOD GRO COM 713755106 287 10393 SH DEFINED 30,38 10393 0 0 PERICOM SEMICONDUCTO COM 713831105 76 6585 SH DEFINED 6,10 6585 0 0 PERICOM SEMICONDUCTO COM 713831105 67 5856 SH DEFINED 15,23,24 5856 0 0 PERINI CORP COM 713839108 7 216 SH DEFINED 3,8 0 0 216 PERINI CORP COM 713839108 3 85 SH DEFINED 12 85 0 0 PERINI CORP COM 713839108 83 2702 SH DEFINED 15,23,24 2702 0 0 PERINI CORP COM 713839108 209 6800 SH DEFINED 29 6800 0 0 PERKINELMER INC COM 714046109 136 6099 SH DEFINED 6,10 6099 0 0 PERKINELMER INC COM 714046109 12 550 SH DEFINED 6,10,11 550 0 0 PERKINELMER INC COM 714046109 13 575 SH DEFINED 12 575 0 0 PERKINELMER INC COM 714046109 2 79 SH DEFINED 14,15,23 79 0 0 PERKINELMER INC COM 714046109 1392 62606 SH DEFINED 15,23,24 56910 0 5695 PERKINELMER INC COM 714046109 300 13500 SH DEFINED 29 13500 0 0 PERKINELMER INC COM 714046109 189 8500 SH DEFINED 30,38 8500 0 0 PERMIAN BASIN RTY TR UNIT BEN IN 714236106 3 200 SH DEFINED 6,10,11 200 0 0 PERMIAN BASIN RTY TR UNIT BEN IN 714236106 1021 63556 SH DEFINED 15,23,24 42211 0 21344 PEROT SYS CORP CL A 714265105 8 470 SH DEFINED 3,8 0 0 470 PEROT SYS CORP CL A 714265105 12 724 SH DEFINED 6,10 724 0 0 PEROT SYS CORP CL A 714265105 0 15 SH DEFINED 12 15 0 0 PEROT SYS CORP CL A 714265105 1867 113883 SH DEFINED 15,23,24 93748 0 20135 PEROT SYS CORP CL A 714265105 315 19200 SH DEFINED 30,38 19200 0 0 PERRIGO CO COM 714290103 0 9 SH DEFINED 6,10 9 0 0 PERRIGO CO COM 714290103 3079 177980 SH DEFINED 6,10,11 177980 0 0 PERRIGO CO COM 714290103 333 19227 SH DEFINED 15,23,24 12577 0 6650 PERRIGO CO COM 714290103 923 53376 SH DEFINED 30,38 53376 0 0 P T TELEKOMUNIKASI I SPONSORED A 715684106 675 14800 SH DEFINED 3,8 0 0 14800 P T TELEKOMUNIKASI I SPONSORED A 715684106 3352 73507 SH DEFINED 15,23,24 66480 0 7027 PERVASIVE SOFTWARE I COM 715710109 41 11300 SH DEFINED 15,23,24 11300 0 0 PETMED EXPRESS INC COM 716382106 81 6099 SH DEFINED 6,10 6099 0 0 PETMED EXPRESS INC COM 716382106 127 9499 SH DEFINED 15,23,24 7994 0 1505 PETMED EXPRESS INC COM 716382106 1 93 SH DEFINED 30,38 93 0 0 PETRO-CDA COM 71644E102 292 7110 SH DEFINED 3,8 0 0 7110 PETRO-CDA COM 71644E102 1265 30826 SH DEFINED 6,10 30826 0 0 PETRO-CDA COM 71644E102 492 12000 SH DEFINED 14,15,23 12000 0 0 PETRO-CDA COM 71644E102 722 17600 SH CALL DEFINED 14,15,23 17600 0 0 PETRO-CDA COM 71644E102 685 16700 SH PUT DEFINED 14,15,23 16700 0 0 PETRO-CDA COM 71644E102 732 17837 SH DEFINED 15,23,24 16751 0 1086 PETROCHINA CO LTD SPONSORED 71646E100 11 75 SH DEFINED 6,10,11 75 0 0 PETROCHINA CO LTD SPONSORED 71646E100 3208 22789 SH DEFINED 12 22789 0 0 PETROCHINA CO LTD SPONSORED 71646E100 42164 299500 SH CALL DEFINED 14,15,23 299500 0 0 PETROCHINA CO LTD SPONSORED 71646E100 51258 364100 SH PUT DEFINED 14,15,23 364100 0 0 PETROCHINA CO LTD SPONSORED 71646E100 1716 12189 SH DEFINED 15,16,21-23 12189 0 0 PETROCHINA CO LTD SPONSORED 71646E100 40001 284136 SH DEFINED 15,23,24 231563 0 52572 PETROCHINA CO LTD SPONSORED 71646E100 3731 26500 SH CALL DEFINED 15,23,24 25500 0 1000 PETROCHINA CO LTD SPONSORED 71646E100 3674 26100 SH PUT DEFINED 15,23,24 26100 0 0 PETROCHINA CO LTD SPONSORED 71646E100 29564 210000 SH DEFINED 15,18,23,25,26 210000 0 0 PETROCHINA CO LTD SPONSORED 71646E100 718 5100 SH DEFINED 29 5100 0 0 PETROHAWK ENERGY COR COM 716495106 43 3764 SH DEFINED 12 3764 0 0 PETROHAWK ENERGY COR COM 716495106 742 64520 SH DEFINED 15,23,24 39026 0 25494 PETROLEO BRASILEIRO SPONSORED A 71654V101 3499 37718 SH DEFINED 6,10 37718 0 0 PETROLEO BRASILEIRO SPONSORED A 71654V101 801 8634 SH DEFINED 12 8634 0 0 PETROLEO BRASILEIRO SPONSORED A 71654V101 1705 18384 SH DEFINED 15,23,24 16389 0 1995 PETROLEO BRASILEIRO SPONSORED A 71654V408 909 8830 SH DEFINED 6,10 8830 0 0 PETROLEO BRASILEIRO SPONSORED A 71654V408 611 5930 SH DEFINED 6,10,11 5930 0 0 PETROLEO BRASILEIRO SPONSORED A 71654V408 135 1315 SH DEFINED 12 1315 0 0 PETROLEO BRASILEIRO SPONSORED A 71654V408 16528 160481 SH DEFINED 14,15,23 160481 0 0 PETROLEO BRASILEIRO SPONSORED A 71654V408 24398 236900 SH CALL DEFINED 14,15,23 236900 0 0 PETROLEO BRASILEIRO SPONSORED A 71654V408 37354 362700 SH PUT DEFINED 14,15,23 362700 0 0 PETROLEO BRASILEIRO SPONSORED A 71654V408 26222 254603 SH DEFINED 15,23,24 220303 0 34300 PETROLEUM & RES CORP COM 716549100 1619 48388 SH DEFINED 15,23,24 37799 0 10589 PETROLEUM DEV CORP COM 716578109 160 3721 SH DEFINED 6,10 3721 0 0 PETROLEUM DEV CORP COM 716578109 19 446 SH DEFINED 12 446 0 0 PETROLEUM DEV CORP COM 716578109 16 374 SH DEFINED 14,15,23 374 0 0 PETROLEUM DEV CORP COM 716578109 199 4620 SH DEFINED 15,23,24 4597 0 23 PETROLEUM DEV CORP COM 716578109 435 10100 SH DEFINED 30,38 10100 0 0 PETROLEUM GEO SVCS A SPONSORED A 716599105 4 150 SH DEFINED 15,23,24 150 0 0 PETROLEUM GEO SVCS A SPONSORED A 716599105 581 24800 SH DEFINED 15,18,23,25,26 24800 0 0 PETROQUEST ENERGY IN COM 716748108 818 64240 SH DEFINED 15,23,24 57640 0 6600 PETSMART INC COM 716768106 183 6343 SH DEFINED 6,10 6343 0 0 PETSMART INC COM 716768106 494 17122 SH DEFINED 12 17122 0 0 PETSMART INC COM 716768106 1769 61300 SH CALL DEFINED 14,15,23 61300 0 0 PETSMART INC COM 716768106 2309 80000 SH PUT DEFINED 14,15,23 80000 0 0 PETSMART INC COM 716768106 16577 574399 SH DEFINED 15,23,24 378580 0 195818 PETSMART INC COM 716768106 335 11600 SH PUT DEFINED 15,23,24 10600 0 1000 PETSMART INC COM 716768106 417 14459 SH DEFINED 30,38 14459 0 0 PFIZER INC COM 717081103 3627 140053 SH DEFINED 3,8 0 0 140053 PFIZER INC COM 717081103 110990 4285329 SH DEFINED 6,10 4200663 0 84666 PFIZER INC COM 717081103 12072 466100 SH CALL DEFINED 6,10 466100 0 0 PFIZER INC COM 717081103 23181 895000 SH PUT DEFINED 6,10 895000 0 0 PFIZER INC COM 717081103 8874 342638 SH DEFINED 6,10,11 339336 0 3302 PFIZER INC COM 717081103 66431 2564891 SH DEFINED 12 2564891 0 0 PFIZER INC COM 717081103 19324 746086 SH DEFINED 14,15,23 746086 0 0 PFIZER INC COM 717081103 68122 2630200 SH CALL DEFINED 14,15,23 2630200 0 0 PFIZER INC COM 717081103 61740 2383800 SH PUT DEFINED 14,15,23 2383800 0 0 PFIZER INC COM 717081103 38850 1500000 SH DEFINED 15,23 1500000 0 0 PFIZER INC COM 717081103 14954 577363 SH DEFINED 2,5,6,9,10,17,19,20,27 577363 0 0 PFIZER INC COM 717081103 384957 14863210 SH DEFINED 15,23,24 12610824 0 2252386 PFIZER INC COM 717081103 59016 2278600 SH CALL DEFINED 15,23,24 2277700 0 900 PFIZER INC COM 717081103 44683 1725200 SH PUT DEFINED 15,23,24 1725200 0 0 PFIZER INC COM 717081103 67507 2606445 SH DEFINED 15,18,23,25,26 2606445 0 0 PFIZER INC COM 717081103 1197 46200 SH DEFINED 29 46200 0 0 PFIZER INC COM 717081103 96 3700 SH DEFINED 30,38 3700 0 0 PHARMACEUTICAL HLDRS DEPOSITRY R 71712A206 7695 100000 SH CALL DEFINED 6,10 100000 0 0 PHARMACEUTICAL HLDRS DEPOSITRY R 71712A206 13397 174100 SH CALL DEFINED 14,15,23 174100 0 0 PHARMACEUTICAL HLDRS DEPOSITRY R 71712A206 15121 196500 SH PUT DEFINED 14,15,23 196500 0 0 PHARMACEUTICAL HLDRS DEPOSITRY R 71712A206 280259 3642095 SH DEFINED 15,23,24 3636695 0 5400 PHARMACEUTICAL HLDRS DEPOSITRY R 71712A206 192 2500 SH CALL DEFINED 15,23,24 2500 0 0 PHARMACEUTICAL HLDRS DEPOSITRY R 71712A206 2886 37500 SH PUT DEFINED 15,23,24 37500 0 0 PHARMACEUTICAL HLDRS DEPOSITRY R 71712A206 1115 14485 SH CALL DEFINED 15,18,23,25,26 14485 0 0 PHARMACEUTICAL PROD COM 717124101 1979 61417 SH DEFINED 6,10 61417 0 0 PHARMACEUTICAL PROD COM 717124101 23 700 SH DEFINED 6,10,11 700 0 0 PHARMACEUTICAL PROD COM 717124101 858 26640 SH DEFINED 12 26640 0 0 PHARMACEUTICAL PROD COM 717124101 179 5565 SH DEFINED 14,15,23 5565 0 0 PHARMACEUTICAL PROD COM 717124101 1601 49700 SH CALL DEFINED 14,15,23 49700 0 0 PHARMACEUTICAL PROD COM 717124101 1060 32900 SH PUT DEFINED 14,15,23 32900 0 0 PHARMACEUTICAL PROD COM 717124101 1935 60043 SH DEFINED 15,23,24 47207 0 12836 PHARMACEUTICAL PROD COM 717124101 107 3323 SH DEFINED 30,38 3323 0 0 PHARMANET DEV GROUP COM 717148100 217 9839 SH DEFINED 6,10 9839 0 0 PHARMANET DEV GROUP COM 717148100 7 295 SH DEFINED 12 295 0 0 PHARMANET DEV GROUP COM 717148100 1894 85800 SH CALL DEFINED 14,15,23 85800 0 0 PHARMANET DEV GROUP COM 717148100 1591 72100 SH PUT DEFINED 14,15,23 72100 0 0 PHARMANET DEV GROUP COM 717148100 1117 50626 SH DEFINED 15,23,24 48816 0 1810 PHARMION CORP COM 71715B409 4 163 SH DEFINED 12 163 0 0 PHARMION CORP COM 71715B409 334 12992 SH DEFINED 15,23,24 12592 0 400 PHELPS DODGE CORP COM 717265102 3511 29326 SH DEFINED 3,8 0 0 29326 PHELPS DODGE CORP COM 717265102 4617 38564 SH DEFINED 6,10 18471 0 20093 PHELPS DODGE CORP COM 717265102 12 100 SH DEFINED 6,10,11 100 0 0 PHELPS DODGE CORP COM 717265102 11233 93829 SH DEFINED 12 93829 0 0 PHELPS DODGE CORP COM 717265102 15592 130241 SH DEFINED 14,15,23 130241 0 0 PHELPS DODGE CORP COM 717265102 122881 1026400 SH CALL DEFINED 14,15,23 1026400 0 0 PHELPS DODGE CORP COM 717265102 141509 1182000 SH PUT DEFINED 14,15,23 1182000 0 0 PHELPS DODGE CORP COM 717265102 66 550 SH DEFINED 2,5,6,9,10,17,19,20,27 550 0 0 PHELPS DODGE CORP COM 717265102 100740 841466 SH DEFINED 15,23,24 835543 0 5923 PHELPS DODGE CORP COM 717265102 76070 635400 SH CALL DEFINED 15,23,24 635400 0 0 PHELPS DODGE CORP COM 717265102 23286 194500 SH PUT DEFINED 15,23,24 194500 0 0 PHELPS DODGE CORP COM 717265102 1012 8450 SH DEFINED 29 8450 0 0 PHELPS DODGE CORP COM 717265102 5826 48660 SH DEFINED 30,38 48660 0 0 PHILADELPHIA CONS HL COM 717528103 640 14371 SH DEFINED 6,10 14371 0 0 PHILADELPHIA CONS HL COM 717528103 738 16572 SH DEFINED 12 16572 0 0 PHILADELPHIA CONS HL COM 717528103 1580 35457 SH DEFINED 15,23,24 34489 0 968 PHILIPPINE LONG DIST SPONSORED A 718252604 251 4914 SH DEFINED 12 4914 0 0 PHILIPPINE LONG DIST SPONSORED A 718252604 3890 76074 SH DEFINED 15,23,24 68690 0 7384 PHILLIPS VAN HEUSEN COM 718592108 281 5600 SH DEFINED 3,8 0 0 5600 PHILLIPS VAN HEUSEN COM 718592108 722 14382 SH DEFINED 6,10 14382 0 0 PHILLIPS VAN HEUSEN COM 718592108 4 85 SH DEFINED 12 85 0 0 PHILLIPS VAN HEUSEN COM 718592108 1228 24478 SH DEFINED 15,23,24 24145 0 333 PHOENIX COS INC NEW COM 71902E109 16 990 SH DEFINED 12 990 0 0 PHOENIX COS INC NEW COM 71902E109 628 39550 SH DEFINED 15,23,24 38440 0 1110 PHOENIX COS INC NEW COM 71902E109 493 31000 SH DEFINED 30,38 31000 0 0 PHOTON DYNAMICS INC COM 719364101 50 4296 SH DEFINED 6,10 4296 0 0 PHOTON DYNAMICS INC COM 719364101 198 16898 SH DEFINED 15,23,24 16898 0 0 PHOTRONICS INC COM 719405102 172 10508 SH DEFINED 6,10 10508 0 0 PHOTRONICS INC COM 719405102 11 645 SH DEFINED 12 645 0 0 PHOTRONICS INC COM 719405102 212 12984 SH DEFINED 15,23,24 12484 0 500 PHOTRONICS INC COM 719405102 0 22 SH DEFINED 30,38 22 0 0 PIEDMONT NAT GAS INC COM 720186105 508 18973 SH DEFINED 6,10 18973 0 0 PIEDMONT NAT GAS INC COM 720186105 48 1800 SH DEFINED 6,10,11 1800 0 0 PIEDMONT NAT GAS INC COM 720186105 3260 121874 SH DEFINED 15,23,24 94856 0 27018 PIEDMONT NAT GAS INC COM 720186105 334 12500 SH DEFINED 30,38 12500 0 0 PIER 1 IMPORTS INC COM 720279108 0 10 SH DEFINED 6,10 10 0 0 PIER 1 IMPORTS INC COM 720279108 54 9125 SH DEFINED 12 9125 0 0 PIER 1 IMPORTS INC COM 720279108 1803 303097 SH DEFINED 15,23,24 298897 0 4200 PIER 1 IMPORTS INC COM 720279108 119 20000 SH DEFINED 15,18,23,25,26 20000 0 0 PIKE ELEC CORP COM 721283109 31 1885 SH DEFINED 12 1885 0 0 PIKE ELEC CORP COM 721283109 361 22078 SH DEFINED 15,23,24 20186 0 1892 PIKE ELEC CORP COM 721283109 75 4600 SH DEFINED 29 4600 0 0 PILGRIMS PRIDE CORP COM 721467108 8 277 SH DEFINED 3,8 0 0 277 PILGRIMS PRIDE CORP COM 721467108 182 6196 SH DEFINED 12 6196 0 0 PILGRIMS PRIDE CORP COM 721467108 17338 589140 SH DEFINED 15,23,24 586247 0 2893 PILGRIMS PRIDE CORP COM 721467108 8264 280800 SH CALL DEFINED 15,23,24 280800 0 0 PILGRIMS PRIDE CORP COM 721467108 5674 192800 SH PUT DEFINED 15,23,24 192800 0 0 PILGRIMS PRIDE CORP COM 721467108 71 2400 SH DEFINED 29 2400 0 0 PILGRIMS PRIDE CORP COM 721467108 2796 95000 SH DEFINED 30,38 95000 0 0 PIMCO CALIF MUN INCO COM 72200M108 292 17780 SH DEFINED 15,23,24 17780 0 0 PIMCO MUNICIPAL INCO COM 72200R107 764 43740 SH DEFINED 15,23,24 37580 0 6160 PIMCO CORPORATE INCO COM 72200U100 3114 192592 SH DEFINED 15,23,24 163834 0 28758 PIMCO MUN INCOME FD COM 72200W106 380 23823 SH DEFINED 15,23,24 16299 0 7523 PIMCO STRATEGIC GBL COM 72200X104 80 7674 SH DEFINED 12 7674 0 0 PIMCO STRATEGIC GBL COM 72200X104 2568 245754 SH DEFINED 15,23,24 169816 0 75937 PIMCO MUN INCOME FD COM 72201A103 328 20433 SH DEFINED 15,23,24 8146 0 12287 PIMCO CORPORATE OPP COM 72201B101 33 1950 SH DEFINED 6,10,11 1950 0 0 PIMCO CORPORATE OPP COM 72201B101 51 2966 SH DEFINED 12 2966 0 0 PIMCO CORPORATE OPP COM 72201B101 2107 123595 SH DEFINED 15,23,24 52428 0 71167 PIMCO CALIF MUN INCO COM 72201C109 200 11132 SH DEFINED 15,23,24 9232 0 1900 PIMCO FLOATING RATE COM 72201H108 1059 53102 SH DEFINED 15,23,24 36739 0 16363 PIMCO FLOATING RATE COM 72201J104 2869 151790 SH DEFINED 15,23,24 126452 0 25338 PIMCO GLOBAL STOCKSP COM 722011103 380 13409 SH DEFINED 15,23,24 10641 0 2768 PIMCO HIGH INCOME FD COM SHS 722014107 22 1406 SH DEFINED 6,10,11 1406 0 0 PIMCO HIGH INCOME FD COM SHS 722014107 7128 446898 SH DEFINED 15,23,24 354208 0 92689 PINNACLE AIRL CORP NOTE 3.250 723443AB3 3436 2435000 PRN DEFINED 15,23,24 2435000 0 0 PINNACLE AIRL CORP COM 723443107 1906 113100 SH DEFINED 13,30 113100 0 0 PINNACLE AIRL CORP COM 723443107 6898 409363 SH DEFINED 15,23,24 401070 0 8293 PINNACLE AIRL CORP COM 723443107 1972 117035 SH DEFINED 30,38 117035 0 0 PINNACLE ENTMT INC COM 723456109 405 12208 SH DEFINED 6,10 12208 0 0 PINNACLE ENTMT INC COM 723456109 694 20940 SH DEFINED 12 20940 0 0 PINNACLE ENTMT INC COM 723456109 1080 32600 SH CALL DEFINED 14,15,23 32600 0 0 PINNACLE ENTMT INC COM 723456109 30 900 SH PUT DEFINED 14,15,23 900 0 0 PINNACLE ENTMT INC COM 723456109 303 9148 SH DEFINED 15,23,24 6848 0 2300 PINNACLE ENTMT INC COM 723456109 70 2100 SH DEFINED 30,38 2100 0 0 PINNACLE WEST CAP CO COM 723484101 458 9034 SH DEFINED 6,10 9034 0 0 PINNACLE WEST CAP CO COM 723484101 345 6810 SH DEFINED 6,10,11 6810 0 0 PINNACLE WEST CAP CO COM 723484101 225 4436 SH DEFINED 12 4436 0 0 PINNACLE WEST CAP CO COM 723484101 20863 411580 SH DEFINED 15,23,24 390100 0 21479 PINNACLE WEST CAP CO COM 723484101 657 12970 SH DEFINED 30,38 12970 0 0 PIONEER COS INC COM NEW 723643300 982 34268 SH DEFINED 15,23,24 32281 0 1987 PIONEER DRILLING CO COM 723655106 90 6770 SH DEFINED 12 6770 0 0 PIONEER DRILLING CO COM 723655106 572 43077 SH DEFINED 15,23,24 40332 0 2745 PIONEER DRILLING CO COM 723655106 166 12500 SH DEFINED 29 12500 0 0 PIONEER HIGH INCOME COM 72369H106 964 52121 SH DEFINED 15,23,24 44171 0 7950 PIONEER FLOATING RAT COM 72369J102 373 19336 SH DEFINED 15,23,24 17736 0 1600 PIONEER MUN HIGH INC COM SHS 723763108 44 3000 SH DEFINED 6,10,11 3000 0 0 PIONEER MUN HIGH INC COM SHS 723763108 310 20963 SH DEFINED 15,23,24 4375 0 16588 PIONEER NAT RES CO COM 723787107 36253 913402 SH DEFINED 6,10 913402 0 0 PIONEER NAT RES CO COM 723787107 39357 991600 SH PUT DEFINED 6,10 991600 0 0 PIONEER NAT RES CO COM 723787107 10 253 SH DEFINED 12 253 0 0 PIONEER NAT RES CO COM 723787107 2604 65600 SH DEFINED 14,15,23 65600 0 0 PIONEER NAT RES CO COM 723787107 3215 81000 SH CALL DEFINED 14,15,23 81000 0 0 PIONEER NAT RES CO COM 723787107 4410 111100 SH PUT DEFINED 14,15,23 111100 0 0 PIONEER NAT RES CO COM 723787107 16224 408759 SH DEFINED 15,23,24 326254 0 82504 PIONEER NAT RES CO COM 723787107 13292 334900 SH CALL DEFINED 15,23,24 334900 0 0 PIONEER NAT RES CO COM 723787107 464 11700 SH DEFINED 30,38 11700 0 0 PIONEER TAX ADVNTAGE COM 72388R101 9048 646314 SH DEFINED 15,23,24 536266 0 110048 PIPER JAFFRAY COS COM 724078100 305 4681 SH DEFINED 6,10 4681 0 0 PIPER JAFFRAY COS COM 724078100 4 62 SH DEFINED 12 62 0 0 PIPER JAFFRAY COS COM 724078100 420 6454 SH DEFINED 15,23,24 5493 0 961 PIPER JAFFRAY COS COM 724078100 573 8800 SH DEFINED 30,38 8800 0 0 PITNEY BOWES INC COM 724479100 169 3661 SH DEFINED 3,8 0 0 3661 PITNEY BOWES INC COM 724479100 4134 89493 SH DEFINED 6,10 89493 0 0 PITNEY BOWES INC COM 724479100 2427 52540 SH DEFINED 6,10,11 51590 0 950 PITNEY BOWES INC COM 724479100 2161 46795 SH DEFINED 12 46795 0 0 PITNEY BOWES INC COM 724479100 23511 509000 SH DEFINED 15,23,24 422250 0 86750 PITNEY BOWES INC COM 724479100 582 12600 SH DEFINED 30,38 12600 0 0 PIXELWORKS INC SDCV 1.750 72581MAB3 8683 12230000 PRN DEFINED 15,23,24 12230000 0 0 PIXELWORKS INC COM 72581M107 7 3000 SH CALL DEFINED 14,15,23 3000 0 0 PIXELWORKS INC COM 72581M107 147 64402 SH DEFINED 15,23,24 64302 0 100 PLAINS ALL AMERN PIP UNIT LTD PA 726503105 1219 23800 SH DEFINED 6,10 23800 0 0 PLAINS ALL AMERN PIP UNIT LTD PA 726503105 35 685 SH DEFINED 12 685 0 0 PLAINS ALL AMERN PIP UNIT LTD PA 726503105 24816 484695 SH DEFINED 15,23,24 385330 0 99364 PLAINS EXPL& PRODTN COM 726505100 0 9 SH DEFINED 6,10 9 0 0 PLAINS EXPL& PRODTN COM 726505100 4 86 SH DEFINED 12 86 0 0 PLAINS EXPL& PRODTN COM 726505100 56 1173 SH DEFINED 14,15,23 1173 0 0 PLAINS EXPL& PRODTN COM 726505100 4197 88300 SH CALL DEFINED 14,15,23 88300 0 0 PLAINS EXPL& PRODTN COM 726505100 770 16200 SH PUT DEFINED 14,15,23 16200 0 0 PLAINS EXPL& PRODTN COM 726505100 436 9180 SH DEFINED 15,23,24 8396 0 784 PLAINS EXPL& PRODTN COM 726505100 347 7300 SH DEFINED 30,38 7300 0 0 PLANAR SYS INC COM 726900103 42 4294 SH DEFINED 6,10 4294 0 0 PLANAR SYS INC COM 726900103 123 12716 SH DEFINED 15,23,24 12716 0 0 PLANTRONICS INC NEW COM 727493108 8 367 SH DEFINED 6,10 367 0 0 PLANTRONICS INC NEW COM 727493108 131 6200 SH DEFINED 6,10,11 6200 0 0 PLANTRONICS INC NEW COM 727493108 270 12751 SH DEFINED 15,23,24 10709 0 2042 PLAYBOY ENTERPRISES CL B 728117300 14 1200 SH DEFINED 6,10,11 1000 0 200 PLAYBOY ENTERPRISES CL B 728117300 252 21966 SH DEFINED 15,23,24 21766 0 200 PLAYTEX PRODS INC COM 72813P100 202 14018 SH DEFINED 6,10 14018 0 0 PLAYTEX PRODS INC COM 72813P100 195 13517 SH DEFINED 15,23,24 11287 0 2230 PLAYTEX PRODS INC COM 72813P100 374 26000 SH DEFINED 30,38 26000 0 0 PLEXUS CORP COM 729132100 2 104 SH DEFINED 6,10 104 0 0 PLEXUS CORP COM 729132100 93 3901 SH DEFINED 12 3901 0 0 PLEXUS CORP COM 729132100 2577 107900 SH CALL DEFINED 14,15,23 107900 0 0 PLEXUS CORP COM 729132100 2586 108300 SH PUT DEFINED 14,15,23 108300 0 0 PLEXUS CORP COM 729132100 256 10739 SH DEFINED 15,23,24 9579 0 1160 PLEXUS CORP COM 729132100 788 32992 SH DEFINED 30,38 32992 0 0 PLUG POWER INC COM 72919P103 275 70667 SH DEFINED 6,10 70667 0 0 PLUG POWER INC COM 72919P103 5351 1375679 SH DEFINED 15,23,24 1086332 0 289347 PLUG POWER INC COM 72919P103 2 500 SH CALL DEFINED 15,23,24 500 0 0 PLUM CREEK TIMBER CO COM 729251108 1090 27343 SH DEFINED 6,10 27343 0 0 PLUM CREEK TIMBER CO COM 729251108 60 1513 SH DEFINED 6,10,11 1513 0 0 PLUM CREEK TIMBER CO COM 729251108 1725 43299 SH DEFINED 12 43299 0 0 PLUM CREEK TIMBER CO COM 729251108 128 3220 SH DEFINED 14,15,23 3220 0 0 PLUM CREEK TIMBER CO COM 729251108 936 23500 SH CALL DEFINED 14,15,23 23500 0 0 PLUM CREEK TIMBER CO COM 729251108 614 15400 SH PUT DEFINED 14,15,23 15400 0 0 PLUM CREEK TIMBER CO COM 729251108 9479 237878 SH DEFINED 15,23,24 201683 0 36194 PLUM CREEK TIMBER CO COM 729251108 112 2805 SH DEFINED 15,18,23,25,26 2805 0 0 POGO PRODUCING CO COM 730448107 122 2510 SH DEFINED 6,10 2510 0 0 POGO PRODUCING CO COM 730448107 303 6265 SH DEFINED 6,10,11 6265 0 0 POGO PRODUCING CO COM 730448107 421 8690 SH DEFINED 12 8690 0 0 POGO PRODUCING CO COM 730448107 10874 224480 SH DEFINED 15,23,24 121652 0 102828 POLARIS INDS INC COM 731068102 466 9943 SH DEFINED 6,10 9943 0 0 POLARIS INDS INC COM 731068102 4032 86100 SH CALL DEFINED 14,15,23 86100 0 0 POLARIS INDS INC COM 731068102 979 20900 SH PUT DEFINED 14,15,23 20900 0 0 POLARIS INDS INC COM 731068102 3121 66638 SH DEFINED 15,23,24 59106 0 7532 POLO RALPH LAUREN CO CL A 731572103 12 160 SH DEFINED 6,10 160 0 0 POLO RALPH LAUREN CO CL A 731572103 1194 15374 SH DEFINED 12 15374 0 0 POLO RALPH LAUREN CO CL A 731572103 1632 21016 SH DEFINED 15,23,24 19104 0 1912 POLYCOM INC COM 73172K104 39 1252 SH DEFINED 6,10 1252 0 0 POLYCOM INC COM 73172K104 9 275 SH DEFINED 6,10,11 275 0 0 POLYCOM INC COM 73172K104 166 5369 SH DEFINED 12 5369 0 0 POLYCOM INC COM 73172K104 2510 81215 SH DEFINED 15,23,24 74436 0 6779 POLYMEDICA CORP COM 731738100 229 5679 SH DEFINED 6,10 5679 0 0 POLYMEDICA CORP COM 731738100 25 624 SH DEFINED 12 624 0 0 POLYMEDICA CORP COM 731738100 236 5829 SH DEFINED 15,23,24 5489 0 340 POLYMEDICA CORP COM 731738100 639 15801 SH DEFINED 29 15801 0 0 POLYONE CORP COM 73179P106 175 23363 SH DEFINED 6,10 23363 0 0 POLYONE CORP COM 73179P106 70 9314 SH DEFINED 12 9314 0 0 POLYONE CORP COM 73179P106 99 13180 SH DEFINED 15,23,24 13180 0 0 POLYONE CORP COM 73179P106 264 35200 SH DEFINED 30,38 35200 0 0 POOL CORPORATION COM 73278L105 505 12896 SH DEFINED 6,10 12896 0 0 POOL CORPORATION COM 73278L105 3552 90689 SH DEFINED 15,23,24 63138 0 27550 POPULAR INC COM 733174106 214 11916 SH DEFINED 6,10 11916 0 0 POPULAR INC COM 733174106 129 7190 SH DEFINED 12 7190 0 0 POPULAR INC COM 733174106 79 4400 SH CALL DEFINED 14,15,23 4400 0 0 POPULAR INC COM 733174106 346 19300 SH PUT DEFINED 14,15,23 19300 0 0 POPULAR INC COM 733174106 955 53181 SH DEFINED 15,23,24 48840 0 4341 POPULAR INC COM 733174106 1414 78787 SH DEFINED 30,38 78787 0 0 PORTALPLAYER INC COM 736187204 1016 75554 SH DEFINED 14,15,23 75554 0 0 PORTALPLAYER INC COM 736187204 498 37000 SH CALL DEFINED 14,15,23 37000 0 0 PORTALPLAYER INC COM 736187204 473 35200 SH PUT DEFINED 14,15,23 35200 0 0 PORTALPLAYER INC COM 736187204 70 5188 SH DEFINED 15,23,24 5188 0 0 PORTFOLIO RECOVERY A COM 73640Q105 9 202 SH DEFINED 3,8 0 0 202 PORTFOLIO RECOVERY A COM 73640Q105 187 4010 SH DEFINED 6,10 4010 0 0 PORTFOLIO RECOVERY A COM 73640Q105 44 950 SH DEFINED 12 950 0 0 PORTFOLIO RECOVERY A COM 73640Q105 982 21030 SH DEFINED 15,23,24 19114 0 1916 PORTLAND GEN ELEC CO COM NEW 736508847 6 227 SH DEFINED 15,23 227 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 703 25814 SH DEFINED 15,23,24 18474 0 7340 PORTLAND GEN ELEC CO COM NEW 736508847 3 94 SH DEFINED 30,38 94 0 0 PORTUGAL TELECOM SGP SPONSORED A 737273102 574 44390 SH DEFINED 12 44390 0 0 PORTUGAL TELECOM SGP SPONSORED A 737273102 214 16525 SH DEFINED 15,23,24 13117 0 3407 POST PPTYS INC COM 737464107 248 5425 SH DEFINED 6,10,11 5425 0 0 POST PPTYS INC COM 737464107 50 1098 SH DEFINED 12 1098 0 0 POST PPTYS INC COM 737464107 243 5314 SH DEFINED 15,23,24 4939 0 375 POST PPTYS INC COM 737464107 322 7050 SH DEFINED 30,38 7050 0 0 POTASH CORP SASK INC COM 73755L107 848 5907 SH DEFINED 6,10 5907 0 0 POTASH CORP SASK INC COM 73755L107 26085 181800 SH CALL DEFINED 14,15,23 181800 0 0 POTASH CORP SASK INC COM 73755L107 11866 82700 SH PUT DEFINED 14,15,23 82700 0 0 POTASH CORP SASK INC COM 73755L107 7262 50616 SH DEFINED 15,23,24 44548 0 6068 POTASH CORP SASK INC COM 73755L107 32 220 SH DEFINED 15,18,23,25,26 220 0 0 POTLATCH CORP NEW COM 737630103 677 15449 SH DEFINED 6,10 15449 0 0 POTLATCH CORP NEW COM 737630103 17 397 SH DEFINED 12 397 0 0 POTLATCH CORP NEW COM 737630103 690 15744 SH DEFINED 15,23,24 15744 0 0 POTLATCH CORP NEW COM 737630103 89 2020 SH DEFINED 29 2020 0 0 POWER INTEGRATIONS I COM 739276103 40 1691 SH DEFINED 12 1691 0 0 POWER INTEGRATIONS I COM 739276103 210 8947 SH DEFINED 15,23,24 8947 0 0 POWER INTEGRATIONS I COM 739276103 140 5949 SH DEFINED 29 5949 0 0 POWER-ONE INC COM 739308104 12 1703 SH DEFINED 6,10 1703 0 0 POWER-ONE INC COM 739308104 3 405 SH DEFINED 12 405 0 0 POWER-ONE INC COM 739308104 614 84335 SH DEFINED 15,23,24 59472 0 24863 POWER-ONE INC COM 739308104 108 14800 SH DEFINED 29 14800 0 0 POWER-ONE INC COM 739308104 226 31050 SH DEFINED 30,38 31050 0 0 POWERSHARES DB CMDTY UNIT BEN IN 73935S105 13016 529524 SH DEFINED 15,23,24 458231 0 71293 POWERSHARES ETF TRUS DYNAMIC MKT 73935X104 36197 718632 SH DEFINED 15,23,24 648988 0 69643 POWERSHARES ETF TRUS VAL LN IND 73935X179 242 9335 SH DEFINED 15,23,24 8298 0 1037 POWERSHARES ETF TRUS PRVT EQTY P 73935X195 2810 105887 SH DEFINED 15,23,24 92476 0 13411 POWERSHARES ETF TRUS DYNAMIC OTC 73935X203 12991 249015 SH DEFINED 15,23,24 221671 0 27344 POWERSHARES ETF TRUS FINL PFD PT 73935X229 2737 109469 SH DEFINED 15,23,24 78806 0 30663 POWERSHARES ETF TRUS FTSERAFI FI 73935X237 285 5264 SH DEFINED 15,23,24 3934 0 1330 POWERSHARES ETF TRUS CLEANTECH P 73935X278 200 7966 SH DEFINED 15,23,24 6852 0 1114 POWERSHARES ETF TRUS HI YLD EQ D 73935X302 30 1800 SH DEFINED 12 1800 0 0 POWERSHARES ETF TRUS HI YLD EQ D 73935X302 10782 656650 SH DEFINED 15,23,24 541845 0 114805 POWERSHARES ETF TRUS HLTHCR SVC 73935X328 287 11262 SH DEFINED 15,23,24 11034 0 228 POWERSHARES ETF TRUS TECH SECT P 73935X344 332 12815 SH DEFINED 15,23,24 12815 0 0 POWERSHARES ETF TRUS HLTHCR SEC 73935X351 344 13269 SH DEFINED 15,23,24 13269 0 0 POWERSHARES ETF TRUS INDL SECT P 73935X369 360 13434 SH DEFINED 15,23,24 13434 0 0 POWERSHARES ETF TRUS FINL SECT P 73935X377 339 13081 SH DEFINED 15,23,24 13081 0 0 POWERSHARES ETF TRUS ENERGY SEC 73935X385 412 14778 SH DEFINED 15,23,24 14658 0 120 POWERSHARES ETF TRUS CON STAPLE 73935X393 1159 44061 SH DEFINED 15,23,24 41491 0 2570 POWERSHARES ETF TRUS GOLDEN DRG 73935X401 3865 184218 SH DEFINED 15,23,24 168377 0 15841 POWERSHARES ETF TRUS BASIC MAT S 73935X427 369 13318 SH DEFINED 15,23,24 11510 0 1808 POWERSHARES ETF TRUS MAGNIQUANT 73935X468 16 600 SH DEFINED 12 600 0 0 POWERSHARES ETF TRUS MAGNIQUANT 73935X468 3432 129230 SH DEFINED 15,23,24 100594 0 28636 POWERSHARES ETF TRUS FTSE TELE T 73935X484 392 7235 SH DEFINED 15,23,24 4997 0 2238 POWERSHARES ETF TRUS WNDRHLL CLN 73935X500 8 464 SH DEFINED 12 464 0 0 POWERSHARES ETF TRUS WNDRHLL CLN 73935X500 447 25800 SH CALL DEFINED 14,15,23 25800 0 0 POWERSHARES ETF TRUS WNDRHLL CLN 73935X500 97 5600 SH PUT DEFINED 14,15,23 5600 0 0 POWERSHARES ETF TRUS WNDRHLL CLN 73935X500 13316 768829 SH DEFINED 15,23,24 637403 0 131425 POWERSHARES ETF TRUS FTSE HLTHCA 73935X518 263 5226 SH DEFINED 15,23,24 3871 0 1355 POWERSHARES ETF TRUS FTSE BSIC M 73935X542 313 5621 SH DEFINED 15,23,24 4425 0 1196 POWERSHARES ETF TRUS FTSERAFI EN 73935X559 788 13718 SH DEFINED 15,23,24 8356 0 5362 POWERSHARES ETF TRUS FTSE US1500 73935X567 358 6577 SH DEFINED 15,23,24 5577 0 1000 POWERSHARES ETF TRUS WATER RESOU 73935X575 13 700 SH DEFINED 6,10,11 700 0 0 POWERSHARES ETF TRUS WATER RESOU 73935X575 19 1045 SH DEFINED 12 1045 0 0 POWERSHARES ETF TRUS WATER RESOU 73935X575 22523 1223398 SH DEFINED 15,23,24 1018914 0 204483 POWERSHARES ETF TRUS FTSE RAFI 1 73935X583 29 500 SH DEFINED 12 500 0 0 POWERSHARES ETF TRUS FTSE RAFI 1 73935X583 11668 201103 SH DEFINED 15,23,24 186030 0 15073 POWERSHARES ETF TRUS DYN UTIL PO 73935X591 2096 110773 SH DEFINED 15,23,24 90571 0 20202 POWERSHARES ETF TRUS DYNM LRG CP 73935X609 25496 1524781 SH DEFINED 15,23,24 1378099 0 146681 POWERSHARES ETF TRUS DYN RETAIL 73935X617 1259 64294 SH DEFINED 15,23,24 52461 0 11833 POWERSHARES ETF TRUS DYN OIL SVC 73935X625 3345 168278 SH DEFINED 15,23,24 148468 0 19810 POWERSHARES ETF TRUS LX NANOTCH 73935X633 17 1000 SH DEFINED 12 1000 0 0 POWERSHARES ETF TRUS LX NANOTCH 73935X633 3069 178116 SH DEFINED 15,23,24 136803 0 41313 POWERSHARES ETF TRUS DYN INS PTF 73935X641 530 28752 SH DEFINED 15,23,24 20693 0 8059 POWERSHARES ETF TRUS DYN EN EX P 73935X658 2784 147677 SH DEFINED 15,23,24 126489 0 21188 POWERSHARES ETF TRUS DYN BLDG CN 73935X666 743 45085 SH DEFINED 15,23,24 43683 0 1402 POWERSHARES ETF TRUS ZACKS SML P 73935X674 1065 39609 SH DEFINED 15,23,24 32855 0 6754 POWERSHARES ETF TRUS VAL LINE TI 73935X682 10489 656413 SH DEFINED 15,23,24 605899 0 50514 POWERSHARES ETF TRUS AERSPC DEF 73935X690 1379 74274 SH DEFINED 15,23,24 65785 0 8489 POWERSHARES ETF TRUS DYNM LRG CP 73935X708 18940 958025 SH DEFINED 15,23,24 879762 0 78262 POWERSHARES ETF TRUS INTL DIV AC 73935X716 23464 1237553 SH DEFINED 15,23,24 1047598 0 189955 POWERSHARES ETF TRUS HI GRW RT D 73935X724 1124 66706 SH DEFINED 15,23,24 64071 0 2635 POWERSHARES ETF TRUS DIV ACHV PR 73935X732 1497 87384 SH DEFINED 15,23,24 71671 0 15713 POWERSHARES ETF TRUS ZACKS MC PR 73935X740 18 1000 SH DEFINED 12 1000 0 0 POWERSHARES ETF TRUS ZACKS MC PR 73935X740 8602 481619 SH DEFINED 15,23,24 429581 0 52038 POWERSHARES ETF TRUS DYN LSR & E 73935X757 3802 211591 SH DEFINED 15,23,24 146929 0 64662 POWERSHARES ETF TRUS DYNAMIC TEL 73935X765 2446 127488 SH DEFINED 15,23,24 93724 0 33764 POWERSHARES ETF TRUS DYN SFTWR P 73935X773 26211 1363750 SH DEFINED 15,23,24 1228326 0 135424 POWERSHARES ETF TRUS DYN SEMCT P 73935X781 11 616 SH DEFINED 12 616 0 0 POWERSHARES ETF TRUS DYN SEMCT P 73935X781 16916 984040 SH DEFINED 15,23,24 879775 0 104265 POWERSHARES ETF TRUS DYN PHRMA P 73935X799 3917 215450 SH DEFINED 15,23,24 189657 0 25792 POWERSHARES ETF TRUS DYNM MC GRW 73935X807 7296 383615 SH DEFINED 15,23,24 345271 0 38343 POWERSHARES ETF TRUS DYN NETWKG 73935X815 312 17798 SH DEFINED 15,23,24 16580 0 1218 POWERSHARES ETF TRUS DYN MEDIA P 73935X823 1067 66003 SH DEFINED 15,23,24 59249 0 6754 POWERSHARES ETF TRUS DYNAMIC HAR 73935X831 1445 83550 SH DEFINED 15,23,24 72576 0 10974 POWERSHARES ETF TRUS DYN FD & BE 73935X849 1356 82580 SH DEFINED 15,23,24 75667 0 6913 POWERSHARES ETF TRUS DYN BIOT & 73935X856 9 525 SH DEFINED 12 525 0 0 POWERSHARES ETF TRUS DYN BIOT & 73935X856 28090 1587023 SH DEFINED 15,23,24 1402850 0 184173 POWERSHARES ETF TRUS DYNM SM CP 73935X864 4836 267061 SH DEFINED 15,23,24 230234 0 36827 POWERSHARES ETF TRUS DYNM SM CP 73935X872 9 500 SH DEFINED 12 500 0 0 POWERSHARES ETF TRUS DYNM SM CP 73935X872 4366 247521 SH DEFINED 15,23,24 203747 0 43774 POWERSHARES ETF TRUS DYMN MC VAL 73935X880 4728 254744 SH DEFINED 15,23,24 228234 0 26509 POWERSHARES DB G10 C COM UT BEN 73935Y102 9376 361301 SH DEFINED 15,23,24 335710 0 25591 POWERWAVE TECHNOLOGI COM 739363109 0 13 SH DEFINED 6,10 13 0 0 POWERWAVE TECHNOLOGI COM 739363109 308 47750 SH DEFINED 6,10,11 47750 0 0 POWERWAVE TECHNOLOGI COM 739363109 62 9648 SH DEFINED 12 9648 0 0 POWERWAVE TECHNOLOGI COM 739363109 517 80142 SH DEFINED 14,15,23 80142 0 0 POWERWAVE TECHNOLOGI COM 739363109 709 109900 SH CALL DEFINED 14,15,23 109900 0 0 POWERWAVE TECHNOLOGI COM 739363109 1152 178600 SH PUT DEFINED 14,15,23 178600 0 0 POWERWAVE TECHNOLOGI COM 739363109 1046 162233 SH DEFINED 15,23,24 150025 0 12208 POZEN INC COM 73941U102 47 2780 SH DEFINED 12 2780 0 0 POZEN INC COM 73941U102 25 1497 SH DEFINED 15,23,24 1455 0 42 POZEN INC COM 73941U102 2039 120000 SH DEFINED 30,38 120000 0 0 PRAXAIR INC COM 74005P104 1738 29289 SH DEFINED 6,10 29289 0 0 PRAXAIR INC COM 74005P104 95 1605 SH DEFINED 6,10,11 1605 0 0 PRAXAIR INC COM 74005P104 16761 282501 SH DEFINED 12 282501 0 0 PRAXAIR INC COM 74005P104 32756 552095 SH DEFINED 15,23,24 470442 0 81653 PRAXAIR INC COM 74005P104 504 8500 SH DEFINED 29 8500 0 0 PRE PAID LEGAL SVCS COM 740065107 92 2361 SH DEFINED 6,10 2361 0 0 PRE PAID LEGAL SVCS COM 740065107 322 8224 SH DEFINED 15,23,24 8224 0 0 PRECISION CASTPARTS COM 740189105 480 6128 SH DEFINED 6,10 6128 0 0 PRECISION CASTPARTS COM 740189105 3 39 SH DEFINED 6,10,11 39 0 0 PRECISION CASTPARTS COM 740189105 61 773 SH DEFINED 12 773 0 0 PRECISION CASTPARTS COM 740189105 6472 82672 SH DEFINED 15,23,24 43702 0 38970 PRECISION DRILLING T TR UNIT 740215108 19 840 SH DEFINED 6,10 840 0 0 PRECISION DRILLING T TR UNIT 740215108 6 260 SH DEFINED 12 260 0 0 PRECISION DRILLING T TR UNIT 740215108 5691 245736 SH DEFINED 14,15,23 245736 0 0 PRECISION DRILLING T TR UNIT 740215108 419 18100 SH CALL DEFINED 14,15,23 18100 0 0 PRECISION DRILLING T TR UNIT 740215108 6573 283800 SH PUT DEFINED 14,15,23 283800 0 0 PRECISION DRILLING T TR UNIT 740215108 2768 119500 SH DEFINED 15,23,24 109519 0 9981 PRECISION DRILLING T TR UNIT 740215108 218 9400 SH DEFINED 29 9400 0 0 PREMIERE GLOBAL SVCS COM 740585104 39 4164 SH DEFINED 12 4164 0 0 PREMIERE GLOBAL SVCS COM 740585104 5994 635000 SH DEFINED 13,30 635000 0 0 PREMIERE GLOBAL SVCS COM 740585104 4777 506090 SH DEFINED 15,23,24 506090 0 0 PREMIERE GLOBAL SVCS COM 740585104 220 23300 SH DEFINED 30,38 23300 0 0 PRESIDENTIAL LIFE CO COM 740884101 119 5418 SH DEFINED 6,10 5418 0 0 PRESIDENTIAL LIFE CO COM 740884101 6 277 SH DEFINED 12 277 0 0 PRESIDENTIAL LIFE CO COM 740884101 4999 227764 SH DEFINED 15,23,24 198690 0 29074 PRICE T ROWE GROUP I COM 74144T108 3065 70028 SH DEFINED 6,10 70028 0 0 PRICE T ROWE GROUP I COM 74144T108 1483 33890 SH DEFINED 6,10,11 33890 0 0 PRICE T ROWE GROUP I COM 74144T108 1549 35383 SH DEFINED 12 35383 0 0 PRICE T ROWE GROUP I COM 74144T108 2451 56000 SH CALL DEFINED 14,15,23 56000 0 0 PRICE T ROWE GROUP I COM 74144T108 1094 25000 SH PUT DEFINED 14,15,23 25000 0 0 PRICE T ROWE GROUP I COM 74144T108 17360 396629 SH DEFINED 15,23,24 247141 0 149487 PRICE T ROWE GROUP I COM 74144T108 1094 25000 SH CALL DEFINED 15,23,24 25000 0 0 PRICE T ROWE GROUP I COM 74144T108 1468 33536 SH DEFINED 30,38 33536 0 0 PRICELINE COM INC COM NEW 741503403 245 5616 SH DEFINED 6,10 5616 0 0 PRICELINE COM INC COM NEW 741503403 314 7200 SH DEFINED 6,10,11 7200 0 0 PRICELINE COM INC COM NEW 741503403 6 130 SH DEFINED 12 130 0 0 PRICELINE COM INC COM NEW 741503403 9934 227800 SH CALL DEFINED 14,15,23 227800 0 0 PRICELINE COM INC COM NEW 741503403 5669 130000 SH PUT DEFINED 14,15,23 130000 0 0 PRICELINE COM INC COM NEW 741503403 1789 41028 SH DEFINED 15,23,24 38992 0 2036 PRICELINE COM INC COM NEW 741503403 193 4423 SH DEFINED 30,38 4423 0 0 PRIDE INTL INC DEL NOTE 3.250 74153QAD4 10490 8350000 PRN DEFINED 15,23,24 8350000 0 0 PRIDE INTL INC DEL COM 74153Q102 210 7012 SH DEFINED 6,10 7012 0 0 PRIDE INTL INC DEL COM 74153Q102 10 333 SH DEFINED 6,10,11 333 0 0 PRIDE INTL INC DEL COM 74153Q102 1 35 SH DEFINED 12 35 0 0 PRIDE INTL INC DEL COM 74153Q102 29 972 SH DEFINED 14,15,23 972 0 0 PRIDE INTL INC DEL COM 74153Q102 7478 249200 SH CALL DEFINED 14,15,23 249200 0 0 PRIDE INTL INC DEL COM 74153Q102 4880 162600 SH PUT DEFINED 14,15,23 162600 0 0 PRIDE INTL INC DEL COM 74153Q102 4220 140634 SH DEFINED 15,23,24 131596 0 9038 PRIDE INTL INC DEL COM 74153Q102 18231 607500 SH CALL DEFINED 15,23,24 607500 0 0 PRIDE INTL INC DEL COM 74153Q102 1320 43970 SH DEFINED 30,38 43970 0 0 PRIMEWEST ENERGY TR TR UNIT NEW 741930309 21 1131 SH DEFINED 6,10 1131 0 0 PRIMEWEST ENERGY TR TR UNIT NEW 741930309 9 500 SH DEFINED 12 500 0 0 PRIMEWEST ENERGY TR TR UNIT NEW 741930309 1017 55078 SH DEFINED 15,23,24 52355 0 2723 PRINCIPAL FINANCIAL COM 74251V102 1436 24471 SH DEFINED 6,10 24471 0 0 PRINCIPAL FINANCIAL COM 74251V102 197 3351 SH DEFINED 12 3351 0 0 PRINCIPAL FINANCIAL COM 74251V102 19874 338571 SH DEFINED 15,23,24 273262 0 65308 PRINCIPAL FINANCIAL COM 74251V102 591 10060 SH DEFINED 30,38 10060 0 0 PROASSURANCE CORP COM 74267C106 418 8365 SH DEFINED 6,10 8365 0 0 PROASSURANCE CORP COM 74267C106 87 1748 SH DEFINED 12 1748 0 0 PROASSURANCE CORP COM 74267C106 590 11827 SH DEFINED 15,23,24 10500 0 1327 PROASSURANCE CORP COM 74267C106 45 900 SH DEFINED 30,38 900 0 0 PROCTER & GAMBLE CO COM 742718109 432 6729 SH DEFINED 3,8 0 0 6729 PROCTER & GAMBLE CO COM 742718109 81704 1271263 SH DEFINED 6,10 1271263 0 0 PROCTER & GAMBLE CO COM 742718109 5153 80170 SH DEFINED 6,10,11 75620 0 4550 PROCTER & GAMBLE CO COM 742718109 122923 1912607 SH DEFINED 12 1912607 0 0 PROCTER & GAMBLE CO COM 742718109 5433 84539 SH DEFINED 14,15,23 84539 0 0 PROCTER & GAMBLE CO COM 742718109 42566 662300 SH CALL DEFINED 14,15,23 662300 0 0 PROCTER & GAMBLE CO COM 742718109 45073 701300 SH PUT DEFINED 14,15,23 701300 0 0 PROCTER & GAMBLE CO COM 742718109 424727 6608483 SH DEFINED 15,23,24 5150873 0 1457609 PROCTER & GAMBLE CO COM 742718109 57451 893900 SH CALL DEFINED 15,23,24 893900 0 0 PROCTER & GAMBLE CO COM 742718109 28671 446100 SH PUT DEFINED 15,23,24 446100 0 0 PROCTER & GAMBLE CO COM 742718109 9983 155327 SH DEFINED 15,18,23,25,26 155327 0 0 PROCTER & GAMBLE CO COM 742718109 228 3540 SH DEFINED 29 3540 0 0 PRIVATEBANCORP INC COM 742962103 188 4527 SH DEFINED 6,10 4527 0 0 PRIVATEBANCORP INC COM 742962103 38 910 SH DEFINED 12 910 0 0 PRIVATEBANCORP INC COM 742962103 1269 30474 SH DEFINED 15,23,24 29831 0 643 PRIVATEBANCORP INC COM 742962103 65 1550 SH DEFINED 29 1550 0 0 PROGRESS ENERGY INC COM 743263105 1124 22904 SH DEFINED 6,10 22904 0 0 PROGRESS ENERGY INC COM 743263105 181 3688 SH DEFINED 6,10,11 2988 0 700 PROGRESS ENERGY INC COM 743263105 4431 90285 SH DEFINED 12 90285 0 0 PROGRESS ENERGY INC COM 743263105 23231 473339 SH DEFINED 15,23,24 428936 0 44402 PROGRESS ENERGY INC COM 743263105 190 3870 SH DEFINED 30,38 3870 0 0 PROGRESS SOFTWARE CO COM 743312100 299 10712 SH DEFINED 6,10 10712 0 0 PROGRESS SOFTWARE CO COM 743312100 145 5206 SH DEFINED 15,23,24 4516 0 690 PROGRESS SOFTWARE CO COM 743312100 1 37 SH DEFINED 30,38 37 0 0 PROGRESSIVE CORP OHI COM 743315103 1982 81824 SH DEFINED 6,10 81824 0 0 PROGRESSIVE CORP OHI COM 743315103 12 500 SH DEFINED 6,10,11 500 0 0 PROGRESSIVE CORP OHI COM 743315103 868 35828 SH DEFINED 12 35828 0 0 PROGRESSIVE CORP OHI COM 743315103 4195 173200 SH CALL DEFINED 14,15,23 173200 0 0 PROGRESSIVE CORP OHI COM 743315103 654 27000 SH PUT DEFINED 14,15,23 27000 0 0 PROGRESSIVE CORP OHI COM 743315103 7137 294662 SH DEFINED 15,23,24 235262 0 59400 PROGRESSIVE CORP OHI COM 743315103 2747 113420 SH DEFINED 30,38 113420 0 0 PROGRESSIVE GAMING I COM 74332S102 80 8811 SH DEFINED 12 8811 0 0 PROGRESSIVE GAMING I COM 74332S102 984 108500 SH DEFINED 15,23 108500 0 0 PROGRESSIVE GAMING I COM 74332S102 1555 171434 SH DEFINED 15,23,24 146076 0 25358 PROLOGIS SH BEN INT 743410102 2286 37620 SH DEFINED 6,10 37620 0 0 PROLOGIS SH BEN INT 743410102 698 11482 SH DEFINED 12 11482 0 0 PROLOGIS SH BEN INT 743410102 5463 89900 SH DEFINED 13,30 89900 0 0 PROLOGIS SH BEN INT 743410102 23368 384534 SH DEFINED 15,23,24 298852 0 85681 PROLOGIS SH BEN INT 743410102 238 3920 SH DEFINED 15,18,23,25,26 3920 0 0 PROLOGIS SH BEN INT 743410102 30 500 SH DEFINED 30,38 500 0 0 PROSHARES TR SHORT S&P 5 74347R503 23790 381862 SH DEFINED 15,23,24 334576 0 47286 PROSHARES TR SHORT QQQ P 74347R602 24316 386587 SH DEFINED 15,23,24 351212 0 35375 PROSHARES TR SHORT DOW 3 74347R701 15701 251014 SH DEFINED 15,23,24 223212 0 27802 PROSHARES TR SHORT MDCAP 74347R800 46251 727338 SH DEFINED 15,23,24 640375 0 86963 PROSHARES TR ULTRASHORT 74347R875 643 11800 SH DEFINED 15,23,24 11075 0 725 PROSPECT ENERGY CORP COM 74348T102 2593 151359 SH DEFINED 15,23,24 134880 0 16479 PROSPECT STREET INCO COM 743590101 52 8594 SH DEFINED 15,23,24 8594 0 0 PROSPECT STREET INCO COM 743590101 32 5300 SH DEFINED 15,18,23,25,26 5300 0 0 PROSPERITY BANCSHARE COM 743606105 225 6525 SH DEFINED 6,10 6525 0 0 PROSPERITY BANCSHARE COM 743606105 627 18174 SH DEFINED 15,23,24 13464 0 4710 PROTECTIVE LIFE CORP COM 743674103 143 3005 SH DEFINED 6,10 3005 0 0 PROTECTIVE LIFE CORP COM 743674103 16 340 SH DEFINED 6,10,11 340 0 0 PROTECTIVE LIFE CORP COM 743674103 7862 165515 SH DEFINED 12 165515 0 0 PROTECTIVE LIFE CORP COM 743674103 6199 130500 SH DEFINED 15,23,24 120484 0 10016 PROTECTIVE LIFE CORP COM 743674103 3800 80000 SH DEFINED 30,38 80000 0 0 PROVIDENT BANKSHARES COM 743859100 293 8237 SH DEFINED 6,10 8237 0 0 PROVIDENT BANKSHARES COM 743859100 132 3716 SH DEFINED 6,10,11 3716 0 0 PROVIDENT BANKSHARES COM 743859100 60 1696 SH DEFINED 12 1696 0 0 PROVIDENT BANKSHARES COM 743859100 1923 54023 SH DEFINED 15,23,24 43004 0 11019 PROVIDENT BANKSHARES COM 743859100 75 2100 SH DEFINED 29 2100 0 0 PROVIDENT ENERGY TR TR UNIT 74386K104 29 2634 SH DEFINED 6,10 2634 0 0 PROVIDENT ENERGY TR TR UNIT 74386K104 458 42000 SH DEFINED 12 42000 0 0 PROVIDENT ENERGY TR TR UNIT 74386K104 8193 750832 SH DEFINED 15,23,24 629092 0 121739 PROVIDENT FINL SVCS COM 74386T105 13 700 SH DEFINED 12 700 0 0 PROVIDENT FINL SVCS COM 74386T105 418 23058 SH DEFINED 15,23,24 18921 0 4137 PROVIDENT FINL SVCS COM 74386T105 60 3300 SH DEFINED 30,38 3300 0 0 PROVIDENT NEW YORK B COM 744028101 11 756 SH DEFINED 12 756 0 0 PROVIDENT NEW YORK B COM 744028101 273 18202 SH DEFINED 15,23,24 7005 0 11197 PROXYMED INC COM NEW 744290305 65 14135 SH DEFINED 15,23,24 9600 0 4535 PRUDENTIAL FINL INC COM 744320102 4578 53325 SH DEFINED 6,10 53325 0 0 PRUDENTIAL FINL INC COM 744320102 629 7322 SH DEFINED 6,10,11 7322 0 0 PRUDENTIAL FINL INC COM 744320102 8751 101919 SH DEFINED 12 101919 0 0 PRUDENTIAL FINL INC COM 744320102 16519 192400 SH CALL DEFINED 14,15,23 192400 0 0 PRUDENTIAL FINL INC COM 744320102 16167 188300 SH PUT DEFINED 14,15,23 188300 0 0 PRUDENTIAL FINL INC COM 744320102 173737 2023493 SH DEFINED 15,23,24 1859457 0 164036 PRUDENTIAL FINL INC COM 744320102 42982 500600 SH CALL DEFINED 15,23,24 500600 0 0 PRUDENTIAL FINL INC COM 744320102 86 1000 SH PUT DEFINED 15,23,24 1000 0 0 PRUDENTIAL FINL INC COM 744320102 3529 41099 SH DEFINED 30,38 41099 0 0 PRUDENTIAL PLC ADR 74435K204 26 930 SH DEFINED 12 930 0 0 PRUDENTIAL PLC ADR 74435K204 811 29233 SH DEFINED 15,23,24 26683 0 2550 PRUDENTIAL PLC ADR 74435K204 474 17100 SH DEFINED 29 17100 0 0 PT INDOSAT TBK SPONSORED A 744383100 559 14510 SH DEFINED 15,23,24 12310 0 2200 PT INDOSAT TBK SPONSORED A 744383100 150 3900 SH DEFINED 15,18,23,25,26 3900 0 0 PSYCHIATRIC SOLUTION COM 74439H108 0 6 SH DEFINED 6,10 6 0 0 PSYCHIATRIC SOLUTION COM 74439H108 126 3358 SH DEFINED 12 3358 0 0 PSYCHIATRIC SOLUTION COM 74439H108 9131 243355 SH DEFINED 15,23,24 195261 0 48094 PSYCHIATRIC SOLUTION COM 74439H108 77 2063 SH DEFINED 30,38 2063 0 0 PUBLIC SVC ENTERPRIS COM 744573106 1544 23266 SH DEFINED 6,10 23266 0 0 PUBLIC SVC ENTERPRIS COM 744573106 194 2927 SH DEFINED 6,10,11 2927 0 0 PUBLIC SVC ENTERPRIS COM 744573106 528 7958 SH DEFINED 12 7958 0 0 PUBLIC SVC ENTERPRIS COM 744573106 15981 240748 SH DEFINED 15,23,24 210625 0 30122 PUBLIC SVC ENTERPRIS COM 744573106 20 300 SH PUT DEFINED 15,23,24 300 0 0 PUBLIC SVC ENTERPRIS COM 744573106 199 2997 SH DEFINED 15,18,23,25,26 2997 0 0 PUBLIC SVC ENTERPRIS COM 744573106 664 10000 SH DEFINED 30,38 10000 0 0 PUBLIC STORAGE INC COM 74460D109 1832 18791 SH DEFINED 6,10 18791 0 0 PUBLIC STORAGE INC COM 74460D109 345 3536 SH DEFINED 12 3536 0 0 PUBLIC STORAGE INC COM 74460D109 7342 75300 SH DEFINED 13,30 75300 0 0 PUBLIC STORAGE INC COM 74460D109 4646 47650 SH DEFINED 15,23,24 32821 0 14829 PUBLIC STORAGE INC COM 74460D109 49 500 SH CALL DEFINED 15,23,24 500 0 0 PUBLIC STORAGE INC COM 74460D109 189 1941 SH DEFINED 15,18,23,25,26 1941 0 0 PUBLIC STORAGE INC COM A DP1/1 74460D729 427 16258 SH DEFINED 15,23,24 15003 0 1254 PUGET ENERGY INC NEW COM 745310102 127 5000 SH DEFINED 6,10 5000 0 0 PUGET ENERGY INC NEW COM 745310102 29 1147 SH DEFINED 12 1147 0 0 PUGET ENERGY INC NEW COM 745310102 16109 635222 SH DEFINED 15,23,24 623934 0 11288 PUGET ENERGY INC NEW COM 745310102 145 5700 SH DEFINED 30,38 5700 0 0 PULTE HOMES INC COM 745867101 9090 274446 SH DEFINED 6,10 274446 0 0 PULTE HOMES INC COM 745867101 3 102 SH DEFINED 6,10,11 102 0 0 PULTE HOMES INC COM 745867101 91 2742 SH DEFINED 12 2742 0 0 PULTE HOMES INC COM 745867101 12857 388200 SH CALL DEFINED 14,15,23 388200 0 0 PULTE HOMES INC COM 745867101 18700 564600 SH PUT DEFINED 14,15,23 564600 0 0 PULTE HOMES INC COM 745867101 5083 153461 SH DEFINED 15,23,24 130105 0 23356 PULTE HOMES INC COM 745867101 1752 52900 SH CALL DEFINED 15,23,24 52900 0 0 PULTE HOMES INC COM 745867101 1656 50000 SH PUT DEFINED 15,23,24 50000 0 0 PULTE HOMES INC COM 745867101 711 21480 SH DEFINED 30,38 21480 0 0 PUTMAN HIGH INCOME S SHS BEN INT 746779107 975 113580 SH DEFINED 15,23,24 100888 0 12692 PUTNAM HIGH YIELD MU SH BEN INT 746781103 1643 226611 SH DEFINED 15,23,24 197525 0 29086 PUTNAM INVT GRADE MU COM 746805100 115 11437 SH DEFINED 15,23,24 10428 0 1009 PUTNAM MANAGED MUN I COM 746823103 1463 190465 SH DEFINED 15,23,24 190465 0 0 PUTNAM MUN BD FD INC SH BEN INT 74683V100 160 12886 SH DEFINED 15,23,24 10120 0 2766 PUTNAM PREMIER INCOM SH BEN INT 746853100 181 28150 SH DEFINED 6,10,11 28150 0 0 PUTNAM PREMIER INCOM SH BEN INT 746853100 13810 2147798 SH DEFINED 15,23,24 1370693 0 777105 PUTNAM PREMIER INCOM SH BEN INT 746853100 154 24000 SH DEFINED 15,18,23,25,26 24000 0 0 QIMONDA AG SPONSORED A 746904101 151 8648 SH DEFINED 15,23,24 1598 0 7050 QIMONDA AG SPONSORED A 746904101 142 8100 SH DEFINED 29 8100 0 0 QIMONDA AG SPONSORED A 746904101 6969 398000 SH DEFINED 30,38 398000 0 0 PUTNAM MASTER INTER SH BEN INT 746909100 140 21758 SH DEFINED 12 21758 0 0 PUTNAM MASTER INTER SH BEN INT 746909100 6851 1067105 SH DEFINED 15,23,24 829975 0 237129 PUTNAM MASTER INTER SH BEN INT 746909100 58 9000 SH DEFINED 15,18,23,25,26 9000 0 0 PUTNAM TAX FREE HEAL SH BEN INT 746920107 734 55744 SH DEFINED 15,23,24 37909 0 17834 QLT INC COM 746927102 9 1035 SH DEFINED 6,10 1035 0 0 QLT INC COM 746927102 2 200 SH CALL DEFINED 14,15,23 200 0 0 QLT INC COM 746927102 561 66285 SH DEFINED 15,23,24 65799 0 486 QLT INC COM 746927102 530 62700 SH CALL DEFINED 15,23,24 62700 0 0 QLT INC COM 746927102 728 86100 SH PUT DEFINED 15,23,24 86100 0 0 QLT INC COM 746927102 446 52692 SH DEFINED 15,18,23,25,26 52692 0 0 QLOGIC CORP COM 747277101 1681 76694 SH DEFINED 6,10 76694 0 0 QLOGIC CORP COM 747277101 177 8073 SH DEFINED 12 8073 0 0 QLOGIC CORP COM 747277101 4656 212400 SH CALL DEFINED 14,15,23 212400 0 0 QLOGIC CORP COM 747277101 3911 178400 SH PUT DEFINED 14,15,23 178400 0 0 QLOGIC CORP COM 747277101 23110 1054269 SH DEFINED 15,23,24 934520 0 119749 QUAKER CHEM CORP COM 747316107 55 2497 SH DEFINED 6,10 2497 0 0 QUAKER CHEM CORP COM 747316107 740 33540 SH DEFINED 15,23,24 26181 0 7359 QUAKER FABRIC CORP N COM 747399103 1 425 SH DEFINED 14,15,23 425 0 0 QUAKER FABRIC CORP N COM 747399103 19 16200 SH DEFINED 15,23,24 16200 0 0 QUALCOMM INC COM 747525103 52671 1393771 SH DEFINED 6,10 1393771 0 0 QUALCOMM INC COM 747525103 7652 202500 SH PUT DEFINED 6,10 202500 0 0 QUALCOMM INC COM 747525103 2573 68093 SH DEFINED 6,10,11 67918 0 175 QUALCOMM INC COM 747525103 12926 342042 SH DEFINED 12 342042 0 0 QUALCOMM INC COM 747525103 4045 107034 SH DEFINED 14,15,23 107034 0 0 QUALCOMM INC COM 747525103 40273 1065700 SH CALL DEFINED 14,15,23 1065700 0 0 QUALCOMM INC COM 747525103 46055 1218700 SH PUT DEFINED 14,15,23 1218700 0 0 QUALCOMM INC COM 747525103 203 5375 SH DEFINED 2,5,6,9,10,17,19,20,27 5375 0 0 QUALCOMM INC COM 747525103 78063 2065706 SH DEFINED 15,23,24 1632181 0 433524 QUALCOMM INC COM 747525103 44649 1181500 SH CALL DEFINED 15,23,24 1181500 0 0 QUALCOMM INC COM 747525103 4263 112800 SH PUT DEFINED 15,23,24 112800 0 0 QUALCOMM INC COM 747525103 4260 112727 SH DEFINED 15,18,23,25,26 112727 0 0 QUALCOMM INC COM 747525103 1047 27700 SH DEFINED 29 27700 0 0 QUALCOMM INC COM 747525103 3072 81300 SH DEFINED 30,38 81300 0 0 QUALITY SYS INC COM 747582104 159 4275 SH DEFINED 6,10 4275 0 0 QUALITY SYS INC COM 747582104 1081 29005 SH DEFINED 15,23,24 26047 0 2958 QUANTA SVCS INC COM 74762E102 4 210 SH DEFINED 6,10 210 0 0 QUANTA SVCS INC COM 74762E102 2 105 SH DEFINED 12 105 0 0 QUANTA SVCS INC COM 74762E102 1017 51700 SH CALL DEFINED 14,15,23 51700 0 0 QUANTA SVCS INC COM 74762E102 136 6900 SH PUT DEFINED 14,15,23 6900 0 0 QUANTA SVCS INC COM 74762E102 407 20693 SH DEFINED 15,23,24 17243 0 3450 QUANTA SVCS INC COM 74762E102 2557 130000 SH PUT DEFINED 15,23,24 130000 0 0 QUANTA SVCS INC COM 74762E102 1696 86200 SH DEFINED 30,38 86200 0 0 QUANEX CORP COM 747620102 326 9411 SH DEFINED 6,10 9411 0 0 QUANEX CORP COM 747620102 227 6570 SH DEFINED 6,10,11 6470 0 100 QUANEX CORP COM 747620102 373 10797 SH DEFINED 15,23,24 10617 0 180 QUANEX CORP COM 747620102 275 7950 SH DEFINED 30,38 7950 0 0 QUANTUM FUEL SYS TEC COM 74765E109 93 58252 SH DEFINED 15,23,24 57915 0 337 QUANTUM CORP COM DSSG 747906204 18 7955 SH DEFINED 12 7955 0 0 QUANTUM CORP COM DSSG 747906204 3734 1609513 SH DEFINED 15,23,24 1402949 0 206564 Q MED COM 747914109 63 13665 SH DEFINED 15,23,24 665 0 13000 QUEBECOR WORLD INC COM NON-VTG 748203106 13 1163 SH DEFINED 6,10 1163 0 0 QUEBECOR WORLD INC COM NON-VTG 748203106 209 18115 SH DEFINED 12 18115 0 0 QUEBECOR WORLD INC COM NON-VTG 748203106 97 8355 SH DEFINED 15,23,24 7300 0 1055 QUEST DIAGNOSTICS IN COM 74834L100 741 13982 SH DEFINED 6,10 13982 0 0 QUEST DIAGNOSTICS IN COM 74834L100 2971 56055 SH DEFINED 6,10,11 55180 0 875 QUEST DIAGNOSTICS IN COM 74834L100 1782 33630 SH DEFINED 12 33630 0 0 QUEST DIAGNOSTICS IN COM 74834L100 1468 27690 SH DEFINED 14,15,23 27690 0 0 QUEST DIAGNOSTICS IN COM 74834L100 10420 196600 SH CALL DEFINED 14,15,23 196600 0 0 QUEST DIAGNOSTICS IN COM 74834L100 10309 194500 SH PUT DEFINED 14,15,23 194500 0 0 QUEST DIAGNOSTICS IN COM 74834L100 10321 194731 SH DEFINED 15,23,24 161636 0 33095 QUEST DIAGNOSTICS IN COM 74834L100 615 11600 SH DEFINED 30,38 11600 0 0 QUEST SOFTWARE INC COM 74834T103 124 8436 SH DEFINED 6,10 8436 0 0 QUEST SOFTWARE INC COM 74834T103 3 195 SH DEFINED 12 195 0 0 QUEST SOFTWARE INC COM 74834T103 26 1746 SH DEFINED 15,23,24 1746 0 0 QUEST SOFTWARE INC COM 74834T103 272 18600 SH DEFINED 29 18600 0 0 QUEST SOFTWARE INC COM 74834T103 476 32483 SH DEFINED 30,38 32483 0 0 QUESTAR CORP COM 748356102 963 11600 SH DEFINED 6,10 11600 0 0 QUESTAR CORP COM 748356102 6 67 SH DEFINED 6,10,11 67 0 0 QUESTAR CORP COM 748356102 574 6910 SH DEFINED 12 6910 0 0 QUESTAR CORP COM 748356102 10356 124700 SH CALL DEFINED 14,15,23 124700 0 0 QUESTAR CORP COM 748356102 7931 95500 SH PUT DEFINED 14,15,23 95500 0 0 QUESTAR CORP COM 748356102 10665 128416 SH DEFINED 15,23,24 103178 0 25238 QUESTAR CORP COM 748356102 280 3370 SH DEFINED 30,38 3370 0 0 QUICKLOGIC CORP COM 74837P108 147 49489 SH DEFINED 15,23,24 26251 0 23238 QUICKSILVER RESOURCE COM 74837R104 0 6 SH DEFINED 6,10 6 0 0 QUICKSILVER RESOURCE COM 74837R104 2 53 SH DEFINED 12 53 0 0 QUICKSILVER RESOURCE COM 74837R104 3407 93100 SH CALL DEFINED 14,15,23 93100 0 0 QUICKSILVER RESOURCE COM 74837R104 4995 136500 SH PUT DEFINED 14,15,23 136500 0 0 QUICKSILVER RESOURCE COM 74837R104 1693 46281 SH DEFINED 15,23,24 44964 0 1317 QUICKSILVER RESOURCE COM 74837R104 209 5700 SH DEFINED 29 5700 0 0 QUICKSILVER RESOURCE COM 74837R104 399 10900 SH DEFINED 30,38 10900 0 0 QUIKSILVER INC COM 74838C106 482 30634 SH DEFINED 6,10 30634 0 0 QUIKSILVER INC COM 74838C106 171 10862 SH DEFINED 12 10862 0 0 QUIKSILVER INC COM 74838C106 6080 386052 SH DEFINED 15,23,24 291054 0 94998 QUIKSILVER INC COM 74838C106 235 14950 SH DEFINED 29 14950 0 0 QUIKSILVER INC COM 74838C106 496 31520 SH DEFINED 30,38 31520 0 0 QUIDEL CORP COM 74838J101 2 134 SH DEFINED 12 134 0 0 QUIDEL CORP COM 74838J101 610 44759 SH DEFINED 15,23,24 44759 0 0 QWEST COMMUNICATIONS NOTE 3.500 749121BY4 3284 2100000 PRN DEFINED 15,23,24 2100000 0 0 QWEST COMMUNICATIONS NOTE 3.500 749121BY4 7819 5000000 PRN DEFINED 30,38 5000000 0 0 QWEST COMMUNICATIONS COM 749121109 413 49300 SH DEFINED 3,8 0 0 49300 QWEST COMMUNICATIONS COM 749121109 1329 158825 SH DEFINED 6,10 158825 0 0 QWEST COMMUNICATIONS COM 749121109 326 39000 SH DEFINED 6,10,11 39000 0 0 QWEST COMMUNICATIONS COM 749121109 129 15406 SH DEFINED 12 15406 0 0 QWEST COMMUNICATIONS COM 749121109 1517 181300 SH CALL DEFINED 14,15,23 181300 0 0 QWEST COMMUNICATIONS COM 749121109 748 89400 SH PUT DEFINED 14,15,23 89400 0 0 QWEST COMMUNICATIONS COM 749121109 2947 352138 SH DEFINED 15,23,24 329185 0 22953 QWEST COMMUNICATIONS COM 749121109 879 105000 SH CALL DEFINED 15,23,24 105000 0 0 QWEST COMMUNICATIONS COM 749121109 3217 384300 SH DEFINED 30,38 384300 0 0 R & G FINANCIAL CORP CL B 749136107 224 29268 SH DEFINED 15,23,24 26727 0 2541 RAIT FINANCIAL TRUST COM 749227104 2153 62448 SH DEFINED 15,23,24 58848 0 3599 RCN CORP COM NEW 749361200 7766 257591 SH DEFINED 15,23,24 257591 0 0 RC2 CORP COM 749388104 232 5276 SH DEFINED 6,10 5276 0 0 RC2 CORP COM 749388104 387 8797 SH DEFINED 15,23,24 8797 0 0 R H DONNELLEY CORP COM NEW 74955W307 201 3211 SH DEFINED 6,10 3211 0 0 R H DONNELLEY CORP COM NEW 74955W307 3 48 SH DEFINED 12 48 0 0 R H DONNELLEY CORP COM NEW 74955W307 317 5047 SH DEFINED 15,23,24 4032 0 1015 RF INDS LTD COM PAR $0. 749552105 784 107450 SH DEFINED 15,23,24 94350 0 13100 RLI CORP COM 749607107 288 5105 SH DEFINED 6,10 5105 0 0 RLI CORP COM 749607107 22 395 SH DEFINED 12 395 0 0 RLI CORP COM 749607107 1089 19304 SH DEFINED 15,23,24 19304 0 0 RMR REAL ESTATE FD SH BEN INT 74963F106 502 28733 SH DEFINED 15,23,24 26336 0 2396 RMR HOSPITALITY REAL COM 74963J108 258 11258 SH DEFINED 15,23,24 9326 0 1931 RMR HOSPITALITY REAL COM 74963J108 129 5600 SH DEFINED 15,18,23,25,26 5600 0 0 RPM INTL INC NOTE 1.389 749685AK9 658 1154000 PRN DEFINED 15,23,24 1154000 0 0 RPM INTL INC COM 749685103 0 14 SH DEFINED 6,10 14 0 0 RPM INTL INC COM 749685103 70 3369 SH DEFINED 6,10,11 3369 0 0 RPM INTL INC COM 749685103 9 410 SH DEFINED 12 410 0 0 RPM INTL INC COM 749685103 4751 227443 SH DEFINED 15,23,24 173482 0 53960 RPM INTL INC COM 749685103 77 3700 SH DEFINED 29 3700 0 0 RPM INTL INC COM 749685103 662 31700 SH DEFINED 30,38 31700 0 0 RTI INTL METALS INC COM 74973W107 6 74 SH DEFINED 3,8 0 0 74 RTI INTL METALS INC COM 74973W107 450 5756 SH DEFINED 6,10 5756 0 0 RTI INTL METALS INC COM 74973W107 24 305 SH DEFINED 12 305 0 0 RTI INTL METALS INC COM 74973W107 322 4114 SH DEFINED 15,23,24 814 0 3300 RF MICRODEVICES INC COM 749941100 10 1471 SH DEFINED 6,10 1471 0 0 RF MICRODEVICES INC COM 749941100 277 40776 SH DEFINED 12 40776 0 0 RF MICRODEVICES INC COM 749941100 863 127100 SH CALL DEFINED 14,15,23 127100 0 0 RF MICRODEVICES INC COM 749941100 255 37500 SH PUT DEFINED 14,15,23 37500 0 0 RF MICRODEVICES INC COM 749941100 10350 1524348 SH DEFINED 15,23,24 1455849 0 68499 RACKABLE SYS INC COM 750077109 38 1230 SH DEFINED 12 1230 0 0 RACKABLE SYS INC COM 750077109 139 4477 SH DEFINED 14,15,23 4477 0 0 RACKABLE SYS INC COM 750077109 1369 44200 SH CALL DEFINED 14,15,23 44200 0 0 RACKABLE SYS INC COM 750077109 1666 53800 SH PUT DEFINED 14,15,23 53800 0 0 RACKABLE SYS INC COM 750077109 140 4515 SH DEFINED 15,23,24 2825 0 1690 RADIAN GROUP INC COM 750236101 2392 44377 SH DEFINED 6,10 44377 0 0 RADIAN GROUP INC COM 750236101 491 9102 SH DEFINED 12 9102 0 0 RADIAN GROUP INC COM 750236101 933 17298 SH DEFINED 15,23,24 16495 0 803 RADIAN GROUP INC COM 750236101 914 16950 SH DEFINED 30,38 16950 0 0 RADIATION THERAPY SV COM 750323206 1958 62113 SH DEFINED 15,23,24 59008 0 3105 RADIO ONE INC CL D NON VT 75040P405 131 19393 SH DEFINED 6,10 19393 0 0 RADIO ONE INC CL D NON VT 75040P405 24 3500 SH DEFINED 6,10,11 3500 0 0 RADIO ONE INC CL D NON VT 75040P405 2461 365091 SH DEFINED 15,23,24 365091 0 0 RADIO ONE INC CL D NON VT 75040P405 386 57200 SH DEFINED 30,38 57200 0 0 RADIOSHACK CORP COM 750438103 210 12520 SH DEFINED 6,10 12520 0 0 RADIOSHACK CORP COM 750438103 14 852 SH DEFINED 12 852 0 0 RADIOSHACK CORP COM 750438103 1609 95900 SH CALL DEFINED 14,15,23 95900 0 0 RADIOSHACK CORP COM 750438103 2180 129900 SH PUT DEFINED 14,15,23 129900 0 0 RADIOSHACK CORP COM 750438103 4047 241162 SH DEFINED 15,23,24 213757 0 27405 RADIOSHACK CORP COM 750438103 17 1000 SH CALL DEFINED 15,23,24 1000 0 0 RADIOSHACK CORP COM 750438103 733 43700 SH DEFINED 30,38 43700 0 0 RAE SYS INC COM 75061P102 155 48435 SH DEFINED 15,23,24 36285 0 12150 RAILAMERICA INC COM 750753105 866 53848 SH DEFINED 15,23,24 41451 0 12397 RAILAMERICA INC COM 750753105 4129 256800 SH DEFINED 30,38 256800 0 0 RAMBUS INC DEL COM 750917106 14 724 SH DEFINED 6,10 724 0 0 RAMBUS INC DEL COM 750917106 1950 103000 SH DEFINED 13,30 103000 0 0 RAMBUS INC DEL COM 750917106 5004 264342 SH DEFINED 14,15,23 264342 0 0 RAMBUS INC DEL COM 750917106 15577 822900 SH CALL DEFINED 14,15,23 822900 0 0 RAMBUS INC DEL COM 750917106 11118 587300 SH PUT DEFINED 14,15,23 587300 0 0 RAMBUS INC DEL COM 750917106 354 18704 SH DEFINED 15,23,24 18643 0 61 RAMBUS INC DEL COM 750917106 1704 90000 SH CALL DEFINED 15,23,24 90000 0 0 RAMBUS INC DEL COM 750917106 543 28700 SH PUT DEFINED 15,23,24 28700 0 0 RALCORP HLDGS INC NE COM 751028101 345 6788 SH DEFINED 6,10 6788 0 0 RALCORP HLDGS INC NE COM 751028101 129 2531 SH DEFINED 12 2531 0 0 RALCORP HLDGS INC NE COM 751028101 513 10082 SH DEFINED 15,23,24 6709 0 3373 RAMCO-GERSHENSON PPT COM SH BEN 751452202 770 20200 SH DEFINED 15,23,24 20200 0 0 RAMCO-GERSHENSON PPT PFD CV C 7. 751452509 5700 150000 SH DEFINED 15,23 150000 0 0 RANDGOLD RES LTD ADR 752344309 29 1257 SH DEFINED 12 1257 0 0 RANDGOLD RES LTD ADR 752344309 1105 47100 SH CALL DEFINED 14,15,23 47100 0 0 RANDGOLD RES LTD ADR 752344309 678 28900 SH PUT DEFINED 14,15,23 28900 0 0 RANDGOLD RES LTD ADR 752344309 23 1000 SH DEFINED 2,5,6,9,10,17,19,20,27 1000 0 0 RANDGOLD RES LTD ADR 752344309 2570 109542 SH DEFINED 15,23,24 76469 0 33073 RANDGOLD RES LTD ADR 752344309 205 8732 SH DEFINED 30,38 8732 0 0 RANGE RES CORP COM 75281A109 440 16025 SH DEFINED 12 16025 0 0 RANGE RES CORP COM 75281A109 1389 50600 SH CALL DEFINED 14,15,23 50600 0 0 RANGE RES CORP COM 75281A109 189 6900 SH PUT DEFINED 14,15,23 6900 0 0 RANGE RES CORP COM 75281A109 1748 63663 SH DEFINED 15,23,24 56881 0 6782 RANGE RES CORP COM 75281A109 86 3150 SH DEFINED 29 3150 0 0 RANGE RES CORP COM 75281A109 247 9000 SH DEFINED 30,38 9000 0 0 RARE HOSPITALITY INT COM 753820109 283 8582 SH DEFINED 6,10 8582 0 0 RARE HOSPITALITY INT COM 753820109 62 1882 SH DEFINED 12 1882 0 0 RARE HOSPITALITY INT COM 753820109 711 21589 SH DEFINED 15,23,24 21109 0 480 RARE HOSPITALITY INT COM 753820109 242 7350 SH DEFINED 29 7350 0 0 RAVEN INDS INC COM 754212108 405 15116 SH DEFINED 15,23,24 15066 0 50 RAYMOND JAMES FINANC COM 754730109 424 14000 SH DEFINED 3,8 0 0 14000 RAYMOND JAMES FINANC COM 754730109 0 11 SH DEFINED 6,10 11 0 0 RAYMOND JAMES FINANC COM 754730109 122 4025 SH DEFINED 12 4025 0 0 RAYMOND JAMES FINANC COM 754730109 3312 109274 SH DEFINED 15,23,24 97408 0 11865 RAYMOND JAMES FINANC COM 754730109 130 4283 SH DEFINED 29 4283 0 0 RAYMOND JAMES FINANC COM 754730109 236 7800 SH DEFINED 30,38 7800 0 0 RAYONIER INC COM 754907103 337 8198 SH DEFINED 6,10 8198 0 0 RAYONIER INC COM 754907103 392 9541 SH DEFINED 6,10,11 9541 0 0 RAYONIER INC COM 754907103 118 2871 SH DEFINED 12 2871 0 0 RAYONIER INC COM 754907103 2400 58468 SH DEFINED 15,23,24 52607 0 5860 RAYONIER INC COM 754907103 1342 32700 SH DEFINED 30,38 32700 0 0 RAYTHEON CO COM NEW 755111507 5169 97892 SH DEFINED 3,8 0 0 97892 RAYTHEON CO COM NEW 755111507 6050 114590 SH DEFINED 6,10 50202 0 64388 RAYTHEON CO COM NEW 755111507 675 12792 SH DEFINED 6,10,11 10792 0 2000 RAYTHEON CO COM NEW 755111507 16794 318067 SH DEFINED 12 318067 0 0 RAYTHEON CO COM NEW 755111507 4324 81900 SH CALL DEFINED 14,15,23 81900 0 0 RAYTHEON CO COM NEW 755111507 6568 124400 SH PUT DEFINED 14,15,23 124400 0 0 RAYTHEON CO COM NEW 755111507 64316 1218103 SH DEFINED 15,23,24 1007174 0 210928 RBC BEARINGS INC COM 75524B104 4 142 SH DEFINED 3,8 0 0 142 RBC BEARINGS INC COM 75524B104 527 18372 SH DEFINED 15,23,24 17967 0 405 RBC BEARINGS INC COM 75524B104 221 7715 SH DEFINED 29 7715 0 0 READERS DIGEST ASSN COM 755267101 3 209 SH DEFINED 6,10 209 0 0 READERS DIGEST ASSN COM 755267101 47 2788 SH DEFINED 12 2788 0 0 READERS DIGEST ASSN COM 755267101 893 53451 SH DEFINED 15,23,24 41362 0 12089 READY MIX INC COM 755747102 139 12550 SH DEFINED 15,23,24 9075 0 3475 REALOGY CORP COM 75605E100 1009 33271 SH DEFINED 6,10 33271 0 0 REALOGY CORP COM 75605E100 27 880 SH DEFINED 6,10,11 130 0 750 REALOGY CORP COM 75605E100 427 14096 SH DEFINED 12 14096 0 0 REALOGY CORP COM 75605E100 2044 67400 SH CALL DEFINED 14,15,23 67400 0 0 REALOGY CORP COM 75605E100 27 900 SH PUT DEFINED 14,15,23 900 0 0 REALOGY CORP COM 75605E100 6330 208758 SH DEFINED 15,23,24 185964 0 22794 REALOGY CORP COM 75605E100 103 3396 SH DEFINED 15,18,23,25,26 3396 0 0 REALOGY CORP COM 75605E100 437 14400 SH DEFINED 29 14400 0 0 REALNETWORKS INC COM 75605L104 247 22604 SH DEFINED 6,10 22604 0 0 REALNETWORKS INC COM 75605L104 6 505 SH DEFINED 12 505 0 0 REALNETWORKS INC COM 75605L104 2897 264837 SH DEFINED 15,23,24 244001 0 20836 REALNETWORKS INC COM 75605L104 2166 198000 SH DEFINED 30,38 198000 0 0 REALTY INCOME CORP COM 756109104 831 30000 SH DEFINED 12 30000 0 0 REALTY INCOME CORP COM 756109104 5457 196989 SH DEFINED 15,23,24 169185 0 27804 REALTY INCOME CORP COM 756109104 338 12200 SH DEFINED 30,38 12200 0 0 REAVES UTIL INCOME F COM SH BEN 756158101 1014 42042 SH DEFINED 15,23,24 40144 0 1898 REAVES UTIL INCOME F COM SH BEN 756158101 130 5400 SH DEFINED 15,18,23,25,26 5400 0 0 RECKSON ASSOCS RLTY COM 75621K106 371 8143 SH DEFINED 6,10 8143 0 0 RECKSON ASSOCS RLTY COM 75621K106 16 347 SH DEFINED 12 347 0 0 RECKSON ASSOCS RLTY COM 75621K106 20639 452600 SH DEFINED 15,23 452600 0 0 RECKSON ASSOCS RLTY COM 75621K106 686 15041 SH DEFINED 15,23,24 13111 0 1930 RECKSON ASSOCS RLTY COM 75621K106 11399 249987 SH DEFINED 30,38 249987 0 0 RECKSON OPER PARTNER DEB 4.000 75621LAJ3 30 25000 PRN DEFINED 15,23,24 25000 0 0 RED HAT INC DBCV 0.500 756577AB8 7147 6687000 PRN DEFINED 15,23,24 6687000 0 0 RED HAT INC COM 756577102 33 1448 SH DEFINED 6,10 1448 0 0 RED HAT INC COM 756577102 4 166 SH DEFINED 6,10,11 166 0 0 RED HAT INC COM 756577102 4 174 SH DEFINED 12 174 0 0 RED HAT INC COM 756577102 9237 401600 SH CALL DEFINED 14,15,23 401600 0 0 RED HAT INC COM 756577102 9823 427100 SH PUT DEFINED 14,15,23 427100 0 0 RED HAT INC COM 756577102 663 28840 SH DEFINED 15,23,24 26565 0 2275 RED HAT INC COM 756577102 7373 320566 SH DEFINED 30,38 320566 0 0 RED HAT INC COM 756577102 1610 70000 SH CALL DEFINED 30,38 70000 0 0 RED ROBIN GOURMET BU COM 75689M101 150 4180 SH DEFINED 6,10 4180 0 0 RED ROBIN GOURMET BU COM 75689M101 551 15356 SH DEFINED 15,23,24 13391 0 1965 RED ROBIN GOURMET BU COM 75689M101 111 3100 SH DEFINED 29 3100 0 0 REDBACK NETWORKS INC COM NEW 757209507 9 362 SH DEFINED 6,10 362 0 0 REDBACK NETWORKS INC COM NEW 757209507 28 1127 SH DEFINED 12 1127 0 0 REDBACK NETWORKS INC COM NEW 757209507 1538 61673 SH DEFINED 14,15,23 61673 0 0 REDBACK NETWORKS INC COM NEW 757209507 6454 258800 SH CALL DEFINED 14,15,23 258800 0 0 REDBACK NETWORKS INC COM NEW 757209507 4265 171000 SH PUT DEFINED 14,15,23 171000 0 0 REDBACK NETWORKS INC COM NEW 757209507 120 4830 SH DEFINED 15,23,24 4830 0 0 REDBACK NETWORKS INC COM NEW 757209507 209 8400 SH DEFINED 29 8400 0 0 REDBACK NETWORKS INC COM NEW 757209507 3955 158600 SH DEFINED 30,38 158600 0 0 REDDY ICE HLDGS INC COM 75734R105 4128 159882 SH DEFINED 15,23,24 157215 0 2667 REDWOOD TR INC COM 758075402 63 1080 SH DEFINED 12 1080 0 0 REDWOOD TR INC COM 758075402 1681 28935 SH DEFINED 15,23,24 25076 0 3859 REDWOOD TR INC COM 758075402 105 1800 SH DEFINED 29 1800 0 0 REED ELSEVIER N V SPONSORED A 758204101 2747 80558 SH DEFINED 12 80558 0 0 REED ELSEVIER N V SPONSORED A 758204101 213 6251 SH DEFINED 15,23,24 3553 0 2698 REED ELSEVIER N V SPONSORED A 758204101 399 11700 SH DEFINED 29 11700 0 0 REED ELSEVIER P L C SPONSORED A 758205108 69 1567 SH DEFINED 12 1567 0 0 REED ELSEVIER P L C SPONSORED A 758205108 5 121 SH DEFINED 15,23,24 109 0 12 REED ELSEVIER P L C SPONSORED A 758205108 6762 153545 SH DEFINED 15,18,23,25,28 153545 0 0 REGAL BELOIT CORP COM 758750103 413 7864 SH DEFINED 6,10 7864 0 0 REGAL BELOIT CORP COM 758750103 53 1000 SH DEFINED 6,10,11 1000 0 0 REGAL BELOIT CORP COM 758750103 14 263 SH DEFINED 12 263 0 0 REGAL BELOIT CORP COM 758750103 1865 35519 SH DEFINED 15,23,24 24675 0 10843 REGAL BELOIT CORP COM 758750103 68 1300 SH DEFINED 29 1300 0 0 REGAL ENTMT GROUP CL A 758766109 482 22588 SH DEFINED 6,10 22588 0 0 REGAL ENTMT GROUP CL A 758766109 362 16985 SH DEFINED 12 16985 0 0 REGAL ENTMT GROUP CL A 758766109 14232 667550 SH DEFINED 15,23,24 664027 0 3523 REGAL ENTMT GROUP CL A 758766109 128 6000 SH DEFINED 30,38 6000 0 0 REGENCY CTRS CORP COM 758849103 8277 105889 SH DEFINED 6,10 105889 0 0 REGENCY CTRS CORP COM 758849103 328 4194 SH DEFINED 12 4194 0 0 REGENCY CTRS CORP COM 758849103 2970 38000 SH DEFINED 13,30 38000 0 0 REGENCY CTRS CORP COM 758849103 377 4824 SH DEFINED 15,23,24 1324 0 3500 REGENCY ENERGY PARTN COM UNITS L 75885Y107 5272 194169 SH DEFINED 15,23,24 186723 0 7446 REGENERON PHARMACEUT NOTE 5.500 75886FAB3 15399 14701000 PRN DEFINED 30,38 14701000 0 0 REGENERON PHARMACEUT COM 75886F107 329 16380 SH DEFINED 6,10 16380 0 0 REGENERON PHARMACEUT COM 75886F107 249 12390 SH DEFINED 15,23,24 6040 0 6350 REGENERON PHARMACEUT COM 75886F107 4416 220043 SH DEFINED 30,38 220043 0 0 REGENERON PHARMACEUT COM 75886F107 301 15000 SH PUT DEFINED 30,38 15000 0 0 REGENERATION TECH IN COM 75886N100 151 25823 SH DEFINED 15,23,24 22923 0 2900 REGIS CORP MINN COM 758932107 4 104 SH DEFINED 6,10 104 0 0 REGIS CORP MINN COM 758932107 1474 37290 SH DEFINED 6,10,11 36490 0 800 REGIS CORP MINN COM 758932107 568 14353 SH DEFINED 12 14353 0 0 REGIS CORP MINN COM 758932107 0 10 SH DEFINED 14,15,23 10 0 0 REGIS CORP MINN COM 758932107 1079 27294 SH DEFINED 15,23,24 21965 0 5329 REGIS CORP MINN COM 758932107 94 2380 SH DEFINED 29 2380 0 0 REGIS CORP MINN COM 758932107 115 2900 SH DEFINED 30,38 2900 0 0 REGIONAL BK HOLDRS T DEPOSITRY R 75902E100 1843 11400 SH CALL DEFINED 14,15,23 11400 0 0 REGIONAL BK HOLDRS T DEPOSITRY R 75902E100 1019 6300 SH PUT DEFINED 14,15,23 6300 0 0 REGIONAL BK HOLDRS T DEPOSITRY R 75902E100 242807 1501865 SH DEFINED 15,23,24 1501765 0 100 REGIONAL BK HOLDRS T DEPOSITRY R 75902E100 48501 300000 SH PUT DEFINED 15,23,24 300000 0 0 REGIONS FINANCIAL CO COM 7591EP100 2493 66654 SH DEFINED 6,10 66654 0 0 REGIONS FINANCIAL CO COM 7591EP100 2536 67800 SH CALL DEFINED 6,10 67800 0 0 REGIONS FINANCIAL CO COM 7591EP100 627 16775 SH DEFINED 6,10,11 16775 0 0 REGIONS FINANCIAL CO COM 7591EP100 12773 341527 SH DEFINED 12 341527 0 0 REGIONS FINANCIAL CO COM 7591EP100 19066 509793 SH DEFINED 15,23,24 395330 0 114462 REGIONS FINANCIAL CO COM 7591EP100 630 16853 SH DEFINED 15,18,23,25,26 16853 0 0 REGIONS FINANCIAL CO COM 7591EP100 1148 30700 SH DEFINED 29 30700 0 0 REGIONS FINANCIAL CO COM 7591EP100 10218 273221 SH DEFINED 30,38 273221 0 0 REHABCARE GROUP INC COM 759148109 1 37 SH DEFINED 3,8 0 0 37 REHABCARE GROUP INC COM 759148109 64 4333 SH DEFINED 6,10 4333 0 0 REHABCARE GROUP INC COM 759148109 19 1280 SH DEFINED 12 1280 0 0 REHABCARE GROUP INC COM 759148109 139 9377 SH DEFINED 15,23,24 9367 0 10 REINSURANCE GROUP AM COM 759351109 419 7519 SH DEFINED 12 7519 0 0 REINSURANCE GROUP AM COM 759351109 1119 20095 SH DEFINED 15,23,24 20095 0 0 REINSURANCE GROUP AM COM 759351109 295 5300 SH DEFINED 30,38 5300 0 0 RELIANCE STEEL & ALU COM 759509102 276 7000 SH DEFINED 3,8 0 0 7000 RELIANCE STEEL & ALU COM 759509102 0 7 SH DEFINED 6,10 7 0 0 RELIANCE STEEL & ALU COM 759509102 2690 68302 SH DEFINED 12 68302 0 0 RELIANCE STEEL & ALU COM 759509102 2567 65190 SH DEFINED 15,23,24 63493 0 1697 RELIANCE STEEL & ALU COM 759509102 1603 40700 SH PUT DEFINED 15,23,24 40700 0 0 RELIANCE STEEL & ALU COM 759509102 792 20100 SH DEFINED 30,38 20100 0 0 RELIANT ENERGY INC NOTE 5.000 75952BAD7 8100 5000000 PRN DEFINED 30,38 5000000 0 0 RELIANT ENERGY INC COM 75952B105 37 2631 SH DEFINED 6,10 2631 0 0 RELIANT ENERGY INC COM 75952B105 23 1633 SH DEFINED 12 1633 0 0 RELIANT ENERGY INC COM 75952B105 8658 609300 SH CALL DEFINED 14,15,23 609300 0 0 RELIANT ENERGY INC COM 75952B105 5818 409400 SH PUT DEFINED 14,15,23 409400 0 0 RELIANT ENERGY INC COM 75952B105 10884 765953 SH DEFINED 15,23,24 683964 0 81989 RELIANT ENERGY INC COM 75952B105 615 43300 SH DEFINED 30,38 43300 0 0 RENOVIS INC COM 759885106 976 308800 SH CALL DEFINED 14,15,23 308800 0 0 RENOVIS INC COM 759885106 46 14500 SH PUT DEFINED 14,15,23 14500 0 0 RENOVIS INC COM 759885106 110 34863 SH DEFINED 15,23,24 34863 0 0 RENT A CTR INC NEW COM 76009N100 4 144 SH DEFINED 6,10 144 0 0 RENT A CTR INC NEW COM 76009N100 562 19040 SH DEFINED 12 19040 0 0 RENT A CTR INC NEW COM 76009N100 1335 45224 SH DEFINED 15,23,24 42711 0 2513 RENT A CTR INC NEW COM 76009N100 272 9211 SH DEFINED 30,38 9211 0 0 RENTECH INC COM 760112102 0 104 SH DEFINED 12 104 0 0 RENTECH INC COM 760112102 225 59587 SH DEFINED 15,23,24 53072 0 6515 REPSOL YPF S A SPONSORED A 76026T205 17 480 SH DEFINED 6,10,11 480 0 0 REPSOL YPF S A SPONSORED A 76026T205 227 6571 SH DEFINED 12 6571 0 0 REPSOL YPF S A SPONSORED A 76026T205 910 26378 SH DEFINED 15,23,24 24531 0 1847 REPROS THERAPEUTICS COM 76028H100 1261 100000 SH DEFINED 30,38 100000 0 0 REPUBLIC BANCORP KY CL A 760281204 1193 47549 SH DEFINED 15,23,24 46949 0 600 REPUBLIC BANCORP INC COM 760282103 253 18802 SH DEFINED 6,10 18802 0 0 REPUBLIC BANCORP INC COM 760282103 11 843 SH DEFINED 6,10,11 843 0 0 REPUBLIC BANCORP INC COM 760282103 1615 119953 SH DEFINED 15,23,24 117521 0 2432 REPUBLIC PROPERTY TR COM 760737106 1565 135572 SH DEFINED 15,23,24 85419 0 50153 REPUBLIC SVCS INC COM 760759100 241 5936 SH DEFINED 6,10 5936 0 0 REPUBLIC SVCS INC COM 760759100 118 2909 SH DEFINED 12 2909 0 0 REPUBLIC SVCS INC COM 760759100 12322 302983 SH DEFINED 15,23,24 277141 0 25842 REPUBLIC SVCS INC COM 760759100 639 15700 SH DEFINED 30,38 15700 0 0 RES-CARE INC COM 760943100 3 170 SH DEFINED 12 170 0 0 RES-CARE INC COM 760943100 110 6081 SH DEFINED 15,23,24 6081 0 0 RES-CARE INC COM 760943100 185 10200 SH DEFINED 30,38 10200 0 0 RESEARCH IN MOTION L COM 760975102 1317 10306 SH DEFINED 6,10 10306 0 0 RESEARCH IN MOTION L COM 760975102 493 3859 SH DEFINED 12 3859 0 0 RESEARCH IN MOTION L COM 760975102 145056 1135200 SH CALL DEFINED 14,15,23 1135200 0 0 RESEARCH IN MOTION L COM 760975102 136712 1069900 SH PUT DEFINED 14,15,23 1069900 0 0 RESEARCH IN MOTION L COM 760975102 26 200 SH DEFINED 2,5,6,9,10,17,19,20,27 200 0 0 RESEARCH IN MOTION L COM 760975102 2298 17982 SH DEFINED 15,23,24 16760 0 1222 RESEARCH IN MOTION L COM 760975102 78559 614800 SH CALL DEFINED 15,23,24 614800 0 0 RESEARCH IN MOTION L COM 760975102 82137 642800 SH PUT DEFINED 15,23,24 642800 0 0 RESTORATION HARDWARE COM 760981100 95 11201 SH DEFINED 15,23,24 10351 0 850 RESMED INC COM 761152107 128 2608 SH DEFINED 6,10 2608 0 0 RESMED INC COM 761152107 43 867 SH DEFINED 12 867 0 0 RESMED INC COM 761152107 2587 52558 SH DEFINED 15,23,24 50347 0 2211 RESOURCE CAP CORP COM 76120W302 816 48157 SH DEFINED 15,23,24 44944 0 3213 RESPIRONICS INC COM 761230101 694 18385 SH DEFINED 6,10 18385 0 0 RESPIRONICS INC COM 761230101 20 528 SH DEFINED 12 528 0 0 RESPIRONICS INC COM 761230101 266 7048 SH DEFINED 15,23,24 5995 0 1053 RESPIRONICS INC COM 761230101 29 757 SH DEFINED 30,38 757 0 0 RETAIL HOLDRS TR DEP RCPT 76127U101 8330 83850 SH DEFINED 14,15,23 83850 0 0 RETAIL HOLDRS TR DEP RCPT 76127U101 21887 220300 SH CALL DEFINED 14,15,23 220300 0 0 RETAIL HOLDRS TR DEP RCPT 76127U101 37624 378700 SH PUT DEFINED 14,15,23 378700 0 0 RETAIL HOLDRS TR DEP RCPT 76127U101 1003796 10103633 SH DEFINED 15,23,24 10103633 0 0 RETAIL HOLDRS TR DEP RCPT 76127U101 4272 43000 SH CALL DEFINED 15,23,24 43000 0 0 RETAIL HOLDRS TR DEP RCPT 76127U101 15201 153000 SH PUT DEFINED 15,23,24 153000 0 0 RETAIL VENTURES INC COM 76128Y102 58 3055 SH DEFINED 15,23,24 3055 0 0 RETAIL VENTURES INC COM 76128Y102 4646 244000 SH DEFINED 30,38 244000 0 0 REUTERS GROUP PLC SPONSORED A 76132M102 525 10053 SH DEFINED 12 10053 0 0 REUTERS GROUP PLC SPONSORED A 76132M102 1034 19788 SH DEFINED 15,23,24 17198 0 2590 REUTERS GROUP PLC SPONSORED A 76132M102 18223 348824 SH DEFINED 15,18,23,25,28 348824 0 0 REVLON INC CL A 761525500 4091 3195886 SH DEFINED 15,23,24 3193675 0 2211 REX STORES CORP COM 761624105 721 40646 SH DEFINED 15,23,24 37274 0 3372 REXAM PLC SP ADR NEW2 761655406 917 17617 SH DEFINED 12 17617 0 0 REXAM PLC SP ADR NEW2 761655406 70 1349 SH DEFINED 15,18,23,25,28 1349 0 0 REXAM PLC SP ADR NEW2 761655406 357 6850 SH DEFINED 29 6850 0 0 REYNOLDS AMERICAN IN COM 761713106 566 8650 SH DEFINED 3,8 0 0 8650 REYNOLDS AMERICAN IN COM 761713106 1209 18461 SH DEFINED 6,10 18461 0 0 REYNOLDS AMERICAN IN COM 761713106 26 400 SH DEFINED 6,10,11 400 0 0 REYNOLDS AMERICAN IN COM 761713106 2343 35785 SH DEFINED 12 35785 0 0 REYNOLDS AMERICAN IN COM 761713106 7372 112600 SH CALL DEFINED 14,15,23 112600 0 0 REYNOLDS AMERICAN IN COM 761713106 38634 590100 SH PUT DEFINED 14,15,23 590100 0 0 REYNOLDS AMERICAN IN COM 761713106 10562 161328 SH DEFINED 15,23,24 148791 0 12536 REYNOLDS AMERICAN IN COM 761713106 655 10000 SH CALL DEFINED 15,23,24 10000 0 0 REYNOLDS AMERICAN IN COM 761713106 26535 405300 SH PUT DEFINED 15,23,24 405300 0 0 REYNOLDS AMERICAN IN COM 761713106 589 9000 SH DEFINED 29 9000 0 0 REYNOLDS AMERICAN IN COM 761713106 1172 17900 SH DEFINED 30,38 17900 0 0 RHODIA SPONSORED A 762397107 126 36500 SH DEFINED 15,23,24 36000 0 500 RIGEL PHARMACEUTICAL COM NEW 766559603 1 66 SH DEFINED 12 66 0 0 RIGEL PHARMACEUTICAL COM NEW 766559603 68 5745 SH DEFINED 15,23,24 5745 0 0 RIGEL PHARMACEUTICAL COM NEW 766559603 1068 90000 SH DEFINED 30,38 90000 0 0 RINKER GROUP LTD SPONSORED A 76687M101 703 9897 SH DEFINED 12 9897 0 0 RINKER GROUP LTD SPONSORED A 76687M101 1353 19038 SH DEFINED 15,23,24 14638 0 4400 RIO TINTO PLC SPONSORED A 767204100 2 10 SH DEFINED 6,10,11 10 0 0 RIO TINTO PLC SPONSORED A 767204100 952 4478 SH DEFINED 12 4478 0 0 RIO TINTO PLC SPONSORED A 767204100 5418 25500 SH CALL DEFINED 14,15,23 25500 0 0 RIO TINTO PLC SPONSORED A 767204100 5079 23900 SH PUT DEFINED 14,15,23 23900 0 0 RIO TINTO PLC SPONSORED A 767204100 12617 59378 SH DEFINED 15,23,24 51100 0 8277 RIO TINTO PLC SPONSORED A 767204100 52954 249209 SH DEFINED 15,18,23,25,28 249209 0 0 RIO TINTO PLC SPONSORED A 767204100 450 2120 SH DEFINED 29 2120 0 0 RITA MED SYS INC DEL COM 76774E103 62 13394 SH DEFINED 15,23,24 8852 0 4542 RITE AID CORP COM 767754104 6 1056 SH DEFINED 6,10 1056 0 0 RITE AID CORP COM 767754104 4 800 SH DEFINED 6,10,11 800 0 0 RITE AID CORP COM 767754104 1877 345100 SH CALL DEFINED 14,15,23 345100 0 0 RITE AID CORP COM 767754104 1881 345700 SH PUT DEFINED 14,15,23 345700 0 0 RITE AID CORP COM 767754104 3300 606530 SH DEFINED 15,23,24 539358 0 67172 RIVERBED TECHNOLOGY COM 768573107 2366 77079 SH DEFINED 15,23,24 60125 0 16954 RIVERVIEW BANCORP IN COM 769397100 242 15894 SH DEFINED 15,23,24 10650 0 5244 RIVIERA HLDGS CORP COM 769627100 1446 59844 SH DEFINED 15,23,24 59740 0 104 RIVUS BOND FUND COM 769667106 116 6472 SH DEFINED 15,23,24 6272 0 200 RIVUS BOND FUND COM 769667106 113 6300 SH DEFINED 15,18,23,25,26 6300 0 0 ROBBINS & MYERS INC COM 770196103 194 4228 SH DEFINED 6,10 4228 0 0 ROBBINS & MYERS INC COM 770196103 47 1014 SH DEFINED 12 1014 0 0 ROBBINS & MYERS INC COM 770196103 283 6152 SH DEFINED 15,23,24 6152 0 0 ROBERT HALF INTL INC COM 770323103 582 15691 SH DEFINED 6,10 15691 0 0 ROBERT HALF INTL INC COM 770323103 452 12175 SH DEFINED 6,10,11 12175 0 0 ROBERT HALF INTL INC COM 770323103 84 2257 SH DEFINED 12 2257 0 0 ROBERT HALF INTL INC COM 770323103 2956 79637 SH DEFINED 15,23,24 68854 0 10783 ROBERT HALF INTL INC COM 770323103 182 4900 SH DEFINED 30,38 4900 0 0 ROCK-TENN CO CL A 772739207 225 8299 SH DEFINED 6,10 8299 0 0 ROCK-TENN CO CL A 772739207 1027 37876 SH DEFINED 15,23,24 36980 0 896 ROCKWELL AUTOMATION COM 773903109 989 16192 SH DEFINED 6,10 16192 0 0 ROCKWELL AUTOMATION COM 773903109 35 575 SH DEFINED 6,10,11 575 0 0 ROCKWELL AUTOMATION COM 773903109 308 5047 SH DEFINED 12 5047 0 0 ROCKWELL AUTOMATION COM 773903109 3072 50300 SH CALL DEFINED 14,15,23 50300 0 0 ROCKWELL AUTOMATION COM 773903109 3353 54900 SH PUT DEFINED 14,15,23 54900 0 0 ROCKWELL AUTOMATION COM 773903109 4411 72220 SH DEFINED 15,23,24 63518 0 8702 ROCKWELL AUTOMATION COM 773903109 98 1600 SH DEFINED 30,38 1600 0 0 ROCKWELL COLLINS INC COM 774341101 997 15751 SH DEFINED 6,10 15751 0 0 ROCKWELL COLLINS INC COM 774341101 1561 24671 SH DEFINED 6,10,11 24671 0 0 ROCKWELL COLLINS INC COM 774341101 1514 23926 SH DEFINED 12 23926 0 0 ROCKWELL COLLINS INC COM 774341101 4091 64645 SH DEFINED 15,23,24 60178 0 4467 ROCKY BRANDS INC COM 774515100 895 55543 SH DEFINED 15,23,24 54575 0 968 ROFIN SINAR TECHNOLO COM 775043102 7248 119873 SH DEFINED 15,23,24 105749 0 14124 ROGERS COMMUNICATION CL B 775109200 10394 174400 SH CALL DEFINED 4-6,10 174400 0 0 ROGERS COMMUNICATION CL B 775109200 1689 28336 SH DEFINED 6,10 28336 0 0 ROGERS COMMUNICATION CL B 775109200 72 1200 SH DEFINED 6,10,11 1200 0 0 ROGERS COMMUNICATION CL B 775109200 141 2374 SH DEFINED 12 2374 0 0 ROGERS COMMUNICATION CL B 775109200 289 4847 SH DEFINED 15,23,24 4834 0 13 ROGERS COMMUNICATION CL B 775109200 24 400 SH DEFINED 15,18,23,25,26 400 0 0 ROGERS CORP COM 775133101 263 4440 SH DEFINED 6,10 4440 0 0 ROGERS CORP COM 775133101 12 200 SH DEFINED 6,10,11 200 0 0 ROGERS CORP COM 775133101 53 902 SH DEFINED 12 902 0 0 ROGERS CORP COM 775133101 233 3941 SH DEFINED 15,23,24 3841 0 100 ROHM & HAAS CO COM 775371107 712 13919 SH DEFINED 6,10 13919 0 0 ROHM & HAAS CO COM 775371107 22 432 SH DEFINED 6,10,11 432 0 0 ROHM & HAAS CO COM 775371107 3091 60460 SH DEFINED 12 60460 0 0 ROHM & HAAS CO COM 775371107 23810 465765 SH DEFINED 15,23,24 446036 0 19729 ROLLINS INC COM 775711104 0 3 SH DEFINED 6,10 3 0 0 ROLLINS INC COM 775711104 50 2250 SH DEFINED 6,10,11 2250 0 0 ROLLINS INC COM 775711104 366 16531 SH DEFINED 15,23,24 15231 0 1300 ROPER INDS INC NEW NOTE 1.481 776696AA4 81 124000 PRN DEFINED 12 124000 0 0 ROPER INDS INC NEW COM 776696106 2294 45665 SH DEFINED 6,10 45665 0 0 ROPER INDS INC NEW COM 776696106 281 5585 SH DEFINED 6,10,11 5585 0 0 ROPER INDS INC NEW COM 776696106 175 3491 SH DEFINED 12 3491 0 0 ROPER INDS INC NEW COM 776696106 49619 987644 SH DEFINED 15,23,24 844044 0 143600 ROSETTA RESOURCES IN COM 777779307 108 5761 SH DEFINED 12 5761 0 0 ROSETTA RESOURCES IN COM 777779307 944 50552 SH DEFINED 15,23,24 50003 0 549 ROSETTA RESOURCES IN COM 777779307 94 5050 SH DEFINED 29 5050 0 0 ROSS STORES INC COM 778296103 1179 40234 SH DEFINED 6,10 40234 0 0 ROSS STORES INC COM 778296103 56 1905 SH DEFINED 12 1905 0 0 ROSS STORES INC COM 778296103 1122 38292 SH DEFINED 15,23,24 36061 0 2231 ROSS STORES INC COM 778296103 795 27124 SH DEFINED 30,38 27124 0 0 ROSTELECOM OPEN JT S SPONSORED A 778529107 32 700 SH DEFINED 15,23,24 0 0 700 ROSTELECOM OPEN JT S SPONSORED A 778529107 186 4090 SH DEFINED 15,18,23,25,26 4090 0 0 ROWAN COS INC COM 779382100 331 9969 SH DEFINED 6,10 9969 0 0 ROWAN COS INC COM 779382100 20 589 SH DEFINED 6,10,11 589 0 0 ROWAN COS INC COM 779382100 486 14647 SH DEFINED 12 14647 0 0 ROWAN COS INC COM 779382100 371 11180 SH DEFINED 14,15,23 11180 0 0 ROWAN COS INC COM 779382100 8054 242600 SH CALL DEFINED 14,15,23 242600 0 0 ROWAN COS INC COM 779382100 6391 192500 SH PUT DEFINED 14,15,23 192500 0 0 ROWAN COS INC COM 779382100 2326 70072 SH DEFINED 15,23,24 51127 0 18945 ROWAN COS INC COM 779382100 754 22700 SH DEFINED 30,38 22700 0 0 ROYAL BK CDA MONTREA COM 780087102 9786 205377 SH DEFINED 6,10 205377 0 0 ROYAL BK CDA MONTREA COM 780087102 54 1142 SH DEFINED 6,10,11 1142 0 0 ROYAL BK CDA MONTREA COM 780087102 1115 23400 SH DEFINED 12 23400 0 0 ROYAL BK CDA MONTREA COM 780087102 5188 108885 SH DEFINED 15,23,24 97273 0 11612 ROYAL BK CDA MONTREA COM 780087102 38 800 SH DEFINED 15,18,23,25,26 800 0 0 ROYAL BK SCOTLAND GR ADR PFD SER 780097762 793 31187 SH DEFINED 15,23,24 29187 0 2000 ROYAL BK SCOTLAND GR ADR PREF SE 780097770 234 9200 SH DEFINED 12 9200 0 0 ROYAL BK SCOTLAND GR ADR PREF SE 780097770 1811 71141 SH DEFINED 15,23,24 65033 0 6107 ROYAL BK SCOTLAND GR SP ADR L RP 780097788 12 500 SH DEFINED 12 500 0 0 ROYAL BK SCOTLAND GR SP ADR L RP 780097788 2720 112642 SH DEFINED 15,23,24 92269 0 20372 ROYAL BK SCOTLAND GR SP ADR PREF 780097796 821 32200 SH DEFINED 12 32200 0 0 ROYAL BK SCOTLAND GR SP ADR PREF 780097796 2805 110000 SH DEFINED 15,23,24 96499 0 13501 ROYAL BK SCOTLAND GR SP ADR PFD 780097820 1261 50490 SH DEFINED 15,23,24 48283 0 2207 ROYAL BK SCOTLAND GR SPON ADR SE 780097879 750 29651 SH DEFINED 15,23,24 22010 0 7641 ROYAL BK SCOTLAND GR SPON ADR PR 780097887 525 21013 SH DEFINED 15,23,24 17713 0 3300 ROYAL DUTCH SHELL PL SPON ADR B 780259107 236 3321 SH DEFINED 6,10,11 3321 0 0 ROYAL DUTCH SHELL PL SPON ADR B 780259107 1085 15247 SH DEFINED 12 15247 0 0 ROYAL DUTCH SHELL PL SPON ADR B 780259107 1843 25900 SH CALL DEFINED 14,15,23 25900 0 0 ROYAL DUTCH SHELL PL SPON ADR B 780259107 206 2900 SH PUT DEFINED 14,15,23 2900 0 0 ROYAL DUTCH SHELL PL SPON ADR B 780259107 9960 139990 SH DEFINED 15,23,24 95591 0 44399 ROYAL DUTCH SHELL PL SPONS ADR A 780259206 2443 34515 SH DEFINED 6,10,11 34515 0 0 ROYAL DUTCH SHELL PL SPONS ADR A 780259206 43588 615733 SH DEFINED 12 615733 0 0 ROYAL DUTCH SHELL PL SPONS ADR A 780259206 5925 83700 SH CALL DEFINED 14,15,23 83700 0 0 ROYAL DUTCH SHELL PL SPONS ADR A 780259206 7659 108200 SH PUT DEFINED 14,15,23 108200 0 0 ROYAL DUTCH SHELL PL SPONS ADR A 780259206 36473 515229 SH DEFINED 15,23,24 353118 0 162110 ROYAL DUTCH SHELL PL SPONS ADR A 780259206 9659 136450 SH DEFINED 15,18,23,25,28 136450 0 0 ROYAL GOLD INC COM 780287108 2382 66200 SH CALL DEFINED 14,15,23 66200 0 0 ROYAL GOLD INC COM 780287108 1831 50900 SH PUT DEFINED 14,15,23 50900 0 0 ROYAL GOLD INC COM 780287108 2382 66196 SH DEFINED 15,23,24 64196 0 2000 ROYCE FOCUS TR COM 78080N108 560 52460 SH DEFINED 15,23,24 43487 0 8973 ROYCE VALUE TR INC COM 780910105 691 31135 SH DEFINED 6,10,11 31135 0 0 ROYCE VALUE TR INC COM 780910105 253 11392 SH DEFINED 12 11392 0 0 ROYCE VALUE TR INC COM 780910105 7303 328832 SH DEFINED 15,23,24 208601 0 120231 ROYCE MICRO-CAP TR I COM 780915104 416 25113 SH DEFINED 6,10,11 25113 0 0 ROYCE MICRO-CAP TR I COM 780915104 3623 218676 SH DEFINED 15,23,24 140277 0 78399 RUBY TUESDAY INC COM 781182100 22 806 SH DEFINED 6,10 806 0 0 RUBY TUESDAY INC COM 781182100 754 27471 SH DEFINED 12 27471 0 0 RUBY TUESDAY INC COM 781182100 813 29613 SH DEFINED 15,23,24 25803 0 3810 RUBY TUESDAY INC COM 781182100 757 27600 SH DEFINED 30,38 27600 0 0 RUDDICK CORP COM 781258108 0 4 SH DEFINED 6,10 4 0 0 RUDDICK CORP COM 781258108 8 275 SH DEFINED 12 275 0 0 RUDDICK CORP COM 781258108 862 31045 SH DEFINED 15,23,24 31045 0 0 RUDDICK CORP COM 781258108 86 3100 SH DEFINED 29 3100 0 0 RUDDICK CORP COM 781258108 480 17300 SH DEFINED 30,38 17300 0 0 RUDOLPH TECHNOLOGIES COM 781270103 100 6271 SH DEFINED 6,10 6271 0 0 RUDOLPH TECHNOLOGIES COM 781270103 96 6056 SH DEFINED 14,15,23 6056 0 0 RUDOLPH TECHNOLOGIES COM 781270103 471 29600 SH CALL DEFINED 14,15,23 29600 0 0 RUDOLPH TECHNOLOGIES COM 781270103 422 26500 SH PUT DEFINED 14,15,23 26500 0 0 RUDOLPH TECHNOLOGIES COM 781270103 147 9252 SH DEFINED 15,23,24 8027 0 1225 RURAL / METRO CORP COM 781748108 101 12485 SH DEFINED 15,23,24 12485 0 0 RUSH ENTERPRISES INC CL A 781846209 190 11208 SH DEFINED 15,23,24 10498 0 710 RYANAIR HLDGS PLC SPONSORED A 783513104 227 2785 SH DEFINED 12 2785 0 0 RYANAIR HLDGS PLC SPONSORED A 783513104 7683 94268 SH DEFINED 15,23,24 68124 0 26144 RYANAIR HLDGS PLC SPONSORED A 783513104 1964 24100 SH DEFINED 15,18,23,25,28 24100 0 0 RYANAIR HLDGS PLC SPONSORED A 783513104 440 5400 SH DEFINED 29 5400 0 0 RYDER SYS INC COM 783549108 260 5100 SH DEFINED 3,8 0 0 5100 RYDER SYS INC COM 783549108 291 5699 SH DEFINED 6,10 5699 0 0 RYDER SYS INC COM 783549108 6111 119688 SH DEFINED 12 119688 0 0 RYDER SYS INC COM 783549108 1561 30577 SH DEFINED 15,23,24 19351 0 11226 RYDER SYS INC COM 783549108 999 19570 SH DEFINED 30,38 19570 0 0 RYDEX ETF TRUST S&P 500 EQ 78355W106 134 2828 SH DEFINED 12 2828 0 0 RYDEX ETF TRUST S&P 500 EQ 78355W106 53214 1124086 SH DEFINED 15,23,24 815255 0 308831 RYDEX ETF TRUST TOP 50 ETF 78355W205 32 300 SH DEFINED 12 300 0 0 RYDEX ETF TRUST TOP 50 ETF 78355W205 52072 482596 SH DEFINED 15,23,24 435228 0 47368 RYDEX ETF TRUST S&P500 PUR 78355W403 369 10284 SH DEFINED 15,23,24 9774 0 510 RYDEX ETF TRUST CONSUMR DIS 78355W882 13160 280350 SH DEFINED 15,23,24 257638 0 22712 RYERSON INC COM 78375P107 166 6613 SH DEFINED 6,10 6613 0 0 RYERSON INC COM 78375P107 13 536 SH DEFINED 12 536 0 0 RYERSON INC COM 78375P107 30 1211 SH DEFINED 15,23,24 1211 0 0 RYLAND GROUP INC COM 783764103 6 101 SH DEFINED 6,10 101 0 0 RYLAND GROUP INC COM 783764103 18276 334600 SH CALL DEFINED 14,15,23 334600 0 0 RYLAND GROUP INC COM 783764103 17194 314800 SH PUT DEFINED 14,15,23 314800 0 0 RYLAND GROUP INC COM 783764103 25945 475000 SH DEFINED 15,23 475000 0 0 RYLAND GROUP INC COM 783764103 3772 69066 SH DEFINED 15,23,24 51479 0 17587 S & P 500 GEARED FD COM 78381R105 720 38358 SH DEFINED 15,23,24 33022 0 5336 SBA COMMUNICATIONS C COM 78388J106 20 724 SH DEFINED 6,10 724 0 0 SBA COMMUNICATIONS C COM 78388J106 782 28447 SH DEFINED 12 28447 0 0 SBA COMMUNICATIONS C COM 78388J106 317 11539 SH DEFINED 15,23,24 10283 0 1256 SBA COMMUNICATIONS C COM 78388J106 5500 200000 SH CALL DEFINED 15,23,24 200000 0 0 SCI SYS INC NOTE 3.000 783890AF3 61 61000 PRN DEFINED 12 61000 0 0 SCI SYS INC NOTE 3.000 783890AF3 77 77000 PRN DEFINED 15,23,24 77000 0 0 SAIC INC COM 78390X101 13 724 SH DEFINED 6,10 724 0 0 SAIC INC COM 78390X101 11 642 SH DEFINED 12 642 0 0 SAIC INC COM 78390X101 772 43400 SH CALL DEFINED 14,15,23 43400 0 0 SAIC INC COM 78390X101 505 28400 SH PUT DEFINED 14,15,23 28400 0 0 SAIC INC COM 78390X101 2561 143948 SH DEFINED 15,23,24 128355 0 15593 SEI INVESTMENTS CO COM 784117103 192 3221 SH DEFINED 6,10 3221 0 0 SEI INVESTMENTS CO COM 784117103 1190 19988 SH DEFINED 6,10,11 19988 0 0 SEI INVESTMENTS CO COM 784117103 231 3872 SH DEFINED 12 3872 0 0 SEI INVESTMENTS CO COM 784117103 214 3600 SH CALL DEFINED 14,15,23 3600 0 0 SEI INVESTMENTS CO COM 784117103 256 4300 SH PUT DEFINED 14,15,23 4300 0 0 SEI INVESTMENTS CO COM 784117103 10707 179773 SH DEFINED 15,23,24 136537 0 43236 SGL CARBON AG SPONSORED A 784188203 462 56262 SH DEFINED 15,23,24 46516 0 9746 SI INTL INC COM 78427V102 32 998 SH DEFINED 12 998 0 0 SI INTL INC COM 78427V102 1132 34912 SH DEFINED 15,23,24 24761 0 10151 SJW CORP COM 784305104 573 14770 SH DEFINED 15,23,24 11928 0 2842 SK TELECOM LTD SPONSORED A 78440P108 403 15231 SH DEFINED 3,8 0 0 15231 SK TELECOM LTD SPONSORED A 78440P108 132 5000 SH DEFINED 6,10 5000 0 0 SK TELECOM LTD SPONSORED A 78440P108 879 33200 SH DEFINED 12 33200 0 0 SK TELECOM LTD SPONSORED A 78440P108 7079 267330 SH DEFINED 15,23,24 262385 0 4945 SK TELECOM LTD SPONSORED A 78440P108 318 12010 SH DEFINED 15,18,23,25,26 12010 0 0 SK TELECOM LTD SPONSORED A 78440P108 299 11300 SH DEFINED 29 11300 0 0 SK TELECOM LTD SPONSORED A 78440P108 752 28400 SH DEFINED 30,38 28400 0 0 SL GREEN RLTY CORP COM 78440X101 3 25 SH DEFINED 6,10,11 25 0 0 SL GREEN RLTY CORP COM 78440X101 338 2547 SH DEFINED 12 2547 0 0 SL GREEN RLTY CORP COM 78440X101 1315 9900 SH DEFINED 13,30 9900 0 0 SL GREEN RLTY CORP COM 78440X101 2242 16884 SH DEFINED 15,23,24 11848 0 5035 SLM CORP DBCV 78442PAC0 82 82000 PRN DEFINED 12 82000 0 0 SLM CORP DBCV 78442PAC0 100271 100482000 PRN DEFINED 15,23,24 100482000 0 0 SLM CORP COM 78442P106 224759 4608557 SH DEFINED 6,10 4608557 0 0 SLM CORP COM 78442P106 3115 63874 SH DEFINED 6,10,11 63749 0 125 SLM CORP COM 78442P106 1641 33648 SH DEFINED 12 33648 0 0 SLM CORP COM 78442P106 543 11128 SH DEFINED 14,15,23 11128 0 0 SLM CORP COM 78442P106 7940 162800 SH CALL DEFINED 14,15,23 162800 0 0 SLM CORP COM 78442P106 7559 155000 SH PUT DEFINED 14,15,23 155000 0 0 SLM CORP COM 78442P106 19442 398654 SH DEFINED 15,23,24 341464 0 57190 SLM CORP COM 78442P106 102 2087 SH DEFINED 15,18,23,25,26 2087 0 0 SLM CORP COM 78442P106 507 10400 SH DEFINED 30,38 10400 0 0 SPDR TR UNIT SER 1 78462F103 356265 2515643 SH DEFINED 6,10 2515643 0 0 SPDR TR UNIT SER 1 78462F103 10900 76969 SH DEFINED 12 76969 0 0 SPDR TR UNIT SER 1 78462F103 1236810 8733300 SH CALL DEFINED 14,15,23 8733300 0 0 SPDR TR UNIT SER 1 78462F103 2201171 15542800 SH PUT DEFINED 14,15,23 15542800 0 0 SPDR TR UNIT SER 1 78462F103 200264 1414093 SH DEFINED 15,23,24 1344738 0 69354 SPDR TR UNIT SER 1 78462F103 44299 312800 SH CALL DEFINED 15,23,24 312800 0 0 SPDR TR UNIT SER 1 78462F103 430652 3040900 SH PUT DEFINED 15,23,24 3040900 0 0 SPDR TR UNIT SER 1 78462F103 3413 24100 SH DEFINED 15,18,23,25,26 24100 0 0 SPDR TR UNIT SER 1 78462F103 5279 37275 SH DEFINED 30,38 37275 0 0 SPSS INC COM 78462K102 149 4967 SH DEFINED 6,10 4967 0 0 SPSS INC COM 78462K102 3 110 SH DEFINED 12 110 0 0 SPSS INC COM 78462K102 143 4739 SH DEFINED 15,23,24 4539 0 200 S1 CORPORATION COM 78463B101 79 14253 SH DEFINED 15,23,24 12253 0 2000 S1 CORPORATION COM 78463B101 0 52 SH DEFINED 30,38 52 0 0 SPX CORP COM 784635104 160 2612 SH DEFINED 6,10 2612 0 0 SPX CORP COM 784635104 93 1528 SH DEFINED 12 1528 0 0 SPX CORP COM 784635104 1146 18736 SH DEFINED 14,15,23 18736 0 0 SPX CORP COM 784635104 2165 35400 SH CALL DEFINED 14,15,23 35400 0 0 SPX CORP COM 784635104 7150 116900 SH PUT DEFINED 14,15,23 116900 0 0 SPX CORP COM 784635104 12873 210481 SH DEFINED 15,23,24 205764 0 4716 SPX CORP COM 784635104 42812 700000 SH PUT DEFINED 15,23,24 700000 0 0 SRA INTL INC CL A 78464R105 10 367 SH DEFINED 6,10 367 0 0 SRA INTL INC CL A 78464R105 8 300 SH DEFINED 6,10,11 300 0 0 SRA INTL INC CL A 78464R105 345 12912 SH DEFINED 12 12912 0 0 SRA INTL INC CL A 78464R105 1427 53359 SH DEFINED 15,23,24 38909 0 14450 SVB FINL GROUP COM 78486Q101 0 4 SH DEFINED 6,10 4 0 0 SVB FINL GROUP COM 78486Q101 164 3528 SH DEFINED 12 3528 0 0 SVB FINL GROUP COM 78486Q101 1892 40582 SH DEFINED 15,23,24 24032 0 16550 SABA SOFTWARE INC COM NEW 784932600 96 15365 SH DEFINED 15,23,24 15365 0 0 SWS GROUP INC COM 78503N107 145 4067 SH DEFINED 6,10 4067 0 0 SWS GROUP INC COM 78503N107 1083 30330 SH DEFINED 15,23,24 30129 0 201 SABINE ROYALTY TR UNIT BEN IN 785688102 609 14416 SH DEFINED 15,23,24 8186 0 6230 SABRE HLDGS CORP CL A 785905100 393 12327 SH DEFINED 6,10 12327 0 0 SABRE HLDGS CORP CL A 785905100 163 5107 SH DEFINED 12 5107 0 0 SABRE HLDGS CORP CL A 785905100 4539 142347 SH DEFINED 15,23,24 132808 0 9539 SAFECO CORP COM 786429100 694 11098 SH DEFINED 6,10 11098 0 0 SAFECO CORP COM 786429100 143 2279 SH DEFINED 12 2279 0 0 SAFECO CORP COM 786429100 2185 34932 SH DEFINED 15,23,24 29730 0 5202 SAFECO CORP COM 786429100 240 3841 SH DEFINED 30,38 3841 0 0 SAFEGUARD SCIENTIFIC COM 786449108 6499 2685477 SH DEFINED 15,23,24 2680062 0 5415 SAFENET INC COM 78645R107 19 775 SH DEFINED 12 775 0 0 SAFENET INC COM 78645R107 477 19929 SH DEFINED 15,23,24 17079 0 2850 SAFETY INS GROUP INC COM 78648T100 182 3591 SH DEFINED 6,10 3591 0 0 SAFETY INS GROUP INC COM 78648T100 3 56 SH DEFINED 12 56 0 0 SAFETY INS GROUP INC COM 78648T100 353 6967 SH DEFINED 15,23,24 5027 0 1940 SAFEWAY INC COM NEW 786514208 1382 40000 SH DEFINED 3,8 0 0 40000 SAFEWAY INC COM NEW 786514208 1443 41748 SH DEFINED 6,10 41748 0 0 SAFEWAY INC COM NEW 786514208 3 100 SH DEFINED 6,10,11 100 0 0 SAFEWAY INC COM NEW 786514208 618 17889 SH DEFINED 12 17889 0 0 SAFEWAY INC COM NEW 786514208 3945 114155 SH DEFINED 14,15,23 114155 0 0 SAFEWAY INC COM NEW 786514208 498 14400 SH CALL DEFINED 14,15,23 14400 0 0 SAFEWAY INC COM NEW 786514208 3394 98200 SH PUT DEFINED 14,15,23 98200 0 0 SAFEWAY INC COM NEW 786514208 20841 603048 SH DEFINED 15,23,24 474499 0 128549 SAFEWAY INC COM NEW 786514208 5807 168030 SH DEFINED 30,38 168030 0 0 SAGA COMMUNICATIONS CL A 786598102 102 10600 SH DEFINED 15,23,24 10600 0 0 ST JOE CO COM 790148100 172 3220 SH DEFINED 6,10 3220 0 0 ST JOE CO COM 790148100 698 13025 SH DEFINED 6,10,11 13025 0 0 ST JOE CO COM 790148100 392 7321 SH DEFINED 12 7321 0 0 ST JOE CO COM 790148100 7452 139100 SH CALL DEFINED 14,15,23 139100 0 0 ST JOE CO COM 790148100 5893 110000 SH PUT DEFINED 14,15,23 110000 0 0 ST JOE CO COM 790148100 3888 72580 SH DEFINED 15,23,24 68222 0 4358 ST JUDE MED INC COM 790849103 3597 98397 SH DEFINED 6,10 98397 0 0 ST JUDE MED INC COM 790849103 1902 52018 SH DEFINED 12 52018 0 0 ST JUDE MED INC COM 790849103 13359 365400 SH CALL DEFINED 14,15,23 365400 0 0 ST JUDE MED INC COM 790849103 8032 219700 SH PUT DEFINED 14,15,23 219700 0 0 ST JUDE MED INC COM 790849103 21138 578177 SH DEFINED 15,23,24 463963 0 114214 ST JUDE MED INC COM 790849103 29 800 SH CALL DEFINED 15,23,24 800 0 0 ST JUDE MED INC COM 790849103 33 900 SH PUT DEFINED 15,23,24 900 0 0 ST JUDE MED INC COM 790849103 5667 155000 SH DEFINED 30,38 155000 0 0 ST MARY LD & EXPL CO COM 792228108 509 13822 SH DEFINED 6,10 13822 0 0 ST MARY LD & EXPL CO COM 792228108 16 425 SH DEFINED 6,10,11 425 0 0 ST MARY LD & EXPL CO COM 792228108 16 436 SH DEFINED 12 436 0 0 ST MARY LD & EXPL CO COM 792228108 1343 36452 SH DEFINED 15,23,24 34025 0 2427 ST MARY LD & EXPL CO COM 792228108 4237 115000 SH CALL DEFINED 15,23,24 115000 0 0 ST MARY LD & EXPL CO COM 792228108 81 2200 SH DEFINED 29 2200 0 0 ST MARY LD & EXPL CO COM 792228108 701 19020 SH DEFINED 30,38 19020 0 0 ST PAUL TRAVELERS IN COM 792860108 104 1942 SH DEFINED 3,8 0 0 1942 ST PAUL TRAVELERS IN COM 792860108 4758 88627 SH DEFINED 6,10 88627 0 0 ST PAUL TRAVELERS IN COM 792860108 4011 74701 SH DEFINED 6,10,11 74226 0 475 ST PAUL TRAVELERS IN COM 792860108 8122 151280 SH DEFINED 12 151280 0 0 ST PAUL TRAVELERS IN COM 792860108 2509 46725 SH DEFINED 14,15,23 46725 0 0 ST PAUL TRAVELERS IN COM 792860108 5847 108900 SH CALL DEFINED 14,15,23 108900 0 0 ST PAUL TRAVELERS IN COM 792860108 6760 125900 SH PUT DEFINED 14,15,23 125900 0 0 ST PAUL TRAVELERS IN COM 792860108 55689 1037225 SH DEFINED 15,23,24 871881 0 165343 ST PAUL TRAVELERS IN COM 792860108 11 200 SH CALL DEFINED 15,23,24 200 0 0 ST PAUL TRAVELERS IN COM 792860108 32348 602500 SH PUT DEFINED 15,23,24 602500 0 0 ST PAUL TRAVELERS IN COM 792860108 1557 29000 SH DEFINED 15,18,23,25,26 29000 0 0 ST PAUL TRAVELERS IN COM 792860108 1219 22700 SH DEFINED 29 22700 0 0 ST PAUL TRAVELERS IN COM 792860108 11 200 SH DEFINED 30,38 200 0 0 SAKS INC COM 79377W108 4925 276400 SH DEFINED 6,10 276400 0 0 SAKS INC COM 79377W108 136993 7687600 SH CALL DEFINED 6,10 7687600 0 0 SAKS INC COM 79377W108 1 39 SH DEFINED 12 39 0 0 SAKS INC COM 79377W108 4936 277000 SH CALL DEFINED 14,15,23 277000 0 0 SAKS INC COM 79377W108 1851 103900 SH PUT DEFINED 14,15,23 103900 0 0 SAKS INC COM 79377W108 3378 189545 SH DEFINED 15,23,24 183338 0 6207 SAKS INC COM 79377W108 2751 154400 SH PUT DEFINED 15,23,24 154400 0 0 SALEM COMMUNICATIONS CL A 794093104 216 18034 SH DEFINED 15,23,24 16034 0 2000 SALESFORCE COM INC COM 79466L302 143 3924 SH DEFINED 6,10 3924 0 0 SALESFORCE COM INC COM 79466L302 8 214 SH DEFINED 12 214 0 0 SALESFORCE COM INC COM 79466L302 2064 56630 SH DEFINED 14,15,23 56630 0 0 SALESFORCE COM INC COM 79466L302 1170 32100 SH CALL DEFINED 14,15,23 32100 0 0 SALESFORCE COM INC COM 79466L302 2471 67800 SH PUT DEFINED 14,15,23 67800 0 0 SALESFORCE COM INC COM 79466L302 1944 53344 SH DEFINED 15,23,24 50479 0 2865 SALESFORCE COM INC COM 79466L302 1859 51000 SH CALL DEFINED 15,23,24 51000 0 0 SALIX PHARMACEUTICAL COM 795435106 3 225 SH DEFINED 6,10,11 225 0 0 SALIX PHARMACEUTICAL COM 795435106 5 424 SH DEFINED 12 424 0 0 SALIX PHARMACEUTICAL COM 795435106 303 24921 SH DEFINED 15,23,24 23538 0 1383 SALIX PHARMACEUTICAL COM 795435106 344 28300 SH DEFINED 30,38 28300 0 0 SALLY BEAUTY HLDGS I COM 79546E104 30 3789 SH DEFINED 6,10 3789 0 0 SALLY BEAUTY HLDGS I COM 79546E104 17 2175 SH DEFINED 6,10,11 2175 0 0 SALLY BEAUTY HLDGS I COM 79546E104 107 13740 SH DEFINED 12 13740 0 0 SALLY BEAUTY HLDGS I COM 79546E104 1816 232796 SH DEFINED 15,23,24 192775 0 40021 SALTON INC COM 795757103 72 32161 SH DEFINED 15,23,24 32150 0 11 SAN JUAN BASIN RTY T UNIT BEN IN 798241105 2693 81967 SH DEFINED 15,23,24 54336 0 27631 SAN PAOLO-IMI S P A SPONSORED A 799175104 363 7815 SH DEFINED 12 7815 0 0 SAN PAOLO-IMI S P A SPONSORED A 799175104 442 9512 SH DEFINED 15,23,24 8829 0 683 SANDERSON FARMS INC COM 800013104 121 3994 SH DEFINED 6,10 3994 0 0 SANDERSON FARMS INC COM 800013104 12 406 SH DEFINED 12 406 0 0 SANDERSON FARMS INC COM 800013104 1182 39021 SH DEFINED 15,23,24 32209 0 6812 SANDERSON FARMS INC COM 800013104 1153 38080 SH DEFINED 30,38 38080 0 0 SANDISK CORP NOTE 1.000 80004CAC5 17700 20000000 PRN DEFINED 6,10 20000000 0 0 SANDISK CORP NOTE 1.000 80004CAC5 18 20000 PRN DEFINED 12 20000 0 0 SANDISK CORP COM 80004C101 45 1043 SH DEFINED 3,8 0 0 1043 SANDISK CORP COM 80004C101 935 21731 SH DEFINED 6,10 21731 0 0 SANDISK CORP COM 80004C101 19734 458600 SH CALL DEFINED 6,10 458600 0 0 SANDISK CORP COM 80004C101 12 280 SH DEFINED 6,10,11 280 0 0 SANDISK CORP COM 80004C101 251 5840 SH DEFINED 12 5840 0 0 SANDISK CORP COM 80004C101 66920 1555200 SH CALL DEFINED 14,15,23 1555200 0 0 SANDISK CORP COM 80004C101 47677 1108000 SH PUT DEFINED 14,15,23 1108000 0 0 SANDISK CORP COM 80004C101 3099 72010 SH DEFINED 2,5,6,9,10,17,19,20,27 72010 0 0 SANDISK CORP COM 80004C101 133009 3091070 SH DEFINED 15,23,24 2874895 0 216175 SANDISK CORP COM 80004C101 7126 165600 SH CALL DEFINED 15,23,24 165600 0 0 SANDISK CORP COM 80004C101 44256 1028500 SH PUT DEFINED 15,23,24 1028500 0 0 SANDISK CORP COM 80004C101 7434 172756 SH DEFINED 30,38 172756 0 0 SANDY SPRING BANCORP COM 800363103 269 7042 SH DEFINED 15,23,24 6891 0 150 SANFILIPPO JOHN B & COM 800422107 2589 211162 SH DEFINED 15,23,24 175017 0 36145 SANMINA SCI CORP COM 800907107 173 50209 SH DEFINED 6,10 50209 0 0 SANMINA SCI CORP COM 800907107 5 1369 SH DEFINED 6,10,11 1369 0 0 SANMINA SCI CORP COM 800907107 185 53763 SH DEFINED 12 53763 0 0 SANMINA SCI CORP COM 800907107 176 51018 SH DEFINED 14,15,23 51018 0 0 SANMINA SCI CORP COM 800907107 312 90300 SH CALL DEFINED 14,15,23 90300 0 0 SANMINA SCI CORP COM 800907107 474 137300 SH PUT DEFINED 14,15,23 137300 0 0 SANMINA SCI CORP COM 800907107 1818 526859 SH DEFINED 15,23,24 483387 0 43472 SANMINA SCI CORP COM 800907107 2 500 SH CALL DEFINED 15,23,24 500 0 0 SANOFI AVENTIS SPONSORED A 80105N105 2878 62335 SH DEFINED 6,10,11 61860 0 475 SANOFI AVENTIS SPONSORED A 80105N105 3775 81771 SH DEFINED 12 81771 0 0 SANOFI AVENTIS SPONSORED A 80105N105 5213 112900 SH CALL DEFINED 14,15,23 112900 0 0 SANOFI AVENTIS SPONSORED A 80105N105 2715 58800 SH PUT DEFINED 14,15,23 58800 0 0 SANOFI AVENTIS SPONSORED A 80105N105 13200 285890 SH DEFINED 15,23,24 235395 0 50495 SANOFI AVENTIS SPONSORED A 80105N105 1320 28600 SH DEFINED 29 28600 0 0 SANOFI AVENTIS SPONSORED A 80105N105 245 5300 SH DEFINED 30,38 5300 0 0 SANTA FE ENERGY TR RCPT DEP UN 802013102 29 1000 SH DEFINED 12 1000 0 0 SANTA FE ENERGY TR RCPT DEP UN 802013102 371 12714 SH DEFINED 15,23,24 6714 0 6000 SANTARUS INC COM 802817304 116 14874 SH DEFINED 15,23,24 14831 0 43 SANTARUS INC COM 802817304 73 9283 SH DEFINED 29 9283 0 0 SANTOS LIMITED SPONSORED A 803021609 1147 36713 SH DEFINED 15,23,24 21533 0 15180 SAP AKTIENGESELLSCHA SPONSORED A 803054204 5 100 SH DEFINED 6,10,11 100 0 0 SAP AKTIENGESELLSCHA SPONSORED A 803054204 766 14421 SH DEFINED 12 14421 0 0 SAP AKTIENGESELLSCHA SPONSORED A 803054204 605 11400 SH DEFINED 14,15,23 11400 0 0 SAP AKTIENGESELLSCHA SPONSORED A 803054204 1917 36100 SH CALL DEFINED 14,15,23 36100 0 0 SAP AKTIENGESELLSCHA SPONSORED A 803054204 2947 55500 SH PUT DEFINED 14,15,23 55500 0 0 SAP AKTIENGESELLSCHA SPONSORED A 803054204 5634 106100 SH DEFINED 2,5,6,9,10,17,19,20,27 106100 0 0 SAP AKTIENGESELLSCHA SPONSORED A 803054204 15143 285174 SH DEFINED 15,23,24 235016 0 50158 SAP AKTIENGESELLSCHA SPONSORED A 803054204 9930 187000 SH CALL DEFINED 15,23,24 187000 0 0 SAP AKTIENGESELLSCHA SPONSORED A 803054204 24776 466600 SH PUT DEFINED 15,23,24 466600 0 0 SAPIENT CORP COM 803062108 68 12432 SH DEFINED 6,10 12432 0 0 SAPIENT CORP COM 803062108 971 176891 SH DEFINED 15,23,24 176641 0 250 SAPIENT CORP COM 803062108 133 24250 SH DEFINED 29 24250 0 0 SAPIENT CORP COM 803062108 161 29320 SH DEFINED 30,38 29320 0 0 SAPPI LTD SPON ADR NE 803069202 24 1438 SH DEFINED 12 1438 0 0 SAPPI LTD SPON ADR NE 803069202 384 22895 SH DEFINED 15,23,24 17269 0 5626 SAPPI LTD SPON ADR NE 803069202 195 11600 SH DEFINED 30,38 11600 0 0 SARA LEE CORP COM 803111103 1221 71688 SH DEFINED 6,10 71688 0 0 SARA LEE CORP COM 803111103 952 55900 SH CALL DEFINED 6,10 55900 0 0 SARA LEE CORP COM 803111103 504 29600 SH DEFINED 6,10,11 29600 0 0 SARA LEE CORP COM 803111103 1516 88992 SH DEFINED 12 88992 0 0 SARA LEE CORP COM 803111103 11131 653600 SH CALL DEFINED 14,15,23 653600 0 0 SARA LEE CORP COM 803111103 7687 451400 SH PUT DEFINED 14,15,23 451400 0 0 SARA LEE CORP COM 803111103 17162 1007757 SH DEFINED 15,23,24 908992 0 98765 SARA LEE CORP COM 803111103 3406 200000 SH CALL DEFINED 15,23,24 200000 0 0 SARA LEE CORP COM 803111103 136 7965 SH DEFINED 15,18,23,25,26 7965 0 0 SARA LEE CORP COM 803111103 765 44900 SH DEFINED 30,38 44900 0 0 SASOL LTD SPONSORED A 803866300 2345 63553 SH DEFINED 12 63553 0 0 SASOL LTD SPONSORED A 803866300 14592 395458 SH DEFINED 15,23,24 330995 0 64463 SASOL LTD SPONSORED A 803866300 871 23600 SH DEFINED 15,18,23,25,26 23600 0 0 SATCON TECHNOLOGY CO COM 803893106 33 29201 SH DEFINED 15,23,24 29001 0 200 SATYAM COMPUTER SERV ADR 804098101 108 4500 SH DEFINED 6,10 4500 0 0 SATYAM COMPUTER SERV ADR 804098101 284 11834 SH DEFINED 12 11834 0 0 SATYAM COMPUTER SERV ADR 804098101 12634 526200 SH DEFINED 15,16,21-23 526200 0 0 SATYAM COMPUTER SERV ADR 804098101 6315 263009 SH DEFINED 15,23,24 229032 0 33977 SATYAM COMPUTER SERV ADR 804098101 70 2900 SH DEFINED 30,38 2900 0 0 SAUER-DANFOSS INC COM 804137107 170 5275 SH DEFINED 6,10,11 5275 0 0 SAUER-DANFOSS INC COM 804137107 842 26105 SH DEFINED 15,23,24 10244 0 15861 SAUL CTRS INC COM 804395101 1546 28013 SH DEFINED 15,23,24 21692 0 6321 SAVIENT PHARMACEUTIC COM 80517Q100 131 11678 SH DEFINED 6,10 11678 0 0 SAVIENT PHARMACEUTIC COM 80517Q100 433 38651 SH DEFINED 15,23,24 37857 0 794 SAVVIS INC COM NEW 805423308 224 6274 SH DEFINED 12 6274 0 0 SAVVIS INC COM NEW 805423308 15 413 SH DEFINED 15,23,24 380 0 33 SCANA CORP NEW COM 80589M102 204 5023 SH DEFINED 6,10 5023 0 0 SCANA CORP NEW COM 80589M102 65 1593 SH DEFINED 6,10,11 1093 0 500 SCANA CORP NEW COM 80589M102 3393 83523 SH DEFINED 12 83523 0 0 SCANA CORP NEW COM 80589M102 8791 216411 SH DEFINED 15,23,24 189317 0 27094 SCANA CORP NEW COM 80589M102 504 12400 SH DEFINED 30,38 12400 0 0 SCANSOURCE INC COM 806037107 197 6480 SH DEFINED 6,10 6480 0 0 SCANSOURCE INC COM 806037107 52 1698 SH DEFINED 12 1698 0 0 SCANSOURCE INC COM 806037107 508 16709 SH DEFINED 15,23,24 16092 0 617 SCHEIN HENRY INC COM 806407102 187 3823 SH DEFINED 6,10 3823 0 0 SCHEIN HENRY INC COM 806407102 5 95 SH DEFINED 6,10,11 95 0 0 SCHEIN HENRY INC COM 806407102 676 13808 SH DEFINED 12 13808 0 0 SCHEIN HENRY INC COM 806407102 11527 235340 SH DEFINED 15,23,24 175527 0 59813 SCHEIN HENRY INC COM 806407102 30 616 SH DEFINED 30,38 616 0 0 SCHERING PLOUGH CORP COM 806605101 3255 137706 SH DEFINED 3,8 0 0 137706 SCHERING PLOUGH CORP COM 806605101 10385 439284 SH DEFINED 6,10 350319 0 88965 SCHERING PLOUGH CORP COM 806605101 2364 100000 SH CALL DEFINED 6,10 100000 0 0 SCHERING PLOUGH CORP COM 806605101 706 29859 SH DEFINED 6,10,11 29859 0 0 SCHERING PLOUGH CORP COM 806605101 40681 1720841 SH DEFINED 12 1720841 0 0 SCHERING PLOUGH CORP COM 806605101 4771 201800 SH CALL DEFINED 14,15,23 201800 0 0 SCHERING PLOUGH CORP COM 806605101 8170 345600 SH PUT DEFINED 14,15,23 345600 0 0 SCHERING PLOUGH CORP COM 806605101 44008 1861598 SH DEFINED 15,23,24 1528892 0 332706 SCHERING PLOUGH CORP COM 806605101 21 900 SH CALL DEFINED 15,23,24 900 0 0 SCHERING PLOUGH CORP COM 806605101 199 8400 SH PUT DEFINED 15,23,24 6200 0 2200 SCHERING PLOUGH CORP COM 806605101 2396 101361 SH DEFINED 15,18,23,25,26 101361 0 0 SCHERING PLOUGH CORP COM 806605101 598 25300 SH DEFINED 29 25300 0 0 SCHERING PLOUGH CORP COM 806605101 1454 61500 SH DEFINED 30,38 61500 0 0 SCHERING PLOUGH CORP PFD CONV MA 806605606 321 5642 SH DEFINED 12 5642 0 0 SCHERING PLOUGH CORP PFD CONV MA 806605606 2604 45781 SH DEFINED 15,23,24 36166 0 9614 SCHLUMBERGER LTD DBCV 1.500 806857AC2 332 188000 PRN DEFINED 12 188000 0 0 SCHLUMBERGER LTD DBCV 1.500 806857AC2 1900 1077000 PRN DEFINED 15,23,24 1077000 0 0 SCHLUMBERGER LTD DBCV 2.125 806857AD0 3 2000 PRN DEFINED 12 2000 0 0 SCHLUMBERGER LTD DBCV 2.125 806857AD0 38 23000 PRN DEFINED 15,23,24 23000 0 0 SCHLUMBERGER LTD COM 806857108 96 1522 SH DEFINED 3,8 0 0 1522 SCHLUMBERGER LTD COM 806857108 17815 282056 SH DEFINED 6,10 282056 0 0 SCHLUMBERGER LTD COM 806857108 2868 45402 SH DEFINED 6,10,11 45187 0 215 SCHLUMBERGER LTD COM 806857108 42254 669005 SH DEFINED 12 669005 0 0 SCHLUMBERGER LTD COM 806857108 56200 889800 SH CALL DEFINED 14,15,23 889800 0 0 SCHLUMBERGER LTD COM 806857108 38521 609900 SH PUT DEFINED 14,15,23 609900 0 0 SCHLUMBERGER LTD COM 806857108 101862 1612755 SH DEFINED 15,23,24 1263907 0 348848 SCHLUMBERGER LTD COM 806857108 46391 734500 SH CALL DEFINED 15,23,24 734500 0 0 SCHLUMBERGER LTD COM 806857108 732 11595 SH DEFINED 15,18,23,25,26 11595 0 0 SCHNITZER STL INDS CL A 806882106 1255 31606 SH DEFINED 14,15,23 31606 0 0 SCHNITZER STL INDS CL A 806882106 1346 33900 SH CALL DEFINED 14,15,23 33900 0 0 SCHNITZER STL INDS CL A 806882106 5455 137400 SH PUT DEFINED 14,15,23 137400 0 0 SCHNITZER STL INDS CL A 806882106 1241 31251 SH DEFINED 15,23,24 24532 0 6719 SCHNITZER STL INDS CL A 806882106 69 1749 SH DEFINED 30,38 1749 0 0 SCHOLASTIC CORP COM 807066105 3 75 SH DEFINED 6,10 75 0 0 SCHOLASTIC CORP COM 807066105 1021 28495 SH DEFINED 15,23,24 28327 0 168 SCHOLASTIC CORP COM 807066105 306 8549 SH DEFINED 30,38 8549 0 0 SCHOOL SPECIALTY INC COM 807863105 175 4672 SH DEFINED 6,10 4672 0 0 SCHOOL SPECIALTY INC COM 807863105 186 4961 SH DEFINED 15,23,24 4961 0 0 SCHOOL SPECIALTY INC COM 807863105 11 300 SH DEFINED 30,38 300 0 0 SCHULMAN A INC COM 808194104 135 6085 SH DEFINED 6,10 6085 0 0 SCHULMAN A INC COM 808194104 47 2120 SH DEFINED 6,10,11 2120 0 0 SCHULMAN A INC COM 808194104 2 82 SH DEFINED 12 82 0 0 SCHULMAN A INC COM 808194104 936 42069 SH DEFINED 15,23,24 29286 0 12783 SCHWAB CHARLES CORP COM 808513105 9574 495040 SH DEFINED 6,10 495040 0 0 SCHWAB CHARLES CORP COM 808513105 799 41296 SH DEFINED 12 41296 0 0 SCHWAB CHARLES CORP COM 808513105 2498 129186 SH DEFINED 14,15,23 129186 0 0 SCHWAB CHARLES CORP COM 808513105 3613 186800 SH CALL DEFINED 14,15,23 186800 0 0 SCHWAB CHARLES CORP COM 808513105 6378 329800 SH PUT DEFINED 14,15,23 329800 0 0 SCHWAB CHARLES CORP COM 808513105 53252 2753468 SH DEFINED 15,23,24 2347185 0 406283 SCHWAB CHARLES CORP COM 808513105 10548 545400 SH CALL DEFINED 15,23,24 545400 0 0 SCHWAB CHARLES CORP COM 808513105 1996 103200 SH PUT DEFINED 15,23,24 103200 0 0 SCHWAB CHARLES CORP COM 808513105 147 7600 SH DEFINED 15,18,23,25,26 7600 0 0 SCHWAB CHARLES CORP COM 808513105 396 20500 SH DEFINED 29 20500 0 0 SCHWAB CHARLES CORP COM 808513105 1157 59838 SH DEFINED 30,38 59838 0 0 SCHWEITZER-MAUDUIT I COM 808541106 101 3892 SH DEFINED 6,10 3892 0 0 SCHWEITZER-MAUDUIT I COM 808541106 10 400 SH DEFINED 12 400 0 0 SCHWEITZER-MAUDUIT I COM 808541106 1680 64510 SH DEFINED 15,23,24 53350 0 11160 SCIELE PHARMA INC COM 808627103 285 11878 SH DEFINED 6,10 11878 0 0 SCIELE PHARMA INC COM 808627103 3 110 SH DEFINED 12 110 0 0 SCIELE PHARMA INC COM 808627103 785 32711 SH DEFINED 15,23,24 32276 0 435 SCIELE PHARMA INC COM 808627103 188 7850 SH DEFINED 29 7850 0 0 SCIELE PHARMA INC COM 808627103 614 25578 SH DEFINED 30,38 25578 0 0 SCIENTIFIC GAMES COR SDCV 0.750 80874PAD1 39 34000 PRN DEFINED 12 34000 0 0 SCIENTIFIC GAMES COR CL A 80874P109 4 140 SH DEFINED 6,10 140 0 0 SCIENTIFIC GAMES COR CL A 80874P109 128 4220 SH DEFINED 12 4220 0 0 SCIENTIFIC GAMES COR CL A 80874P109 2101 69500 SH CALL DEFINED 14,15,23 69500 0 0 SCIENTIFIC GAMES COR CL A 80874P109 1427 47200 SH PUT DEFINED 14,15,23 47200 0 0 SCIENTIFIC GAMES COR CL A 80874P109 1182 39091 SH DEFINED 15,23,24 36156 0 2935 SCOTTISH PWR PLC SP ADR FNL 81013T804 24 417 SH DEFINED 6,10,11 417 0 0 SCOTTISH PWR PLC SP ADR FNL 81013T804 225 3850 SH DEFINED 12 3850 0 0 SCOTTISH PWR PLC SP ADR FNL 81013T804 3944 67495 SH DEFINED 15,23,24 63405 0 4090 SCOTTISH PWR PLC SP ADR FNL 81013T804 6450 110387 SH DEFINED 15,18,23,25,28 110387 0 0 SCOTTS MIRACLE GRO C CL A 810186106 7 135 SH DEFINED 6,10 135 0 0 SCOTTS MIRACLE GRO C CL A 810186106 10 187 SH DEFINED 6,10,11 187 0 0 SCOTTS MIRACLE GRO C CL A 810186106 59 1135 SH DEFINED 12 1135 0 0 SCOTTS MIRACLE GRO C CL A 810186106 15359 297367 SH DEFINED 15,23,24 209651 0 87716 SCOTTS MIRACLE GRO C CL A 810186106 128 2475 SH DEFINED 29 2475 0 0 SCRIPPS E W CO OHIO CL A 811054204 411 8235 SH DEFINED 6,10 8235 0 0 SCRIPPS E W CO OHIO CL A 811054204 185 3703 SH DEFINED 12 3703 0 0 SCRIPPS E W CO OHIO CL A 811054204 2697 53997 SH DEFINED 15,23,24 53336 0 661 SCRIPPS E W CO OHIO CL A 811054204 132 2640 SH DEFINED 30,38 2640 0 0 SEACHANGE INTL INC COM 811699107 30 2900 SH DEFINED 6,10,11 2900 0 0 SEACHANGE INTL INC COM 811699107 1 135 SH DEFINED 12 135 0 0 SEACHANGE INTL INC COM 811699107 109 10671 SH DEFINED 15,23,24 7071 0 3600 SEACOAST BKG CORP FL COM 811707306 8 330 SH DEFINED 12 330 0 0 SEACOAST BKG CORP FL COM 811707306 2885 116328 SH DEFINED 15,23,24 108362 0 7966 SEACOR HOLDINGS INC COM 811904101 546 5509 SH DEFINED 6,10 5509 0 0 SEACOR HOLDINGS INC COM 811904101 3 35 SH DEFINED 12 35 0 0 SEACOR HOLDINGS INC COM 811904101 3865 38982 SH DEFINED 15,23,24 34782 0 4200 SEALED AIR CORP NEW COM 81211K100 488 7511 SH DEFINED 6,10 7511 0 0 SEALED AIR CORP NEW COM 81211K100 2 30 SH DEFINED 6,10,11 30 0 0 SEALED AIR CORP NEW COM 81211K100 181 2795 SH DEFINED 12 2795 0 0 SEALED AIR CORP NEW COM 81211K100 280 4307 SH DEFINED 14,15,23 4307 0 0 SEALED AIR CORP NEW COM 81211K100 2272 35000 SH CALL DEFINED 14,15,23 35000 0 0 SEALED AIR CORP NEW COM 81211K100 5512 84900 SH PUT DEFINED 14,15,23 84900 0 0 SEALED AIR CORP NEW COM 81211K100 3958 60967 SH DEFINED 15,23,24 59089 0 1878 SEALY CORP COM 812139301 580 39300 SH CALL DEFINED 14,15,23 39300 0 0 SEALY CORP COM 812139301 329 22300 SH PUT DEFINED 14,15,23 22300 0 0 SEALY CORP COM 812139301 133 8999 SH DEFINED 15,23,24 7115 0 1884 SEARS HLDGS CORP COM 812350106 27612 164427 SH DEFINED 6,10 164427 0 0 SEARS HLDGS CORP COM 812350106 482 2873 SH DEFINED 12 2873 0 0 SEARS HLDGS CORP COM 812350106 141313 841500 SH CALL DEFINED 14,15,23 841500 0 0 SEARS HLDGS CORP COM 812350106 95300 567500 SH PUT DEFINED 14,15,23 567500 0 0 SEARS HLDGS CORP COM 812350106 40321 240108 SH DEFINED 15,23,24 224068 0 16040 SEARS HLDGS CORP COM 812350106 43964 261800 SH CALL DEFINED 15,23,24 261800 0 0 SEARS HLDGS CORP COM 812350106 33133 197300 SH PUT DEFINED 15,23,24 197300 0 0 SEARS HLDGS CORP COM 812350106 29 170 SH DEFINED 30,38 170 0 0 SEATTLE GENETICS INC COM 812578102 149 28047 SH DEFINED 15,23,24 10897 0 17150 SELECT SECTOR SPDR T SBI MATERIA 81369Y100 16 450 SH DEFINED 6,10,11 450 0 0 SELECT SECTOR SPDR T SBI MATERIA 81369Y100 111 3200 SH DEFINED 12 3200 0 0 SELECT SECTOR SPDR T SBI MATERIA 81369Y100 18282 525200 SH CALL DEFINED 14,15,23 525200 0 0 SELECT SECTOR SPDR T SBI MATERIA 81369Y100 4748 136400 SH PUT DEFINED 14,15,23 136400 0 0 SELECT SECTOR SPDR T SBI MATERIA 81369Y100 13061 375204 SH DEFINED 15,23,24 335341 0 39863 SELECT SECTOR SPDR T SBI MATERIA 81369Y100 17405 500000 SH PUT DEFINED 15,23,24 500000 0 0 SELECT SECTOR SPDR T SBI HEALTHC 81369Y209 1373 41000 SH DEFINED 6,10 41000 0 0 SELECT SECTOR SPDR T SBI HEALTHC 81369Y209 7 200 SH DEFINED 6,10,11 200 0 0 SELECT SECTOR SPDR T SBI HEALTHC 81369Y209 344 10265 SH DEFINED 12 10265 0 0 SELECT SECTOR SPDR T SBI HEALTHC 81369Y209 1681 50200 SH CALL DEFINED 14,15,23 50200 0 0 SELECT SECTOR SPDR T SBI HEALTHC 81369Y209 1658 49500 SH PUT DEFINED 14,15,23 49500 0 0 SELECT SECTOR SPDR T SBI HEALTHC 81369Y209 36274 1083131 SH DEFINED 15,23,24 974855 0 108276 SELECT SECTOR SPDR T SBI CONS ST 81369Y308 23746 909116 SH DEFINED 15,23,24 852341 0 56775 SELECT SECTOR SPDR T SBI CONS DI 81369Y407 173 4500 SH DEFINED 12 4500 0 0 SELECT SECTOR SPDR T SBI CONS DI 81369Y407 17769 463212 SH DEFINED 15,23,24 429141 0 34070 SELECT SECTOR SPDR T SBI INT-ENE 81369Y506 29 500 SH DEFINED 6,10,11 500 0 0 SELECT SECTOR SPDR T SBI INT-ENE 81369Y506 536 9150 SH DEFINED 12 9150 0 0 SELECT SECTOR SPDR T SBI INT-ENE 81369Y506 3402 58017 SH DEFINED 14,15,23 58017 0 0 SELECT SECTOR SPDR T SBI INT-ENE 81369Y506 23933 408200 SH CALL DEFINED 14,15,23 408200 0 0 SELECT SECTOR SPDR T SBI INT-ENE 81369Y506 73035 1245700 SH PUT DEFINED 14,15,23 1245700 0 0 SELECT SECTOR SPDR T SBI INT-ENE 81369Y506 84371 1439033 SH DEFINED 15,23,24 1228943 0 210089 SELECT SECTOR SPDR T SBI INT-ENE 81369Y506 62588 1067500 SH CALL DEFINED 15,23,24 1067500 0 0 SELECT SECTOR SPDR T SBI INT-ENE 81369Y506 5869 100100 SH PUT DEFINED 15,23,24 100100 0 0 SELECT SECTOR SPDR T SBI INT-FIN 81369Y605 73480 2000000 SH DEFINED 6,10 2000000 0 0 SELECT SECTOR SPDR T SBI INT-FIN 81369Y605 10948 297977 SH CALL DEFINED 6,10 297977 0 0 SELECT SECTOR SPDR T SBI INT-FIN 81369Y605 92 2500 SH DEFINED 12 2500 0 0 SELECT SECTOR SPDR T SBI INT-FIN 81369Y605 13278 361400 SH CALL DEFINED 14,15,23 361400 0 0 SELECT SECTOR SPDR T SBI INT-FIN 81369Y605 14031 381900 SH PUT DEFINED 14,15,23 381900 0 0 SELECT SECTOR SPDR T SBI INT-FIN 81369Y605 99315 2703176 SH DEFINED 15,23,24 2522331 0 180844 SELECT SECTOR SPDR T SBI INT-FIN 81369Y605 18403 500900 SH CALL DEFINED 15,23,24 500900 0 0 SELECT SECTOR SPDR T SBI INT-FIN 81369Y605 14696 400000 SH PUT DEFINED 15,23,24 400000 0 0 SELECT SECTOR SPDR T SBI INT-IND 81369Y704 287 8200 SH DEFINED 12 8200 0 0 SELECT SECTOR SPDR T SBI INT-IND 81369Y704 17172 490487 SH DEFINED 15,23,24 442120 0 48366 SELECT SECTOR SPDR T SBI INT-TEC 81369Y803 278 11952 SH DEFINED 6,10 11952 0 0 SELECT SECTOR SPDR T SBI INT-TEC 81369Y803 362 15579 SH DEFINED 14,15,23 15579 0 0 SELECT SECTOR SPDR T SBI INT-TEC 81369Y803 22648 973700 SH CALL DEFINED 14,15,23 973700 0 0 SELECT SECTOR SPDR T SBI INT-TEC 81369Y803 17854 767600 SH PUT DEFINED 14,15,23 767600 0 0 SELECT SECTOR SPDR T SBI INT-TEC 81369Y803 29538 1269914 SH DEFINED 15,23,24 1121175 0 148739 SELECT SECTOR SPDR T SBI INT-UTI 81369Y886 37 1000 SH DEFINED 12 1000 0 0 SELECT SECTOR SPDR T SBI INT-UTI 81369Y886 2011 54774 SH DEFINED 14,15,23 54774 0 0 SELECT SECTOR SPDR T SBI INT-UTI 81369Y886 1344 36600 SH CALL DEFINED 14,15,23 36600 0 0 SELECT SECTOR SPDR T SBI INT-UTI 81369Y886 3400 92600 SH PUT DEFINED 14,15,23 92600 0 0 SELECT SECTOR SPDR T SBI INT-UTI 81369Y886 30423 828503 SH DEFINED 15,23,24 683863 0 144640 SECURE COMPUTING COR COM 813705100 107 16248 SH DEFINED 6,10 16248 0 0 SECURE COMPUTING COR COM 813705100 254 38781 SH DEFINED 15,23,24 36931 0 1850 SELECT COMFORT CORP COM 81616X103 233 13397 SH DEFINED 6,10 13397 0 0 SELECT COMFORT CORP COM 81616X103 4 225 SH DEFINED 6,10,11 225 0 0 SELECT COMFORT CORP COM 81616X103 36 2045 SH DEFINED 12 2045 0 0 SELECT COMFORT CORP COM 81616X103 200 11526 SH DEFINED 14,15,23 11526 0 0 SELECT COMFORT CORP COM 81616X103 263 15100 SH CALL DEFINED 14,15,23 15100 0 0 SELECT COMFORT CORP COM 81616X103 537 30900 SH PUT DEFINED 14,15,23 30900 0 0 SELECT COMFORT CORP COM 81616X103 187 10765 SH DEFINED 15,23,24 7288 0 3477 SELECT COMFORT CORP COM 81616X103 1755 100893 SH DEFINED 30,38 100893 0 0 SELECTIVE INS GROUP COM 816300107 414 7226 SH DEFINED 6,10 7226 0 0 SELECTIVE INS GROUP COM 816300107 68 1186 SH DEFINED 12 1186 0 0 SELECTIVE INS GROUP COM 816300107 352 6147 SH DEFINED 15,23,24 6057 0 90 SELECTIVE INS GROUP COM 816300107 4 62 SH DEFINED 30,38 62 0 0 SELIGMAN SELECT MUN COM 816344105 239 23601 SH DEFINED 15,23,24 18991 0 4610 SEMICONDUCTOR MFG IN SPONSORED A 81663N206 202 31300 SH DEFINED 15,23,24 10700 0 20600 SEMICONDUCTOR HLDRS DEP RCPT 816636203 3 100 SH DEFINED 6,10,11 100 0 0 SEMICONDUCTOR HLDRS DEP RCPT 816636203 33011 981020 SH DEFINED 14,15,23 981020 0 0 SEMICONDUCTOR HLDRS DEP RCPT 816636203 67404 2003100 SH CALL DEFINED 14,15,23 2003100 0 0 SEMICONDUCTOR HLDRS DEP RCPT 816636203 88288 2623700 SH PUT DEFINED 14,15,23 2623700 0 0 SEMICONDUCTOR HLDRS DEP RCPT 816636203 232494 6909172 SH DEFINED 15,23,24 6898801 0 10371 SEMICONDUCTOR HLDRS DEP RCPT 816636203 35380 1051400 SH CALL DEFINED 15,23,24 1051400 0 0 SEMICONDUCTOR HLDRS DEP RCPT 816636203 52359 1556000 SH PUT DEFINED 15,23,24 1556000 0 0 SEMTECH CORP COM 816850101 16 1262 SH DEFINED 6,10 1262 0 0 SEMTECH CORP COM 816850101 98 7480 SH DEFINED 12 7480 0 0 SEMTECH CORP COM 816850101 326 24963 SH DEFINED 15,23,24 24518 0 445 SEMTECH CORP COM 816850101 75 5747 SH DEFINED 30,38 5747 0 0 SEMPRA ENERGY COM 816851109 1332 23765 SH DEFINED 6,10 23765 0 0 SEMPRA ENERGY COM 816851109 29 520 SH DEFINED 6,10,11 520 0 0 SEMPRA ENERGY COM 816851109 3327 59377 SH DEFINED 12 59377 0 0 SEMPRA ENERGY COM 816851109 12738 227306 SH DEFINED 15,23,24 196194 0 31111 SEMPRA ENERGY COM 816851109 6 100 SH CALL DEFINED 15,23,24 100 0 0 SEMPRA ENERGY COM 816851109 572 10200 SH DEFINED 29 10200 0 0 SENTO CORP COM NEW 816918205 76 33293 SH DEFINED 15,23,24 32793 0 500 SENIOR HSG PPTYS TR SH BEN INT 81721M109 422 17230 SH DEFINED 6,10 17230 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 29 1194 SH DEFINED 12 1194 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 7217 294800 SH DEFINED 13,30 294800 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 4236 173047 SH DEFINED 15,23,24 156639 0 16408 SENIOR HSG PPTYS TR SH BEN INT 81721M109 416 17000 SH DEFINED 30,38 17000 0 0 SENOMYX INC COM 81724Q107 10222 786915 SH DEFINED 15,23,24 657523 0 129392 SENSIENT TECHNOLOGIE COM 81725T100 0 5 SH DEFINED 6,10 5 0 0 SENSIENT TECHNOLOGIE COM 81725T100 3016 122596 SH DEFINED 6,10,11 122596 0 0 SENSIENT TECHNOLOGIE COM 81725T100 9 353 SH DEFINED 12 353 0 0 SENSIENT TECHNOLOGIE COM 81725T100 849 34532 SH DEFINED 15,23,24 32557 0 1975 SENSIENT TECHNOLOGIE COM 81725T100 74 3000 SH DEFINED 29 3000 0 0 SENSIENT TECHNOLOGIE COM 81725T100 180 7300 SH DEFINED 30,38 7300 0 0 SEPRACOR INC SDCV 5.000 817315AL8 25 25000 PRN DEFINED 12 25000 0 0 SEPRACOR INC SDCV 5.000 817315AL8 57 57000 PRN DEFINED 15,23,24 57000 0 0 SEPRACOR INC NOTE 817315AW4 9783 9090000 PRN DEFINED 15,23,24 9090000 0 0 SEPRACOR INC NOTE 817315AW4 14529 13500000 PRN DEFINED 30,38 13500000 0 0 SEPRACOR INC COM 817315104 1589 25809 SH DEFINED 6,10 25809 0 0 SEPRACOR INC COM 817315104 198 3221 SH DEFINED 12 3221 0 0 SEPRACOR INC COM 817315104 5955 96697 SH DEFINED 14,15,23 96697 0 0 SEPRACOR INC COM 817315104 48728 791300 SH CALL DEFINED 14,15,23 791300 0 0 SEPRACOR INC COM 817315104 54683 888000 SH PUT DEFINED 14,15,23 888000 0 0 SEPRACOR INC COM 817315104 23778 386129 SH DEFINED 15,23,24 347398 0 38731 SEPRACOR INC COM 817315104 7667 124500 SH CALL DEFINED 15,23,24 124500 0 0 SEPRACOR INC COM 817315104 9175 149000 SH PUT DEFINED 15,23,24 149000 0 0 SEPRACOR INC COM 817315104 1232 20000 SH DEFINED 30,38 20000 0 0 SERVICE CORP INTL COM 817565104 6 594 SH DEFINED 6,10 594 0 0 SERVICE CORP INTL COM 817565104 44 4301 SH DEFINED 12 4301 0 0 SERVICE CORP INTL COM 817565104 5037 491410 SH DEFINED 15,23,24 406948 0 84462 SERVICE CORP INTL COM 817565104 542 52900 SH DEFINED 30,38 52900 0 0 SERVICEMASTER CO COM 81760N109 171 13061 SH DEFINED 6,10 13061 0 0 SERVICEMASTER CO COM 81760N109 1829 139479 SH DEFINED 6,10,11 139479 0 0 SERVICEMASTER CO COM 81760N109 18 1357 SH DEFINED 12 1357 0 0 SERVICEMASTER CO COM 81760N109 5019 382818 SH DEFINED 15,23,24 327307 0 55510 SERVICEMASTER CO COM 81760N109 66 5000 SH CALL DEFINED 15,23,24 5000 0 0 SERVICEMASTER CO COM 81760N109 1076 82100 SH DEFINED 30,38 82100 0 0 SHANDA INTERACTIVE E SPONSORED A 81941Q203 1996 92110 SH DEFINED 14,15,23 92110 0 0 SHANDA INTERACTIVE E SPONSORED A 81941Q203 2442 112700 SH CALL DEFINED 14,15,23 112700 0 0 SHANDA INTERACTIVE E SPONSORED A 81941Q203 3133 144600 SH PUT DEFINED 14,15,23 144600 0 0 SHANDA INTERACTIVE E SPONSORED A 81941Q203 161 7433 SH DEFINED 15,23,24 6874 0 559 SHANDA INTERACTIVE E SPONSORED A 81941Q203 437 20159 SH DEFINED 30,38 20159 0 0 SHARPER IMAGE CORP COM 820013100 321 34700 SH DEFINED 15,23,24 28300 0 6400 SHAW COMMUNICATIONS CL B CONV 82028K200 425 13400 SH DEFINED 3,8 0 0 13400 SHAW COMMUNICATIONS CL B CONV 82028K200 362 11412 SH DEFINED 6,10 11412 0 0 SHAW COMMUNICATIONS CL B CONV 82028K200 934 29451 SH DEFINED 15,23,24 19116 0 10335 SHAW GROUP INC COM 820280105 684 20403 SH DEFINED 6,10 20403 0 0 SHAW GROUP INC COM 820280105 29 875 SH DEFINED 6,10,11 875 0 0 SHAW GROUP INC COM 820280105 76 2283 SH DEFINED 12 2283 0 0 SHAW GROUP INC COM 820280105 25125 750000 SH DEFINED 15,23 750000 0 0 SHAW GROUP INC COM 820280105 4884 145804 SH DEFINED 15,23,24 92084 0 53720 SHAW GROUP INC COM 820280105 50 1500 SH DEFINED 30,38 1500 0 0 SHERWIN WILLIAMS CO COM 824348106 726 11424 SH DEFINED 6,10 11424 0 0 SHERWIN WILLIAMS CO COM 824348106 41 647 SH DEFINED 6,10,11 647 0 0 SHERWIN WILLIAMS CO COM 824348106 1225 19266 SH DEFINED 12 19266 0 0 SHERWIN WILLIAMS CO COM 824348106 12246 192615 SH DEFINED 14,15,23 192615 0 0 SHERWIN WILLIAMS CO COM 824348106 2499 39300 SH CALL DEFINED 14,15,23 39300 0 0 SHERWIN WILLIAMS CO COM 824348106 12055 189600 SH PUT DEFINED 14,15,23 189600 0 0 SHERWIN WILLIAMS CO COM 824348106 10903 171479 SH DEFINED 15,23,24 149333 0 22145 SHERWIN WILLIAMS CO COM 824348106 1431 22500 SH PUT DEFINED 15,23,24 22500 0 0 SHINHAN FINANCIAL GR SPN ADR RES 824596100 118 1143 SH DEFINED 12 1143 0 0 SHINHAN FINANCIAL GR SPN ADR RES 824596100 561 5432 SH DEFINED 15,23,24 5292 0 140 SHIRE PLC SPONSORED A 82481R106 1037 16792 SH DEFINED 12 16792 0 0 SHIRE PLC SPONSORED A 82481R106 4212 68193 SH DEFINED 14,15,23 68193 0 0 SHIRE PLC SPONSORED A 82481R106 5719 92600 SH CALL DEFINED 14,15,23 92600 0 0 SHIRE PLC SPONSORED A 82481R106 9616 155700 SH PUT DEFINED 14,15,23 155700 0 0 SHIRE PLC SPONSORED A 82481R106 1682 27228 SH DEFINED 15,23,24 20074 0 7154 SHIRE PLC SPONSORED A 82481R106 2586 41872 SH DEFINED 15,18,23,25,28 41872 0 0 SHIRE PLC SPONSORED A 82481R106 732 11850 SH DEFINED 29 11850 0 0 SHOE CARNIVAL INC COM 824889109 76 2420 SH DEFINED 12 2420 0 0 SHOE CARNIVAL INC COM 824889109 63 1995 SH DEFINED 15,23,24 1786 0 209 SHOE CARNIVAL INC COM 824889109 2395 75800 SH DEFINED 30,38 75800 0 0 SHORE BANCSHARES INC COM 825107105 287 9511 SH DEFINED 6,10,11 9511 0 0 SHORE BANCSHARES INC COM 825107105 432 14330 SH DEFINED 15,23,24 4863 0 9467 SHUFFLE MASTER INC COM 825549108 231 8799 SH DEFINED 6,10 8799 0 0 SHUFFLE MASTER INC COM 825549108 160 6104 SH DEFINED 12 6104 0 0 SHUFFLE MASTER INC COM 825549108 4142 158100 SH CALL DEFINED 14,15,23 158100 0 0 SHUFFLE MASTER INC COM 825549108 2803 107000 SH PUT DEFINED 14,15,23 107000 0 0 SHUFFLE MASTER INC COM 825549108 428 16329 SH DEFINED 15,23,24 15282 0 1047 SHUFFLE MASTER INC COM 825549108 96 3669 SH DEFINED 30,38 3669 0 0 SIEMENS A G SPONSORED A 826197501 24 239 SH DEFINED 6,10 239 0 0 SIEMENS A G SPONSORED A 826197501 7 75 SH DEFINED 6,10,11 75 0 0 SIEMENS A G SPONSORED A 826197501 1492 15138 SH DEFINED 12 15138 0 0 SIEMENS A G SPONSORED A 826197501 2129 21600 SH CALL DEFINED 14,15,23 21600 0 0 SIEMENS A G SPONSORED A 826197501 1281 13000 SH PUT DEFINED 14,15,23 13000 0 0 SIEMENS A G SPONSORED A 826197501 11010 111715 SH DEFINED 15,23,24 94253 0 17462 SIEMENS A G SPONSORED A 826197501 387 3930 SH DEFINED 29 3930 0 0 SIERRA HEALTH SVCS I COM 826322109 518 14386 SH DEFINED 6,10 14386 0 0 SIERRA HEALTH SVCS I COM 826322109 166 4601 SH DEFINED 12 4601 0 0 SIERRA HEALTH SVCS I COM 826322109 584 16200 SH DEFINED 15,23,24 15563 0 637 SIERRA HEALTH SVCS I COM 826322109 151 4200 SH DEFINED 30,38 4200 0 0 SIERRA PAC RES NEW COM 826428104 0 27 SH DEFINED 6,10 27 0 0 SIERRA PAC RES NEW COM 826428104 135 8030 SH DEFINED 12 8030 0 0 SIERRA PAC RES NEW COM 826428104 10090 599543 SH DEFINED 15,23,24 450357 0 149186 SIERRA PAC RES NEW COM 826428104 1146 68100 SH DEFINED 30,38 68100 0 0 SIFY LTD SPONSORED A 82655M107 149 15634 SH DEFINED 15,23,24 13190 0 2444 SIGMA ALDRICH CORP COM 826552101 466 6002 SH DEFINED 6,10 6002 0 0 SIGMA ALDRICH CORP COM 826552101 633 8142 SH DEFINED 6,10,11 8142 0 0 SIGMA ALDRICH CORP COM 826552101 303 3901 SH DEFINED 12 3901 0 0 SIGMA ALDRICH CORP COM 826552101 4853 62439 SH DEFINED 15,23,24 57952 0 4487 SIGMA DESIGNS INC COM 826565103 1626 63898 SH DEFINED 15,23,24 49237 0 14661 SIGMATEL INC COM 82661W107 396 90454 SH DEFINED 14,15,23 90454 0 0 SIGMATEL INC COM 82661W107 142 32500 SH CALL DEFINED 14,15,23 32500 0 0 SIGMATEL INC COM 82661W107 174 39700 SH PUT DEFINED 14,15,23 39700 0 0 SIGMATEL INC COM 82661W107 2 555 SH DEFINED 15,23,24 555 0 0 SIGNET GROUP PLC SP ADR REP 82668L872 861 36640 SH DEFINED 12 36640 0 0 SIGNET GROUP PLC SP ADR REP 82668L872 2 72 SH DEFINED 15,23,24 72 0 0 SIGNET GROUP PLC SP ADR REP 82668L872 181 7700 SH DEFINED 29 7700 0 0 SIGNATURE BK NEW YOR COM 82669G104 64 2067 SH DEFINED 12 2067 0 0 SIGNATURE BK NEW YOR COM 82669G104 995 32102 SH DEFINED 15,23,24 31102 0 1000 SIGNATURE BK NEW YOR COM 82669G104 237 7650 SH DEFINED 29 7650 0 0 SIGA TECHNOLOGIES IN COM 826917106 38 10000 SH DEFINED 15,23,24 0 0 10000 SILICON LABORATORIES COM 826919102 13 368 SH DEFINED 6,10 368 0 0 SILICON LABORATORIES COM 826919102 512 14776 SH DEFINED 12 14776 0 0 SILICON LABORATORIES COM 826919102 5032 145234 SH DEFINED 14,15,23 145234 0 0 SILICON LABORATORIES COM 826919102 4144 119600 SH CALL DEFINED 14,15,23 119600 0 0 SILICON LABORATORIES COM 826919102 9099 262600 SH PUT DEFINED 14,15,23 262600 0 0 SILICON LABORATORIES COM 826919102 858 24766 SH DEFINED 15,23,24 21731 0 3035 SILGAN HOLDINGS INC COM 827048109 404 9200 SH DEFINED 6,10,11 9200 0 0 SILGAN HOLDINGS INC COM 827048109 3 75 SH DEFINED 12 75 0 0 SILGAN HOLDINGS INC COM 827048109 1105 25162 SH DEFINED 15,23,24 20755 0 4407 SILICON IMAGE INC COM 82705T102 195 15346 SH DEFINED 6,10 15346 0 0 SILICON IMAGE INC COM 82705T102 1908 150000 SH PUT DEFINED 6,10 150000 0 0 SILICON IMAGE INC COM 82705T102 19 1476 SH DEFINED 12 1476 0 0 SILICON IMAGE INC COM 82705T102 63 4951 SH DEFINED 15,23,24 4574 0 377 SILICON IMAGE INC COM 82705T102 67 5293 SH DEFINED 30,38 5293 0 0 SILICON GRAPHICS INC COM NEW 827056300 1079 53964 SH DEFINED 30,38 53964 0 0 SILICON STORAGE TECH COM 827057100 5 1041 SH DEFINED 14,15,23 1041 0 0 SILICON STORAGE TECH COM 827057100 221 49073 SH DEFINED 15,23,24 49073 0 0 SILICON MOTION TECHN SPONSORED A 82706C108 135 8500 SH DEFINED 12 8500 0 0 SILICON MOTION TECHN SPONSORED A 82706C108 41 2584 SH DEFINED 15,23,24 2518 0 66 SILICON MOTION TECHN SPONSORED A 82706C108 87 5500 SH DEFINED 29 5500 0 0 SILICONWARE PRECISIO SPONSD ADR 827084864 144 18295 SH DEFINED 12 18295 0 0 SILICONWARE PRECISIO SPONSD ADR 827084864 1047 133161 SH DEFINED 15,23,24 120012 0 13149 SILICONWARE PRECISIO SPONSD ADR 827084864 87 11071 SH DEFINED 29 11071 0 0 SILICONWARE PRECISIO SPONSD ADR 827084864 1246 158503 SH DEFINED 30,38 158503 0 0 SILVER STD RES INC COM 82823L106 13 427 SH DEFINED 12 427 0 0 SILVER STD RES INC COM 82823L106 171 5567 SH DEFINED 14,15,23 5567 0 0 SILVER STD RES INC COM 82823L106 95 3100 SH CALL DEFINED 14,15,23 3100 0 0 SILVER STD RES INC COM 82823L106 412 13400 SH PUT DEFINED 14,15,23 13400 0 0 SILVER STD RES INC COM 82823L106 316 10292 SH DEFINED 15,23,24 8892 0 1400 SILVER WHEATON CORP COM 828336107 937 89362 SH DEFINED 14,15,23 89362 0 0 SILVER WHEATON CORP COM 828336107 1346 128400 SH CALL DEFINED 14,15,23 128400 0 0 SILVER WHEATON CORP COM 828336107 1965 187500 SH PUT DEFINED 14,15,23 187500 0 0 SILVER WHEATON CORP COM 828336107 615 58726 SH DEFINED 15,23,24 55046 0 3680 SIMMONS 1ST NATL COR CL A $1 PAR 828730200 363 11576 SH DEFINED 15,23,24 8726 0 2850 SIMON PPTY GROUP INC COM 828806109 7598 75017 SH DEFINED 6,10 75017 0 0 SIMON PPTY GROUP INC COM 828806109 232 2285 SH DEFINED 6,10,11 2285 0 0 SIMON PPTY GROUP INC COM 828806109 2026 20003 SH DEFINED 12 20003 0 0 SIMON PPTY GROUP INC COM 828806109 17898 176700 SH DEFINED 13,30 176700 0 0 SIMON PPTY GROUP INC COM 828806109 12914 127500 SH CALL DEFINED 14,15,23 127500 0 0 SIMON PPTY GROUP INC COM 828806109 9015 89000 SH PUT DEFINED 14,15,23 89000 0 0 SIMON PPTY GROUP INC COM 828806109 27915 275593 SH DEFINED 15,23,24 214227 0 61365 SIMON PPTY GROUP INC COM 828806109 441 4352 SH DEFINED 15,18,23,25,26 4352 0 0 SIMON PPTY GROUP INC PFD CONV I 828806802 51 630 SH DEFINED 12 630 0 0 SIMON PPTY GROUP INC PFD CONV I 828806802 5423 66616 SH DEFINED 15,23,24 66478 0 138 SIMPLETECH INC COM 828823104 25 1941 SH DEFINED 12 1941 0 0 SIMPLETECH INC COM 828823104 1268 100000 SH DEFINED 13,30 100000 0 0 SIMPLETECH INC COM 828823104 472 37230 SH DEFINED 15,23,24 28580 0 8650 SIMPSON MANUFACTURIN COM 829073105 9 288 SH DEFINED 3,8 0 0 288 SIMPSON MANUFACTURIN COM 829073105 294 9292 SH DEFINED 6,10 9292 0 0 SIMPSON MANUFACTURIN COM 829073105 30 933 SH DEFINED 12 933 0 0 SIMPSON MANUFACTURIN COM 829073105 7388 233412 SH DEFINED 15,23,24 192629 0 40783 SIMPSON MANUFACTURIN COM 829073105 70 2200 SH DEFINED 29 2200 0 0 SINCLAIR BROADCAST G CL A 829226109 51 4846 SH DEFINED 12 4846 0 0 SINCLAIR BROADCAST G CL A 829226109 230 21941 SH DEFINED 15,23,24 18856 0 3085 SINOPEC SHANGHAI PET SPON ADR H 82935M109 322 6506 SH DEFINED 15,23,24 3840 0 2665 SIRONA DENTAL SYSTEM COM 82966C103 31 806 SH DEFINED 12 806 0 0 SIRONA DENTAL SYSTEM COM 82966C103 1002 26021 SH DEFINED 15,23,24 24101 0 1920 SIRIUS SATELLITE RAD NOTE 3.250 82966UAD5 5685 6000000 PRN DEFINED 15,23,24 6000000 0 0 SIRIUS SATELLITE RAD COM 82966U103 224 63214 SH DEFINED 6,10 63214 0 0 SIRIUS SATELLITE RAD COM 82966U103 25 6980 SH DEFINED 6,10,11 6980 0 0 SIRIUS SATELLITE RAD COM 82966U103 1 173 SH DEFINED 12 173 0 0 SIRIUS SATELLITE RAD COM 82966U103 1926 544100 SH CALL DEFINED 14,15,23 544100 0 0 SIRIUS SATELLITE RAD COM 82966U103 1094 309100 SH PUT DEFINED 14,15,23 309100 0 0 SIRIUS SATELLITE RAD COM 82966U103 96 27000 SH DEFINED 2,5,6,9,10,17,19,20,27 27000 0 0 SIRIUS SATELLITE RAD COM 82966U103 5602 1582400 SH DEFINED 15,23,24 1372982 0 209418 SIRIUS SATELLITE RAD COM 82966U103 87 24500 SH CALL DEFINED 15,23,24 24400 0 100 SIRIUS SATELLITE RAD COM 82966U103 3197 903100 SH PUT DEFINED 15,23,24 903100 0 0 SIRNA THERAPEUTICS I COM 829669100 10452 803364 SH DEFINED 15,23,24 802964 0 400 SIRNA THERAPEUTICS I COM 829669100 2408 185100 SH DEFINED 30,38 185100 0 0 SIRF TECHNOLOGY HLDG COM 82967H101 9 362 SH DEFINED 6,10 362 0 0 SIRF TECHNOLOGY HLDG COM 82967H101 1284 50300 SH CALL DEFINED 14,15,23 50300 0 0 SIRF TECHNOLOGY HLDG COM 82967H101 1342 52600 SH PUT DEFINED 14,15,23 52600 0 0 SIRF TECHNOLOGY HLDG COM 82967H101 100 3902 SH DEFINED 15,23,24 3575 0 327 SITEL CORP COM 82980K107 2769 656209 SH DEFINED 13,30 656209 0 0 SITEL CORP COM 82980K107 36 8646 SH DEFINED 15,23,24 3646 0 5000 SITEL CORP COM 82980K107 3155 747700 SH DEFINED 30,38 747700 0 0 SIX FLAGS INC NOTE 4.500 83001PAJ8 62859 60441000 PRN DEFINED 15,23,24 60441000 0 0 SIX FLAGS INC COM 83001P109 456 87073 SH DEFINED 14,15,23 87073 0 0 SIX FLAGS INC COM 83001P109 1571 299800 SH CALL DEFINED 14,15,23 299800 0 0 SIX FLAGS INC COM 83001P109 2057 392500 SH PUT DEFINED 14,15,23 392500 0 0 SIX FLAGS INC COM 83001P109 76 14558 SH DEFINED 15,23,24 11288 0 3270 SKECHERS U S A INC CL A 830566105 209 6274 SH DEFINED 6,10 6274 0 0 SKECHERS U S A INC CL A 830566105 118 3548 SH DEFINED 12 3548 0 0 SKECHERS U S A INC CL A 830566105 671 20154 SH DEFINED 15,23,24 18365 0 1789 SKECHERS U S A INC CL A 830566105 1705 51200 SH DEFINED 30,38 51200 0 0 SKY FINL GROUP INC COM 83080P103 14 500 SH DEFINED 12 500 0 0 SKY FINL GROUP INC COM 83080P103 17542 614633 SH DEFINED 15,23,24 614258 0 375 SKYEPHARMA PLC SPONSORED A 830808101 61 11887 SH DEFINED 15,23,24 8580 0 3307 SKYWEST INC COM 830879102 6 238 SH DEFINED 3,8 0 0 238 SKYWEST INC COM 830879102 414 16235 SH DEFINED 6,10 16235 0 0 SKYWEST INC COM 830879102 46 1799 SH DEFINED 12 1799 0 0 SKYWEST INC COM 830879102 810 31760 SH DEFINED 15,23,24 30741 0 1018 SKYWEST INC COM 830879102 71 2800 SH DEFINED 29 2800 0 0 SKYWEST INC COM 830879102 1130 44295 SH DEFINED 30,38 44295 0 0 SKYWORKS SOLUTIONS I COM 83088M102 295 41650 SH DEFINED 6,10 41650 0 0 SKYWORKS SOLUTIONS I COM 83088M102 1 90 SH DEFINED 6,10,11 90 0 0 SKYWORKS SOLUTIONS I COM 83088M102 2 291 SH DEFINED 12 291 0 0 SKYWORKS SOLUTIONS I COM 83088M102 123 17360 SH DEFINED 14,15,23 17360 0 0 SKYWORKS SOLUTIONS I COM 83088M102 1314 185600 SH CALL DEFINED 14,15,23 185600 0 0 SKYWORKS SOLUTIONS I COM 83088M102 1115 157500 SH PUT DEFINED 14,15,23 157500 0 0 SKYWORKS SOLUTIONS I COM 83088M102 144 20350 SH DEFINED 15,23,24 16972 0 3378 SKILLSOFT PLC SPONSORED A 830928107 19 3040 SH DEFINED 15,23,24 3040 0 0 SKILLSOFT PLC SPONSORED A 830928107 302 48620 SH DEFINED 29 48620 0 0 SKILLSOFT PLC SPONSORED A 830928107 163 26200 SH DEFINED 30,38 26200 0 0 SMITH & NEPHEW PLC SPDN ADR NE 83175M205 2 35 SH DEFINED 6,10,11 35 0 0 SMITH & NEPHEW PLC SPDN ADR NE 83175M205 1081 20660 SH DEFINED 12 20660 0 0 SMITH & NEPHEW PLC SPDN ADR NE 83175M205 6158 117683 SH DEFINED 15,23,24 79447 0 38236 SMITH & WESSON HLDG COM 831756101 190 18372 SH DEFINED 15,23,24 15997 0 2375 SMITH A O COM 831865209 215 5715 SH DEFINED 6,10 5715 0 0 SMITH A O COM 831865209 333 8875 SH DEFINED 6,10,11 8875 0 0 SMITH A O COM 831865209 190 5064 SH DEFINED 15,23,24 4817 0 247 SMITH A O COM 831865209 83 2200 SH DEFINED 30,38 2200 0 0 SMITH INTL INC COM 832110100 764 18596 SH DEFINED 6,10 18596 0 0 SMITH INTL INC COM 832110100 9 225 SH DEFINED 6,10,11 225 0 0 SMITH INTL INC COM 832110100 355 8639 SH DEFINED 12 8639 0 0 SMITH INTL INC COM 832110100 3117 75900 SH CALL DEFINED 14,15,23 75900 0 0 SMITH INTL INC COM 832110100 5512 134200 SH PUT DEFINED 14,15,23 134200 0 0 SMITH INTL INC COM 832110100 15024 365825 SH DEFINED 15,23,24 329584 0 36240 SMITH INTL INC COM 832110100 111 2700 SH DEFINED 30,38 2700 0 0 SMITH MICRO SOFTWARE COM 832154108 12 814 SH DEFINED 6,10 814 0 0 SMITH MICRO SOFTWARE COM 832154108 2 129 SH DEFINED 12 129 0 0 SMITH MICRO SOFTWARE COM 832154108 351 24746 SH DEFINED 15,23,24 17409 0 7337 SMITHFIELD FOODS INC COM 832248108 130 5076 SH DEFINED 6,10 5076 0 0 SMITHFIELD FOODS INC COM 832248108 19 750 SH DEFINED 6,10,11 750 0 0 SMITHFIELD FOODS INC COM 832248108 1 54 SH DEFINED 12 54 0 0 SMITHFIELD FOODS INC COM 832248108 240 9350 SH DEFINED 14,15,23 9350 0 0 SMITHFIELD FOODS INC COM 832248108 3880 151200 SH CALL DEFINED 14,15,23 151200 0 0 SMITHFIELD FOODS INC COM 832248108 2702 105300 SH PUT DEFINED 14,15,23 105300 0 0 SMITHFIELD FOODS INC COM 832248108 1628 63453 SH DEFINED 15,23,24 41789 0 21664 SMITHFIELD FOODS INC COM 832248108 370 14400 SH DEFINED 30,38 14400 0 0 SMUCKER J M CO COM NEW 832696405 536 11066 SH DEFINED 6,10 11066 0 0 SMUCKER J M CO COM NEW 832696405 839 17311 SH DEFINED 6,10,11 16861 0 450 SMUCKER J M CO COM NEW 832696405 121 2489 SH DEFINED 12 2489 0 0 SMUCKER J M CO COM NEW 832696405 5682 117219 SH DEFINED 15,23,24 84952 0 32267 SMUCKER J M CO COM NEW 832696405 73 1500 SH DEFINED 29 1500 0 0 SMURFIT-STONE CONTAI COM 832727101 92 8731 SH DEFINED 6,10 8731 0 0 SMURFIT-STONE CONTAI COM 832727101 135 12750 SH DEFINED 12 12750 0 0 SMURFIT-STONE CONTAI COM 832727101 26823 2540024 SH DEFINED 15,23,24 2342160 0 197864 SMURFIT-STONE CONTAI COM 832727101 1592 150722 SH DEFINED 30,38 150722 0 0 SMURFIT-STONE CONTAI PFD CV EX A 832727200 400 16652 SH DEFINED 15,23,24 11902 0 4750 SNAP ON INC COM 833034101 174 3646 SH DEFINED 6,10 3646 0 0 SNAP ON INC COM 833034101 1609 33769 SH DEFINED 6,10,11 33769 0 0 SNAP ON INC COM 833034101 3059 64203 SH DEFINED 15,23,24 54653 0 9549 SNAP ON INC COM 833034101 48 1000 SH PUT DEFINED 15,23,24 1000 0 0 SNAP ON INC COM 833034101 0 10 SH DEFINED 30,38 10 0 0 SOFTWARE HOLDRS TR DEPOSITRY R 83404B103 24902 614254 SH DEFINED 15,23,24 613846 0 408 SOHU COM INC COM 83408W103 559 23300 SH CALL DEFINED 14,15,23 23300 0 0 SOHU COM INC COM 83408W103 245 10200 SH PUT DEFINED 14,15,23 10200 0 0 SOHU COM INC COM 83408W103 551 22962 SH DEFINED 15,23,24 22073 0 889 SOHU COM INC COM 83408W103 139 5780 SH DEFINED 29 5780 0 0 SOHU COM INC COM 83408W103 85 3549 SH DEFINED 30,38 3549 0 0 SOLECTRON CORP NOTE 0.500 834182AS6 21 26000 PRN DEFINED 15,23,24 26000 0 0 SOLECTRON CORP NOTE 0.500 834182AT4 61 75000 PRN DEFINED 15,23,24 75000 0 0 SOLECTRON CORP NOTE 0.500 834182AT4 2047 2500000 PRN DEFINED 30,38 2500000 0 0 SOLECTRON CORP COM 834182107 274 85102 SH DEFINED 6,10 85102 0 0 SOLECTRON CORP COM 834182107 309 95974 SH DEFINED 12 95974 0 0 SOLECTRON CORP COM 834182107 180 56000 SH CALL DEFINED 14,15,23 56000 0 0 SOLECTRON CORP COM 834182107 117 36200 SH PUT DEFINED 14,15,23 36200 0 0 SOLECTRON CORP COM 834182107 2652 823629 SH DEFINED 15,23,24 803531 0 20098 SOLECTRON CORP COM 834182107 3 1000 SH CALL DEFINED 15,23,24 1000 0 0 SOLEXA INC COM 83420X105 701 53281 SH DEFINED 15,23,24 53281 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 220 7572 SH DEFINED 6,10 7572 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 1511 52044 SH DEFINED 15,23,24 50369 0 1675 SONIC AUTOMOTIVE INC CL A 83545G102 653 22500 SH DEFINED 30,38 22500 0 0 SONIC CORP COM 835451105 422 17616 SH DEFINED 6,10 17616 0 0 SONIC CORP COM 835451105 87 3619 SH DEFINED 12 3619 0 0 SONIC CORP COM 835451105 1022 42659 SH DEFINED 15,23,24 39779 0 2880 SONIC CORP COM 835451105 106 4445 SH DEFINED 29 4445 0 0 SONIC CORP COM 835451105 954 39839 SH DEFINED 30,38 39839 0 0 SONIC SOLUTIONS COM 835460106 107 6551 SH DEFINED 6,10 6551 0 0 SONIC SOLUTIONS COM 835460106 4 235 SH DEFINED 12 235 0 0 SONIC SOLUTIONS COM 835460106 57 3486 SH DEFINED 15,23,24 3486 0 0 SONIC SOLUTIONS COM 835460106 0 6 SH DEFINED 30,38 6 0 0 SONICWALL INC COM 835470105 15 1730 SH DEFINED 12 1730 0 0 SONICWALL INC COM 835470105 94 11223 SH DEFINED 15,23,24 9873 0 1350 SONICWALL INC COM 835470105 161 19077 SH DEFINED 30,38 19077 0 0 SONOCO PRODS CO COM 835495102 8 208 SH DEFINED 6,10 208 0 0 SONOCO PRODS CO COM 835495102 521 13685 SH DEFINED 6,10,11 13685 0 0 SONOCO PRODS CO COM 835495102 152 3983 SH DEFINED 12 3983 0 0 SONOCO PRODS CO COM 835495102 5435 142788 SH DEFINED 15,23,24 128232 0 14555 SONOSITE INC COM 83568G104 14 460 SH DEFINED 12 460 0 0 SONOSITE INC COM 83568G104 488 15767 SH DEFINED 15,23,24 15721 0 46 SONUS PHARMACEUTICAL COM 835692104 126 20593 SH DEFINED 15,23,24 20121 0 472 SONY CORP ADR NEW 835699307 14 325 SH DEFINED 6,10,11 325 0 0 SONY CORP ADR NEW 835699307 912 21287 SH DEFINED 12 21287 0 0 SONY CORP ADR NEW 835699307 6549 152905 SH DEFINED 14,15,23 152905 0 0 SONY CORP ADR NEW 835699307 3229 75400 SH CALL DEFINED 14,15,23 75400 0 0 SONY CORP ADR NEW 835699307 8502 198500 SH PUT DEFINED 14,15,23 198500 0 0 SONY CORP ADR NEW 835699307 381 8900 SH DEFINED 2,5,6,9,10,17,19,20,27 8900 0 0 SONY CORP ADR NEW 835699307 12001 280207 SH DEFINED 15,23,24 230366 0 49841 SONY CORP ADR NEW 835699307 1499 35000 SH CALL DEFINED 15,23,24 35000 0 0 SONY CORP ADR NEW 835699307 1071 25000 SH PUT DEFINED 15,23,24 25000 0 0 SONY CORP ADR NEW 835699307 137 3192 SH DEFINED 15,18,23,25,26 3192 0 0 SOTHEBYS COM 835898107 4 138 SH DEFINED 6,10 138 0 0 SOTHEBYS COM 835898107 94 3020 SH DEFINED 12 3020 0 0 SOTHEBYS COM 835898107 1557 50192 SH DEFINED 15,23,24 49050 0 1141 SONUS NETWORKS INC COM 835916107 12 1820 SH DEFINED 6,10 1820 0 0 SONUS NETWORKS INC COM 835916107 148 22500 SH DEFINED 12 22500 0 0 SONUS NETWORKS INC COM 835916107 1738 263700 SH CALL DEFINED 14,15,23 263700 0 0 SONUS NETWORKS INC COM 835916107 357 54100 SH PUT DEFINED 14,15,23 54100 0 0 SONUS NETWORKS INC COM 835916107 1702 258262 SH DEFINED 15,23,24 214180 0 44082 SONUS NETWORKS INC COM 835916107 74 11200 SH DEFINED 29 11200 0 0 SONUS NETWORKS INC COM 835916107 2524 382990 SH DEFINED 30,38 382990 0 0 SOURCE CAP INC COM 836144105 586 8668 SH DEFINED 15,23,24 5033 0 3635 SOUTH FINL GROUP INC COM 837841105 504 18950 SH DEFINED 6,10 18950 0 0 SOUTH FINL GROUP INC COM 837841105 14 530 SH DEFINED 12 530 0 0 SOUTH FINL GROUP INC COM 837841105 539 20285 SH DEFINED 15,23,24 17216 0 3068 SOUTH FINL GROUP INC COM 837841105 10 367 SH DEFINED 30,38 367 0 0 SOUTH JERSEY INDS IN COM 838518108 246 7375 SH DEFINED 6,10 7375 0 0 SOUTH JERSEY INDS IN COM 838518108 51 1515 SH DEFINED 12 1515 0 0 SOUTH JERSEY INDS IN COM 838518108 336 10042 SH DEFINED 15,23,24 10042 0 0 SOUTHERN CO COM 842587107 8340 226266 SH DEFINED 6,10 226266 0 0 SOUTHERN CO COM 842587107 153 4158 SH DEFINED 6,10,11 4158 0 0 SOUTHERN CO COM 842587107 4428 120139 SH DEFINED 12 120139 0 0 SOUTHERN CO COM 842587107 4198 113900 SH CALL DEFINED 14,15,23 113900 0 0 SOUTHERN CO COM 842587107 4055 110000 SH PUT DEFINED 14,15,23 110000 0 0 SOUTHERN CO COM 842587107 28254 766521 SH DEFINED 15,23,24 660912 0 105608 SOUTHERN CO COM 842587107 2477 67200 SH CALL DEFINED 15,23,24 67200 0 0 SOUTHERN CO COM 842587107 2027 55000 SH PUT DEFINED 15,23,24 55000 0 0 SOUTHERN CO COM 842587107 85 2300 SH DEFINED 30,38 2300 0 0 SOUTHERN COPPER CORP COM 84265V105 784 14545 SH DEFINED 6,10 14545 0 0 SOUTHERN COPPER CORP COM 84265V105 637 11825 SH DEFINED 6,10,11 11600 0 225 SOUTHERN COPPER CORP COM 84265V105 106 1976 SH DEFINED 12 1976 0 0 SOUTHERN COPPER CORP COM 84265V105 11829 219500 SH CALL DEFINED 14,15,23 219500 0 0 SOUTHERN COPPER CORP COM 84265V105 20322 377100 SH PUT DEFINED 14,15,23 377100 0 0 SOUTHERN COPPER CORP COM 84265V105 17420 323242 SH DEFINED 15,23,24 276988 0 46253 SOUTHERN COPPER CORP COM 84265V105 221 4100 SH DEFINED 30,38 4100 0 0 SOUTHERN UN CO NEW COM 844030106 1070 38275 SH DEFINED 6,10 38275 0 0 SOUTHERN UN CO NEW COM 844030106 34 1215 SH DEFINED 6,10,11 1215 0 0 SOUTHERN UN CO NEW COM 844030106 447 16010 SH DEFINED 12 16010 0 0 SOUTHERN UN CO NEW COM 844030106 3054 109254 SH DEFINED 15,23,24 93422 0 15832 SOUTHWEST AIRLS CO COM 844741108 7818 510344 SH DEFINED 6,10 510344 0 0 SOUTHWEST AIRLS CO COM 844741108 371 24216 SH DEFINED 6,10,11 24216 0 0 SOUTHWEST AIRLS CO COM 844741108 14 937 SH DEFINED 12 937 0 0 SOUTHWEST AIRLS CO COM 844741108 2533 165370 SH DEFINED 14,15,23 165370 0 0 SOUTHWEST AIRLS CO COM 844741108 1422 92800 SH CALL DEFINED 14,15,23 92800 0 0 SOUTHWEST AIRLS CO COM 844741108 6624 432400 SH PUT DEFINED 14,15,23 432400 0 0 SOUTHWEST AIRLS CO COM 844741108 18043 1177770 SH DEFINED 15,23,24 983172 0 194598 SOUTHWEST AIRLS CO COM 844741108 7346 479500 SH CALL DEFINED 15,23,24 479500 0 0 SOUTHWEST AIRLS CO COM 844741108 12 800 SH PUT DEFINED 15,23,24 800 0 0 SOUTHWEST AIRLS CO COM 844741108 3524 230000 SH DEFINED 15,18,23,25,26 230000 0 0 SOUTHWEST AIRLS CO COM 844741108 2534 165380 SH DEFINED 30,38 165380 0 0 SOUTHWEST GAS CORP COM 844895102 401 10444 SH DEFINED 6,10 10444 0 0 SOUTHWEST GAS CORP COM 844895102 38 1000 SH DEFINED 6,10,11 1000 0 0 SOUTHWEST GAS CORP COM 844895102 130 3399 SH DEFINED 12 3399 0 0 SOUTHWEST GAS CORP COM 844895102 3204 83495 SH DEFINED 15,23,24 52256 0 31239 SOUTHWEST GAS CORP COM 844895102 88 2300 SH DEFINED 29 2300 0 0 SOUTHWEST GAS CORP COM 844895102 77 2000 SH DEFINED 30,38 2000 0 0 SOUTHWEST WTR CO COM 845331107 56 4039 SH DEFINED 6,10 4039 0 0 SOUTHWEST WTR CO COM 845331107 4 300 SH DEFINED 6,10,11 300 0 0 SOUTHWEST WTR CO COM 845331107 382 27744 SH DEFINED 15,23,24 24644 0 3100 SOUTHWESTERN ENERGY COM 845467109 1 20 SH DEFINED 6,10 20 0 0 SOUTHWESTERN ENERGY COM 845467109 7 200 SH DEFINED 6,10,11 200 0 0 SOUTHWESTERN ENERGY COM 845467109 46 1319 SH DEFINED 12 1319 0 0 SOUTHWESTERN ENERGY COM 845467109 3526 100600 SH CALL DEFINED 14,15,23 100600 0 0 SOUTHWESTERN ENERGY COM 845467109 5839 166600 SH PUT DEFINED 14,15,23 166600 0 0 SOUTHWESTERN ENERGY COM 845467109 2584 73710 SH DEFINED 15,23,24 52105 0 21605 SOVEREIGN BANCORP IN COM 845905108 4225 166421 SH DEFINED 6,10 166421 0 0 SOVEREIGN BANCORP IN COM 845905108 87 3432 SH DEFINED 6,10,11 3432 0 0 SOVEREIGN BANCORP IN COM 845905108 385 15162 SH DEFINED 12 15162 0 0 SOVEREIGN BANCORP IN COM 845905108 9916 390540 SH CALL DEFINED 14,15,23 390540 0 0 SOVEREIGN BANCORP IN COM 845905108 12515 492895 SH PUT DEFINED 14,15,23 492895 0 0 SOVEREIGN BANCORP IN COM 845905108 15851 624317 SH DEFINED 15,23,24 585987 0 38330 SOVEREIGN BANCORP IN COM 845905108 56648 2231130 SH CALL DEFINED 15,23,24 2231130 0 0 SOVEREIGN BANCORP IN COM 845905108 31933 1257700 SH PUT DEFINED 15,23,24 1257700 0 0 SOVEREIGN BANCORP IN COM 845905108 5928 233474 SH DEFINED 30,38 233474 0 0 SOVRAN SELF STORAGE COM 84610H108 290 5070 SH DEFINED 6,10 5070 0 0 SOVRAN SELF STORAGE COM 84610H108 86 1500 SH DEFINED 12 1500 0 0 SOVRAN SELF STORAGE COM 84610H108 80 1400 SH DEFINED 13,30 1400 0 0 SOVRAN SELF STORAGE COM 84610H108 631 11022 SH DEFINED 15,23,24 9403 0 1619 SPACEHAB INC NOTE 5.500 846243AD5 214 273000 PRN DEFINED 15,23,24 273000 0 0 SPANSION INC COM CL A 84649R101 83 5583 SH DEFINED 6,10 5583 0 0 SPANSION INC COM CL A 84649R101 58 3881 SH DEFINED 12 3881 0 0 SPANSION INC COM CL A 84649R101 5825 392000 SH DEFINED 13,30 392000 0 0 SPANSION INC COM CL A 84649R101 1123 75541 SH DEFINED 14,15,23 75541 0 0 SPANSION INC COM CL A 84649R101 299 20100 SH CALL DEFINED 14,15,23 20100 0 0 SPANSION INC COM CL A 84649R101 2605 175300 SH PUT DEFINED 14,15,23 175300 0 0 SPANSION INC COM CL A 84649R101 8699 585418 SH DEFINED 15,23,24 581883 0 3535 SPANSION INC COM CL A 84649R101 1901 127900 SH CALL DEFINED 15,23,24 127900 0 0 SPANSION INC COM CL A 84649R101 282 18967 SH DEFINED 29 18967 0 0 SPARTAN MTRS INC COM 846819100 323 21251 SH DEFINED 15,23,24 21101 0 150 SPARTAN STORES INC COM 846822104 2855 136430 SH DEFINED 13,30 136430 0 0 SPARTAN STORES INC COM 846822104 378 18037 SH DEFINED 15,23,24 17645 0 392 SPARTECH CORP COM NEW 847220209 163 6207 SH DEFINED 12 6207 0 0 SPARTECH CORP COM NEW 847220209 87 3320 SH DEFINED 15,23,24 3245 0 75 SPATIALIGHT INC COM 847248101 46 33800 SH DEFINED 15,23,24 33800 0 0 SPECTRA ENERGY CORP COM 847560109 998 35528 SH DEFINED 15,23,24 30178 0 5350 SPECTRANETICS CORP COM 84760C107 181 16021 SH DEFINED 15,23,24 12841 0 3180 SPECTRANETICS CORP COM 84760C107 230 20400 SH DEFINED 29 20400 0 0 SPECTRUM BRANDS INC COM 84762L105 105 9635 SH DEFINED 6,10 9635 0 0 SPECTRUM BRANDS INC COM 84762L105 62 5706 SH DEFINED 15,23,24 5696 0 10 SPEEDWAY MOTORSPORTS COM 847788106 4 100 SH DEFINED 6,10,11 100 0 0 SPEEDWAY MOTORSPORTS COM 847788106 35 900 SH DEFINED 12 900 0 0 SPEEDWAY MOTORSPORTS COM 847788106 379 9878 SH DEFINED 15,23,24 9172 0 706 SPHERION CORP COM 848420105 106 14246 SH DEFINED 6,10 14246 0 0 SPHERION CORP COM 848420105 3715 500000 SH CALL DEFINED 6,10 500000 0 0 SPHERION CORP COM 848420105 95 12805 SH DEFINED 15,23,24 12805 0 0 SPIRIT FIN CORP COM 848568309 22 1738 SH DEFINED 12 1738 0 0 SPIRIT FIN CORP COM 848568309 8922 715500 SH DEFINED 13,30 715500 0 0 SPIRIT FIN CORP COM 848568309 338 27103 SH DEFINED 15,23,24 24187 0 2916 SPIRIT FIN CORP COM 848568309 416 33400 SH DEFINED 30,38 33400 0 0 SPIRIT AEROSYSTEMS H COM CL A 848574109 5 135 SH DEFINED 12 135 0 0 SPIRIT AEROSYSTEMS H COM CL A 848574109 209 6250 SH DEFINED 15,23,24 3200 0 3050 SPORT-HALEY INC COM 848925103 195 40300 SH DEFINED 15,23,24 30300 0 10000 SPRINT NEXTEL CORP COM FON 852061100 159 8413 SH DEFINED 3,8 0 0 8413 SPRINT NEXTEL CORP COM FON 852061100 8156 431764 SH DEFINED 6,10 431764 0 0 SPRINT NEXTEL CORP COM FON 852061100 1499 79334 SH DEFINED 6,10,11 78881 0 453 SPRINT NEXTEL CORP COM FON 852061100 1390 73580 SH DEFINED 12 73580 0 0 SPRINT NEXTEL CORP COM FON 852061100 9051 479120 SH DEFINED 14,15,23 479120 0 0 SPRINT NEXTEL CORP COM FON 852061100 26512 1403500 SH CALL DEFINED 14,15,23 1403500 0 0 SPRINT NEXTEL CORP COM FON 852061100 20656 1093500 SH PUT DEFINED 14,15,23 1093500 0 0 SPRINT NEXTEL CORP COM FON 852061100 17001 900000 SH DEFINED 15,23 900000 0 0 SPRINT NEXTEL CORP COM FON 852061100 54080 2862873 SH DEFINED 15,23,24 2288259 0 574614 SPRINT NEXTEL CORP COM FON 852061100 88432 4681400 SH CALL DEFINED 15,23,24 4681400 0 0 SPRINT NEXTEL CORP COM FON 852061100 69069 3656400 SH PUT DEFINED 15,23,24 3656400 0 0 SPRINT NEXTEL CORP COM FON 852061100 370 19592 SH DEFINED 15,18,23,25,26 19592 0 0 SPRINT NEXTEL CORP COM FON 852061100 3964 209830 SH DEFINED 30,38 209830 0 0 STAAR SURGICAL CO COM PAR $0. 852312305 413 58949 SH DEFINED 15,23,24 20224 0 38725 STAGE STORES INC COM NEW 85254C305 223 7335 SH DEFINED 6,10 7335 0 0 STAGE STORES INC COM NEW 85254C305 55 1799 SH DEFINED 12 1799 0 0 STAGE STORES INC COM NEW 85254C305 550 18100 SH CALL DEFINED 14,15,23 18100 0 0 STAGE STORES INC COM NEW 85254C305 270 8900 SH PUT DEFINED 14,15,23 8900 0 0 STAGE STORES INC COM NEW 85254C305 103 3376 SH DEFINED 15,23,24 3376 0 0 STAGE STORES INC COM NEW 85254C305 40 1300 SH DEFINED 29 1300 0 0 STAMPS COM INC COM NEW 852857200 76 4819 SH DEFINED 6,10 4819 0 0 STAMPS COM INC COM NEW 852857200 109 6897 SH DEFINED 15,23,24 6837 0 60 STANCORP FINL GROUP COM 852891100 0 6 SH DEFINED 6,10 6 0 0 STANCORP FINL GROUP COM 852891100 523 11599 SH DEFINED 12 11599 0 0 STANCORP FINL GROUP COM 852891100 1651 36653 SH DEFINED 15,23,24 32593 0 4060 STANCORP FINL GROUP COM 852891100 6 140 SH DEFINED 30,38 140 0 0 STANDARD MICROSYSTEM COM 853626109 156 5580 SH DEFINED 6,10 5580 0 0 STANDARD MICROSYSTEM COM 853626109 1 41 SH DEFINED 12 41 0 0 STANDARD MICROSYSTEM COM 853626109 8559 305903 SH DEFINED 15,23,24 232528 0 73375 STANDARD MICROSYSTEM COM 853626109 87 3100 SH DEFINED 29 3100 0 0 STANDARD MTR PRODS I SDCV 6.750 853666AB1 28 30000 PRN DEFINED 6,10,11 30000 0 0 STANDARD MTR PRODS I COM 853666105 45 2994 SH DEFINED 6,10 2994 0 0 STANDARD MTR PRODS I COM 853666105 1885 125814 SH DEFINED 15,23,24 89214 0 36600 STANDARD PAC CORP NE COM 85375C101 442 16503 SH DEFINED 6,10 16503 0 0 STANDARD PAC CORP NE COM 85375C101 11 400 SH DEFINED 6,10,11 400 0 0 STANDARD PAC CORP NE COM 85375C101 67 2512 SH DEFINED 12 2512 0 0 STANDARD PAC CORP NE COM 85375C101 874 32636 SH DEFINED 14,15,23 32636 0 0 STANDARD PAC CORP NE COM 85375C101 2491 93000 SH CALL DEFINED 14,15,23 93000 0 0 STANDARD PAC CORP NE COM 85375C101 12018 448600 SH PUT DEFINED 14,15,23 448600 0 0 STANDARD PAC CORP NE COM 85375C101 2379 88812 SH DEFINED 15,23,24 76383 0 12429 STANDARD REGISTER CO COM 853887107 38 3133 SH DEFINED 6,10 3133 0 0 STANDARD REGISTER CO COM 853887107 1 51 SH DEFINED 12 51 0 0 STANDARD REGISTER CO COM 853887107 476 39644 SH DEFINED 15,23,24 39044 0 600 STANDEX INTL CORP COM 854231107 94 3129 SH DEFINED 6,10 3129 0 0 STANDEX INTL CORP COM 854231107 2165 71840 SH DEFINED 6,10,11 71840 0 0 STANDEX INTL CORP COM 854231107 78 2579 SH DEFINED 15,23,24 2579 0 0 STANLEY INC COM 854532108 248 14693 SH DEFINED 15,23,24 14693 0 0 STANLEY WKS COM 854616109 432 8600 SH DEFINED 3,8 0 0 8600 STANLEY WKS COM 854616109 381 7580 SH DEFINED 6,10 7580 0 0 STANLEY WKS COM 854616109 243 4831 SH DEFINED 6,10,11 4831 0 0 STANLEY WKS COM 854616109 1830 36394 SH DEFINED 12 36394 0 0 STANLEY WKS COM 854616109 5993 119167 SH DEFINED 15,23,24 92609 0 26557 STANLEY WKS COM 854616109 558 11100 SH DEFINED 29 11100 0 0 STAPLES INC COM 855030102 1796 67265 SH DEFINED 6,10 67265 0 0 STAPLES INC COM 855030102 65 2435 SH DEFINED 6,10,11 2435 0 0 STAPLES INC COM 855030102 1326 49658 SH DEFINED 12 49658 0 0 STAPLES INC COM 855030102 2755 103200 SH CALL DEFINED 14,15,23 103200 0 0 STAPLES INC COM 855030102 1753 65650 SH PUT DEFINED 14,15,23 65650 0 0 STAPLES INC COM 855030102 111231 4165942 SH DEFINED 15,23,24 3443378 0 722563 STAPLES INC COM 855030102 140 5250 SH DEFINED 15,18,23,25,26 5250 0 0 STAPLES INC COM 855030102 2326 87104 SH DEFINED 30,38 87104 0 0 STARBUCKS CORP COM 855244109 3638 102712 SH DEFINED 6,10 102712 0 0 STARBUCKS CORP COM 855244109 35 1000 SH DEFINED 6,10,11 1000 0 0 STARBUCKS CORP COM 855244109 6948 196148 SH DEFINED 12 196148 0 0 STARBUCKS CORP COM 855244109 3633 102559 SH DEFINED 14,15,23 102559 0 0 STARBUCKS CORP COM 855244109 12022 339400 SH CALL DEFINED 14,15,23 339400 0 0 STARBUCKS CORP COM 855244109 25633 723700 SH PUT DEFINED 14,15,23 723700 0 0 STARBUCKS CORP COM 855244109 2030 57321 SH DEFINED 2,5,6,9,10,17,19,20,27 57321 0 0 STARBUCKS CORP COM 855244109 104749 2957346 SH DEFINED 15,23,24 2394272 0 563074 STARBUCKS CORP COM 855244109 25 700 SH CALL DEFINED 15,23,24 400 0 300 STARBUCKS CORP COM 855244109 17721 500300 SH PUT DEFINED 15,23,24 500300 0 0 STARBUCKS CORP COM 855244109 181 5108 SH DEFINED 15,18,23,25,26 5108 0 0 STARBUCKS CORP COM 855244109 1404 39627 SH DEFINED 30,38 39627 0 0 STARRETT L S CO CL A 855668109 1447 89040 SH DEFINED 15,23,24 68180 0 20860 STARTEK INC COM 85569C107 39 2850 SH DEFINED 6,10 2850 0 0 STARTEK INC COM 85569C107 1 86 SH DEFINED 12 86 0 0 STARTEK INC COM 85569C107 392 28974 SH DEFINED 15,23,24 18689 0 10285 STARWOOD HOTELS&RESO COM 85590A401 1247 19949 SH DEFINED 6,10 19949 0 0 STARWOOD HOTELS&RESO COM 85590A401 11 170 SH DEFINED 6,10,11 170 0 0 STARWOOD HOTELS&RESO COM 85590A401 475 7592 SH DEFINED 12 7592 0 0 STARWOOD HOTELS&RESO COM 85590A401 3469 55500 SH DEFINED 13,30 55500 0 0 STARWOOD HOTELS&RESO COM 85590A401 18756 300100 SH CALL DEFINED 14,15,23 300100 0 0 STARWOOD HOTELS&RESO COM 85590A401 18031 288500 SH PUT DEFINED 14,15,23 288500 0 0 STARWOOD HOTELS&RESO COM 85590A401 23296 372734 SH DEFINED 15,23,24 309240 0 63494 STARWOOD HOTELS&RESO COM 85590A401 25 400 SH CALL DEFINED 15,23,24 400 0 0 STARWOOD HOTELS&RESO COM 85590A401 63 1000 SH PUT DEFINED 15,23,24 1000 0 0 STARWOOD HOTELS&RESO COM 85590A401 2650 42400 SH DEFINED 30,38 42400 0 0 STATE STR CORP COM 857477103 2950 43742 SH DEFINED 6,10 43742 0 0 STATE STR CORP COM 857477103 74 1100 SH DEFINED 6,10,11 950 0 150 STATE STR CORP COM 857477103 21534 319306 SH DEFINED 12 319306 0 0 STATE STR CORP COM 857477103 4350 64500 SH CALL DEFINED 14,15,23 64500 0 0 STATE STR CORP COM 857477103 3581 53100 SH PUT DEFINED 14,15,23 53100 0 0 STATE STR CORP COM 857477103 43247 641259 SH DEFINED 15,23,24 502920 0 138339 STATE STR CORP COM 857477103 135 2005 SH DEFINED 15,18,23,25,26 2005 0 0 STATE STR CORP COM 857477103 88 1300 SH DEFINED 30,38 1300 0 0 STATION CASINOS INC COM 857689103 166 2028 SH DEFINED 6,10 2028 0 0 STATION CASINOS INC COM 857689103 13208 161726 SH DEFINED 14,15,23 161726 0 0 STATION CASINOS INC COM 857689103 36948 452400 SH CALL DEFINED 14,15,23 452400 0 0 STATION CASINOS INC COM 857689103 58361 714600 SH PUT DEFINED 14,15,23 714600 0 0 STATION CASINOS INC COM 857689103 978 11974 SH DEFINED 15,23,24 9914 0 2060 STATOIL ASA SPONSORED A 85771P102 49 1853 SH DEFINED 12 1853 0 0 STATOIL ASA SPONSORED A 85771P102 4787 181877 SH DEFINED 15,23,24 158955 0 22922 STATOIL ASA SPONSORED A 85771P102 17379 660291 SH DEFINED 15,18,23,25,26 660291 0 0 STATOIL ASA SPONSORED A 85771P102 308 11700 SH DEFINED 30,38 11700 0 0 STATS CHIPPAC LTD SPONSORED A 85771T104 10065 1310563 SH DEFINED 6,10 1310563 0 0 STATS CHIPPAC LTD SPONSORED A 85771T104 8 1058 SH DEFINED 15,23,24 1058 0 0 STEAK N SHAKE CO COM 857873103 125 7104 SH DEFINED 6,10 7104 0 0 STEAK N SHAKE CO COM 857873103 146 8273 SH DEFINED 15,23,24 8273 0 0 STEEL DYNAMICS INC COM 858119100 238 7320 SH DEFINED 3,8 0 0 7320 STEEL DYNAMICS INC COM 858119100 0 10 SH DEFINED 6,10 10 0 0 STEEL DYNAMICS INC COM 858119100 4 134 SH DEFINED 12 134 0 0 STEEL DYNAMICS INC COM 858119100 9706 299100 SH CALL DEFINED 14,15,23 299100 0 0 STEEL DYNAMICS INC COM 858119100 11977 369100 SH PUT DEFINED 14,15,23 369100 0 0 STEEL DYNAMICS INC COM 858119100 2929 90269 SH DEFINED 15,23,24 79593 0 10676 STEEL DYNAMICS INC COM 858119100 1807 55697 SH DEFINED 30,38 55697 0 0 STEELCASE INC CL A 858155203 3 148 SH DEFINED 6,10 148 0 0 STEELCASE INC CL A 858155203 191 10500 SH DEFINED 15,23,24 9800 0 700 STEELCASE INC CL A 858155203 58 3200 SH DEFINED 30,38 3200 0 0 STEIN MART INC COM 858375108 90 6803 SH DEFINED 6,10 6803 0 0 STEIN MART INC COM 858375108 33 2460 SH DEFINED 12 2460 0 0 STEIN MART INC COM 858375108 311 23454 SH DEFINED 15,23,24 22556 0 898 STEPAN CO COM 858586100 206 6510 SH DEFINED 15,23,24 6510 0 0 STERLING BANCSHARES COM 858907108 233 17880 SH DEFINED 6,10 17880 0 0 STERLING BANCSHARES COM 858907108 91 6987 SH DEFINED 12 6987 0 0 STERLING BANCSHARES COM 858907108 206 15803 SH DEFINED 15,23,24 15503 0 300 STERICYCLE INC COM 858912108 8 112 SH DEFINED 6,10 112 0 0 STERICYCLE INC COM 858912108 405 5370 SH DEFINED 12 5370 0 0 STERICYCLE INC COM 858912108 11566 153186 SH DEFINED 15,23,24 102824 0 50362 STERIS CORP COM 859152100 0 8 SH DEFINED 6,10 8 0 0 STERIS CORP COM 859152100 1567 62275 SH DEFINED 6,10,11 61600 0 675 STERIS CORP COM 859152100 53 2100 SH DEFINED 12 2100 0 0 STERIS CORP COM 859152100 1037 41185 SH DEFINED 15,23,24 33371 0 7814 STERIS CORP COM 859152100 413 16400 SH DEFINED 30,38 16400 0 0 STERLING BANCORP COM 859158107 93 4713 SH DEFINED 6,10 4713 0 0 STERLING BANCORP COM 859158107 296 15042 SH DEFINED 15,23,24 14697 0 344 STEREOTAXIS INC COM 85916J102 5 464 SH DEFINED 12 464 0 0 STEREOTAXIS INC COM 85916J102 197 19078 SH DEFINED 15,23,24 19078 0 0 STERLING FINL CORP W COM 859319105 356 10523 SH DEFINED 6,10 10523 0 0 STERLING FINL CORP W COM 859319105 77 2277 SH DEFINED 12 2277 0 0 STERLING FINL CORP W COM 859319105 1066 31532 SH DEFINED 15,23,24 29768 0 1764 STERLING FINL CORP W COM 859319105 79 2350 SH DEFINED 29 2350 0 0 STEWART ENTERPRISES CL A 860370105 42 6705 SH DEFINED 12 6705 0 0 STEWART ENTERPRISES CL A 860370105 173 27753 SH DEFINED 15,23,24 27203 0 550 STEWART ENTERPRISES CL A 860370105 186 29750 SH DEFINED 29 29750 0 0 STEWART ENTERPRISES CL A 860370105 156 25000 SH DEFINED 30,38 25000 0 0 STEWART INFORMATION COM 860372101 199 4590 SH DEFINED 6,10 4590 0 0 STEWART INFORMATION COM 860372101 6 132 SH DEFINED 12 132 0 0 STEWART INFORMATION COM 860372101 96 2219 SH DEFINED 15,23,24 2219 0 0 STIFEL FINL CORP COM 860630102 439 11200 SH DEFINED 15,23,24 8850 0 2350 STILLWATER MNG CO COM 86074Q102 215 17191 SH DEFINED 15,23,24 16291 0 900 STILLWATER MNG CO COM 86074Q102 5 400 SH CALL DEFINED 15,23,24 400 0 0 STILLWATER MNG CO COM 86074Q102 2498 200000 SH DEFINED 37 200000 0 0 STILLWATER MNG CO COM 86074Q102 1184 94800 SH DEFINED 30,38 94800 0 0 STMICROELECTRONICS N NY REGISTRY 861012102 297 16150 SH DEFINED 6,10,11 16150 0 0 STMICROELECTRONICS N NY REGISTRY 861012102 772 41980 SH DEFINED 12 41980 0 0 STMICROELECTRONICS N NY REGISTRY 861012102 802 43561 SH DEFINED 14,15,23 43561 0 0 STMICROELECTRONICS N NY REGISTRY 861012102 565 30700 SH CALL DEFINED 14,15,23 30700 0 0 STMICROELECTRONICS N NY REGISTRY 861012102 605 32900 SH PUT DEFINED 14,15,23 32900 0 0 STMICROELECTRONICS N NY REGISTRY 861012102 375 20379 SH DEFINED 15,23,24 19869 0 510 STMICROELECTRONICS N NY REGISTRY 861012102 460 25000 SH DEFINED 15,18,23,25,26 25000 0 0 STMICROELECTRONICS N NY REGISTRY 861012102 787 42760 SH DEFINED 30,38 42760 0 0 STONE ENERGY CORP COM 861642106 249 7047 SH DEFINED 6,10 7047 0 0 STONE ENERGY CORP COM 861642106 55 1550 SH DEFINED 15,23,24 1265 0 285 STONE ENERGY CORP COM 861642106 5115 144700 SH DEFINED 30,38 144700 0 0 STONERIDGE INC COM 86183P102 872 106507 SH DEFINED 15,23,24 75107 0 31400 STORA ENSO CORP SPON ADR RE 86210M106 2130 134871 SH DEFINED 12 134871 0 0 STORA ENSO CORP SPON ADR RE 86210M106 404 25596 SH DEFINED 15,23,24 23206 0 2390 STRATEGIC GLOBAL INC COM 862719101 5 410 SH DEFINED 12 410 0 0 STRATEGIC GLOBAL INC COM 862719101 1370 115530 SH DEFINED 15,23,24 105816 0 9714 STRATEX NETWORKS INC COM 86279T109 5 1000 SH DEFINED 6,10,11 1000 0 0 STRATEX NETWORKS INC COM 86279T109 143 29600 SH DEFINED 29 29600 0 0 STRAYER ED INC COM 863236105 4 34 SH DEFINED 6,10 34 0 0 STRAYER ED INC COM 863236105 27 258 SH DEFINED 12 258 0 0 STRAYER ED INC COM 863236105 267 2513 SH DEFINED 15,23,24 2443 0 70 STREETTRACKS SER TR DJ WL LG CP 86330E109 3476 65028 SH DEFINED 15,23,24 53270 0 11758 STREETTRACKS SER TR DJ WL LG CP 86330E208 3079 36949 SH DEFINED 15,23,24 33057 0 3892 STREETTRACKS SER TR DL WL SM CP 86330E307 1826 19652 SH DEFINED 15,23,24 16994 0 2658 STREETTRACKS SER TR DJ WL SM CP 86330E406 21 300 SH DEFINED 12 300 0 0 STREETTRACKS SER TR DJ WL SM CP 86330E406 1755 24790 SH DEFINED 15,23,24 14611 0 10179 STREETTRACKS SER TR DJ GLBL TIT 86330E505 1357 17842 SH DEFINED 15,23,24 15965 0 1877 STREETTRACKS SER TR SPDR RETAIL 86330E588 649 15976 SH DEFINED 15,23,24 15678 0 298 STREETTRACKS SER TR DJ WLSH REI 86330E604 77 875 SH DEFINED 12 875 0 0 STREETTRACKS SER TR DJ WLSH REI 86330E604 13307 151468 SH DEFINED 15,23,24 146055 0 5412 STREETTRACKS SER TR SPDR OILGAS 86330E638 2805 95310 SH DEFINED 15,23,24 90462 0 4848 STREETTRACKS SER TR SPDR MTLS&M 86330E646 945 19262 SH DEFINED 15,23,24 17590 0 1672 STREETTRACKS SER TR MRGN STNLY 86330E703 291 5148 SH DEFINED 15,23,24 2928 0 2220 STREETTRACKS SER TR SPDR SEMICO 86330E737 10655 216561 SH DEFINED 15,23,24 216479 0 82 STREETTRACKS SER TR SPDR HOMEBU 86330E745 14859 397399 SH DEFINED 15,23,24 387579 0 9820 STREETTRACKS SER TR SPDR BIOTE 86330E752 11837 256556 SH DEFINED 15,23,24 254026 0 2530 STREETTRACKS SER TR DIVIDEND ET 86330E760 4086 66058 SH DEFINED 15,23,24 60193 0 5865 STREETTRACKS SER TR KBW CAP MK 86330E778 1347 20099 SH DEFINED 15,23,24 18628 0 1471 STREETTRACKS SER TR KBW INSURC 86330E786 272 4778 SH DEFINED 15,23,24 4778 0 0 STREETTRACKS SER TR KBW BK ETF 86330E794 3420 58716 SH DEFINED 15,23,24 50095 0 8621 STREETTRACKS SER TR DJ WL MDGR 86330E828 266 4376 SH DEFINED 15,23,24 4368 0 8 STREETTRACKS SER TR DJ WL MDVL 86330E836 268 4560 SH DEFINED 15,23,24 4552 0 8 STREETTRACKS SER TR DJ WL MDCP 86330E844 944 16752 SH DEFINED 15,23,24 16752 0 0 STREETTRACKS SER TR DJ WLSH TOT 86330E885 773 7593 SH DEFINED 15,23,24 7019 0 574 STREETTRACKS GOLD TR GOLD SHS 863307104 864 13664 SH DEFINED 12 13664 0 0 STREETTRACKS GOLD TR GOLD SHS 863307104 114356 1809149 SH DEFINED 15,23,24 1560508 0 248641 STREETTRACKS INDEX S DJ STOXX 50 863308102 236 4873 SH DEFINED 15,23,24 4873 0 0 STREETTRACKS INDEX S DJ EURO STX 863308201 1133 20860 SH DEFINED 15,23,24 16292 0 4568 STRIDE RITE CORP COM 863314100 138 9164 SH DEFINED 6,10 9164 0 0 STRIDE RITE CORP COM 863314100 6616 438738 SH DEFINED 15,23,24 401845 0 36893 STRIDE RITE CORP COM 863314100 166 11000 SH DEFINED 30,38 11000 0 0 STRYKER CORP COM 863667101 4281 77681 SH DEFINED 6,10 77681 0 0 STRYKER CORP COM 863667101 5318 96503 SH DEFINED 6,10,11 95428 0 1075 STRYKER CORP COM 863667101 10556 191536 SH DEFINED 12 191536 0 0 STRYKER CORP COM 863667101 6194 112400 SH CALL DEFINED 14,15,23 112400 0 0 STRYKER CORP COM 863667101 9699 176000 SH PUT DEFINED 14,15,23 176000 0 0 STRYKER CORP COM 863667101 82334 1493995 SH DEFINED 15,23,24 1137129 0 356866 STRYKER CORP COM 863667101 22 400 SH CALL DEFINED 15,23,24 400 0 0 STUDENT LN CORP COM 863902102 3316800 16000000 SH DEFINED 6,10 16000000 0 0 STUDENT LN CORP COM 863902102 1 5 SH DEFINED 12 5 0 0 STUDENT LN CORP COM 863902102 92 445 SH DEFINED 15,23,24 445 0 0 STURM RUGER & CO INC COM 864159108 44 4619 SH DEFINED 6,10 4619 0 0 STURM RUGER & CO INC COM 864159108 2 201 SH DEFINED 12 201 0 0 STURM RUGER & CO INC COM 864159108 161 16764 SH DEFINED 15,23,24 16764 0 0 SUBURBAN PROPANE PAR UNIT LTD PA 864482104 18 475 SH DEFINED 6,10,11 475 0 0 SUBURBAN PROPANE PAR UNIT LTD PA 864482104 5391 141824 SH DEFINED 15,23,24 116153 0 25670 SUEZ SPONSORED A 864686100 24 468 SH DEFINED 6,10 468 0 0 SUEZ SPONSORED A 864686100 1177 22659 SH DEFINED 12 22659 0 0 SUEZ SPONSORED A 864686100 7297 140429 SH DEFINED 15,23,24 111132 0 29297 SULPHCO INC COM 865378103 202 42723 SH DEFINED 14,15,23 42723 0 0 SULPHCO INC COM 865378103 479 101400 SH CALL DEFINED 14,15,23 101400 0 0 SULPHCO INC COM 865378103 572 121200 SH PUT DEFINED 14,15,23 121200 0 0 SULPHCO INC COM 865378103 2 350 SH DEFINED 15,23,24 350 0 0 SUMMIT BK CORP GA COM 866013105 9 360 SH DEFINED 15,23,24 360 0 0 SUMMIT BK CORP GA COM 866013105 3119 128400 SH DEFINED 30,38 128400 0 0 SUN COMMUNITIES INC COM 866674104 18 564 SH DEFINED 12 564 0 0 SUN COMMUNITIES INC COM 866674104 658 20348 SH DEFINED 15,23,24 20313 0 35 SUN INC SDCV 6.750 866762AG2 5954 2450000 PRN DEFINED 15,23,24 2450000 0 0 SUN LIFE FINL INC COM 866796105 1387 32754 SH DEFINED 6,10 32754 0 0 SUN LIFE FINL INC COM 866796105 10 233 SH DEFINED 6,10,11 233 0 0 SUN LIFE FINL INC COM 866796105 14 340 SH DEFINED 12 340 0 0 SUN LIFE FINL INC COM 866796105 4874 115086 SH DEFINED 15,23,24 85981 0 29105 SUN LIFE FINL INC COM 866796105 204 4810 SH DEFINED 30,38 4810 0 0 SUN MICROSYSTEMS INC COM 866810104 1864 343875 SH DEFINED 6,10 343875 0 0 SUN MICROSYSTEMS INC COM 866810104 355 65493 SH DEFINED 6,10,11 65493 0 0 SUN MICROSYSTEMS INC COM 866810104 847 156349 SH DEFINED 12 156349 0 0 SUN MICROSYSTEMS INC COM 866810104 3903 720200 SH CALL DEFINED 14,15,23 720200 0 0 SUN MICROSYSTEMS INC COM 866810104 4522 834400 SH PUT DEFINED 14,15,23 834400 0 0 SUN MICROSYSTEMS INC COM 866810104 5289 975865 SH DEFINED 2,5,6,9,10,17,19,20,27 975865 0 0 SUN MICROSYSTEMS INC COM 866810104 9030 1665996 SH DEFINED 15,23,24 1381163 0 284833 SUN MICROSYSTEMS INC COM 866810104 26680 4922500 SH CALL DEFINED 15,23,24 4922500 0 0 SUN MICROSYSTEMS INC COM 866810104 210 38700 SH PUT DEFINED 15,23,24 35300 0 3400 SUN MICROSYSTEMS INC COM 866810104 1066 196628 SH DEFINED 15,18,23,25,26 196628 0 0 SUN MICROSYSTEMS INC COM 866810104 389 71807 SH DEFINED 30,38 71807 0 0 SUN HEALTHCARE GROUP COM NEW 866933401 83 6546 SH DEFINED 15,23,24 6469 0 77 SUN HEALTHCARE GROUP COM NEW 866933401 100 7900 SH DEFINED 29 7900 0 0 SUN HYDRAULICS CORP COM 866942105 429 20926 SH DEFINED 15,23,24 19322 0 1604 SUNAMERICA FCSED ALP COM 867037103 279 14120 SH DEFINED 15,23,24 12835 0 1284 SUNCOM WIRELESS HLDG CL A 86722Q108 23 32398 SH DEFINED 15,23,24 32398 0 0 SUNCOR ENERGY INC COM 867229106 8680 110000 SH CALL DEFINED 4-6,10 110000 0 0 SUNCOR ENERGY INC COM 867229106 8322 105458 SH DEFINED 6,10 105458 0 0 SUNCOR ENERGY INC COM 867229106 122 1543 SH DEFINED 6,10,11 1543 0 0 SUNCOR ENERGY INC COM 867229106 1440 18250 SH DEFINED 12 18250 0 0 SUNCOR ENERGY INC COM 867229106 9605 121718 SH DEFINED 14,15,23 121718 0 0 SUNCOR ENERGY INC COM 867229106 25646 325000 SH CALL DEFINED 14,15,23 325000 0 0 SUNCOR ENERGY INC COM 867229106 28755 364400 SH PUT DEFINED 14,15,23 364400 0 0 SUNCOR ENERGY INC COM 867229106 40789 516899 SH DEFINED 15,23,24 421259 0 95640 SUNCOR ENERGY INC COM 867229106 8 100 SH CALL DEFINED 15,23,24 100 0 0 SUNCOR ENERGY INC COM 867229106 379 4800 SH PUT DEFINED 15,23,24 4800 0 0 SUNCOR ENERGY INC COM 867229106 39 500 SH DEFINED 15,18,23,25,26 500 0 0 SUNCOR ENERGY INC COM 867229106 533 6750 SH DEFINED 29 6750 0 0 SUNOPTA INC COM 8676EP108 437 49613 SH DEFINED 15,23,24 40283 0 9330 SUNOPTA INC COM 8676EP108 2024 230000 SH DEFINED 30,38 230000 0 0 SUNOCO LOGISTICS PRT COM UNITS 86764L108 35 700 SH DEFINED 6,10,11 700 0 0 SUNOCO LOGISTICS PRT COM UNITS 86764L108 4428 87581 SH DEFINED 15,23,24 84302 0 3279 SUNOCO INC COM 86764P109 729 11689 SH DEFINED 6,10 11689 0 0 SUNOCO INC COM 86764P109 234 3754 SH DEFINED 12 3754 0 0 SUNOCO INC COM 86764P109 1704 27320 SH DEFINED 14,15,23 27320 0 0 SUNOCO INC COM 86764P109 9111 146100 SH CALL DEFINED 14,15,23 146100 0 0 SUNOCO INC COM 86764P109 19413 311300 SH PUT DEFINED 14,15,23 311300 0 0 SUNOCO INC COM 86764P109 9520 152655 SH DEFINED 15,23,24 127409 0 25246 SUNOCO INC COM 86764P109 25 400 SH DEFINED 15,18,23,25,26 400 0 0 SUNOCO INC COM 86764P109 36 580 SH DEFINED 30,38 580 0 0 SUNPOWER CORP COM CL A 867652109 16 431 SH DEFINED 6,10 431 0 0 SUNPOWER CORP COM CL A 867652109 3888 104600 SH CALL DEFINED 14,15,23 104600 0 0 SUNPOWER CORP COM CL A 867652109 2951 79400 SH PUT DEFINED 14,15,23 79400 0 0 SUNPOWER CORP COM CL A 867652109 2173 58451 SH DEFINED 15,23,24 44566 0 13885 SUNRISE SENIOR LIVIN COM 86768K106 347 11283 SH DEFINED 6,10 11283 0 0 SUNRISE SENIOR LIVIN COM 86768K106 209 6810 SH DEFINED 6,10,11 6810 0 0 SUNRISE SENIOR LIVIN COM 86768K106 440 14309 SH DEFINED 12 14309 0 0 SUNRISE SENIOR LIVIN COM 86768K106 1043 33950 SH DEFINED 14,15,23 33950 0 0 SUNRISE SENIOR LIVIN COM 86768K106 2107 68600 SH CALL DEFINED 14,15,23 68600 0 0 SUNRISE SENIOR LIVIN COM 86768K106 1723 56100 SH PUT DEFINED 14,15,23 56100 0 0 SUNRISE SENIOR LIVIN COM 86768K106 3544 115354 SH DEFINED 15,23,24 85660 0 29693 SUNRISE SENIOR LIVIN COM 86768K106 362 11800 SH DEFINED 30,38 11800 0 0 SUNSTONE HOTEL INVS COM 867892101 25 953 SH DEFINED 6,10 953 0 0 SUNSTONE HOTEL INVS COM 867892101 96 3610 SH DEFINED 12 3610 0 0 SUNSTONE HOTEL INVS COM 867892101 2198 82211 SH DEFINED 15,23,24 53386 0 28825 SUNTRUST BKS INC COM 867914103 4793 56753 SH DEFINED 6,10 56753 0 0 SUNTRUST BKS INC COM 867914103 489 5786 SH DEFINED 6,10,11 5786 0 0 SUNTRUST BKS INC COM 867914103 1988 23539 SH DEFINED 12 23539 0 0 SUNTRUST BKS INC COM 867914103 2674 31660 SH DEFINED 14,15,23 31660 0 0 SUNTRUST BKS INC COM 867914103 3319 39300 SH CALL DEFINED 14,15,23 39300 0 0 SUNTRUST BKS INC COM 867914103 2331 27600 SH PUT DEFINED 14,15,23 27600 0 0 SUNTRUST BKS INC COM 867914103 22430 265604 SH DEFINED 15,23,24 200534 0 65070 SUNTECH PWR HLDGS CO ADR 86800C104 1278 37567 SH DEFINED 6,10 37567 0 0 SUNTECH PWR HLDGS CO ADR 86800C104 1096 32234 SH DEFINED 12 32234 0 0 SUNTECH PWR HLDGS CO ADR 86800C104 1080 31770 SH DEFINED 14,15,23 31770 0 0 SUNTECH PWR HLDGS CO ADR 86800C104 1983 58300 SH CALL DEFINED 14,15,23 58300 0 0 SUNTECH PWR HLDGS CO ADR 86800C104 4027 118400 SH PUT DEFINED 14,15,23 118400 0 0 SUNTECH PWR HLDGS CO ADR 86800C104 16398 482141 SH DEFINED 15,23,24 410385 0 71756 SUNTECH PWR HLDGS CO ADR 86800C104 1790 52620 SH DEFINED 15,18,23,25,26 52620 0 0 SUPERGEN INC COM 868059106 88 17414 SH DEFINED 14,15,23 17414 0 0 SUPERGEN INC COM 868059106 82 16200 SH CALL DEFINED 14,15,23 16200 0 0 SUPERGEN INC COM 868059106 104 20500 SH PUT DEFINED 14,15,23 20500 0 0 SUPERGEN INC COM 868059106 121 23915 SH DEFINED 15,23,24 19065 0 4850 SUPERIOR ENERGY SVCS COM 868157108 13 407 SH DEFINED 6,10 407 0 0 SUPERIOR ENERGY SVCS COM 868157108 112 3417 SH DEFINED 12 3417 0 0 SUPERIOR ENERGY SVCS COM 868157108 5040 154208 SH DEFINED 15,23,24 119504 0 34704 SUPERIOR ENERGY SVCS COM 868157108 701 21450 SH DEFINED 29 21450 0 0 SUPERIOR ENERGY SVCS COM 868157108 1796 54970 SH DEFINED 30,38 54970 0 0 SUPERIOR INDS INTL I COM 868168105 6 333 SH DEFINED 3,8 0 0 333 SUPERIOR INDS INTL I COM 868168105 112 5813 SH DEFINED 6,10 5813 0 0 SUPERIOR INDS INTL I COM 868168105 2990 155169 SH DEFINED 15,23,24 145060 0 10109 SUPERIOR UNIFORM GP COM 868358102 128 10000 SH DEFINED 6,10,11 10000 0 0 SUPERIOR UNIFORM GP COM 868358102 9 700 SH DEFINED 15,23,24 0 0 700 SUPERTEX INC COM 868532102 147 3751 SH DEFINED 6,10 3751 0 0 SUPERTEX INC COM 868532102 3 75 SH DEFINED 12 75 0 0 SUPERTEX INC COM 868532102 136 3474 SH DEFINED 15,23,24 3438 0 36 SUPERVALU INC COM 868536103 688 19251 SH DEFINED 6,10 19251 0 0 SUPERVALU INC COM 868536103 1015 28400 SH CALL DEFINED 6,10 28400 0 0 SUPERVALU INC COM 868536103 65 1812 SH DEFINED 6,10,11 1812 0 0 SUPERVALU INC COM 868536103 2402 67196 SH DEFINED 12 67196 0 0 SUPERVALU INC COM 868536103 3282 91800 SH CALL DEFINED 14,15,23 91800 0 0 SUPERVALU INC COM 868536103 568 15900 SH PUT DEFINED 14,15,23 15900 0 0 SUPERVALU INC COM 868536103 5673 158672 SH DEFINED 15,23,24 146580 0 12092 SUPERVALU INC COM 868536103 654 18300 SH CALL DEFINED 15,23,24 18300 0 0 SUPERVALU INC COM 868536103 9531 266600 SH PUT DEFINED 15,23,24 266600 0 0 SUPERVALU INC COM 868536103 579 16200 SH DEFINED 29 16200 0 0 SUPERVALU INC COM 868536103 7625 213300 SH DEFINED 30,38 213300 0 0 SUPPORTSOFT INC COM 868587106 0 68 SH DEFINED 14,15,23 68 0 0 SUPPORTSOFT INC COM 868587106 73 13323 SH DEFINED 15,23,24 13323 0 0 SUPREME INDS INC CL A 868607102 633 99185 SH DEFINED 15,23,24 85985 0 13200 SUREWEST COMMUNICATI COM 868733106 273 9922 SH DEFINED 15,23,24 9222 0 700 SURMODICS INC COM 868873100 125 4018 SH DEFINED 6,10 4018 0 0 SURMODICS INC COM 868873100 246 7900 SH DEFINED 6,10,11 7900 0 0 SURMODICS INC COM 868873100 80 2562 SH DEFINED 12 2562 0 0 SURMODICS INC COM 868873100 725 23294 SH DEFINED 15,23,24 8019 0 15275 SUSQUEHANNA BANCSHAR COM 869099101 351 13056 SH DEFINED 6,10 13056 0 0 SUSQUEHANNA BANCSHAR COM 869099101 113 4215 SH DEFINED 6,10,11 4215 0 0 SUSQUEHANNA BANCSHAR COM 869099101 38 1414 SH DEFINED 12 1414 0 0 SUSQUEHANNA BANCSHAR COM 869099101 1213 45119 SH DEFINED 15,23,24 27949 0 17170 SUSQUEHANNA BANCSHAR COM 869099101 86 3200 SH DEFINED 29 3200 0 0 SWIFT ENERGY CO COM 870738101 333 7437 SH DEFINED 6,10 7437 0 0 SWIFT ENERGY CO COM 870738101 20 436 SH DEFINED 12 436 0 0 SWIFT ENERGY CO COM 870738101 1893 42246 SH DEFINED 15,23,24 28526 0 13720 SWIFT ENERGY CO COM 870738101 744 16600 SH DEFINED 30,38 16600 0 0 SWIFT TRANSN CO COM 870756103 3 104 SH DEFINED 6,10 104 0 0 SWIFT TRANSN CO COM 870756103 5 200 SH DEFINED 6,10,11 200 0 0 SWIFT TRANSN CO COM 870756103 2 88 SH DEFINED 12 88 0 0 SWIFT TRANSN CO COM 870756103 798 30361 SH DEFINED 14,15,23 30361 0 0 SWIFT TRANSN CO COM 870756103 662 25200 SH CALL DEFINED 14,15,23 25200 0 0 SWIFT TRANSN CO COM 870756103 1122 42700 SH PUT DEFINED 14,15,23 42700 0 0 SWIFT TRANSN CO COM 870756103 305 11595 SH DEFINED 15,23,24 11230 0 365 SWIFT TRANSN CO COM 870756103 334 12700 SH CALL DEFINED 15,23,24 12700 0 0 SWISS HELVETIA FD IN COM 870875101 565 29606 SH DEFINED 12 29606 0 0 SWISS HELVETIA FD IN COM 870875101 6223 325799 SH DEFINED 15,23,24 262832 0 62966 SWISSCOM AG SPONSORED A 871013108 1388 36760 SH DEFINED 12 36760 0 0 SWISSCOM AG SPONSORED A 871013108 284 7519 SH DEFINED 15,23,24 5079 0 2440 SYBASE INC NOTE 1.750 871130AB6 62 56000 PRN DEFINED 12 56000 0 0 SYBASE INC COM 871130100 18 735 SH DEFINED 6,10 735 0 0 SYBASE INC COM 871130100 215 8720 SH DEFINED 6,10,11 8720 0 0 SYBASE INC COM 871130100 50 2023 SH DEFINED 12 2023 0 0 SYBASE INC COM 871130100 897 36300 SH DEFINED 15,23,24 30684 0 5616 SYBASE INC COM 871130100 412 16700 SH DEFINED 30,38 16700 0 0 SYCAMORE NETWORKS IN COM 871206108 705 187453 SH DEFINED 15,23,24 178541 0 8912 SYKES ENTERPRISES IN COM 871237103 131 7453 SH DEFINED 6,10 7453 0 0 SYKES ENTERPRISES IN COM 871237103 10 577 SH DEFINED 12 577 0 0 SYKES ENTERPRISES IN COM 871237103 142 8042 SH DEFINED 15,23,24 8042 0 0 SYMANTEC CORP COM 871503108 183 8774 SH DEFINED 3,8 0 0 8774 SYMANTEC CORP COM 871503108 321207 15405596 SH DEFINED 6,10 15405596 0 0 SYMANTEC CORP COM 871503108 1144913 54911900 SH CALL DEFINED 6,10 54911900 0 0 SYMANTEC CORP COM 871503108 1370 65713 SH DEFINED 6,10,11 64513 0 1200 SYMANTEC CORP COM 871503108 4128 198006 SH DEFINED 12 198006 0 0 SYMANTEC CORP COM 871503108 14355 688500 SH CALL DEFINED 14,15,23 688500 0 0 SYMANTEC CORP COM 871503108 5340 256100 SH PUT DEFINED 14,15,23 256100 0 0 SYMANTEC CORP COM 871503108 234 11200 SH DEFINED 2,5,6,9,10,17,19,20,27 11200 0 0 SYMANTEC CORP COM 871503108 62248 2985530 SH DEFINED 15,23,24 2401409 0 584121 SYMANTEC CORP COM 871503108 10 500 SH CALL DEFINED 15,23,24 500 0 0 SYMANTEC CORP COM 871503108 150 7171 SH DEFINED 15,18,23,25,26 7171 0 0 SYMANTEC CORP COM 871503108 295 14150 SH DEFINED 29 14150 0 0 SYMBOL TECHNOLOGIES COM 871508107 352 23543 SH DEFINED 6,10 23543 0 0 SYMBOL TECHNOLOGIES COM 871508107 9 625 SH DEFINED 6,10,11 625 0 0 SYMBOL TECHNOLOGIES COM 871508107 85 5690 SH DEFINED 12 5690 0 0 SYMBOL TECHNOLOGIES COM 871508107 2995 200500 SH CALL DEFINED 14,15,23 200500 0 0 SYMBOL TECHNOLOGIES COM 871508107 711 47600 SH PUT DEFINED 14,15,23 47600 0 0 SYMBOL TECHNOLOGIES COM 871508107 14522 972041 SH DEFINED 15,23,24 946183 0 25858 SYMBOL TECHNOLOGIES COM 871508107 1292 86500 SH CALL DEFINED 15,23,24 86500 0 0 SYMBOL TECHNOLOGIES COM 871508107 498 33300 SH PUT DEFINED 15,23,24 33300 0 0 SYMBOL TECHNOLOGIES COM 871508107 5691 380950 SH DEFINED 30,38 380950 0 0 SYMMETRICOM INC COM 871543104 104 11626 SH DEFINED 6,10 11626 0 0 SYMMETRICOM INC COM 871543104 80 9011 SH DEFINED 15,23,24 6251 0 2760 SYMS CORP COM 871551107 0 0 SH DEFINED 15,23,24 0 0 0 SYMS CORP COM 871551107 2927 147019 SH DEFINED 30,38 147019 0 0 SYNAGRO TECHNOLOGIES COM NEW 871562203 53 12051 SH DEFINED 6,10 12051 0 0 SYNAGRO TECHNOLOGIES COM NEW 871562203 91 20523 SH DEFINED 15,23,24 17623 0 2900 SYNCHRONOSS TECHNOLO COM 87157B103 33 2422 SH DEFINED 15,23,24 2422 0 0 SYNCHRONOSS TECHNOLO COM 87157B103 144 10500 SH DEFINED 29 10500 0 0 SYNAPTICS INC COM 87157D109 189 6378 SH DEFINED 6,10 6378 0 0 SYNAPTICS INC COM 87157D109 1 43 SH DEFINED 12 43 0 0 SYNAPTICS INC COM 87157D109 525 17691 SH DEFINED 14,15,23 17691 0 0 SYNAPTICS INC COM 87157D109 1250 42100 SH CALL DEFINED 14,15,23 42100 0 0 SYNAPTICS INC COM 87157D109 1493 50300 SH PUT DEFINED 14,15,23 50300 0 0 SYNAPTICS INC COM 87157D109 17 588 SH DEFINED 15,23,24 583 0 5 SYNAPTICS INC COM 87157D109 110 3700 SH DEFINED 29 3700 0 0 SYNGENTA AG SPONSORED A 87160A100 1101 29650 SH DEFINED 12 29650 0 0 SYNGENTA AG SPONSORED A 87160A100 10613 285760 SH DEFINED 15,23,24 260316 0 25444 SYNOPSYS INC COM 871607107 195 7308 SH DEFINED 6,10 7308 0 0 SYNOPSYS INC COM 871607107 4903 183444 SH DEFINED 12 183444 0 0 SYNOPSYS INC COM 871607107 330 12344 SH DEFINED 14,15,23 12344 0 0 SYNOPSYS INC COM 871607107 16 600 SH CALL DEFINED 14,15,23 600 0 0 SYNOPSYS INC COM 871607107 61 2300 SH PUT DEFINED 14,15,23 2300 0 0 SYNOPSYS INC COM 871607107 1342 50209 SH DEFINED 15,23,24 44182 0 6027 SYNOPSYS INC COM 871607107 43 1590 SH DEFINED 30,38 1590 0 0 SYNOVUS FINL CORP COM 87161C105 903 29294 SH DEFINED 6,10 29294 0 0 SYNOVUS FINL CORP COM 87161C105 1518 49230 SH DEFINED 6,10,11 49230 0 0 SYNOVUS FINL CORP COM 87161C105 542 17577 SH DEFINED 12 17577 0 0 SYNOVUS FINL CORP COM 87161C105 13408 434893 SH DEFINED 15,23,24 373204 0 61688 SYNOVUS FINL CORP COM 87161C105 4596 149080 SH DEFINED 30,38 149080 0 0 SYPRIS SOLUTIONS INC COM 871655106 89 12741 SH DEFINED 15,23,24 12741 0 0 SYSCO CORP COM 871829107 3915 106507 SH DEFINED 6,10 106507 0 0 SYSCO CORP COM 871829107 392 10675 SH DEFINED 6,10,11 10675 0 0 SYSCO CORP COM 871829107 6626 180249 SH DEFINED 12 180249 0 0 SYSCO CORP COM 871829107 4433 120600 SH CALL DEFINED 14,15,23 120600 0 0 SYSCO CORP COM 871829107 2103 57200 SH PUT DEFINED 14,15,23 57200 0 0 SYSCO CORP COM 871829107 44662 1214958 SH DEFINED 15,23,24 1046668 0 168290 SYSCO CORP COM 871829107 29 800 SH PUT DEFINED 15,23,24 800 0 0 SYSCO CORP COM 871829107 163 4447 SH DEFINED 15,18,23,25,26 4447 0 0 SYSCO CORP COM 871829107 651 17700 SH DEFINED 29 17700 0 0 SYSTEMAX INC COM 871851101 846 48482 SH DEFINED 15,23,24 48077 0 405 TCF FINL CORP COM 872275102 156 5705 SH DEFINED 6,10 5705 0 0 TCF FINL CORP COM 872275102 953 34742 SH DEFINED 12 34742 0 0 TCF FINL CORP COM 872275102 4394 160246 SH DEFINED 15,23,24 150056 0 10190 TCF FINL CORP COM 872275102 312 11390 SH DEFINED 30,38 11390 0 0 TC PIPELINES LP UT COM LTD 87233Q108 496 13765 SH DEFINED 6,10,11 13765 0 0 TC PIPELINES LP UT COM LTD 87233Q108 568 15778 SH DEFINED 15,23,24 12975 0 2803 TCW STRATEGIC INCOME COM 872340104 220 42993 SH DEFINED 15,23,24 19643 0 23350 TCW STRATEGIC INCOME COM 872340104 75 14600 SH DEFINED 15,18,23,25,26 14600 0 0 TD BANKNORTH INC COM 87235A101 159 4922 SH DEFINED 6,10 4922 0 0 TD BANKNORTH INC COM 87235A101 29 888 SH DEFINED 6,10,11 888 0 0 TD BANKNORTH INC COM 87235A101 66 2048 SH DEFINED 12 2048 0 0 TD BANKNORTH INC COM 87235A101 1464 45355 SH DEFINED 15,23,24 36009 0 9346 TD AMERITRADE HLDG C COM 87236Y108 824 50905 SH DEFINED 6,10 50905 0 0 TD AMERITRADE HLDG C COM 87236Y108 11 700 SH DEFINED 6,10,11 700 0 0 TD AMERITRADE HLDG C COM 87236Y108 192 11837 SH DEFINED 12 11837 0 0 TD AMERITRADE HLDG C COM 87236Y108 4096 253153 SH DEFINED 14,15,23 253153 0 0 TD AMERITRADE HLDG C COM 87236Y108 9452 584200 SH CALL DEFINED 14,15,23 584200 0 0 TD AMERITRADE HLDG C COM 87236Y108 5775 356900 SH PUT DEFINED 14,15,23 356900 0 0 TD AMERITRADE HLDG C COM 87236Y108 9179 567280 SH DEFINED 15,23,24 546565 0 20715 TD AMERITRADE HLDG C COM 87236Y108 405 25044 SH DEFINED 30,38 25044 0 0 TECO ENERGY INC COM 872375100 325 18834 SH DEFINED 6,10 18834 0 0 TECO ENERGY INC COM 872375100 357 20708 SH DEFINED 6,10,11 20708 0 0 TECO ENERGY INC COM 872375100 362 21000 SH DEFINED 12 21000 0 0 TECO ENERGY INC COM 872375100 1387 80500 SH CALL DEFINED 14,15,23 80500 0 0 TECO ENERGY INC COM 872375100 1142 66300 SH PUT DEFINED 14,15,23 66300 0 0 TECO ENERGY INC COM 872375100 14990 869968 SH DEFINED 15,23,24 685127 0 184841 TECO ENERGY INC COM 872375100 1161 67400 SH DEFINED 30,38 67400 0 0 TEPPCO PARTNERS L P UT LTD PART 872384102 111 2750 SH DEFINED 6,10,11 2750 0 0 TEPPCO PARTNERS L P UT LTD PART 872384102 520 12900 SH DEFINED 12 12900 0 0 TEPPCO PARTNERS L P UT LTD PART 872384102 18752 465189 SH DEFINED 15,23,24 325474 0 139714 TESSCO TECHNOLOGIES COM 872386107 6 262 SH DEFINED 6,10,11 262 0 0 TESSCO TECHNOLOGIES COM 872386107 197 9136 SH DEFINED 15,23,24 8646 0 490 THQ INC COM NEW 872443403 532 16347 SH DEFINED 6,10 16347 0 0 THQ INC COM NEW 872443403 434 13357 SH DEFINED 6,10,11 13357 0 0 THQ INC COM NEW 872443403 34 1051 SH DEFINED 12 1051 0 0 THQ INC COM NEW 872443403 426 13097 SH DEFINED 14,15,23 13097 0 0 THQ INC COM NEW 872443403 187 5750 SH CALL DEFINED 14,15,23 5750 0 0 THQ INC COM NEW 872443403 1088 33450 SH PUT DEFINED 14,15,23 33450 0 0 THQ INC COM NEW 872443403 662 20344 SH DEFINED 15,23,24 18383 0 1961 THQ INC COM NEW 872443403 254 7800 SH PUT DEFINED 15,23,24 6700 0 1100 THQ INC COM NEW 872443403 293 9000 SH DEFINED 29 9000 0 0 TJX COS INC NEW NOTE 872540AL3 52 55000 PRN DEFINED 12 55000 0 0 TJX COS INC NEW NOTE 872540AL3 23707 25153000 PRN DEFINED 15,23,24 25153000 0 0 TJX COS INC NEW COM 872540109 481 16880 SH DEFINED 3,8 0 0 16880 TJX COS INC NEW COM 872540109 1223 42893 SH DEFINED 6,10 42893 0 0 TJX COS INC NEW COM 872540109 752 26355 SH DEFINED 6,10,11 26355 0 0 TJX COS INC NEW COM 872540109 253 8873 SH DEFINED 12 8873 0 0 TJX COS INC NEW COM 872540109 225 7900 SH CALL DEFINED 14,15,23 7900 0 0 TJX COS INC NEW COM 872540109 277 9700 SH PUT DEFINED 14,15,23 9700 0 0 TJX COS INC NEW COM 872540109 46943 1645966 SH DEFINED 15,23,24 1422294 0 223671 TJX COS INC NEW COM 872540109 8043 282000 SH DEFINED 30,38 282000 0 0 TLC VISION CORP COM 872549100 37 7030 SH DEFINED 12 7030 0 0 TLC VISION CORP COM 872549100 3007 575000 SH DEFINED 15,23 575000 0 0 TLC VISION CORP COM 872549100 5 1047 SH DEFINED 15,23,24 762 0 285 TLC VISION CORP COM 872549100 3661 700000 SH DEFINED 15,18,23,25,26 700000 0 0 TNT N V SPONSORED A 87260W101 627 14543 SH DEFINED 12 14543 0 0 TNT N V SPONSORED A 87260W101 254 5902 SH DEFINED 15,23,24 5847 0 55 TNT N V SPONSORED A 87260W101 431 10000 SH DEFINED 29 10000 0 0 TRM CORP COM 872636105 38 17772 SH DEFINED 15,23,24 17772 0 0 TRW AUTOMOTIVE HLDGS COM 87264S106 7 288 SH DEFINED 12 288 0 0 TRW AUTOMOTIVE HLDGS COM 87264S106 72 2768 SH DEFINED 15,23,24 2768 0 0 TRW AUTOMOTIVE HLDGS COM 87264S106 274 10600 SH DEFINED 30,38 10600 0 0 TS&W CLAYMORE TAX AD COM 87280R108 801 50778 SH DEFINED 15,23,24 45633 0 5144 TSR INC COM 872885108 154 37700 SH DEFINED 15,23,24 25700 0 12000 TNS INC COM 872960109 3544 184100 SH DEFINED 13,30 184100 0 0 TNS INC COM 872960109 83 4300 SH DEFINED 15,23,24 4300 0 0 TVIA INC COM 87307P101 25 22068 SH DEFINED 15,23,24 22068 0 0 TXU CORP COM 873168108 5393 99484 SH DEFINED 3,8 0 0 99484 TXU CORP COM 873168108 43035 793852 SH DEFINED 6,10 719799 0 74053 TXU CORP COM 873168108 44 803 SH DEFINED 6,10,11 803 0 0 TXU CORP COM 873168108 3216 59331 SH DEFINED 12 59331 0 0 TXU CORP COM 873168108 20492 378007 SH DEFINED 14,15,23 378007 0 0 TXU CORP COM 873168108 29447 543200 SH CALL DEFINED 14,15,23 543200 0 0 TXU CORP COM 873168108 40901 754500 SH PUT DEFINED 14,15,23 754500 0 0 TXU CORP COM 873168108 22565 416260 SH DEFINED 15,23,24 337426 0 78833 TXU CORP COM 873168108 5275 97300 SH CALL DEFINED 15,23,24 97300 0 0 TXU CORP COM 873168108 4228 78000 SH PUT DEFINED 15,23,24 78000 0 0 TXU CORP COM 873168108 781 14400 SH DEFINED 15,18,23,25,26 14400 0 0 TXU CORP COM 873168108 2529 46650 SH DEFINED 30,38 46650 0 0 TAIWAN FD INC COM 874036106 264 14281 SH DEFINED 15,23,24 13516 0 765 TAIWAN GREATER CHINA SH BEN INT 874037104 560 84757 SH DEFINED 15,23,24 84692 0 65 TAIWAN SEMICONDUCTOR SPONSORED A 874039100 361 33061 SH DEFINED 3,8 0 0 33061 TAIWAN SEMICONDUCTOR SPONSORED A 874039100 258 23565 SH DEFINED 6,10,11 23565 0 0 TAIWAN SEMICONDUCTOR SPONSORED A 874039100 1415 129489 SH DEFINED 12 129489 0 0 TAIWAN SEMICONDUCTOR SPONSORED A 874039100 5642 516171 SH CALL DEFINED 14,15,23 516171 0 0 TAIWAN SEMICONDUCTOR SPONSORED A 874039100 982 89860 SH PUT DEFINED 14,15,23 89860 0 0 TAIWAN SEMICONDUCTOR SPONSORED A 874039100 41601 3806173 SH DEFINED 15,23,24 3432647 0 373526 TAIWAN SEMICONDUCTOR SPONSORED A 874039100 2093 191500 SH CALL DEFINED 15,23,24 191500 0 0 TAIWAN SEMICONDUCTOR SPONSORED A 874039100 233 21352 SH DEFINED 15,18,23,25,26 21352 0 0 TAIWAN SEMICONDUCTOR SPONSORED A 874039100 860 78704 SH DEFINED 30,38 78704 0 0 TAKE-TWO INTERACTIVE COM 874054109 328 18444 SH DEFINED 6,10 18444 0 0 TAKE-TWO INTERACTIVE COM 874054109 58 3261 SH DEFINED 12 3261 0 0 TAKE-TWO INTERACTIVE COM 874054109 12112 682000 SH CALL DEFINED 14,15,23 682000 0 0 TAKE-TWO INTERACTIVE COM 874054109 5409 304550 SH PUT DEFINED 14,15,23 304550 0 0 TAKE-TWO INTERACTIVE COM 874054109 242 13602 SH DEFINED 15,23,24 12589 0 1013 TAKE-TWO INTERACTIVE COM 874054109 4019 226300 SH CALL DEFINED 15,23,24 226300 0 0 TAKE-TWO INTERACTIVE COM 874054109 1643 92500 SH PUT DEFINED 15,23,24 92500 0 0 TAL INTL GROUP INC COM 874083108 4786 179300 SH DEFINED 30,38 179300 0 0 TALBOTS INC COM 874161102 14 600 SH DEFINED 6,10,11 600 0 0 TALBOTS INC COM 874161102 42 1730 SH DEFINED 12 1730 0 0 TALBOTS INC COM 874161102 514 21328 SH DEFINED 15,23,24 19425 0 1902 TALBOTS INC COM 874161102 272 11300 SH DEFINED 30,38 11300 0 0 TALEO CORP CL A 87424N104 323 23653 SH DEFINED 15,23,24 18828 0 4825 TALEO CORP CL A 87424N104 2825 206651 SH DEFINED 15,18,23,25,26 206651 0 0 TALISMAN ENERGY INC COM 87425E103 1147 67508 SH DEFINED 6,10 67508 0 0 TALISMAN ENERGY INC COM 87425E103 1699 100000 SH PUT DEFINED 6,10 100000 0 0 TALISMAN ENERGY INC COM 87425E103 28 1650 SH DEFINED 6,10,11 1650 0 0 TALISMAN ENERGY INC COM 87425E103 28 1634 SH DEFINED 12 1634 0 0 TALISMAN ENERGY INC COM 87425E103 3340 196560 SH DEFINED 14,15,23 196560 0 0 TALISMAN ENERGY INC COM 87425E103 598 35200 SH CALL DEFINED 14,15,23 35200 0 0 TALISMAN ENERGY INC COM 87425E103 6623 389800 SH PUT DEFINED 14,15,23 389800 0 0 TALISMAN ENERGY INC COM 87425E103 751 44178 SH DEFINED 15,23,24 36794 0 7384 TALISMAN ENERGY INC COM 87425E103 294 17300 SH DEFINED 29 17300 0 0 TALISMAN ENERGY INC COM 87425E103 2644 155650 SH DEFINED 30,38 155650 0 0 TAM SA SP ADR REP 87484D103 130 4321 SH DEFINED 12 4321 0 0 TAM SA SP ADR REP 87484D103 353 11769 SH DEFINED 15,23,24 11369 0 400 TALX CORP COM 874918105 216 7865 SH DEFINED 6,10 7865 0 0 TALX CORP COM 874918105 56 2047 SH DEFINED 15,23,24 1847 0 200 TANDY LEATHER FACTOR COM 87538X105 89 11000 SH DEFINED 15,23,24 9000 0 2000 TANGER FACTORY OUTLE COM 875465106 7 175 SH DEFINED 6,10,11 175 0 0 TANGER FACTORY OUTLE COM 875465106 297 7600 SH DEFINED 12 7600 0 0 TANGER FACTORY OUTLE COM 875465106 1415 36200 SH DEFINED 13,30 36200 0 0 TANGER FACTORY OUTLE COM 875465106 2041 52214 SH DEFINED 15,23,24 36384 0 15829 TANGER PPTYS LTD PAR NOTE 3.750 875484AE7 1277 1095000 PRN DEFINED 15,23,24 1095000 0 0 TANOX INC COM 87588Q109 4971 249800 SH CALL DEFINED 6,10 249800 0 0 TANOX INC COM 87588Q109 3086 155096 SH DEFINED 15,23,24 155096 0 0 TANOX INC COM 87588Q109 1556 78216 SH DEFINED 30,38 78216 0 0 TARGET CORP COM 87612E106 297 5200 SH DEFINED 3,8 0 0 5200 TARGET CORP COM 87612E106 6157 107917 SH DEFINED 6,10 107917 0 0 TARGET CORP COM 87612E106 301 5282 SH DEFINED 6,10,11 5282 0 0 TARGET CORP COM 87612E106 16077 281799 SH DEFINED 12 281799 0 0 TARGET CORP COM 87612E106 10121 177400 SH CALL DEFINED 14,15,23 177400 0 0 TARGET CORP COM 87612E106 28457 498800 SH PUT DEFINED 14,15,23 498800 0 0 TARGET CORP COM 87612E106 58006 1016753 SH DEFINED 15,23,24 837296 0 179456 TARGET CORP COM 87612E106 11 200 SH CALL DEFINED 15,23,24 200 0 0 TARGET CORP COM 87612E106 57050 1000000 SH PUT DEFINED 15,23,24 1000000 0 0 TARGET CORP COM 87612E106 247 4322 SH DEFINED 15,18,23,25,26 4322 0 0 TARGET CORP COM 87612E106 896 15700 SH DEFINED 29 15700 0 0 TARGET CORP COM 87612E106 1191 20880 SH DEFINED 30,38 20880 0 0 TARRAGON CORP COM 876287103 251 20652 SH DEFINED 15,23,24 15942 0 4710 TASER INTL INC COM 87651B104 932 122510 SH DEFINED 14,15,23 122510 0 0 TASER INTL INC COM 87651B104 2195 288500 SH CALL DEFINED 14,15,23 288500 0 0 TASER INTL INC COM 87651B104 2869 377000 SH PUT DEFINED 14,15,23 377000 0 0 TASER INTL INC COM 87651B104 643 84496 SH DEFINED 15,23,24 79414 0 5082 TASER INTL INC COM 87651B104 0 46 SH DEFINED 30,38 46 0 0 TATA MTRS LTD SPONSORED A 876568502 268 13100 SH DEFINED 3,8 0 0 13100 TATA MTRS LTD SPONSORED A 876568502 33 1600 SH DEFINED 12 1600 0 0 TATA MTRS LTD SPONSORED A 876568502 2381 116555 SH DEFINED 15,16,21-23 116555 0 0 TATA MTRS LTD SPONSORED A 876568502 937 45843 SH DEFINED 15,23,24 35960 0 9883 TATA MTRS LTD SPONSORED A 876568502 2309 113000 SH DEFINED 15,18,23,25,26 113000 0 0 TAUBMAN CTRS INC COM 876664103 4069 80000 SH DEFINED 6,10 80000 0 0 TAUBMAN CTRS INC COM 876664103 89 1743 SH DEFINED 12 1743 0 0 TAUBMAN CTRS INC COM 876664103 1135 22306 SH DEFINED 15,23,24 22306 0 0 TECH DATA CORP COM 878237106 14 368 SH DEFINED 6,10 368 0 0 TECH DATA CORP COM 878237106 8 200 SH DEFINED 6,10,11 200 0 0 TECH DATA CORP COM 878237106 6840 180620 SH DEFINED 15,23,24 174671 0 5949 TECHE HLDG CO COM 878330109 736 14300 SH DEFINED 15,23,24 14000 0 300 TECHNE CORP COM 878377100 0 4 SH DEFINED 6,10 4 0 0 TECHNE CORP COM 878377100 10 175 SH DEFINED 6,10,11 175 0 0 TECHNE CORP COM 878377100 166 2994 SH DEFINED 12 2994 0 0 TECHNE CORP COM 878377100 4391 79186 SH DEFINED 15,23,24 67551 0 11635 TECHNICAL OLYMPIC US COM 878483106 394 38755 SH DEFINED 15,23,24 37541 0 1214 TECHNIP NEW SPONSORED A 878546209 416 6059 SH DEFINED 12 6059 0 0 TECHNIP NEW SPONSORED A 878546209 8 122 SH DEFINED 15,23,24 122 0 0 TECHNITROL INC COM 878555101 246 10318 SH DEFINED 6,10 10318 0 0 TECHNITROL INC COM 878555101 91 3816 SH DEFINED 12 3816 0 0 TECHNITROL INC COM 878555101 548 22949 SH DEFINED 15,23,24 22253 0 696 TECHNOLOGY INVT CAP COM 878717305 1229 76126 SH DEFINED 15,23,24 56615 0 19510 TECHWELL INC COM 87874D101 186 11600 SH DEFINED 15,23,24 6200 0 5400 TECK COMINCO LTD CL B 878742204 905 12011 SH DEFINED 6,10 12011 0 0 TECK COMINCO LTD CL B 878742204 822 10913 SH DEFINED 15,23,24 7380 0 3533 TECUMSEH PRODS CO CL A 878895200 357 21136 SH DEFINED 15,23,24 19936 0 1200 TEJON RANCH CO DEL COM 879080109 605 10840 SH DEFINED 15,23,24 6774 0 4066 TEKELEC COM 879101103 5 367 SH DEFINED 6,10 367 0 0 TEKELEC COM 879101103 241 16250 SH DEFINED 6,10,11 16250 0 0 TEKELEC COM 879101103 71 4798 SH DEFINED 12 4798 0 0 TEKELEC COM 879101103 143 9646 SH DEFINED 14,15,23 9646 0 0 TEKELEC COM 879101103 2662 179500 SH CALL DEFINED 14,15,23 179500 0 0 TEKELEC COM 879101103 1025 69100 SH PUT DEFINED 14,15,23 69100 0 0 TEKELEC COM 879101103 1723 116188 SH DEFINED 15,23,24 116153 0 35 TEKELEC COM 879101103 2383 160700 SH PUT DEFINED 15,23,24 160700 0 0 TEKELEC COM 879101103 92 6200 SH DEFINED 29 6200 0 0 TEKELEC COM 879101103 634 42779 SH DEFINED 30,38 42779 0 0 TEKTRONIX INC COM 879131100 9 304 SH DEFINED 3,8 0 0 304 TEKTRONIX INC COM 879131100 244 8380 SH DEFINED 6,10 8380 0 0 TEKTRONIX INC COM 879131100 132 4541 SH DEFINED 12 4541 0 0 TEKTRONIX INC COM 879131100 111 3800 SH DEFINED 14,15,23 3800 0 0 TEKTRONIX INC COM 879131100 82 2800 SH CALL DEFINED 14,15,23 2800 0 0 TEKTRONIX INC COM 879131100 29 1000 SH PUT DEFINED 14,15,23 1000 0 0 TEKTRONIX INC COM 879131100 745 25556 SH DEFINED 15,23,24 22313 0 3243 TELE NORTE LESTE PAR SPON ADR PF 879246106 86 5793 SH DEFINED 12 5793 0 0 TELE NORTE LESTE PAR SPON ADR PF 879246106 4085 273787 SH DEFINED 15,23,24 272419 0 1368 TELE NORTE LESTE PAR SPON ADR PF 879246106 236 15800 SH DEFINED 15,18,23,25,26 15800 0 0 TELE NORTE LESTE PAR SPON ADR PF 879246106 985 66000 SH DEFINED 30,38 66000 0 0 TELECOM HLDRS TR DEPOSITRY R 87927P200 32249 911511 SH DEFINED 15,23,24 903661 0 7849 TELECOM ITALIA S P A SPON ADR OR 87927Y102 1044 34640 SH DEFINED 12 34640 0 0 TELECOM ITALIA S P A SPON ADR OR 87927Y102 340 11298 SH DEFINED 15,23,24 9882 0 1416 TELECOM ITALIA S P A SPON ADR SV 87927Y201 988 39193 SH DEFINED 12 39193 0 0 TELECOM ITALIA S P A SPON ADR SV 87927Y201 103 4076 SH DEFINED 15,23,24 4076 0 0 TELECOM ARGENTINA S SPON ADR RE 879273209 402 20065 SH DEFINED 12 20065 0 0 TELECOM ARGENTINA S SPON ADR RE 879273209 27 1351 SH DEFINED 15,23,24 1246 0 105 TELECOM CORP NEW ZEA SPONSORED A 879278208 20 750 SH DEFINED 6,10,11 750 0 0 TELECOM CORP NEW ZEA SPONSORED A 879278208 1999 74240 SH DEFINED 12 74240 0 0 TELECOM CORP NEW ZEA SPONSORED A 879278208 11331 420897 SH DEFINED 15,23,24 373494 0 47402 TELECOMUNICACOES BRA SPONSORED A 879287308 235 7665 SH DEFINED 12 7665 0 0 TELECOMUNICACOES BRA SPONSORED A 879287308 3730 121548 SH DEFINED 15,23,24 116405 0 5142 TELECOMUNICACOES DE SPON ADR PF 87929A102 3166 123533 SH DEFINED 15,23,24 117647 0 5885 TELECOMMUNICATION SY CL A 87929J103 38 12296 SH DEFINED 6,10,11 12296 0 0 TELECOMMUNICATION SY CL A 87929J103 16 5050 SH DEFINED 15,23,24 5050 0 0 TELEDYNE TECHNOLOGIE COM 879360105 353 8799 SH DEFINED 6,10 8799 0 0 TELEDYNE TECHNOLOGIE COM 879360105 96 2388 SH DEFINED 6,10,11 2388 0 0 TELEDYNE TECHNOLOGIE COM 879360105 141 3504 SH DEFINED 12 3504 0 0 TELEDYNE TECHNOLOGIE COM 879360105 888 22125 SH DEFINED 15,23,24 20518 0 1607 TELEDYNE TECHNOLOGIE COM 879360105 209 5200 SH DEFINED 29 5200 0 0 TELEDYNE TECHNOLOGIE COM 879360105 108 2700 SH DEFINED 30,38 2700 0 0 TELEFLEX INC COM 879369106 4 69 SH DEFINED 6,10 69 0 0 TELEFLEX INC COM 879369106 1098 17000 SH DEFINED 6,10,11 17000 0 0 TELEFLEX INC COM 879369106 515 7974 SH DEFINED 12 7974 0 0 TELEFLEX INC COM 879369106 9391 145462 SH DEFINED 15,23,24 115928 0 29533 TELEFLEX INC COM 879369106 152 2350 SH DEFINED 29 2350 0 0 TELEFONICA DE ARGENT SP ADR .815 879378404 298 16470 SH DEFINED 15,23,24 16470 0 0 TELEFONICA S A SPONSORED A 879382208 42 652 SH DEFINED 6,10,11 652 0 0 TELEFONICA S A SPONSORED A 879382208 7081 111071 SH DEFINED 12 111071 0 0 TELEFONICA S A SPONSORED A 879382208 8270 129720 SH DEFINED 15,23,24 109124 0 20596 TELEFONICA S A SPONSORED A 879382208 4781 75000 SH DEFINED 15,18,23,25,26 75000 0 0 TELEFONOS DE MEXICO SPON ADR OR 879403780 1465 51833 SH DEFINED 6,10 51833 0 0 TELEFONOS DE MEXICO SPON ADR OR 879403780 2211 78254 SH DEFINED 6,10,11 78154 0 100 TELEFONOS DE MEXICO SPON ADR OR 879403780 4118 145704 SH DEFINED 12 145704 0 0 TELEFONOS DE MEXICO SPON ADR OR 879403780 1369 48440 SH DEFINED 14,15,23 48440 0 0 TELEFONOS DE MEXICO SPON ADR OR 879403780 718 25400 SH CALL DEFINED 14,15,23 25400 0 0 TELEFONOS DE MEXICO SPON ADR OR 879403780 2365 83700 SH PUT DEFINED 14,15,23 83700 0 0 TELEFONOS DE MEXICO SPON ADR OR 879403780 30446 1077362 SH DEFINED 15,23,24 798658 0 278704 TELEFONOS DE MEXICO SPON ADR OR 879403780 78 2754 SH DEFINED 15,18,23,25,26 2754 0 0 TELEFONOS DE MEXICO SPON ADR OR 879403780 619 21900 SH DEFINED 30,38 21900 0 0 TELEPHONE & DATA SYS COM 879433100 121 2233 SH DEFINED 6,10 2233 0 0 TELEPHONE & DATA SYS COM 879433100 7 127 SH DEFINED 12 127 0 0 TELEPHONE & DATA SYS COM 879433100 1535 28250 SH DEFINED 15,23,24 11430 0 16820 TELEPHONE & DATA SYS COM 879433100 272 5000 SH DEFINED 30,38 5000 0 0 TELEPHONE & DATA SYS SPL COM 879433860 124 2495 SH DEFINED 6,10 2495 0 0 TELEPHONE & DATA SYS SPL COM 879433860 27 547 SH DEFINED 12 547 0 0 TELEPHONE & DATA SYS SPL COM 879433860 1277 25755 SH DEFINED 15,23,24 8385 0 17370 TELENOR ASA SPONSORED A 87944W105 1126 19961 SH DEFINED 12 19961 0 0 TELENOR ASA SPONSORED A 87944W105 2908 51538 SH DEFINED 15,23,24 41480 0 10058 TELESTONE TECHNOLOGI COM 87953J102 155 18931 SH DEFINED 15,23,24 18931 0 0 TELIK INC COM 87959M109 956 215800 SH CALL DEFINED 14,15,23 215800 0 0 TELIK INC COM 87959M109 102 23100 SH PUT DEFINED 14,15,23 23100 0 0 TELIK INC COM 87959M109 69 15528 SH DEFINED 15,23,24 14228 0 1300 TELIK INC COM 87959M109 9 2000 SH CALL DEFINED 15,23,24 0 0 2000 TELIK INC COM 87959M109 0 72 SH DEFINED 30,38 72 0 0 TELKONET INC COM 879604106 39 14731 SH DEFINED 15,23,24 14251 0 480 TELLABS INC COM 879664100 441 43009 SH DEFINED 6,10 43009 0 0 TELLABS INC COM 879664100 8 800 SH DEFINED 6,10,11 800 0 0 TELLABS INC COM 879664100 18 1715 SH DEFINED 12 1715 0 0 TELLABS INC COM 879664100 2128 207441 SH DEFINED 14,15,23 207441 0 0 TELLABS INC COM 879664100 3892 379300 SH CALL DEFINED 14,15,23 379300 0 0 TELLABS INC COM 879664100 3324 324000 SH PUT DEFINED 14,15,23 324000 0 0 TELLABS INC COM 879664100 5812 566503 SH DEFINED 15,23,24 498138 0 68365 TELLABS INC COM 879664100 2155 210000 SH CALL DEFINED 15,23,24 210000 0 0 TELLABS INC COM 879664100 215 21000 SH DEFINED 15,18,23,25,26 21000 0 0 TELLABS INC COM 879664100 1094 106618 SH DEFINED 30,38 106618 0 0 TELSTRA CORP LTD SPON ADR FI 87969N204 2240 136758 SH DEFINED 12 136758 0 0 TELSTRA CORP LTD SPON ADR FI 87969N204 904 55183 SH DEFINED 15,23,24 42457 0 12726 TELSTRA CORP LTD SPON ADR FI 87969N204 49 3000 SH DEFINED 15,18,23,25,26 3000 0 0 TELUS CORP NON-VTG SHS 87971M202 206 4605 SH DEFINED 6,10 4605 0 0 TELUS CORP NON-VTG SHS 87971M202 198 4424 SH DEFINED 15,23,24 2012 0 2412 TELUS CORP NON-VTG SHS 87971M202 3350 75000 SH DEFINED 30,38 75000 0 0 TEMPLE INLAND INC COM 879868107 458 9956 SH DEFINED 6,10 9956 0 0 TEMPLE INLAND INC COM 879868107 6 141 SH DEFINED 6,10,11 141 0 0 TEMPLE INLAND INC COM 879868107 144 3126 SH DEFINED 12 3126 0 0 TEMPLE INLAND INC COM 879868107 7958 172877 SH DEFINED 15,23,24 136631 0 36246 TEMPLE INLAND INC COM 879868107 1970 42800 SH DEFINED 30,38 42800 0 0 TELETECH HOLDINGS IN COM 879939106 9 394 SH DEFINED 12 394 0 0 TELETECH HOLDINGS IN COM 879939106 146 6131 SH DEFINED 15,23,24 6131 0 0 TELETECH HOLDINGS IN COM 879939106 502 21015 SH DEFINED 30,38 21015 0 0 TEMPLETON DRAGON FD COM 88018T101 8200 312257 SH DEFINED 15,23,24 235432 0 76824 TEMPLETON EMERGING M COM 880191101 232 12668 SH DEFINED 12 12668 0 0 TEMPLETON EMERGING M COM 880191101 3595 196240 SH DEFINED 15,23,24 182054 0 14185 TEMPLETON EMERG MKTS COM 880192109 88 6417 SH DEFINED 6,10,11 6417 0 0 TEMPLETON EMERG MKTS COM 880192109 182 13366 SH DEFINED 12 13366 0 0 TEMPLETON EMERG MKTS COM 880192109 8690 636599 SH DEFINED 15,23,24 487476 0 149122 TEMPLETON EMERG MKTS COM 880192109 130 9500 SH DEFINED 15,18,23,25,26 9500 0 0 TEMPLETON GLOBAL INC COM 880198106 18373 1937668 SH DEFINED 15,23,24 1728348 0 209320 TEMPLETON RUS AND EA COM 88022F105 65 750 SH DEFINED 12 750 0 0 TEMPLETON RUS AND EA COM 88022F105 591 6764 SH DEFINED 15,23,24 6104 0 660 TEMPUR PEDIC INTL IN COM 88023U101 56 2729 SH DEFINED 12 2729 0 0 TEMPUR PEDIC INTL IN COM 88023U101 4137 202177 SH DEFINED 14,15,23 202177 0 0 TEMPUR PEDIC INTL IN COM 88023U101 9252 452200 SH CALL DEFINED 14,15,23 452200 0 0 TEMPUR PEDIC INTL IN COM 88023U101 10013 489400 SH PUT DEFINED 14,15,23 489400 0 0 TEMPUR PEDIC INTL IN COM 88023U101 2980 145641 SH DEFINED 15,23,24 125834 0 19807 TEMPUR PEDIC INTL IN COM 88023U101 170 8300 SH DEFINED 29 8300 0 0 TEMPUR PEDIC INTL IN COM 88023U101 264 12900 SH DEFINED 30,38 12900 0 0 TENARIS S A SPONSORED A 88031M109 89 1782 SH DEFINED 12 1782 0 0 TENARIS S A SPONSORED A 88031M109 2441 48927 SH DEFINED 14,15,23 48927 0 0 TENARIS S A SPONSORED A 88031M109 5393 108100 SH CALL DEFINED 14,15,23 108100 0 0 TENARIS S A SPONSORED A 88031M109 8935 179100 SH PUT DEFINED 14,15,23 179100 0 0 TENARIS S A SPONSORED A 88031M109 3922 78610 SH DEFINED 15,23,24 67722 0 10888 TENARIS S A SPONSORED A 88031M109 349 7000 SH PUT DEFINED 15,23,24 7000 0 0 TENET HEALTHCARE COR COM 88033G100 295 42330 SH DEFINED 6,10 42330 0 0 TENET HEALTHCARE COR COM 88033G100 402 57732 SH DEFINED 12 57732 0 0 TENET HEALTHCARE COR COM 88033G100 1512 216980 SH DEFINED 14,15,23 216980 0 0 TENET HEALTHCARE COR COM 88033G100 10746 1541800 SH CALL DEFINED 14,15,23 1541800 0 0 TENET HEALTHCARE COR COM 88033G100 6463 927300 SH PUT DEFINED 14,15,23 927300 0 0 TENET HEALTHCARE COR COM 88033G100 8825 1266150 SH DEFINED 15,23,24 1051469 0 214681 TENET HEALTHCARE COR COM 88033G100 7 1000 SH CALL DEFINED 15,23,24 1000 0 0 TENET HEALTHCARE COR COM 88033G100 7532 1080600 SH PUT DEFINED 15,23,24 1080600 0 0 TENET HEALTHCARE COR COM 88033G100 1169 167720 SH DEFINED 30,38 167720 0 0 TENGASCO INC COM NEW 88033R205 9 12835 SH DEFINED 15,23,24 2835 0 10000 TENNANT CO COM 880345103 706 24327 SH DEFINED 6,10,11 24327 0 0 TENNANT CO COM 880345103 539 18587 SH DEFINED 15,23,24 8587 0 10000 TENNECO INC COM 880349105 25 1000 SH DEFINED 6,10,11 1000 0 0 TENNECO INC COM 880349105 89 3606 SH DEFINED 12 3606 0 0 TENNECO INC COM 880349105 582 23540 SH DEFINED 15,23,24 22300 0 1240 TENNECO INC COM 880349105 269 10900 SH DEFINED 30,38 10900 0 0 TENNESSEE COMMERCE B COM 88043P108 516 16515 SH DEFINED 15,23,24 14900 0 1615 TERADYNE INC COM 880770102 600 40124 SH DEFINED 6,10 40124 0 0 TERADYNE INC COM 880770102 114 7588 SH DEFINED 12 7588 0 0 TERADYNE INC COM 880770102 126 8400 SH CALL DEFINED 14,15,23 8400 0 0 TERADYNE INC COM 880770102 259 17300 SH PUT DEFINED 14,15,23 17300 0 0 TERADYNE INC COM 880770102 596 39842 SH DEFINED 15,23,24 37193 0 2649 TERADYNE INC COM 880770102 7480 500000 SH PUT DEFINED 15,23,24 500000 0 0 TERADYNE INC COM 880770102 1126 75290 SH DEFINED 30,38 75290 0 0 TEREX CORP NEW COM 880779103 2741 42444 SH DEFINED 6,10 42444 0 0 TEREX CORP NEW COM 880779103 34 529 SH DEFINED 12 529 0 0 TEREX CORP NEW COM 880779103 9061 140300 SH CALL DEFINED 14,15,23 140300 0 0 TEREX CORP NEW COM 880779103 5554 86000 SH PUT DEFINED 14,15,23 86000 0 0 TEREX CORP NEW COM 880779103 39364 609539 SH DEFINED 15,23,24 522691 0 86848 TEREX CORP NEW COM 880779103 155 2400 SH PUT DEFINED 15,23,24 2400 0 0 TEREX CORP NEW COM 880779103 519 8030 SH DEFINED 15,18,23,25,26 8030 0 0 TERNIUM SA SPON ADR 880890108 295 9975 SH DEFINED 14,15,23 9975 0 0 TERNIUM SA SPON ADR 880890108 774 26200 SH CALL DEFINED 14,15,23 26200 0 0 TERNIUM SA SPON ADR 880890108 298 10100 SH PUT DEFINED 14,15,23 10100 0 0 TERNIUM SA SPON ADR 880890108 194 6570 SH DEFINED 15,23,24 6570 0 0 TERRA INDS INC COM 880915103 1479 123442 SH DEFINED 15,23,24 98055 0 25387 TERRA INDS INC COM 880915103 843 70400 SH DEFINED 30,38 70400 0 0 TERRA NITROGEN CO L COM UNIT 881005201 439 12895 SH DEFINED 15,23,24 12895 0 0 TERREMARK WORLDWIDE NOTE 9.000 881448AC8 1218 1190000 PRN DEFINED 15,23,24 1190000 0 0 TESORO CORP COM 881609101 2412 36677 SH DEFINED 6,10 36677 0 0 TESORO CORP COM 881609101 60 914 SH DEFINED 12 914 0 0 TESORO CORP COM 881609101 1230 18694 SH DEFINED 14,15,23 18694 0 0 TESORO CORP COM 881609101 6452 98100 SH CALL DEFINED 14,15,23 98100 0 0 TESORO CORP COM 881609101 20389 310000 SH PUT DEFINED 14,15,23 310000 0 0 TESORO CORP COM 881609101 9276 141041 SH DEFINED 15,23,24 134300 0 6741 TESORO CORP COM 881609101 19731 300000 SH PUT DEFINED 15,23,24 300000 0 0 TETRA TECHNOLOGIES I COM 88162F105 463 18106 SH DEFINED 6,10 18106 0 0 TETRA TECHNOLOGIES I COM 88162F105 102 4000 SH DEFINED 12 4000 0 0 TETRA TECHNOLOGIES I COM 88162F105 191 7475 SH DEFINED 15,23,24 7143 0 332 TETRA TECHNOLOGIES I COM 88162F105 931 36400 SH DEFINED 30,38 36400 0 0 TETRA TECH INC NEW COM 88162G103 304 16783 SH DEFINED 6,10 16783 0 0 TETRA TECH INC NEW COM 88162G103 1162 64225 SH DEFINED 6,10,11 64225 0 0 TETRA TECH INC NEW COM 88162G103 67 3702 SH DEFINED 12 3702 0 0 TETRA TECH INC NEW COM 88162G103 171 9458 SH DEFINED 15,23,24 9338 0 120 TETRA TECH INC NEW COM 88162G103 206 11374 SH DEFINED 30,38 11374 0 0 TEVA PHARMACEUTICAL ADR 881624209 4970 159894 SH DEFINED 6,10 159894 0 0 TEVA PHARMACEUTICAL ADR 881624209 2176 70000 SH CALL DEFINED 6,10 70000 0 0 TEVA PHARMACEUTICAL ADR 881624209 3108 100000 SH PUT DEFINED 6,10 100000 0 0 TEVA PHARMACEUTICAL ADR 881624209 1047 33685 SH DEFINED 6,10,11 33585 0 100 TEVA PHARMACEUTICAL ADR 881624209 4675 150428 SH DEFINED 12 150428 0 0 TEVA PHARMACEUTICAL ADR 881624209 13004 418400 SH CALL DEFINED 14,15,23 418400 0 0 TEVA PHARMACEUTICAL ADR 881624209 13085 421000 SH PUT DEFINED 14,15,23 421000 0 0 TEVA PHARMACEUTICAL ADR 881624209 32290 1038917 SH DEFINED 15,23,24 856732 0 182185 TEVA PHARMACEUTICAL ADR 881624209 2490 80100 SH CALL DEFINED 15,23,24 80100 0 0 TEVA PHARMACEUTICAL ADR 881624209 2959 95200 SH PUT DEFINED 15,23,24 95200 0 0 TEVA PHARMACEUTICAL ADR 881624209 9 280 SH DEFINED 15,18,23,25,26 280 0 0 TEVA PHARMACEUTICAL ADR 881624209 336 10800 SH DEFINED 29 10800 0 0 TEVA PHARMACEUTICAL ADR 881624209 2801 90117 SH DEFINED 30,38 90117 0 0 TEVA PHARMACEUTICAL DBCV 0.250 88163VAE9 63 66000 PRN DEFINED 12 66000 0 0 TEVA PHARMACEUTICAL DBCV 0.250 88163VAE9 2261 2371000 PRN DEFINED 15,23,24 2371000 0 0 TESSERA TECHNOLOGIES COM 88164L100 15 362 SH DEFINED 6,10 362 0 0 TESSERA TECHNOLOGIES COM 88164L100 28 685 SH DEFINED 12 685 0 0 TESSERA TECHNOLOGIES COM 88164L100 341 8463 SH DEFINED 14,15,23 8463 0 0 TESSERA TECHNOLOGIES COM 88164L100 577 14300 SH CALL DEFINED 14,15,23 14300 0 0 TESSERA TECHNOLOGIES COM 88164L100 294 7300 SH PUT DEFINED 14,15,23 7300 0 0 TESSERA TECHNOLOGIES COM 88164L100 5 132 SH DEFINED 15,23,24 132 0 0 TESSERA TECHNOLOGIES COM 88164L100 569 14100 SH DEFINED 29 14100 0 0 TEVA PHARMACEUTICAL DBCV 0.250 88164RAB3 141 138000 PRN DEFINED 12 138000 0 0 TEVA PHARMACEUTICAL DBCV 0.250 88164RAB3 393 383000 PRN DEFINED 15,23,24 383000 0 0 TEVA PHARMACEUTICAL NOTE 1.750 88165FAA0 134 145000 PRN DEFINED 12 145000 0 0 TEVA PHARMACEUTICAL NOTE 1.750 88165FAA0 5815 6312000 PRN DEFINED 15,23,24 6308000 0 4000 TEXAS INDS INC COM 882491103 390 6073 SH DEFINED 6,10 6073 0 0 TEXAS INDS INC COM 882491103 82 1280 SH DEFINED 12 1280 0 0 TEXAS INDS INC COM 882491103 1543 24022 SH DEFINED 15,23,24 21980 0 2042 TEXAS INSTRS INC COM 882508104 307 10667 SH DEFINED 3,8 0 0 10667 TEXAS INSTRS INC COM 882508104 155319 5393027 SH DEFINED 6,10 5393027 0 0 TEXAS INSTRS INC COM 882508104 2387 82869 SH DEFINED 6,10,11 81469 0 1400 TEXAS INSTRS INC COM 882508104 6878 238832 SH DEFINED 12 238832 0 0 TEXAS INSTRS INC COM 882508104 409 14215 SH DEFINED 14,15,23 14215 0 0 TEXAS INSTRS INC COM 882508104 12954 449800 SH CALL DEFINED 14,15,23 449800 0 0 TEXAS INSTRS INC COM 882508104 20572 714300 SH PUT DEFINED 14,15,23 714300 0 0 TEXAS INSTRS INC COM 882508104 903 31370 SH DEFINED 2,5,6,9,10,17,19,20,27 31370 0 0 TEXAS INSTRS INC COM 882508104 188605 6548784 SH DEFINED 15,23,24 5255047 0 1293737 TEXAS INSTRS INC COM 882508104 11923 414000 SH CALL DEFINED 15,23,24 414000 0 0 TEXAS INSTRS INC COM 882508104 4090 142000 SH PUT DEFINED 15,23,24 142000 0 0 TEXAS INSTRS INC COM 882508104 49 1698 SH DEFINED 15,18,23,25,26 1698 0 0 TEXAS INSTRS INC COM 882508104 538 18690 SH DEFINED 29 18690 0 0 TEXAS INSTRS INC COM 882508104 11061 384070 SH DEFINED 30,38 384070 0 0 TEXAS PAC LD TR SUB CTF PRO 882610108 308 1417 SH DEFINED 15,23,24 1364 0 52 TEXAS ROADHOUSE INC CL A 882681109 4 265 SH DEFINED 12 265 0 0 TEXAS ROADHOUSE INC CL A 882681109 216 16282 SH DEFINED 15,23,24 14826 0 1456 TEXAS ROADHOUSE INC CL A 882681109 4491 338700 SH CALL DEFINED 15,23,24 338700 0 0 TEXAS ROADHOUSE INC CL A 882681109 193 14535 SH DEFINED 29 14535 0 0 TEXAS UTD BANCSHARES COM 882838105 54 1586 SH DEFINED 15,23,24 1586 0 0 TEXAS UTD BANCSHARES COM 882838105 2263 65900 SH DEFINED 30,38 65900 0 0 THAI FD INC COM 882904105 293 26655 SH DEFINED 15,23,24 20255 0 6400 TEXTRON INC COM 883203101 1090 11620 SH DEFINED 6,10 11620 0 0 TEXTRON INC COM 883203101 627 6689 SH DEFINED 6,10,11 6689 0 0 TEXTRON INC COM 883203101 402 4283 SH DEFINED 12 4283 0 0 TEXTRON INC COM 883203101 4110 43833 SH DEFINED 14,15,23 43833 0 0 TEXTRON INC COM 883203101 3845 41000 SH CALL DEFINED 14,15,23 41000 0 0 TEXTRON INC COM 883203101 7239 77200 SH PUT DEFINED 14,15,23 77200 0 0 TEXTRON INC COM 883203101 113044 1205543 SH DEFINED 15,23,24 1106368 0 99174 TEXTRON INC COM 883203101 794 8470 SH DEFINED 29 8470 0 0 THERAGENICS CORP COM 883375107 26 8332 SH DEFINED 6,10 8332 0 0 THERAGENICS CORP COM 883375107 10 3160 SH DEFINED 15,23,24 3160 0 0 THERAVANCE INC COM 88338T104 2 70 SH DEFINED 12 70 0 0 THERAVANCE INC COM 88338T104 24 775 SH DEFINED 15,23,24 590 0 185 THERAVANCE INC COM 88338T104 6178 200000 SH CALL DEFINED 15,23,24 200000 0 0 THERMO FISHER SCIENT COM 883556102 3882 85710 SH DEFINED 6,10 85710 0 0 THERMO FISHER SCIENT COM 883556102 4203 92800 SH CALL DEFINED 6,10 92800 0 0 THERMO FISHER SCIENT COM 883556102 448 9900 SH DEFINED 6,10,11 9900 0 0 THERMO FISHER SCIENT COM 883556102 1519 33529 SH DEFINED 12 33529 0 0 THERMO FISHER SCIENT COM 883556102 1744 38517 SH DEFINED 14,15,23 38517 0 0 THERMO FISHER SCIENT COM 883556102 1563 34500 SH CALL DEFINED 14,15,23 34500 0 0 THERMO FISHER SCIENT COM 883556102 1929 42600 SH PUT DEFINED 14,15,23 42600 0 0 THERMO FISHER SCIENT COM 883556102 39201 865549 SH DEFINED 15,23,24 688544 0 177005 THERMO FISHER SCIENT COM 883556102 1024 22600 SH DEFINED 29 22600 0 0 THESTREET COM COM 88368Q103 14 1590 SH DEFINED 12 1590 0 0 THESTREET COM COM 88368Q103 80 8995 SH DEFINED 15,23,24 8260 0 735 THOMAS & BETTS CORP COM 884315102 42 884 SH DEFINED 6,10 884 0 0 THOMAS & BETTS CORP COM 884315102 47 1000 SH DEFINED 6,10,11 1000 0 0 THOMAS & BETTS CORP COM 884315102 2 50 SH DEFINED 12 50 0 0 THOMAS & BETTS CORP COM 884315102 4148 87740 SH DEFINED 15,23,24 83297 0 4443 THOMAS & BETTS CORP COM 884315102 33 700 SH DEFINED 30,38 700 0 0 THOMAS WEISEL PARTNE COM 884481102 1 48 SH DEFINED 12 48 0 0 THOMAS WEISEL PARTNE COM 884481102 11 519 SH DEFINED 15,23,24 519 0 0 THOMAS WEISEL PARTNE COM 884481102 1318 62483 SH DEFINED 8,33 62483 0 0 THOMSON CORP COM 884903105 475 11452 SH DEFINED 6,10 11452 0 0 THOMSON CORP COM 884903105 106 2563 SH DEFINED 15,23,24 2563 0 0 THOMSON SPONSORED A 885118109 632 32374 SH DEFINED 12 32374 0 0 THOMSON SPONSORED A 885118109 187 9555 SH DEFINED 15,23,24 9415 0 140 THOR INDS INC COM 885160101 4 102 SH DEFINED 6,10 102 0 0 THOR INDS INC COM 885160101 33 750 SH DEFINED 6,10,11 750 0 0 THOR INDS INC COM 885160101 35 797 SH DEFINED 12 797 0 0 THOR INDS INC COM 885160101 3216 73100 SH DEFINED 15,23,24 64793 0 8307 THOR INDS INC COM 885160101 75 1700 SH DEFINED 29 1700 0 0 THOR INDS INC COM 885160101 13 300 SH DEFINED 30,38 300 0 0 THORATEC CORP COM NEW 885175307 834 47450 SH DEFINED 6,10,11 47450 0 0 THORATEC CORP COM NEW 885175307 89 5039 SH DEFINED 15,23,24 4408 0 631 THORATEC CORP COM NEW 885175307 68 3863 SH DEFINED 30,38 3863 0 0 THORNBURG MTG INC COM 885218107 25 1000 SH DEFINED 6,10,11 1000 0 0 THORNBURG MTG INC COM 885218107 7041 280176 SH DEFINED 15,23,24 225550 0 54626 THORNBURG MTG INC COM 885218107 646 25700 SH DEFINED 30,38 25700 0 0 3COM CORP COM 885535104 3607 877648 SH DEFINED 6,10 877648 0 0 3COM CORP COM 885535104 93 22685 SH DEFINED 12 22685 0 0 3COM CORP COM 885535104 1059 257600 SH CALL DEFINED 14,15,23 257600 0 0 3COM CORP COM 885535104 205 49800 SH PUT DEFINED 14,15,23 49800 0 0 3COM CORP COM 885535104 670 162959 SH DEFINED 15,23,24 151797 0 11162 3COM CORP COM 885535104 7630 1856400 SH CALL DEFINED 15,23,24 1856400 0 0 3M CO NOTE 88579YAB7 106 116000 PRN DEFINED 12 116000 0 0 3M CO COM 88579Y101 348 4469 SH DEFINED 3,8 0 0 4469 3M CO COM 88579Y101 23564 302378 SH DEFINED 6,10 302378 0 0 3M CO COM 88579Y101 1362 17472 SH DEFINED 6,10,11 17097 0 375 3M CO COM 88579Y101 22573 289656 SH DEFINED 12 289656 0 0 3M CO COM 88579Y101 20690 265500 SH CALL DEFINED 14,15,23 265500 0 0 3M CO COM 88579Y101 26216 336400 SH PUT DEFINED 14,15,23 336400 0 0 3M CO COM 88579Y101 339 4350 SH DEFINED 2,5,6,9,10,17,19,20,27 4350 0 0 3M CO COM 88579Y101 131662 1689486 SH DEFINED 15,23,24 1302003 0 387482 3M CO COM 88579Y101 14105 181000 SH CALL DEFINED 15,23,24 181000 0 0 3M CO COM 88579Y101 19319 247900 SH PUT DEFINED 15,23,24 247900 0 0 3M CO COM 88579Y101 60 776 SH DEFINED 15,18,23,25,26 776 0 0 TIBCO SOFTWARE INC COM 88632Q103 318 33638 SH DEFINED 6,10 33638 0 0 TIBCO SOFTWARE INC COM 88632Q103 57 6065 SH DEFINED 12 6065 0 0 TIBCO SOFTWARE INC COM 88632Q103 436 46200 SH CALL DEFINED 14,15,23 46200 0 0 TIBCO SOFTWARE INC COM 88632Q103 757 80200 SH PUT DEFINED 14,15,23 80200 0 0 TIBCO SOFTWARE INC COM 88632Q103 488 51667 SH DEFINED 15,23,24 48451 0 3216 TIBCO SOFTWARE INC COM 88632Q103 3963 419800 SH CALL DEFINED 15,23,24 419800 0 0 TIBCO SOFTWARE INC COM 88632Q103 189 20000 SH PUT DEFINED 15,23,24 20000 0 0 TIBCO SOFTWARE INC COM 88632Q103 723 76620 SH DEFINED 30,38 76620 0 0 TIDEWATER INC COM 886423102 595 12300 SH DEFINED 3,8 0 0 12300 TIDEWATER INC COM 886423102 310 6409 SH DEFINED 6,10 6409 0 0 TIDEWATER INC COM 886423102 1205 24910 SH DEFINED 6,10,11 24910 0 0 TIDEWATER INC COM 886423102 152 3153 SH DEFINED 12 3153 0 0 TIDEWATER INC COM 886423102 755 15604 SH DEFINED 14,15,23 15604 0 0 TIDEWATER INC COM 886423102 2931 60600 SH CALL DEFINED 14,15,23 60600 0 0 TIDEWATER INC COM 886423102 4425 91500 SH PUT DEFINED 14,15,23 91500 0 0 TIDEWATER INC COM 886423102 3833 79260 SH DEFINED 15,23,24 72195 0 7065 TIDEWATER INC COM 886423102 2079 43000 SH CALL DEFINED 15,23,24 43000 0 0 TIDEWATER INC COM 886423102 4778 98800 SH PUT DEFINED 15,23,24 98800 0 0 TIDEWATER INC COM 886423102 73 1500 SH DEFINED 29 1500 0 0 TIDEWATER INC COM 886423102 154 3190 SH DEFINED 30,38 3190 0 0 TIERONE CORP COM 88650R108 407 12869 SH DEFINED 15,23,24 7869 0 5000 TIFFANY & CO NEW COM 886547108 502 12788 SH DEFINED 6,10 12788 0 0 TIFFANY & CO NEW COM 886547108 7 176 SH DEFINED 6,10,11 176 0 0 TIFFANY & CO NEW COM 886547108 50 1275 SH DEFINED 12 1275 0 0 TIFFANY & CO NEW COM 886547108 1944 49540 SH DEFINED 14,15,23 49540 0 0 TIFFANY & CO NEW COM 886547108 2488 63400 SH CALL DEFINED 14,15,23 63400 0 0 TIFFANY & CO NEW COM 886547108 8005 204000 SH PUT DEFINED 14,15,23 204000 0 0 TIFFANY & CO NEW COM 886547108 20534 523295 SH DEFINED 15,23,24 368053 0 155241 TIFFANY & CO NEW COM 886547108 2 60 SH DEFINED 30,38 60 0 0 TIM HORTONS INC COM 88706M103 4 135 SH DEFINED 6,10,11 135 0 0 TIM HORTONS INC COM 88706M103 26 914 SH DEFINED 12 914 0 0 TIM HORTONS INC COM 88706M103 699 24135 SH DEFINED 14,15,23 24135 0 0 TIM HORTONS INC COM 88706M103 1726 59600 SH CALL DEFINED 14,15,23 59600 0 0 TIM HORTONS INC COM 88706M103 2172 75000 SH PUT DEFINED 14,15,23 75000 0 0 TIM HORTONS INC COM 88706M103 869 30020 SH DEFINED 15,23,24 26208 0 3812 TIM HORTONS INC COM 88706M103 7019 242360 SH DEFINED 30,38 242360 0 0 TIM PARTICIPACOES S SPONS ADR P 88706P106 163 4694 SH DEFINED 12 4694 0 0 TIM PARTICIPACOES S SPONS ADR P 88706P106 7889 227859 SH DEFINED 15,23,24 227682 0 177 TIMBERLAND CO CL A 887100105 15 479 SH DEFINED 3,8 0 0 479 TIMBERLAND CO CL A 887100105 4 128 SH DEFINED 6,10 128 0 0 TIMBERLAND CO CL A 887100105 89 2817 SH DEFINED 12 2817 0 0 TIMBERLAND CO CL A 887100105 288 9121 SH DEFINED 15,23,24 6520 0 2601 TIMBERLAND CO CL A 887100105 202 6400 SH DEFINED 30,38 6400 0 0 TIME WARNER INC COM 887317105 287 13173 SH DEFINED 3,8 0 0 13173 TIME WARNER INC COM 887317105 10487 481487 SH DEFINED 6,10 481487 0 0 TIME WARNER INC COM 887317105 2759 126686 SH DEFINED 6,10,11 126686 0 0 TIME WARNER INC COM 887317105 5357 245971 SH DEFINED 12 245971 0 0 TIME WARNER INC COM 887317105 5611 257601 SH DEFINED 14,15,23 257601 0 0 TIME WARNER INC COM 887317105 28787 1321700 SH CALL DEFINED 14,15,23 1321700 0 0 TIME WARNER INC COM 887317105 28349 1301600 SH PUT DEFINED 14,15,23 1301600 0 0 TIME WARNER INC COM 887317105 25860 1187315 SH DEFINED 2,5,6,9,10,17,19,20,27 1187315 0 0 TIME WARNER INC COM 887317105 253293 11629631 SH DEFINED 15,23,24 9453358 0 2176272 TIME WARNER INC COM 887317105 55293 2538700 SH CALL DEFINED 15,23,24 2398700 0 140000 TIME WARNER INC COM 887317105 34530 1585400 SH PUT DEFINED 15,23,24 1585400 0 0 TIME WARNER INC COM 887317105 4377 200946 SH DEFINED 15,18,23,25,26 200946 0 0 TIME WARNER INC COM 887317105 314 14400 SH DEFINED 29 14400 0 0 TIME WARNER TELECOM DBCV 2.375 887319AC5 16 13000 PRN DEFINED 12 13000 0 0 TIME WARNER TELECOM CL A 887319101 233 11669 SH DEFINED 12 11669 0 0 TIME WARNER TELECOM CL A 887319101 505 25332 SH DEFINED 15,23,24 17807 0 7525 TIME WARNER TELECOM CL A 887319101 94 4692 SH DEFINED 30,38 4692 0 0 TIMKEN CO COM 887389104 283 9700 SH DEFINED 3,8 0 0 9700 TIMKEN CO COM 887389104 5 174 SH DEFINED 6,10 174 0 0 TIMKEN CO COM 887389104 76 2616 SH DEFINED 6,10,11 2616 0 0 TIMKEN CO COM 887389104 85 2916 SH DEFINED 12 2916 0 0 TIMKEN CO COM 887389104 3622 124118 SH DEFINED 15,23,24 93663 0 30455 TIMKEN CO COM 887389104 715 24500 SH DEFINED 30,38 24500 0 0 TITANIUM METALS CORP COM NEW 888339207 3251 110171 SH DEFINED 6,10 110171 0 0 TITANIUM METALS CORP COM NEW 888339207 1 41 SH DEFINED 12 41 0 0 TITANIUM METALS CORP COM NEW 888339207 2109 71460 SH DEFINED 14,15,23 71460 0 0 TITANIUM METALS CORP COM NEW 888339207 4896 165900 SH CALL DEFINED 14,15,23 165900 0 0 TITANIUM METALS CORP COM NEW 888339207 4385 148600 SH PUT DEFINED 14,15,23 148600 0 0 TITANIUM METALS CORP COM NEW 888339207 8241 279270 SH DEFINED 15,23,24 246858 0 32412 TIVO INC COM 888706108 937 182955 SH DEFINED 14,15,23 182955 0 0 TIVO INC COM 888706108 138 26900 SH CALL DEFINED 14,15,23 26900 0 0 TIVO INC COM 888706108 824 160900 SH PUT DEFINED 14,15,23 160900 0 0 TIVO INC COM 888706108 8704 1700000 SH DEFINED 15,23 1700000 0 0 TIVO INC COM 888706108 3035 592853 SH DEFINED 15,23,24 506867 0 85986 TIVO INC COM 888706108 93 18085 SH DEFINED 15,18,23,25,26 18085 0 0 TODCO COM 88889T107 924 27038 SH DEFINED 12 27038 0 0 TODCO COM 88889T107 574 16800 SH DEFINED 14,15,23 16800 0 0 TODCO COM 88889T107 3407 99700 SH CALL DEFINED 14,15,23 99700 0 0 TODCO COM 88889T107 4572 133800 SH PUT DEFINED 14,15,23 133800 0 0 TODCO COM 88889T107 3688 107935 SH DEFINED 15,23,24 91768 0 16167 TODCO COM 88889T107 120 3500 SH DEFINED 30,38 3500 0 0 TODD SHIPYARDS CORP COM 889039103 662 39655 SH DEFINED 15,23,24 33815 0 5840 TOLL BROTHERS INC COM 889478103 4748 147331 SH DEFINED 6,10 147331 0 0 TOLL BROTHERS INC COM 889478103 2407 74676 SH DEFINED 12 74676 0 0 TOLL BROTHERS INC COM 889478103 38927 1207800 SH CALL DEFINED 14,15,23 1207800 0 0 TOLL BROTHERS INC COM 889478103 53350 1655300 SH PUT DEFINED 14,15,23 1655300 0 0 TOLL BROTHERS INC COM 889478103 11332 351601 SH DEFINED 15,23,24 287688 0 63913 TOLL BROTHERS INC COM 889478103 2196 68140 SH DEFINED 30,38 68140 0 0 TOLLGRADE COMMUNICAT COM 889542106 36 3453 SH DEFINED 6,10 3453 0 0 TOLLGRADE COMMUNICAT COM 889542106 132 12489 SH DEFINED 15,23,24 12489 0 0 TOM ONLINE INC ADR REG S 889728200 1274 82281 SH DEFINED 14,15,23 82281 0 0 TOM ONLINE INC ADR REG S 889728200 1012 65400 SH CALL DEFINED 14,15,23 65400 0 0 TOM ONLINE INC ADR REG S 889728200 3104 200500 SH PUT DEFINED 14,15,23 200500 0 0 TOM ONLINE INC ADR REG S 889728200 531 34317 SH DEFINED 15,23,24 26092 0 8225 TOMKINS PLC SPONSORED A 890030208 1487 76632 SH DEFINED 12 76632 0 0 TOMKINS PLC SPONSORED A 890030208 601 30959 SH DEFINED 15,23,24 27759 0 3200 TOOTSIE ROLL INDS IN COM 890516107 2 52 SH DEFINED 6,10 52 0 0 TOOTSIE ROLL INDS IN COM 890516107 362 11079 SH DEFINED 6,10,11 11079 0 0 TOOTSIE ROLL INDS IN COM 890516107 1 18 SH DEFINED 12 18 0 0 TOOTSIE ROLL INDS IN COM 890516107 1017 31093 SH DEFINED 15,23,24 25200 0 5893 TOPPS INC COM 890786106 1680 188811 SH DEFINED 13,30 188811 0 0 TOPPS INC COM 890786106 16 1782 SH DEFINED 15,23,24 1482 0 300 TORCHMARK CORP COM 891027104 569 8925 SH DEFINED 6,10 8925 0 0 TORCHMARK CORP COM 891027104 1683 26400 SH CALL DEFINED 6,10 26400 0 0 TORCHMARK CORP COM 891027104 248 3897 SH DEFINED 12 3897 0 0 TORCHMARK CORP COM 891027104 935 14671 SH DEFINED 15,23,24 14451 0 220 TORCHMARK CORP COM 891027104 210 3300 SH DEFINED 30,38 3300 0 0 TOREADOR RES CORP COM 891050106 341 13236 SH DEFINED 15,23,24 12236 0 1000 TORO CO COM 891092108 484 10383 SH DEFINED 6,10 10383 0 0 TORO CO COM 891092108 71 1530 SH DEFINED 12 1530 0 0 TORO CO COM 891092108 889 19062 SH DEFINED 15,23,24 18481 0 581 TORO CO COM 891092108 223 4790 SH DEFINED 30,38 4790 0 0 TORONTO DOMINION BK COM NEW 891160509 6551 109426 SH DEFINED 3,8 0 0 109426 TORONTO DOMINION BK COM NEW 891160509 9079 151651 SH DEFINED 6,10 104191 0 47460 TORONTO DOMINION BK COM NEW 891160509 7 122 SH DEFINED 6,10,11 122 0 0 TORONTO DOMINION BK COM NEW 891160509 532 8888 SH DEFINED 12 8888 0 0 TORONTO DOMINION BK COM NEW 891160509 706 11794 SH DEFINED 15,23,24 10011 0 1783 TORTOISE ENERGY INFR COM 89147L100 1268 36446 SH DEFINED 15,23,24 32613 0 3833 TORTOISE ENERGY CAP COM 89147U100 503 18228 SH DEFINED 15,23,24 18067 0 160 TOTAL S A SPONSORED A 89151E109 53 742 SH DEFINED 6,10,11 742 0 0 TOTAL S A SPONSORED A 89151E109 7236 100616 SH DEFINED 12 100616 0 0 TOTAL S A SPONSORED A 89151E109 820 11400 SH CALL DEFINED 14,15,23 11400 0 0 TOTAL S A SPONSORED A 89151E109 2265 31500 SH PUT DEFINED 14,15,23 31500 0 0 TOTAL S A SPONSORED A 89151E109 19752 274636 SH DEFINED 15,23,24 232745 0 41891 TOTAL S A SPONSORED A 89151E109 2639 36700 SH DEFINED 15,18,23,25,26 36700 0 0 TOTAL S A SPONSORED A 89151E109 306 4250 SH DEFINED 29 4250 0 0 TOWER GROUP INC COM 891777104 113 3632 SH DEFINED 12 3632 0 0 TOWER GROUP INC COM 891777104 949 30544 SH DEFINED 15,23,24 30124 0 420 TOTAL SYS SVCS INC COM 891906109 45 1702 SH DEFINED 6,10 1702 0 0 TOTAL SYS SVCS INC COM 891906109 424 16075 SH DEFINED 6,10,11 16075 0 0 TOTAL SYS SVCS INC COM 891906109 5 204 SH DEFINED 12 204 0 0 TOTAL SYS SVCS INC COM 891906109 1222 46318 SH DEFINED 15,23,24 23596 0 22722 TOTAL SYS SVCS INC COM 891906109 98 3700 SH DEFINED 30,38 3700 0 0 TOYOTA MOTOR CORP SP ADR REP2 892331307 238 1774 SH DEFINED 6,10,11 1774 0 0 TOYOTA MOTOR CORP SP ADR REP2 892331307 6693 49829 SH DEFINED 12 49829 0 0 TOYOTA MOTOR CORP SP ADR REP2 892331307 20214 150500 SH CALL DEFINED 14,15,23 150500 0 0 TOYOTA MOTOR CORP SP ADR REP2 892331307 13579 101100 SH PUT DEFINED 14,15,23 101100 0 0 TOYOTA MOTOR CORP SP ADR REP2 892331307 51180 381062 SH DEFINED 15,23,24 295249 0 85812 TOYOTA MOTOR CORP SP ADR REP2 892331307 474 3530 SH DEFINED 29 3530 0 0 TRACTOR SUPPLY CO COM 892356106 393 8785 SH DEFINED 6,10 8785 0 0 TRACTOR SUPPLY CO COM 892356106 61 1375 SH DEFINED 6,10,11 1375 0 0 TRACTOR SUPPLY CO COM 892356106 135 3024 SH DEFINED 12 3024 0 0 TRACTOR SUPPLY CO COM 892356106 11207 250669 SH DEFINED 15,23,24 174256 0 76413 TRADESTATION GROUP I COM 89267P105 88 6430 SH DEFINED 6,10 6430 0 0 TRADESTATION GROUP I COM 89267P105 56 4078 SH DEFINED 15,23,24 3978 0 100 TRAFFIC COM INC COM 892717109 4043 510510 SH DEFINED 30,38 510510 0 0 TRAFFIX INC COM 892721101 103 18846 SH DEFINED 15,23,24 18307 0 539 TRANSACT TECHNOLOGIE COM 892918103 993 119626 SH DEFINED 15,23,24 104443 0 15183 TRANSACTION SYS ARCH COM 893416107 12 366 SH DEFINED 6,10 366 0 0 TRANSACTION SYS ARCH COM 893416107 36 1093 SH DEFINED 12 1093 0 0 TRANSACTION SYS ARCH COM 893416107 148 4539 SH DEFINED 15,23,24 4289 0 250 TRANSACTION SYS ARCH COM 893416107 186 5700 SH DEFINED 29 5700 0 0 TRANSALTA CORP COM 89346D107 260 11433 SH DEFINED 6,10 11433 0 0 TRANSATLANTIC HLDGS COM 893521104 71 1137 SH DEFINED 6,10 1137 0 0 TRANSATLANTIC HLDGS COM 893521104 712 11465 SH DEFINED 6,10,11 11465 0 0 TRANSATLANTIC HLDGS COM 893521104 77 1240 SH DEFINED 12 1240 0 0 TRANSATLANTIC HLDGS COM 893521104 738 11885 SH DEFINED 15,23,24 10852 0 1033 TRANSCANADA CORP COM 89353D107 1037 29669 SH DEFINED 6,10 29669 0 0 TRANSCANADA CORP COM 89353D107 31 900 SH DEFINED 6,10,11 900 0 0 TRANSCANADA CORP COM 89353D107 1279 36588 SH DEFINED 15,23,24 24281 0 12307 TRANSMETA CORP DEL COM 89376R109 66 59407 SH DEFINED 15,23,24 57357 0 2050 TRANSMONTAIGNE PARTN COM UNIT L 89376V100 274 9030 SH DEFINED 15,23,24 7800 0 1230 TRANSWITCH CORP COM 894065101 32 23094 SH DEFINED 15,23,24 23094 0 0 TRAVELERS PPTY CAS C NT CV JR 20 89420G307 200 7645 SH DEFINED 12 7645 0 0 TRAVELERS PPTY CAS C NT CV JR 20 89420G307 21848 835818 SH DEFINED 15,23,24 820562 0 15256 TRAVELZOO INC COM 89421Q106 37 1220 SH DEFINED 6,10 1220 0 0 TRAVELZOO INC COM 89421Q106 309 10327 SH DEFINED 15,23,24 10327 0 0 TRAVELZOO INC COM 89421Q106 2 51 SH DEFINED 30,38 51 0 0 TREDEGAR CORP COM 894650100 159 7040 SH DEFINED 6,10 7040 0 0 TREDEGAR CORP COM 894650100 316 13990 SH DEFINED 15,23,24 13774 0 216 TREEHOUSE FOODS INC COM 89469A104 246 7891 SH DEFINED 6,10 7891 0 0 TREEHOUSE FOODS INC COM 89469A104 2 55 SH DEFINED 12 55 0 0 TREEHOUSE FOODS INC COM 89469A104 154 4933 SH DEFINED 15,23,24 3493 0 1440 TREND MICRO INC SPONS ADR N 89486M206 1 30 SH DEFINED 12 30 0 0 TREND MICRO INC SPONS ADR N 89486M206 368 12520 SH DEFINED 15,23,24 12165 0 355 TRI CONTL CORP COM 895436103 104 4643 SH DEFINED 6,10 4643 0 0 TRI CONTL CORP COM 895436103 638 28505 SH DEFINED 6,10,11 28505 0 0 TRI CONTL CORP COM 895436103 23519 1050900 SH DEFINED 15,23 1050900 0 0 TRI CONTL CORP COM 895436103 10344 462186 SH DEFINED 15,23,24 391440 0 70746 TRI CONTL CORP COM 895436103 90 4000 SH DEFINED 15,18,23,25,26 4000 0 0 TRI VY CORP COM 895735108 1410 148597 SH DEFINED 15,23,24 148197 0 400 TRIAD HOSPITALS INC COM 89579K109 14 346 SH DEFINED 3,8 0 0 346 TRIAD HOSPITALS INC COM 89579K109 25257 603790 SH DEFINED 6,10 603790 0 0 TRIAD HOSPITALS INC COM 89579K109 9 225 SH DEFINED 6,10,11 225 0 0 TRIAD HOSPITALS INC COM 89579K109 4004 95729 SH DEFINED 12 95729 0 0 TRIAD HOSPITALS INC COM 89579K109 12906 308545 SH DEFINED 15,23,24 304625 0 3920 TRIAD HOSPITALS INC COM 89579K109 627 15000 SH DEFINED 30,38 15000 0 0 TRIDENT MICROSYSTEMS COM 895919108 7 362 SH DEFINED 6,10 362 0 0 TRIDENT MICROSYSTEMS COM 895919108 133 7309 SH DEFINED 12 7309 0 0 TRIDENT MICROSYSTEMS COM 895919108 177 9723 SH DEFINED 14,15,23 9723 0 0 TRIDENT MICROSYSTEMS COM 895919108 1333 73300 SH CALL DEFINED 14,15,23 73300 0 0 TRIDENT MICROSYSTEMS COM 895919108 1373 75500 SH PUT DEFINED 14,15,23 75500 0 0 TRIDENT MICROSYSTEMS COM 895919108 43 2342 SH DEFINED 15,23,24 1942 0 400 TRIAD GTY INC COM 895925105 59 1075 SH DEFINED 12 1075 0 0 TRIAD GTY INC COM 895925105 238 4335 SH DEFINED 15,23,24 4314 0 21 TRIARC COS INC CL A 895927101 222 10200 SH DEFINED 12 10200 0 0 TRIARC COS INC CL A 895927101 611 28100 SH DEFINED 15,23,24 5900 0 22200 TRIARC COS INC CL B SER 1 895927309 314 15677 SH DEFINED 6,10 15677 0 0 TRIARC COS INC CL B SER 1 895927309 590 29506 SH DEFINED 12 29506 0 0 TRIARC COS INC CL B SER 1 895927309 1380 69008 SH DEFINED 15,23,24 16796 0 52212 TRIARC COS INC CL B SER 1 895927309 169 8425 SH DEFINED 29 8425 0 0 TRIBUNE CO NEW COM 896047107 532 17288 SH DEFINED 6,10 17288 0 0 TRIBUNE CO NEW COM 896047107 173 5625 SH DEFINED 6,10,11 5625 0 0 TRIBUNE CO NEW COM 896047107 1399 45444 SH DEFINED 12 45444 0 0 TRIBUNE CO NEW COM 896047107 497 16157 SH DEFINED 14,15,23 16157 0 0 TRIBUNE CO NEW COM 896047107 1936 62900 SH CALL DEFINED 14,15,23 62900 0 0 TRIBUNE CO NEW COM 896047107 2130 69200 SH PUT DEFINED 14,15,23 69200 0 0 TRIBUNE CO NEW COM 896047107 12254 398099 SH DEFINED 15,23,24 364560 0 33539 TRIBUNE CO NEW COM 896047107 1456 47290 SH DEFINED 30,38 47290 0 0 TRIBUNE CO NEW SB DB EXCH2 896047305 68650 1000000 SH DEFINED 15,23,24 1000000 0 0 TRICO BANCSHARES COM 896095106 227 8328 SH DEFINED 15,23,24 2228 0 6100 TRICO MARINE SERVICE COM NEW 896106200 3024 78929 SH DEFINED 15,23,24 70122 0 8807 TRIMBLE NAVIGATION L COM 896239100 716 14106 SH DEFINED 6,10 14106 0 0 TRIMBLE NAVIGATION L COM 896239100 538 10600 SH DEFINED 6,10,11 10600 0 0 TRIMBLE NAVIGATION L COM 896239100 769 15152 SH DEFINED 12 15152 0 0 TRIMBLE NAVIGATION L COM 896239100 4043 79703 SH DEFINED 15,23,24 69230 0 10473 TRIMERIS INC COM 896263100 1 100 SH DEFINED 6,10,11 100 0 0 TRIMERIS INC COM 896263100 55 4300 SH CALL DEFINED 14,15,23 4300 0 0 TRIMERIS INC COM 896263100 44 3453 SH DEFINED 15,23,24 3453 0 0 TRIMERIS INC COM 896263100 826 65000 SH DEFINED 30,38 65000 0 0 TRINITY INDS INC NOTE 3.875 896522AF6 152 150000 PRN DEFINED 15,23,24 150000 0 0 TRINITY INDS INC COM 896522109 6 173 SH DEFINED 6,10 173 0 0 TRINITY INDS INC COM 896522109 105 2974 SH DEFINED 6,10,11 2974 0 0 TRINITY INDS INC COM 896522109 12 330 SH DEFINED 12 330 0 0 TRINITY INDS INC COM 896522109 3444 97850 SH CALL DEFINED 14,15,23 97850 0 0 TRINITY INDS INC COM 896522109 1707 48500 SH PUT DEFINED 14,15,23 48500 0 0 TRINITY INDS INC COM 896522109 5209 147981 SH DEFINED 15,23,24 112274 0 35706 TRINITY INDS INC COM 896522109 366 10400 SH DEFINED 30,38 10400 0 0 TRIQUINT SEMICONDUCT NOTE 4.000 89674KAB9 63 63000 PRN DEFINED 15,23,24 63000 0 0 TRIQUINT SEMICONDUCT COM 89674K103 0 17 SH DEFINED 6,10 17 0 0 TRIQUINT SEMICONDUCT COM 89674K103 3 583 SH DEFINED 12 583 0 0 TRIQUINT SEMICONDUCT COM 89674K103 337 74867 SH DEFINED 15,23,24 65784 0 9083 TRIUMPH GROUP INC NE COM 896818101 214 4091 SH DEFINED 6,10 4091 0 0 TRIUMPH GROUP INC NE COM 896818101 18 349 SH DEFINED 12 349 0 0 TRIUMPH GROUP INC NE COM 896818101 1043 19899 SH DEFINED 15,23,24 11976 0 7923 TRIZETTO GROUP INC COM 896882107 30 1615 SH DEFINED 12 1615 0 0 TRIZETTO GROUP INC COM 896882107 528 28760 SH DEFINED 15,23,24 21980 0 6780 TRONOX INC COM CL B 897051207 18 1112 SH DEFINED 3,8 0 0 1112 TRONOX INC COM CL B 897051207 180 11399 SH DEFINED 6,10 11399 0 0 TRONOX INC COM CL B 897051207 1 72 SH DEFINED 6,10,11 72 0 0 TRONOX INC COM CL B 897051207 81 5151 SH DEFINED 12 5151 0 0 TRONOX INC COM CL B 897051207 289 18322 SH DEFINED 15,23,24 17619 0 703 TRUSTCO BK CORP N Y COM 898349105 210 18897 SH DEFINED 6,10 18897 0 0 TRUSTCO BK CORP N Y COM 898349105 1393 125250 SH DEFINED 6,10,11 123450 0 1800 TRUSTCO BK CORP N Y COM 898349105 1 47 SH DEFINED 12 47 0 0 TRUSTCO BK CORP N Y COM 898349105 848 76219 SH DEFINED 15,23,24 74756 0 1463 TRUSTMARK CORP COM 898402102 151 4609 SH DEFINED 12 4609 0 0 TRUSTMARK CORP COM 898402102 240 7342 SH DEFINED 15,23,24 6187 0 1155 TRUSTMARK CORP COM 898402102 36 1100 SH DEFINED 30,38 1100 0 0 TRUSTREET PPTYS INC COM 898404108 197 11669 SH DEFINED 15,23,24 7726 0 3943 TRUSTREET PPTYS INC COM 898404108 6223 369300 SH DEFINED 30,38 369300 0 0 TRUSTREET PPTYS INC PFD CV A 898404207 1434 57401 SH DEFINED 15,23,24 57261 0 140 TUESDAY MORNING CORP COM NEW 899035505 117 7508 SH DEFINED 6,10 7508 0 0 TUESDAY MORNING CORP COM NEW 899035505 34 2189 SH DEFINED 12 2189 0 0 TUESDAY MORNING CORP COM NEW 899035505 539 34682 SH DEFINED 15,23,24 28849 0 5833 TUMBLEWEED COMMUNICA COM 899690101 59 22485 SH DEFINED 15,23,24 22485 0 0 TUPPERWARE BRANDS CO COM 899896104 7 295 SH DEFINED 3,8 0 0 295 TUPPERWARE BRANDS CO COM 899896104 4 155 SH DEFINED 6,10 155 0 0 TUPPERWARE BRANDS CO COM 899896104 2 97 SH DEFINED 12 97 0 0 TUPPERWARE BRANDS CO COM 899896104 1822 80586 SH DEFINED 15,23,24 76217 0 4369 TUPPERWARE BRANDS CO COM 899896104 524 23180 SH DEFINED 30,38 23180 0 0 TURBOCHEF TECHNOLOGI COM NEW 900006206 16 939 SH DEFINED 12 939 0 0 TURBOCHEF TECHNOLOGI COM NEW 900006206 148 8713 SH DEFINED 14,15,23 8713 0 0 TURBOCHEF TECHNOLOGI COM NEW 900006206 631 37100 SH CALL DEFINED 14,15,23 37100 0 0 TURBOCHEF TECHNOLOGI COM NEW 900006206 842 49500 SH PUT DEFINED 14,15,23 49500 0 0 TURBOCHEF TECHNOLOGI COM NEW 900006206 6872 403782 SH DEFINED 15,23,24 369955 0 33827 TURKCELL ILETISIM HI SPON ADR NE 900111204 189 14090 SH DEFINED 12 14090 0 0 TURKCELL ILETISIM HI SPON ADR NE 900111204 57 4288 SH DEFINED 15,23,24 4236 0 52 TURKCELL ILETISIM HI SPON ADR NE 900111204 431 32200 SH DEFINED 30,38 32200 0 0 TWEEN BRANDS INC COM 901166108 328 8202 SH DEFINED 6,10 8202 0 0 TWEEN BRANDS INC COM 901166108 110 2744 SH DEFINED 12 2744 0 0 TWEEN BRANDS INC COM 901166108 548 13716 SH DEFINED 15,23,24 13181 0 535 TWEEN BRANDS INC COM 901166108 148 3700 SH DEFINED 29 3700 0 0 TWEETER HOME ENTMT G COM 901167106 0 102 SH DEFINED 12 102 0 0 TWEETER HOME ENTMT G COM 901167106 336 158659 SH DEFINED 15,23,24 131059 0 27600 21ST CENTY INS GROUP COM 90130N103 14 800 SH DEFINED 6,10,11 800 0 0 21ST CENTY INS GROUP COM 90130N103 13 712 SH DEFINED 12 712 0 0 21ST CENTY INS GROUP COM 90130N103 451 25547 SH DEFINED 15,23,24 25547 0 0 24/7 REAL MEDIA INC COM NEW 901314203 97 10664 SH DEFINED 14,15,23 10664 0 0 24/7 REAL MEDIA INC COM NEW 901314203 107 11800 SH CALL DEFINED 14,15,23 11800 0 0 24/7 REAL MEDIA INC COM NEW 901314203 247 27300 SH PUT DEFINED 14,15,23 27300 0 0 24/7 REAL MEDIA INC COM NEW 901314203 73 8037 SH DEFINED 15,23,24 8037 0 0 21ST CENTY HLDG CO COM 90136Q100 2595 109280 SH DEFINED 15,23,24 91022 0 18258 II VI INC COM 902104108 93 3325 SH DEFINED 6,10,11 3325 0 0 II VI INC COM 902104108 1364 48820 SH DEFINED 15,23,24 27658 0 21162 TYCO INTL GROUP S A DBCV 3.125 902118BG2 3 2000 PRN DEFINED 12 2000 0 0 TYCO INTL GROUP S A DBCV 3.125 902118BG2 12241 8643000 PRN DEFINED 15,23,24 8643000 0 0 TYCO INTL LTD NEW COM 902124106 116 3810 SH DEFINED 3,8 0 0 3810 TYCO INTL LTD NEW COM 902124106 47758 1570992 SH DEFINED 6,10 1570992 0 0 TYCO INTL LTD NEW COM 902124106 21295 700500 SH CALL DEFINED 6,10 700500 0 0 TYCO INTL LTD NEW COM 902124106 1668 54882 SH DEFINED 6,10,11 53382 0 1500 TYCO INTL LTD NEW COM 902124106 4144 136317 SH DEFINED 12 136317 0 0 TYCO INTL LTD NEW COM 902124106 7834 257709 SH DEFINED 14,15,23 257709 0 0 TYCO INTL LTD NEW COM 902124106 33492 1101700 SH CALL DEFINED 14,15,23 1101700 0 0 TYCO INTL LTD NEW COM 902124106 24262 798100 SH PUT DEFINED 14,15,23 798100 0 0 TYCO INTL LTD NEW COM 902124106 50768 1670000 SH DEFINED 15,23 1670000 0 0 TYCO INTL LTD NEW COM 902124106 276890 9108238 SH DEFINED 15,23,24 8022598 0 1085640 TYCO INTL LTD NEW COM 902124106 27235 895900 SH CALL DEFINED 15,23,24 895900 0 0 TYCO INTL LTD NEW COM 902124106 6363 209300 SH PUT DEFINED 15,23,24 209300 0 0 TYCO INTL LTD NEW COM 902124106 129 4241 SH DEFINED 15,18,23,25,26 4241 0 0 TYSON FOODS INC CL A 902494103 398 24183 SH DEFINED 6,10 24183 0 0 TYSON FOODS INC CL A 902494103 2139 130000 SH CALL DEFINED 6,10 130000 0 0 TYSON FOODS INC CL A 902494103 2139 130000 SH PUT DEFINED 6,10 130000 0 0 TYSON FOODS INC CL A 902494103 447 27175 SH DEFINED 12 27175 0 0 TYSON FOODS INC CL A 902494103 3571 217100 SH CALL DEFINED 14,15,23 217100 0 0 TYSON FOODS INC CL A 902494103 4978 302600 SH PUT DEFINED 14,15,23 302600 0 0 TYSON FOODS INC CL A 902494103 2688 163389 SH DEFINED 15,23,24 151989 0 11400 TYSON FOODS INC CL A 902494103 791 48100 SH DEFINED 30,38 48100 0 0 UAL CORP DBCV 5.000 902549AE4 2422 2124694 PRN DEFINED 15,23,24 2124694 0 0 UAL CORP COM NEW 902549807 9 198 SH DEFINED 6,10 198 0 0 UAL CORP COM NEW 902549807 0 2 SH DEFINED 6,10,11 2 0 0 UAL CORP COM NEW 902549807 502 11398 SH DEFINED 12 11398 0 0 UAL CORP COM NEW 902549807 4420 100457 SH DEFINED 14,15,23 100457 0 0 UAL CORP COM NEW 902549807 24006 545600 SH CALL DEFINED 14,15,23 545600 0 0 UAL CORP COM NEW 902549807 17772 403900 SH PUT DEFINED 14,15,23 403900 0 0 UAL CORP COM NEW 902549807 6810 154772 SH DEFINED 15,23,24 154348 0 424 UAL CORP COM NEW 902549807 2640 60000 SH CALL DEFINED 15,23,24 60000 0 0 UAL CORP COM NEW 902549807 15400 350000 SH PUT DEFINED 15,23,24 350000 0 0 UCBH HOLDINGS INC COM 90262T308 418 23826 SH DEFINED 6,10 23826 0 0 UCBH HOLDINGS INC COM 90262T308 537 30580 SH DEFINED 12 30580 0 0 UCBH HOLDINGS INC COM 90262T308 853 48573 SH DEFINED 15,23,24 45255 0 3318 UCBH HOLDINGS INC COM 90262T308 210 11950 SH DEFINED 29 11950 0 0 UCBH HOLDINGS INC COM 90262T308 1909 108733 SH DEFINED 30,38 108733 0 0 UGI CORP NEW COM 902681105 727 26653 SH DEFINED 6,10 26653 0 0 UGI CORP NEW COM 902681105 15 554 SH DEFINED 12 554 0 0 UGI CORP NEW COM 902681105 5024 184168 SH DEFINED 15,23,24 132460 0 51707 UGI CORP NEW COM 902681105 93 3400 SH DEFINED 29 3400 0 0 UGI CORP NEW COM 902681105 259 9500 SH DEFINED 30,38 9500 0 0 UIL HLDG CORP COM 902748102 262 6218 SH DEFINED 6,10 6218 0 0 UIL HLDG CORP COM 902748102 147 3493 SH DEFINED 6,10,11 3493 0 0 UIL HLDG CORP COM 902748102 1306 30943 SH DEFINED 15,23,24 28546 0 2397 UST INC COM 902911106 901 15485 SH DEFINED 6,10 15485 0 0 UST INC COM 902911106 6 100 SH DEFINED 6,10,11 100 0 0 UST INC COM 902911106 530 9099 SH DEFINED 12 9099 0 0 UST INC COM 902911106 70 1200 SH CALL DEFINED 14,15,23 1200 0 0 UST INC COM 902911106 890 15300 SH PUT DEFINED 14,15,23 15300 0 0 UST INC COM 902911106 3084 52986 SH DEFINED 15,23,24 45337 0 7649 UST INC COM 902911106 454 7800 SH DEFINED 30,38 7800 0 0 US BANCORP DEL COM NEW 902973304 7093 195984 SH DEFINED 6,10 195984 0 0 US BANCORP DEL COM NEW 902973304 5429 150000 SH CALL DEFINED 6,10 150000 0 0 US BANCORP DEL COM NEW 902973304 1300 35925 SH DEFINED 6,10,11 35750 0 175 US BANCORP DEL COM NEW 902973304 4489 124034 SH DEFINED 12 124034 0 0 US BANCORP DEL COM NEW 902973304 20469 565600 SH CALL DEFINED 14,15,23 565600 0 0 US BANCORP DEL COM NEW 902973304 17733 490000 SH PUT DEFINED 14,15,23 490000 0 0 US BANCORP DEL COM NEW 902973304 57152 1579214 SH DEFINED 15,23,24 1328138 0 251075 US BANCORP DEL COM NEW 902973304 87 2400 SH CALL DEFINED 15,23,24 2400 0 0 US BANCORP DEL COM NEW 902973304 138 3800 SH PUT DEFINED 15,23,24 3600 0 200 US BANCORP DEL COM NEW 902973304 3254 89907 SH DEFINED 15,18,23,25,26 89907 0 0 US BANCORP DEL COM NEW 902973304 503 13900 SH DEFINED 29 13900 0 0 US BANCORP DEL COM NEW 902973304 6 160 SH DEFINED 30,38 160 0 0 U M H PROPERTIES INC COM 903002103 168 10886 SH DEFINED 15,23,24 9991 0 895 URS CORP NEW COM 903236107 605 14115 SH DEFINED 6,10 14115 0 0 URS CORP NEW COM 903236107 6 143 SH DEFINED 12 143 0 0 URS CORP NEW COM 903236107 675 15763 SH DEFINED 15,23,24 13992 0 1771 URS CORP NEW COM 903236107 1136 26500 SH DEFINED 30,38 26500 0 0 USANA HEALTH SCIENCE COM 90328M107 118 2284 SH DEFINED 6,10 2284 0 0 USANA HEALTH SCIENCE COM 90328M107 222 4297 SH DEFINED 15,23,24 3282 0 1015 U S G CORP COM NEW 903293405 1332 24299 SH DEFINED 6,10 24299 0 0 U S G CORP COM NEW 903293405 13700 250000 SH PUT DEFINED 6,10 250000 0 0 U S G CORP COM NEW 903293405 57 1036 SH DEFINED 12 1036 0 0 U S G CORP COM NEW 903293405 3853 70303 SH DEFINED 14,15,23 70303 0 0 U S G CORP COM NEW 903293405 30633 559000 SH CALL DEFINED 14,15,23 559000 0 0 U S G CORP COM NEW 903293405 39840 727000 SH PUT DEFINED 14,15,23 727000 0 0 U S G CORP COM NEW 903293405 23107 421669 SH DEFINED 15,23,24 315894 0 105775 U S G CORP COM NEW 903293405 22468 410000 SH CALL DEFINED 15,23,24 410000 0 0 U S G CORP COM NEW 903293405 3978 72600 SH PUT DEFINED 15,23,24 72600 0 0 U S G CORP COM NEW 903293405 347 6332 SH DEFINED 15,18,23,25,26 6332 0 0 US LEC CORP CL A 90331S109 1625 174551 SH DEFINED 15,23,24 174551 0 0 USEC INC COM 90333E108 11 893 SH DEFINED 6,10,11 893 0 0 USEC INC COM 90333E108 74 5798 SH DEFINED 12 5798 0 0 USEC INC COM 90333E108 211 16550 SH DEFINED 14,15,23 16550 0 0 USEC INC COM 90333E108 843 66300 SH CALL DEFINED 14,15,23 66300 0 0 USEC INC COM 90333E108 2302 181000 SH PUT DEFINED 14,15,23 181000 0 0 USEC INC COM 90333E108 1262 99190 SH DEFINED 15,23,24 93140 0 6050 USEC INC COM 90333E108 377 29600 SH DEFINED 30,38 29600 0 0 USI HLDGS CORP COM 90333H101 103 6700 SH DEFINED 12 6700 0 0 USI HLDGS CORP COM 90333H101 178 11615 SH DEFINED 15,23,24 11615 0 0 U S CONCRETE INC COM 90333L102 464 65167 SH DEFINED 15,23,24 54548 0 10619 U S XPRESS ENTERPRIS CL A 90338N103 374 22728 SH DEFINED 15,23,24 8433 0 14295 USA MOBILITY INC COM 90341G103 7 306 SH DEFINED 12 306 0 0 USA MOBILITY INC COM 90341G103 16370 731768 SH DEFINED 15,23,24 731268 0 500 USA MOBILITY INC COM 90341G103 74 3300 SH DEFINED 29 3300 0 0 U S AIRWAYS GROUP IN COM 90341W108 45 828 SH DEFINED 6,10 828 0 0 U S AIRWAYS GROUP IN COM 90341W108 364 6757 SH DEFINED 12 6757 0 0 U S AIRWAYS GROUP IN COM 90341W108 9240 171597 SH DEFINED 14,15,23 171597 0 0 U S AIRWAYS GROUP IN COM 90341W108 22859 424500 SH CALL DEFINED 14,15,23 424500 0 0 U S AIRWAYS GROUP IN COM 90341W108 27636 513200 SH PUT DEFINED 14,15,23 513200 0 0 U S AIRWAYS GROUP IN COM 90341W108 119 2202 SH DEFINED 15,23,24 1877 0 325 U S AIRWAYS GROUP IN COM 90341W108 304 5650 SH DEFINED 29 5650 0 0 UAP HLDG CORP COM 903441103 2563 101775 SH DEFINED 6,10,11 99450 0 2325 UAP HLDG CORP COM 903441103 33 1310 SH DEFINED 12 1310 0 0 UAP HLDG CORP COM 903441103 669 26554 SH DEFINED 15,23,24 25784 0 770 ULTRALIFE BATTERIES COM 903899102 113 10306 SH DEFINED 15,23,24 4326 0 5980 ULTRA PETROLEUM CORP COM 903914109 319 6674 SH DEFINED 6,10 6674 0 0 ULTRA PETROLEUM CORP COM 903914109 8 158 SH DEFINED 6,10,11 158 0 0 ULTRA PETROLEUM CORP COM 903914109 339 7096 SH DEFINED 12 7096 0 0 ULTRA PETROLEUM CORP COM 903914109 19560 409712 SH DEFINED 14,15,23 409712 0 0 ULTRA PETROLEUM CORP COM 903914109 44990 942400 SH CALL DEFINED 14,15,23 942400 0 0 ULTRA PETROLEUM CORP COM 903914109 43085 902500 SH PUT DEFINED 14,15,23 902500 0 0 ULTRA PETROLEUM CORP COM 903914109 1764 36944 SH DEFINED 15,23,24 32840 0 4104 ULTRA PETROLEUM CORP COM 903914109 210 4394 SH DEFINED 15,18,23,25,26 4394 0 0 ULTRAPAR PARTICIPACO SP ADR REP 90400P101 408 17721 SH DEFINED 15,23,24 15104 0 2617 UMPQUA HLDGS CORP COM 904214103 8 285 SH DEFINED 3,8 0 0 285 UMPQUA HLDGS CORP COM 904214103 430 14618 SH DEFINED 6,10 14618 0 0 UMPQUA HLDGS CORP COM 904214103 59 2007 SH DEFINED 12 2007 0 0 UMPQUA HLDGS CORP COM 904214103 941 31968 SH DEFINED 15,23,24 28424 0 3544 UMPQUA HLDGS CORP COM 904214103 162 5500 SH DEFINED 30,38 5500 0 0 UNDER ARMOUR INC CL A 904311107 4 78 SH DEFINED 6,10 78 0 0 UNDER ARMOUR INC CL A 904311107 62 1232 SH DEFINED 12 1232 0 0 UNDER ARMOUR INC CL A 904311107 5106 101200 SH CALL DEFINED 14,15,23 101200 0 0 UNDER ARMOUR INC CL A 904311107 1564 31000 SH PUT DEFINED 14,15,23 31000 0 0 UNDER ARMOUR INC CL A 904311107 6671 132236 SH DEFINED 15,23,24 76337 0 55899 UNIBANCO-UNIAO DE BA GDR REP PFD 90458E107 967 10400 SH DEFINED 3,8 0 0 10400 UNIBANCO-UNIAO DE BA GDR REP PFD 90458E107 22775 245000 SH DEFINED 5,6,10 245000 0 0 UNIBANCO-UNIAO DE BA GDR REP PFD 90458E107 3718 40000 SH DEFINED 6,10 40000 0 0 UNIBANCO-UNIAO DE BA GDR REP PFD 90458E107 126 1351 SH DEFINED 12 1351 0 0 UNIBANCO-UNIAO DE BA GDR REP PFD 90458E107 178 1912 SH DEFINED 15,23,24 532 0 1380 UNIFIRST CORP MASS COM 904708104 385 10019 SH DEFINED 15,23,24 9847 0 172 UNILEVER PLC SPON ADR NE 904767704 1021 36712 SH DEFINED 6,10,11 36430 0 282 UNILEVER PLC SPON ADR NE 904767704 4593 165103 SH DEFINED 12 165103 0 0 UNILEVER PLC SPON ADR NE 904767704 89576 3219852 SH DEFINED 15,23,24 2613763 0 606089 UNILEVER PLC SPON ADR NE 904767704 362 13000 SH DEFINED 30,38 13000 0 0 UNILEVER N V N Y SHS NEW 904784709 277 10163 SH DEFINED 6,10,11 10163 0 0 UNILEVER N V N Y SHS NEW 904784709 3018 110746 SH DEFINED 12 110746 0 0 UNILEVER N V N Y SHS NEW 904784709 19253 706533 SH DEFINED 15,23,24 624563 0 81970 UNILEVER N V N Y SHS NEW 904784709 311 11400 SH DEFINED 29 11400 0 0 UNILEVER N V N Y SHS NEW 904784709 545 20000 SH DEFINED 30,38 20000 0 0 UNION PAC CORP COM 907818108 4172 45335 SH DEFINED 6,10 45335 0 0 UNION PAC CORP COM 907818108 271 2944 SH DEFINED 6,10,11 2944 0 0 UNION PAC CORP COM 907818108 4865 52865 SH DEFINED 12 52865 0 0 UNION PAC CORP COM 907818108 14686 159600 SH CALL DEFINED 14,15,23 159600 0 0 UNION PAC CORP COM 907818108 23079 250800 SH PUT DEFINED 14,15,23 250800 0 0 UNION PAC CORP COM 907818108 18039 196037 SH DEFINED 15,23,24 157208 0 38829 UNION PAC CORP COM 907818108 92 1000 SH PUT DEFINED 15,23,24 1000 0 0 UNIONBANCAL CORP COM 908906100 150 2455 SH DEFINED 6,10 2455 0 0 UNIONBANCAL CORP COM 908906100 18 291 SH DEFINED 12 291 0 0 UNIONBANCAL CORP COM 908906100 877 14326 SH DEFINED 15,23,24 12772 0 1554 UNIONBANCAL CORP COM 908906100 2297 37500 SH DEFINED 30,38 37500 0 0 UNISOURCE ENERGY COR COM 909205106 324 8874 SH DEFINED 6,10 8874 0 0 UNISOURCE ENERGY COR COM 909205106 31 852 SH DEFINED 12 852 0 0 UNISOURCE ENERGY COR COM 909205106 402 11005 SH DEFINED 15,23,24 10805 0 200 UNISYS CORP COM 909214108 264 33618 SH DEFINED 6,10 33618 0 0 UNISYS CORP COM 909214108 246 31417 SH DEFINED 12 31417 0 0 UNISYS CORP COM 909214108 423 54000 SH CALL DEFINED 14,15,23 54000 0 0 UNISYS CORP COM 909214108 178 22700 SH PUT DEFINED 14,15,23 22700 0 0 UNISYS CORP COM 909214108 1560 198983 SH DEFINED 15,23,24 182130 0 16853 UNISYS CORP COM 909214108 16 2000 SH CALL DEFINED 15,23,24 2000 0 0 UNIT CORP COM 909218109 359 7400 SH DEFINED 3,8 0 0 7400 UNIT CORP COM 909218109 565 11657 SH DEFINED 6,10 11657 0 0 UNIT CORP COM 909218109 33 684 SH DEFINED 12 684 0 0 UNIT CORP COM 909218109 1549 31976 SH DEFINED 14,15,23 31976 0 0 UNIT CORP COM 909218109 1415 29200 SH CALL DEFINED 14,15,23 29200 0 0 UNIT CORP COM 909218109 1483 30600 SH PUT DEFINED 14,15,23 30600 0 0 UNIT CORP COM 909218109 1875 38690 SH DEFINED 15,23,24 35179 0 3511 UNIT CORP COM 909218109 2665 55000 SH CALL DEFINED 15,23,24 55000 0 0 UNIT CORP COM 909218109 4283 88400 SH PUT DEFINED 15,23,24 88400 0 0 UNIT CORP COM 909218109 58 1200 SH DEFINED 30,38 1200 0 0 UNITED AMERN HEALTHC COM 90934C105 483 57660 SH DEFINED 15,23,24 51659 0 6001 UNITED AUTO GROUP IN NOTE 3.500 909440AH2 166 143000 PRN DEFINED 12 143000 0 0 UNITED AUTO GROUP IN NOTE 3.500 909440AH2 3 3000 PRN DEFINED 15,23,24 3000 0 0 UNITED AUTO GROUP IN NOTE 3.500 909440AH2 5788 5000000 PRN DEFINED 30,38 5000000 0 0 UNITED AUTO GROUP IN COM 909440109 45 1898 SH DEFINED 12 1898 0 0 UNITED AUTO GROUP IN COM 909440109 156 6607 SH DEFINED 15,23,24 6578 0 29 UNITED AUTO GROUP IN COM 909440109 114 4850 SH DEFINED 29 4850 0 0 UNITED AUTO GROUP IN COM 909440109 582 24700 SH DEFINED 30,38 24700 0 0 UNITED CMNTY BKS BLA CAP STK 90984P105 249 7715 SH DEFINED 15,23,24 7306 0 409 UNITED BANKSHARES IN COM 909907107 357 9227 SH DEFINED 6,10 9227 0 0 UNITED BANKSHARES IN COM 909907107 18 475 SH DEFINED 6,10,11 475 0 0 UNITED BANKSHARES IN COM 909907107 137 3534 SH DEFINED 15,23,24 3534 0 0 UNITED DOMINION REAL NOTE 4.000 910197AK8 11738 10000000 PRN DEFINED 30,38 10000000 0 0 UNITED DOMINION REAL COM 910197102 1 16 SH DEFINED 6,10 16 0 0 UNITED DOMINION REAL COM 910197102 252 7913 SH DEFINED 6,10,11 7913 0 0 UNITED DOMINION REAL COM 910197102 1750 55036 SH DEFINED 12 55036 0 0 UNITED DOMINION REAL COM 910197102 9429 296600 SH DEFINED 13,30 296600 0 0 UNITED DOMINION REAL COM 910197102 2039 64143 SH DEFINED 15,23,24 56623 0 7520 UNITED DOMINION REAL COM 910197102 89 2800 SH PUT DEFINED 15,23,24 2400 0 400 UNITED DOMINION REAL COM 910197102 286 9000 SH DEFINED 30,38 9000 0 0 UNITED FIRE & CAS CO COM 910331107 186 5290 SH DEFINED 6,10 5290 0 0 UNITED FIRE & CAS CO COM 910331107 66 1874 SH DEFINED 12 1874 0 0 UNITED FIRE & CAS CO COM 910331107 71 2017 SH DEFINED 15,23,24 2017 0 0 UNITED FIRE & CAS CO COM 910331107 123 3485 SH DEFINED 29 3485 0 0 UNITED INDL CORP COM 910671106 305 6015 SH DEFINED 15,23,24 5662 0 353 UNITED MICROELECTRON SPONSORED A 910873207 501 143562 SH DEFINED 12 143562 0 0 UNITED MICROELECTRON SPONSORED A 910873207 517 148212 SH DEFINED 15,23,24 137347 0 10865 UNITED MICROELECTRON SPONSORED A 910873207 84 24144 SH DEFINED 29 24144 0 0 UNITED NAT FOODS INC COM 911163103 1695 47177 SH DEFINED 6,10 47177 0 0 UNITED NAT FOODS INC COM 911163103 318 8851 SH DEFINED 12 8851 0 0 UNITED NAT FOODS INC COM 911163103 19838 552290 SH DEFINED 15,23,24 439705 0 112585 UNITED ONLINE INC COM 911268100 357 26858 SH DEFINED 6,10 26858 0 0 UNITED ONLINE INC COM 911268100 37 2775 SH DEFINED 6,10,11 2775 0 0 UNITED ONLINE INC COM 911268100 26 1930 SH DEFINED 12 1930 0 0 UNITED ONLINE INC COM 911268100 1563 117673 SH DEFINED 15,23,24 102179 0 15493 UNITED ONLINE INC COM 911268100 502 37800 SH DEFINED 30,38 37800 0 0 UNITED PARCEL SERVIC CL B 911312106 84 1122 SH DEFINED 3,8 0 0 1122 UNITED PARCEL SERVIC CL B 911312106 9210 122834 SH DEFINED 6,10 122834 0 0 UNITED PARCEL SERVIC CL B 911312106 22559 300866 SH CALL DEFINED 6,10 300866 0 0 UNITED PARCEL SERVIC CL B 911312106 2067 27572 SH DEFINED 6,10,11 27482 0 90 UNITED PARCEL SERVIC CL B 911312106 15202 202753 SH DEFINED 12 202753 0 0 UNITED PARCEL SERVIC CL B 911312106 94250 1257000 SH CALL DEFINED 14,15,23 1257000 0 0 UNITED PARCEL SERVIC CL B 911312106 45633 608600 SH PUT DEFINED 14,15,23 608600 0 0 UNITED PARCEL SERVIC CL B 911312106 100965 1346563 SH DEFINED 15,23,24 1098368 0 248194 UNITED PARCEL SERVIC CL B 911312106 71134 948700 SH CALL DEFINED 15,23,24 948700 0 0 UNITED PARCEL SERVIC CL B 911312106 73315 977800 SH PUT DEFINED 15,23,24 977700 0 100 UNITED PARCEL SERVIC CL B 911312106 1019 13595 SH DEFINED 15,18,23,25,26 13595 0 0 UNITED PARCEL SERVIC CL B 911312106 536 7150 SH DEFINED 29 7150 0 0 UNITED RENTALS INC COM 911363109 285 11200 SH DEFINED 3,8 0 0 11200 UNITED RENTALS INC COM 911363109 4 151 SH DEFINED 6,10 151 0 0 UNITED RENTALS INC COM 911363109 350 13782 SH DEFINED 12 13782 0 0 UNITED RENTALS INC COM 911363109 4232 166400 SH CALL DEFINED 14,15,23 166400 0 0 UNITED RENTALS INC COM 911363109 1928 75800 SH PUT DEFINED 14,15,23 75800 0 0 UNITED RENTALS INC COM 911363109 28654 1126788 SH DEFINED 15,23,24 1126088 0 700 UNITED RENTALS INC COM 911363109 910 35800 SH CALL DEFINED 15,23,24 35800 0 0 UNITED RENTALS INC COM 911363109 2075 81600 SH DEFINED 30,38 81600 0 0 UNITED STATES CELLUL COM 911684108 22 321 SH DEFINED 12 321 0 0 UNITED STATES CELLUL COM 911684108 705 10133 SH DEFINED 15,23,24 10133 0 0 U S ENERGY CORP WYO COM 911805109 61 12017 SH DEFINED 15,23,24 12017 0 0 UNITED STATES OIL FU UNITS 91232N108 7631 147881 SH DEFINED 15,23,24 127786 0 20095 U STORE IT TR COM 91274F104 5916 287900 SH DEFINED 13,30 287900 0 0 U STORE IT TR COM 91274F104 225 10962 SH DEFINED 15,23,24 10712 0 250 UNITED STATES STL CO COM 912909108 806 11014 SH DEFINED 6,10 11014 0 0 UNITED STATES STL CO COM 912909108 16241 222047 SH DEFINED 14,15,23 222047 0 0 UNITED STATES STL CO COM 912909108 42063 575100 SH CALL DEFINED 14,15,23 575100 0 0 UNITED STATES STL CO COM 912909108 81024 1107800 SH PUT DEFINED 14,15,23 1107800 0 0 UNITED STATES STL CO COM 912909108 63622 869868 SH DEFINED 15,23,24 816799 0 53069 UNITED STATES STL CO COM 912909108 34047 465500 SH CALL DEFINED 15,23,24 465500 0 0 UNITED STATES STL CO COM 912909108 141014 1928000 SH PUT DEFINED 15,23,24 1928000 0 0 UNITED STATES STL CO COM 912909108 2606 35630 SH DEFINED 30,38 35630 0 0 UNITED STATIONERS IN COM 913004107 1 21 SH DEFINED 3,8 0 0 21 UNITED STATIONERS IN COM 913004107 373 7986 SH DEFINED 6,10 7986 0 0 UNITED STATIONERS IN COM 913004107 31 674 SH DEFINED 12 674 0 0 UNITED STATIONERS IN COM 913004107 569 12194 SH DEFINED 15,23,24 11944 0 250 UNITED STATIONERS IN COM 913004107 4 90 SH DEFINED 30,38 90 0 0 UNITED SURGICAL PART COM 913016309 319 11238 SH DEFINED 6,10 11238 0 0 UNITED SURGICAL PART COM 913016309 4 150 SH DEFINED 6,10,11 150 0 0 UNITED SURGICAL PART COM 913016309 146 5136 SH DEFINED 12 5136 0 0 UNITED SURGICAL PART COM 913016309 169 5970 SH DEFINED 15,23,24 5970 0 0 UNITED TECHNOLOGIES COM 913017109 339 5427 SH DEFINED 3,8 0 0 5427 UNITED TECHNOLOGIES COM 913017109 28764 460084 SH DEFINED 6,10 460084 0 0 UNITED TECHNOLOGIES COM 913017109 1813 29000 SH CALL DEFINED 6,10 29000 0 0 UNITED TECHNOLOGIES COM 913017109 14930 238800 SH PUT DEFINED 6,10 238800 0 0 UNITED TECHNOLOGIES COM 913017109 447 7145 SH DEFINED 6,10,11 7145 0 0 UNITED TECHNOLOGIES COM 913017109 49440 790782 SH DEFINED 12 790782 0 0 UNITED TECHNOLOGIES COM 913017109 21282 340400 SH CALL DEFINED 14,15,23 340400 0 0 UNITED TECHNOLOGIES COM 913017109 28709 459200 SH PUT DEFINED 14,15,23 459200 0 0 UNITED TECHNOLOGIES COM 913017109 105896 1693788 SH DEFINED 15,23,24 1383587 0 310200 UNITED TECHNOLOGIES COM 913017109 81 1300 SH CALL DEFINED 15,23,24 1300 0 0 UNITED TECHNOLOGIES COM 913017109 13 200 SH PUT DEFINED 15,23,24 200 0 0 UNITED TECHNOLOGIES COM 913017109 7471 119500 SH DEFINED 15,18,23,25,26 119500 0 0 UNITED TECHNOLOGIES COM 913017109 635 10160 SH DEFINED 30,38 10160 0 0 UNITED THERAPEUTICS COM 91307C102 20 369 SH DEFINED 12 369 0 0 UNITED THERAPEUTICS COM 91307C102 14049 258400 SH CALL DEFINED 14,15,23 258400 0 0 UNITED THERAPEUTICS COM 91307C102 8590 158000 SH PUT DEFINED 14,15,23 158000 0 0 UNITED THERAPEUTICS COM 91307C102 248 4569 SH DEFINED 15,23,24 4569 0 0 UNITED THERAPEUTICS COM 91307C102 1223 22500 SH CALL DEFINED 15,23,24 22500 0 0 UNITED THERAPEUTICS COM 91307C102 1903 35000 SH DEFINED 30,38 35000 0 0 UNITED UTILS PLC SPONSORED A 91311Q105 59 1906 SH DEFINED 6,10 1906 0 0 UNITED UTILS PLC SPONSORED A 91311Q105 573 18663 SH DEFINED 12 18663 0 0 UNITED UTILS PLC SPONSORED A 91311Q105 975 31731 SH DEFINED 15,23,24 26046 0 5685 UNITED WESTN BANCORP COM 913201109 1201 60100 SH DEFINED 30,38 60100 0 0 UNITEDHEALTH GROUP I COM 91324P102 4681 87121 SH DEFINED 3,8 0 0 87121 UNITEDHEALTH GROUP I COM 91324P102 38618 718751 SH DEFINED 6,10 658949 0 59802 UNITEDHEALTH GROUP I COM 91324P102 5642 105000 SH CALL DEFINED 6,10 105000 0 0 UNITEDHEALTH GROUP I COM 91324P102 25790 480000 SH PUT DEFINED 6,10 480000 0 0 UNITEDHEALTH GROUP I COM 91324P102 5648 105124 SH DEFINED 6,10,11 102799 0 2325 UNITEDHEALTH GROUP I COM 91324P102 30621 569902 SH DEFINED 12 569902 0 0 UNITEDHEALTH GROUP I COM 91324P102 8129 151297 SH DEFINED 14,15,23 151297 0 0 UNITEDHEALTH GROUP I COM 91324P102 47282 880000 SH CALL DEFINED 14,15,23 880000 0 0 UNITEDHEALTH GROUP I COM 91324P102 40453 752900 SH PUT DEFINED 14,15,23 752900 0 0 UNITEDHEALTH GROUP I COM 91324P102 497805 9264937 SH DEFINED 15,23,24 7883171 0 1381766 UNITEDHEALTH GROUP I COM 91324P102 596 11100 SH CALL DEFINED 15,23,24 11100 0 0 UNITEDHEALTH GROUP I COM 91324P102 20847 388000 SH PUT DEFINED 15,23,24 388000 0 0 UNITEDHEALTH GROUP I COM 91324P102 199 3696 SH DEFINED 15,18,23,25,26 3696 0 0 UNITEDHEALTH GROUP I COM 91324P102 572 10650 SH DEFINED 29 10650 0 0 UNITEDHEALTH GROUP I COM 91324P102 1533 28530 SH DEFINED 30,38 28530 0 0 UNITIL CORP COM 913259107 821 32398 SH DEFINED 15,23,24 28148 0 4250 UNITRIN INC COM 913275103 112 2233 SH DEFINED 6,10 2233 0 0 UNITRIN INC COM 913275103 372 7415 SH DEFINED 6,10,11 7415 0 0 UNITRIN INC COM 913275103 1 27 SH DEFINED 12 27 0 0 UNITRIN INC COM 913275103 997 19893 SH DEFINED 15,23,24 15053 0 4840 UNITRIN INC COM 913275103 125 2500 SH DEFINED 30,38 2500 0 0 UNIVERSAL COMPRESSIO COM 913431102 656 10567 SH DEFINED 12 10567 0 0 UNIVERSAL COMPRESSIO COM 913431102 664 10696 SH DEFINED 15,23,24 10031 0 665 UNIVERSAL COMPRESSIO COM 913431102 175 2825 SH DEFINED 29 2825 0 0 UNIVERSAL CORP VA COM 913456109 4 78 SH DEFINED 6,10 78 0 0 UNIVERSAL CORP VA COM 913456109 9 190 SH DEFINED 12 190 0 0 UNIVERSAL CORP VA COM 913456109 9992 203871 SH DEFINED 15,23,24 201897 0 1974 UNIVERSAL CORP VA COM 913456109 2696 55000 SH CALL DEFINED 15,23,24 55000 0 0 UNIVERSAL CORP VA COM 913456109 88 1800 SH DEFINED 29 1800 0 0 UNIVERSAL DISPLAY CO COM 91347P105 1069 71208 SH DEFINED 15,23,24 59999 0 11209 UNIVERSAL FST PRODS COM 913543104 221 4748 SH DEFINED 6,10 4748 0 0 UNIVERSAL FST PRODS COM 913543104 4 85 SH DEFINED 12 85 0 0 UNIVERSAL FST PRODS COM 913543104 607 13015 SH DEFINED 15,23,24 11949 0 1065 UNIVERSAL FST PRODS COM 913543104 61 1300 SH DEFINED 29 1300 0 0 UNIVERSAL HEALTH RLT SH BEN INT 91359E105 8 200 SH DEFINED 6,10,11 200 0 0 UNIVERSAL HEALTH RLT SH BEN INT 91359E105 277 7114 SH DEFINED 15,23,24 6290 0 824 UNIVERSAL HLTH SVCS CL B 913903100 128 2307 SH DEFINED 6,10 2307 0 0 UNIVERSAL HLTH SVCS CL B 913903100 294 5301 SH DEFINED 12 5301 0 0 UNIVERSAL HLTH SVCS CL B 913903100 1125 20297 SH DEFINED 15,23,24 13376 0 6921 UNIVERSAL HLTH SVCS CL B 913903100 2 30 SH DEFINED 30,38 30 0 0 UNIVERSAL TECHNICAL COM 913915104 129 5819 SH DEFINED 6,10 5819 0 0 UNIVERSAL TECHNICAL COM 913915104 14 627 SH DEFINED 12 627 0 0 UNIVERSAL TECHNICAL COM 913915104 712 32061 SH DEFINED 15,23,24 31561 0 500 UNIVERSAL TECHNICAL COM 913915104 36 1625 SH DEFINED 29 1625 0 0 UNIVISION COMMUNICAT CL A 914906102 714 20148 SH DEFINED 6,10 20148 0 0 UNIVISION COMMUNICAT CL A 914906102 252 7125 SH DEFINED 6,10,11 7125 0 0 UNIVISION COMMUNICAT CL A 914906102 168 4739 SH DEFINED 12 4739 0 0 UNIVISION COMMUNICAT CL A 914906102 3135 88507 SH DEFINED 14,15,23 88507 0 0 UNIVISION COMMUNICAT CL A 914906102 4041 114100 SH CALL DEFINED 14,15,23 114100 0 0 UNIVISION COMMUNICAT CL A 914906102 5341 150800 SH PUT DEFINED 14,15,23 150800 0 0 UNIVISION COMMUNICAT CL A 914906102 4276 120729 SH DEFINED 15,23,24 94504 0 26225 UNIVISION COMMUNICAT CL A 914906102 2295 64800 SH DEFINED 30,38 64800 0 0 UNUMPROVIDENT CORP COM 91529Y106 648 31165 SH DEFINED 6,10 31165 0 0 UNUMPROVIDENT CORP COM 91529Y106 21 1000 SH DEFINED 6,10,11 1000 0 0 UNUMPROVIDENT CORP COM 91529Y106 93 4455 SH DEFINED 12 4455 0 0 UNUMPROVIDENT CORP COM 91529Y106 1798 86512 SH DEFINED 14,15,23 86512 0 0 UNUMPROVIDENT CORP COM 91529Y106 3855 185500 SH CALL DEFINED 14,15,23 185500 0 0 UNUMPROVIDENT CORP COM 91529Y106 4206 202400 SH PUT DEFINED 14,15,23 202400 0 0 UNUMPROVIDENT CORP COM 91529Y106 45808 2204441 SH DEFINED 15,23,24 1857777 0 346663 UNUMPROVIDENT CORP COM 91529Y106 8 400 SH CALL DEFINED 15,23,24 400 0 0 UNUMPROVIDENT CORP COM 91529Y106 1128 54300 SH DEFINED 30,38 54300 0 0 UPM KYMMENE CORP SPONSORED A 915436109 2167 85786 SH DEFINED 12 85786 0 0 UPM KYMMENE CORP SPONSORED A 915436109 2069 81904 SH DEFINED 15,23,24 73682 0 8222 URBAN OUTFITTERS INC COM 917047102 128 5566 SH DEFINED 6,10 5566 0 0 URBAN OUTFITTERS INC COM 917047102 547 23761 SH DEFINED 12 23761 0 0 URBAN OUTFITTERS INC COM 917047102 3169 137611 SH DEFINED 14,15,23 137611 0 0 URBAN OUTFITTERS INC COM 917047102 226 9800 SH CALL DEFINED 14,15,23 9800 0 0 URBAN OUTFITTERS INC COM 917047102 1997 86700 SH PUT DEFINED 14,15,23 86700 0 0 URBAN OUTFITTERS INC COM 917047102 57575 2500000 SH DEFINED 15,23 2500000 0 0 URBAN OUTFITTERS INC COM 917047102 12807 556086 SH DEFINED 15,23,24 395256 0 160830 URBAN OUTFITTERS INC COM 917047102 1400 60791 SH DEFINED 30,38 60791 0 0 UTILITIES HOLDRS TR DEPOSITRY R 918019100 33012 250680 SH DEFINED 15,23,24 250680 0 0 UTSTARCOM INC COM 918076100 22 2476 SH DEFINED 6,10 2476 0 0 UTSTARCOM INC COM 918076100 195 22342 SH DEFINED 12 22342 0 0 UTSTARCOM INC COM 918076100 2263 258631 SH DEFINED 14,15,23 258631 0 0 UTSTARCOM INC COM 918076100 2776 317200 SH CALL DEFINED 14,15,23 317200 0 0 UTSTARCOM INC COM 918076100 3473 396900 SH PUT DEFINED 14,15,23 396900 0 0 UTSTARCOM INC COM 918076100 1026 117215 SH DEFINED 15,23,24 104527 0 12688 UTSTARCOM INC COM 918076100 18 2000 SH CALL DEFINED 15,23,24 2000 0 0 VCA ANTECH INC COM 918194101 6 175 SH DEFINED 6,10 175 0 0 VCA ANTECH INC COM 918194101 7 206 SH DEFINED 12 206 0 0 VCA ANTECH INC COM 918194101 4901 152250 SH DEFINED 15,23,24 72186 0 80064 VCA ANTECH INC COM 918194101 159 4932 SH DEFINED 30,38 4932 0 0 V F CORP COM 918204108 759 9246 SH DEFINED 6,10 9246 0 0 V F CORP COM 918204108 494 6022 SH DEFINED 6,10,11 6022 0 0 V F CORP COM 918204108 4497 54784 SH DEFINED 12 54784 0 0 V F CORP COM 918204108 17378 211721 SH DEFINED 15,23,24 177681 0 34039 V F CORP COM 918204108 591 7200 SH DEFINED 29 7200 0 0 V F CORP COM 918204108 172 2100 SH DEFINED 30,38 2100 0 0 VAALCO ENERGY INC COM NEW 91851C201 94 13870 SH DEFINED 15,23,24 11948 0 1922 VAIL RESORTS INC COM 91879Q109 7 150 SH DEFINED 6,10 150 0 0 VAIL RESORTS INC COM 91879Q109 69 1541 SH DEFINED 12 1541 0 0 VAIL RESORTS INC COM 91879Q109 6320 141000 SH DEFINED 13,30 141000 0 0 VAIL RESORTS INC COM 91879Q109 585 13056 SH DEFINED 15,23,24 12866 0 190 VALASSIS COMMUNICATI COM 918866104 0 5 SH DEFINED 6,10 5 0 0 VALASSIS COMMUNICATI COM 918866104 111 7668 SH DEFINED 15,23,24 7668 0 0 VALASSIS COMMUNICATI COM 918866104 138 9500 SH DEFINED 29 9500 0 0 VALASSIS COMMUNICATI COM 918866104 120 8300 SH DEFINED 30,38 8300 0 0 VALHI INC NEW COM 918905100 2 59 SH DEFINED 6,10 59 0 0 VALHI INC NEW COM 918905100 6 237 SH DEFINED 12 237 0 0 VALHI INC NEW COM 918905100 245 9442 SH DEFINED 15,23,24 9142 0 300 VALENCE TECHNOLOGY I COM 918914102 89 54001 SH DEFINED 15,23,24 48645 0 5356 VALEANT PHARMACEUTIC COM 91911X104 462 26796 SH DEFINED 6,10 26796 0 0 VALEANT PHARMACEUTIC COM 91911X104 3 177 SH DEFINED 6,10,11 177 0 0 VALEANT PHARMACEUTIC COM 91911X104 4 255 SH DEFINED 12 255 0 0 VALEANT PHARMACEUTIC COM 91911X104 775 44958 SH DEFINED 14,15,23 44958 0 0 VALEANT PHARMACEUTIC COM 91911X104 853 49500 SH CALL DEFINED 14,15,23 49500 0 0 VALEANT PHARMACEUTIC COM 91911X104 1245 72200 SH PUT DEFINED 14,15,23 72200 0 0 VALEANT PHARMACEUTIC COM 91911X104 365 21194 SH DEFINED 15,23,24 17035 0 4159 VALEANT PHARMACEUTIC COM 91911X104 943 54680 SH DEFINED 30,38 54680 0 0 VALENTIS INC COM NEW 91913E302 5 14068 SH DEFINED 15,23,24 14068 0 0 VALERO L P COM UT LTD 91913W104 234 4193 SH DEFINED 6,10,11 4193 0 0 VALERO L P COM UT LTD 91913W104 63 1137 SH DEFINED 12 1137 0 0 VALERO L P COM UT LTD 91913W104 10332 185253 SH DEFINED 15,23,24 136860 0 48392 VALERO ENERGY CORP N COM 91913Y100 2374 46412 SH DEFINED 3,8 0 0 46412 VALERO ENERGY CORP N COM 91913Y100 40347 788634 SH DEFINED 6,10 764586 0 24048 VALERO ENERGY CORP N COM 91913Y100 45 886 SH DEFINED 6,10,11 886 0 0 VALERO ENERGY CORP N COM 91913Y100 9370 183157 SH DEFINED 12 183157 0 0 VALERO ENERGY CORP N COM 91913Y100 69966 1367600 SH CALL DEFINED 14,15,23 1367600 0 0 VALERO ENERGY CORP N COM 91913Y100 74064 1447700 SH PUT DEFINED 14,15,23 1447700 0 0 VALERO ENERGY CORP N COM 91913Y100 76762 1500433 SH DEFINED 15,23,24 1377270 0 123163 VALERO ENERGY CORP N COM 91913Y100 8728 170600 SH CALL DEFINED 15,23,24 170600 0 0 VALERO ENERGY CORP N COM 91913Y100 101553 1985000 SH PUT DEFINED 15,23,24 1985000 0 0 VALERO ENERGY CORP N COM 91913Y100 66 1292 SH DEFINED 15,18,23,25,26 1292 0 0 VALERO ENERGY CORP N COM 91913Y100 1280 25010 SH DEFINED 30,38 25010 0 0 VALERO GP HLDGS LLC UNIT LLC IN 91914G108 3217 129619 SH DEFINED 15,23,24 122544 0 7075 VALLEY NATL BANCORP COM 919794107 133 5032 SH DEFINED 6,10 5032 0 0 VALLEY NATL BANCORP COM 919794107 1851 69823 SH DEFINED 15,23,24 66058 0 3765 VALLEY NATL BANCORP COM 919794107 495 18690 SH DEFINED 30,38 18690 0 0 VALMONT INDS INC COM 920253101 277 4993 SH DEFINED 6,10 4993 0 0 VALMONT INDS INC COM 920253101 999 18001 SH DEFINED 15,23,24 14595 0 3405 VALSPAR CORP COM 920355104 0 12 SH DEFINED 6,10 12 0 0 VALSPAR CORP COM 920355104 1 38 SH DEFINED 6,10,11 38 0 0 VALSPAR CORP COM 920355104 524 18953 SH DEFINED 12 18953 0 0 VALSPAR CORP COM 920355104 7530 272423 SH DEFINED 15,23,24 211389 0 61034 VALSPAR CORP COM 920355104 96 3475 SH DEFINED 29 3475 0 0 VALSPAR CORP COM 920355104 567 20520 SH DEFINED 30,38 20520 0 0 VALUECLICK INC COM 92046N102 361 15294 SH DEFINED 6,10 15294 0 0 VALUECLICK INC COM 92046N102 159 6721 SH DEFINED 12 6721 0 0 VALUECLICK INC COM 92046N102 2467 104400 SH CALL DEFINED 14,15,23 104400 0 0 VALUECLICK INC COM 92046N102 2105 89100 SH PUT DEFINED 14,15,23 89100 0 0 VALUECLICK INC COM 92046N102 1160 49090 SH DEFINED 15,23,24 45928 0 3162 VALUECLICK INC COM 92046N102 321 13600 SH DEFINED 29 13600 0 0 VALUECLICK INC COM 92046N102 40 1708 SH DEFINED 30,38 1708 0 0 VALUEVISION MEDIA IN CL A 92047K107 2364 179931 SH DEFINED 13,30 179931 0 0 VALUEVISION MEDIA IN CL A 92047K107 20 1550 SH DEFINED 15,23,24 1550 0 0 VAN KAMPEN MUN TR SH BEN INT 920919107 350 22142 SH DEFINED 15,23,24 16878 0 5263 VAN KAMPEN TR INVT G COM 920929106 25 1611 SH DEFINED 12 1611 0 0 VAN KAMPEN TR INVT G COM 920929106 820 53207 SH DEFINED 15,23,24 40417 0 12790 VAN KAMPEN TR INVT G COM 920931102 432 27922 SH DEFINED 15,23,24 26647 0 1275 VAN KAMPEN TR INVT F COM 920932100 226 15015 SH DEFINED 15,23,24 14940 0 75 VAN KAMPEN TR INVT G COM 920933108 284 17187 SH DEFINED 15,23,24 15587 0 1600 VAN KAMPEN MUN OPPOR COM 920935103 6 400 SH DEFINED 6,10,11 400 0 0 VAN KAMPEN MUN OPPOR COM 920935103 833 54228 SH DEFINED 15,23,24 41667 0 12561 VAN KAMPEN BD FD COM 920955101 5 300 SH DEFINED 6,10,11 300 0 0 VAN KAMPEN BD FD COM 920955101 126 7156 SH DEFINED 15,23,24 6156 0 1000 VAN KAMPEN BD FD COM 920955101 46 2600 SH DEFINED 15,18,23,25,26 2600 0 0 VAN KAMPEN INCOME TR SH BEN INT 920957107 12 2000 SH DEFINED 6,10,11 2000 0 0 VAN KAMPEN INCOME TR SH BEN INT 920957107 1641 274882 SH DEFINED 15,23,24 231047 0 43835 VAN KAMPEN SENIOR IN COM 920961109 13 1500 SH DEFINED 6,10,11 1500 0 0 VAN KAMPEN SENIOR IN COM 920961109 101 11495 SH DEFINED 12 11495 0 0 VAN KAMPEN SENIOR IN COM 920961109 22135 2515393 SH DEFINED 15,23,24 2260550 0 254843 VAN KAMPEN CALIF VAL COM 92112B107 86 5389 SH DEFINED 12 5389 0 0 VAN KAMPEN CALIF VAL COM 92112B107 216 13580 SH DEFINED 15,23,24 11395 0 2185 VAN KAMPEN ADVANTAGE SH BEN INT 92112K107 28 2050 SH DEFINED 6,10,11 2050 0 0 VAN KAMPEN ADVANTAGE SH BEN INT 92112K107 498 36638 SH DEFINED 15,23,24 32338 0 4300 VAN KAMPEN SELECT SE COM 92112M103 388 29556 SH DEFINED 15,23,24 28009 0 1547 VAN KAMPEN PA VALUE COM 92112T108 86 6109 SH DEFINED 6,10,11 6109 0 0 VAN KAMPEN PA VALUE COM 92112T108 580 40994 SH DEFINED 15,23,24 38989 0 2005 VANGUARD SPECIALIZED DIV APP ETF 921908844 791 14700 SH DEFINED 15,23,24 11516 0 3184 VANGUARD WHITEHALL F HIGH DIV YL 921946406 10775 208383 SH DEFINED 15,23,24 207529 0 854 VANGUARD WORLD FDS CONSUM DIS 92204A108 7349 120875 SH DEFINED 15,23,24 103924 0 16951 VANGUARD WORLD FDS CONSUM STP 92204A207 43435 680376 SH DEFINED 15,23,24 622353 0 58022 VANGUARD WORLD FDS ENERGY ETF 92204A306 8224 96736 SH DEFINED 15,23,24 88961 0 7775 VANGUARD WORLD FDS FINANCIALS 92204A405 26 400 SH DEFINED 12 400 0 0 VANGUARD WORLD FDS FINANCIALS 92204A405 9300 141982 SH DEFINED 15,23,24 129423 0 12559 VANGUARD WORLD FDS HEALTH CAR 92204A504 14 250 SH DEFINED 12 250 0 0 VANGUARD WORLD FDS HEALTH CAR 92204A504 33910 595532 SH DEFINED 15,23,24 538699 0 56832 VANGUARD WORLD FDS INDUSTRIAL 92204A603 30455 465458 SH DEFINED 15,23,24 423718 0 41740 VANGUARD WORLD FDS INF TECH ET 92204A702 21 400 SH DEFINED 12 400 0 0 VANGUARD WORLD FDS INF TECH ET 92204A702 38422 731431 SH DEFINED 15,23,24 676133 0 55298 VANGUARD WORLD FDS MATERIALS E 92204A801 2832 40167 SH DEFINED 15,23,24 38059 0 2108 VANGUARD WORLD FDS UTILITIES E 92204A876 9468 123261 SH DEFINED 15,23,24 118684 0 4577 VANGUARD WORLD FDS TELCOMM ETF 92204A884 4956 67415 SH DEFINED 15,23,24 59662 0 7753 VANGUARD INTL EQUITY EMR MKT ETF 922042858 27851 359884 SH DEFINED 15,23,24 332954 0 26930 VANGUARD INTL EQUITY PACIFIC ETF 922042866 19816 298112 SH DEFINED 15,23,24 279130 0 18981 VANGUARD INTL EQUITY EURPEAN ETF 922042874 68761 1008814 SH DEFINED 15,23,24 916820 0 91993 VARIAN MED SYS INC COM 92220P105 268 5626 SH DEFINED 6,10 5626 0 0 VARIAN MED SYS INC COM 92220P105 382 8020 SH DEFINED 6,10,11 8020 0 0 VARIAN MED SYS INC COM 92220P105 1148 24143 SH DEFINED 12 24143 0 0 VARIAN MED SYS INC COM 92220P105 4665 98062 SH DEFINED 15,23,24 84633 0 13429 VARIAN MED SYS INC COM 92220P105 19 400 SH CALL DEFINED 15,23,24 400 0 0 VARIAN MED SYS INC COM 92220P105 3522 74040 SH DEFINED 30,38 74040 0 0 VARIAN INC COM 922206107 0 3 SH DEFINED 6,10 3 0 0 VARIAN INC COM 922206107 127 2825 SH DEFINED 6,10,11 2825 0 0 VARIAN INC COM 922206107 82 1833 SH DEFINED 12 1833 0 0 VARIAN INC COM 922206107 19 418 SH DEFINED 14,15,23 418 0 0 VARIAN INC COM 922206107 504 11262 SH DEFINED 15,23,24 11087 0 175 VARIAN INC COM 922206107 282 6300 SH DEFINED 29 6300 0 0 VARIAN INC COM 922206107 896 20000 SH DEFINED 30,38 20000 0 0 VARIAN SEMICONDUCTOR COM 922207105 651 14297 SH DEFINED 6,10 14297 0 0 VARIAN SEMICONDUCTOR COM 922207105 91 2007 SH DEFINED 12 2007 0 0 VARIAN SEMICONDUCTOR COM 922207105 1743 38300 SH CALL DEFINED 14,15,23 38300 0 0 VARIAN SEMICONDUCTOR COM 922207105 1115 24500 SH PUT DEFINED 14,15,23 24500 0 0 VARIAN SEMICONDUCTOR COM 922207105 1263 27757 SH DEFINED 15,23,24 27471 0 286 VARIAN SEMICONDUCTOR COM 922207105 223 4900 SH DEFINED 29 4900 0 0 VASOGEN INC COM 92232F103 46 129488 SH DEFINED 15,23,24 121388 0 8100 VECTREN CORP COM 92240G101 0 9 SH DEFINED 6,10 9 0 0 VECTREN CORP COM 92240G101 72 2550 SH DEFINED 12 2550 0 0 VECTREN CORP COM 92240G101 2167 76613 SH DEFINED 15,23,24 70111 0 6501 VECTREN CORP COM 92240G101 145 5125 SH DEFINED 29 5125 0 0 VECTREN CORP COM 92240G101 235 8300 SH DEFINED 30,38 8300 0 0 VECTOR GROUP LTD NOTE 5.000 92240MAE8 4144 3366000 PRN DEFINED 15,23,24 3366000 0 0 VECTOR GROUP LTD COM 92240M108 9 486 SH DEFINED 12 486 0 0 VECTOR GROUP LTD COM 92240M108 687 38692 SH DEFINED 15,23,24 37033 0 1659 VEECO INSTRS INC DEL COM 922417100 147 7827 SH DEFINED 6,10 7827 0 0 VEECO INSTRS INC DEL COM 922417100 269 14359 SH DEFINED 15,23,24 13609 0 750 VENTAS INC COM 92276F100 376 8878 SH DEFINED 12 8878 0 0 VENTAS INC COM 92276F100 11638 275000 SH DEFINED 13,30 275000 0 0 VENTAS INC COM 92276F100 2041 48226 SH DEFINED 15,23,24 44033 0 4193 VENTAS INC COM 92276F100 330 7800 SH DEFINED 30,38 7800 0 0 VENTANA MED SYS INC COM 92276H106 0 3 SH DEFINED 6,10 3 0 0 VENTANA MED SYS INC COM 92276H106 317 7365 SH DEFINED 15,23,24 6995 0 370 VENTANA MED SYS INC COM 92276H106 2582 60000 SH DEFINED 30,38 60000 0 0 VANGUARD INDEX FDS MCAP VL IDX 922908512 3357 59221 SH DEFINED 15,23,24 50621 0 8600 VANGUARD INDEX FDS MCAP GR IDX 922908538 2425 43744 SH DEFINED 15,23,24 37876 0 5868 VANGUARD INDEX FDS REIT ETF 922908553 64 825 SH DEFINED 12 825 0 0 VANGUARD INDEX FDS REIT ETF 922908553 12319 159984 SH DEFINED 15,23,24 153240 0 6744 VANGUARD INDEX FDS SML CP GRW 922908595 12121 185757 SH DEFINED 15,23,24 176213 0 9544 VANGUARD INDEX FDS SM CP VAL E 922908611 89 1250 SH DEFINED 12 1250 0 0 VANGUARD INDEX FDS SM CP VAL E 922908611 16356 229951 SH DEFINED 15,23,24 215328 0 14623 VANGUARD INDEX FDS MID CAP ETF 922908629 9829 135330 SH DEFINED 15,23,24 128338 0 6991 VANGUARD INDEX FDS LARGE CAP E 922908637 14265 226685 SH DEFINED 15,23,24 202674 0 24011 VANGUARD INDEX FDS EXTEND MKT 922908652 2029 19892 SH DEFINED 15,23,24 18135 0 1757 VANGUARD INDEX FDS GROWTH ETF 922908736 712 12300 SH DEFINED 12 12300 0 0 VANGUARD INDEX FDS GROWTH ETF 922908736 82271 1421893 SH DEFINED 15,23,24 1356168 0 65725 VANGUARD INDEX FDS VALUE ETF 922908744 136 2000 SH DEFINED 12 2000 0 0 VANGUARD INDEX FDS VALUE ETF 922908744 65080 953831 SH DEFINED 15,23,24 889470 0 64361 VANGUARD INDEX FDS SMALL CP ET 922908751 7280 106894 SH DEFINED 15,23,24 95081 0 11812 VANGUARD INDEX FDS STK MRK ETF 922908769 3127 22304 SH DEFINED 12 22304 0 0 VANGUARD INDEX FDS STK MRK ETF 922908769 28604 204009 SH DEFINED 15,23,24 187586 0 16423 VEOLIA ENVIRONNEMENT SPONSORED A 92334N103 47 624 SH DEFINED 6,10 624 0 0 VEOLIA ENVIRONNEMENT SPONSORED A 92334N103 223 2959 SH DEFINED 12 2959 0 0 VEOLIA ENVIRONNEMENT SPONSORED A 92334N103 10312 137019 SH DEFINED 15,23,24 99759 0 37260 VERASUN ENERGY CORP COM 92336G106 54 2757 SH DEFINED 6,10 2757 0 0 VERASUN ENERGY CORP COM 92336G106 19 942 SH DEFINED 12 942 0 0 VERASUN ENERGY CORP COM 92336G106 197 9985 SH DEFINED 15,23,24 8565 0 1420 VERIFONE HLDGS INC COM 92342Y109 13 362 SH DEFINED 6,10 362 0 0 VERIFONE HLDGS INC COM 92342Y109 1 22 SH DEFINED 12 22 0 0 VERIFONE HLDGS INC COM 92342Y109 355 10027 SH DEFINED 15,23,24 9648 0 379 VERISIGN INC COM 92343E102 19517 811510 SH DEFINED 6,10 811510 0 0 VERISIGN INC COM 92343E102 56789 2361300 SH CALL DEFINED 6,10 2361300 0 0 VERISIGN INC COM 92343E102 652 27125 SH DEFINED 6,10,11 27125 0 0 VERISIGN INC COM 92343E102 54 2253 SH DEFINED 12 2253 0 0 VERISIGN INC COM 92343E102 137 5703 SH DEFINED 14,15,23 5703 0 0 VERISIGN INC COM 92343E102 2468 102600 SH CALL DEFINED 14,15,23 102600 0 0 VERISIGN INC COM 92343E102 4170 173400 SH PUT DEFINED 14,15,23 173400 0 0 VERISIGN INC COM 92343E102 23463 975583 SH DEFINED 15,23,24 823965 0 151618 VERISIGN INC COM 92343E102 5404 224700 SH CALL DEFINED 15,23,24 224700 0 0 VERISIGN INC COM 92343E102 361 15000 SH PUT DEFINED 15,23,24 15000 0 0 VERISIGN INC COM 92343E102 620 25799 SH DEFINED 15,18,23,25,26 25799 0 0 VERISIGN INC COM 92343E102 3327 138352 SH DEFINED 30,38 138352 0 0 VERITAS DGC INC COM 92343P107 781 9118 SH DEFINED 6,10 9118 0 0 VERITAS DGC INC COM 92343P107 9 110 SH DEFINED 12 110 0 0 VERITAS DGC INC COM 92343P107 143 1667 SH DEFINED 15,23,24 752 0 915 VERITAS DGC INC COM 92343P107 24576 287000 SH DEFINED 30,38 287000 0 0 VERIZON COMMUNICATIO COM 92343V104 1824 48972 SH DEFINED 3,8 0 0 48972 VERIZON COMMUNICATIO COM 92343V104 190053 5103457 SH DEFINED 6,10 5073039 0 30418 VERIZON COMMUNICATIO COM 92343V104 547 14700 SH PUT DEFINED 6,10 14700 0 0 VERIZON COMMUNICATIO COM 92343V104 775 20809 SH DEFINED 6,10,11 19609 0 1200 VERIZON COMMUNICATIO COM 92343V104 44896 1205593 SH DEFINED 12 1205593 0 0 VERIZON COMMUNICATIO COM 92343V104 3573 95940 SH DEFINED 14,15,23 95940 0 0 VERIZON COMMUNICATIO COM 92343V104 11719 314700 SH CALL DEFINED 14,15,23 314700 0 0 VERIZON COMMUNICATIO COM 92343V104 27267 732200 SH PUT DEFINED 14,15,23 732200 0 0 VERIZON COMMUNICATIO COM 92343V104 223078 5990270 SH DEFINED 15,23,24 5417316 0 572954 VERIZON COMMUNICATIO COM 92343V104 3981 106900 SH CALL DEFINED 15,23,24 106700 0 200 VERIZON COMMUNICATIO COM 92343V104 56 1500 SH PUT DEFINED 15,23,24 1500 0 0 VERIZON COMMUNICATIO COM 92343V104 3888 104410 SH DEFINED 15,18,23,25,26 104410 0 0 VERIZON COMMUNICATIO COM 92343V104 998 26800 SH DEFINED 29 26800 0 0 VERIZON COMMUNICATIO COM 92343V104 1931 51840 SH DEFINED 30,38 51840 0 0 VERSAR INC COM 925297103 115 28506 SH DEFINED 15,23,24 18506 0 10000 VERTEX PHARMACEUTICA NOTE 5.000 92532FAD2 82 86000 PRN DEFINED 15,23,24 13000 0 73000 VERTEX PHARMACEUTICA COM 92532F100 4018 107377 SH DEFINED 6,10 107377 0 0 VERTEX PHARMACEUTICA COM 92532F100 99 2656 SH DEFINED 12 2656 0 0 VERTEX PHARMACEUTICA COM 92532F100 1500 40088 SH DEFINED 14,15,23 40088 0 0 VERTEX PHARMACEUTICA COM 92532F100 9179 245300 SH CALL DEFINED 14,15,23 245300 0 0 VERTEX PHARMACEUTICA COM 92532F100 9520 254400 SH PUT DEFINED 14,15,23 254400 0 0 VERTEX PHARMACEUTICA COM 92532F100 4936 131912 SH DEFINED 15,23,24 114458 0 17454 VERTEX PHARMACEUTICA COM 92532F100 2234 59700 SH CALL DEFINED 15,23,24 59700 0 0 VERTEX PHARMACEUTICA COM 92532F100 4 100 SH PUT DEFINED 15,23,24 100 0 0 VERTEX PHARMACEUTICA COM 92532F100 1624 43400 SH DEFINED 15,18,23,25,26 43400 0 0 VERTEX PHARMACEUTICA COM 92532F100 202 5400 SH DEFINED 29 5400 0 0 VERTEX PHARMACEUTICA COM 92532F100 3555 95000 SH DEFINED 30,38 95000 0 0 VESTIN RLTY MTG II I COM 92549X102 68 13001 SH DEFINED 15,23,24 13001 0 0 VIAD CORP COM NEW 92552R406 221 5448 SH DEFINED 6,10 5448 0 0 VIAD CORP COM NEW 92552R406 1 14 SH DEFINED 12 14 0 0 VIAD CORP COM NEW 92552R406 423 10430 SH DEFINED 15,23,24 10382 0 48 VIASAT INC COM 92552V100 183 6131 SH DEFINED 6,10 6131 0 0 VIASAT INC COM 92552V100 299 10045 SH DEFINED 15,23,24 10045 0 0 VIACOM INC NEW CL A 92553P102 682 16639 SH DEFINED 6,10 16639 0 0 VIACOM INC NEW CL A 92553P102 12 300 SH DEFINED 6,10,11 300 0 0 VIACOM INC NEW CL A 92553P102 90 2204 SH DEFINED 14,15,23 2204 0 0 VIACOM INC NEW CL A 92553P102 180 4400 SH CALL DEFINED 14,15,23 4400 0 0 VIACOM INC NEW CL A 92553P102 1042 25405 SH DEFINED 15,23,24 19834 0 5571 VIACOM INC NEW CL B 92553P201 18 427 SH DEFINED 3,8 0 0 427 VIACOM INC NEW CL B 92553P201 2564 62494 SH DEFINED 6,10 62494 0 0 VIACOM INC NEW CL B 92553P201 218 5319 SH DEFINED 6,10,11 5319 0 0 VIACOM INC NEW CL B 92553P201 1829 44576 SH DEFINED 12 44576 0 0 VIACOM INC NEW CL B 92553P201 26706 650900 SH CALL DEFINED 14,15,23 650900 0 0 VIACOM INC NEW CL B 92553P201 12473 304000 SH PUT DEFINED 14,15,23 304000 0 0 VIACOM INC NEW CL B 92553P201 31824 775633 SH DEFINED 15,23,24 657924 0 117709 VIACOM INC NEW CL B 92553P201 67700 1650000 SH CALL DEFINED 15,23,24 1650000 0 0 VIACOM INC NEW CL B 92553P201 199 4850 SH DEFINED 15,18,23,25,26 4850 0 0 VIASYS HEALTHCARE IN COM NEW 92553Q209 230 8255 SH DEFINED 6,10 8255 0 0 VIASYS HEALTHCARE IN COM NEW 92553Q209 1 34 SH DEFINED 12 34 0 0 VIASYS HEALTHCARE IN COM NEW 92553Q209 142 5112 SH DEFINED 15,23,24 2579 0 2533 VIACELL INC COM 92554J105 360 76342 SH DEFINED 15,23,24 67962 0 8380 VICAL INC COM 925602104 151 23533 SH DEFINED 15,23,24 17438 0 6095 VICOR CORP COM 925815102 66 5905 SH DEFINED 6,10 5905 0 0 VICOR CORP COM 925815102 73 6573 SH DEFINED 15,23,24 6223 0 350 VIEWPOINT CORP COM 92672P108 49 73676 SH DEFINED 15,23,24 73676 0 0 VIGNETTE CORP COM NEW 926734401 80 4662 SH DEFINED 6,10 4662 0 0 VIGNETTE CORP COM NEW 926734401 23 1325 SH DEFINED 12 1325 0 0 VIGNETTE CORP COM NEW 926734401 354 20735 SH DEFINED 15,23,24 20359 0 376 VIGNETTE CORP COM NEW 926734401 51 3000 SH DEFINED 29 3000 0 0 VILLAGE SUPER MKT IN CL A NEW 927107409 1288 15061 SH DEFINED 15,23,24 11961 0 3100 VION PHARMACEUTICALS COM 927624106 64 47718 SH DEFINED 12 47718 0 0 VION PHARMACEUTICALS COM 927624106 10 7650 SH DEFINED 15,23,24 5650 0 2000 VIRGINIA COMM BANCOR COM 92778Q109 298 14971 SH DEFINED 15,23,24 13661 0 1310 VISTA GOLD CORP COM NEW 927926204 251 29048 SH DEFINED 15,23,24 25848 0 3200 VIROPHARMA INC COM 928241108 2 136 SH DEFINED 14,15,23 136 0 0 VIROPHARMA INC COM 928241108 1489 101700 SH CALL DEFINED 14,15,23 101700 0 0 VIROPHARMA INC COM 928241108 1211 82700 SH PUT DEFINED 14,15,23 82700 0 0 VIROPHARMA INC COM 928241108 1367 93372 SH DEFINED 15,23,24 77372 0 16000 VISHAY INTERTECHNOLO NOTE 3.625 928298AF5 32 32000 PRN DEFINED 12 32000 0 0 VISHAY INTERTECHNOLO NOTE 3.625 928298AF5 2 2000 PRN DEFINED 15,23,24 2000 0 0 VISHAY INTERTECHNOLO COM 928298108 447 33050 SH DEFINED 3,8 0 0 33050 VISHAY INTERTECHNOLO COM 928298108 44 3244 SH DEFINED 6,10 3244 0 0 VISHAY INTERTECHNOLO COM 928298108 3 200 SH DEFINED 6,10,11 200 0 0 VISHAY INTERTECHNOLO COM 928298108 6910 510368 SH DEFINED 12 510368 0 0 VISHAY INTERTECHNOLO COM 928298108 889 65645 SH DEFINED 14,15,23 65645 0 0 VISHAY INTERTECHNOLO COM 928298108 1931 142600 SH CALL DEFINED 14,15,23 142600 0 0 VISHAY INTERTECHNOLO COM 928298108 1718 126900 SH PUT DEFINED 14,15,23 126900 0 0 VISHAY INTERTECHNOLO COM 928298108 1775 131124 SH DEFINED 15,23,24 88039 0 43085 VISHAY INTERTECHNOLO COM 928298108 1895 139970 SH DEFINED 30,38 139970 0 0 VISICU INC COM 92831L204 318 28400 SH DEFINED 15,23,24 28100 0 300 VISTEON CORP COM 92839U107 3 317 SH DEFINED 6,10 317 0 0 VISTEON CORP COM 92839U107 144 16960 SH DEFINED 12 16960 0 0 VISTEON CORP COM 92839U107 2010 237000 SH CALL DEFINED 14,15,23 237000 0 0 VISTEON CORP COM 92839U107 4578 539900 SH PUT DEFINED 14,15,23 539900 0 0 VISTEON CORP COM 92839U107 1144 134915 SH DEFINED 15,23,24 132783 0 2132 VISTEON CORP COM 92839U107 339 40000 SH DEFINED 30,38 40000 0 0 VITAL IMAGES INC COM 92846N104 441 12666 SH DEFINED 15,23,24 4151 0 8515 VITRO SOCIEDAD ANONI SPONSORED A 928502301 74 13367 SH DEFINED 15,23,24 13225 0 142 VIVO PARTICIPACOES S SPON ADR PF 92855S101 90 21920 SH DEFINED 12 21920 0 0 VIVO PARTICIPACOES S SPON ADR PF 92855S101 5113 1246962 SH DEFINED 15,23,24 1162199 0 84763 VODAFONE GROUP PLC N SPONS ADR N 92857W209 17 612 SH DEFINED 6,10 612 0 0 VODAFONE GROUP PLC N SPONS ADR N 92857W209 2119 76267 SH DEFINED 6,10,11 75786 0 481 VODAFONE GROUP PLC N SPONS ADR N 92857W209 8743 314709 SH DEFINED 12 314709 0 0 VODAFONE GROUP PLC N SPONS ADR N 92857W209 7231 260300 SH CALL DEFINED 14,15,23 260300 0 0 VODAFONE GROUP PLC N SPONS ADR N 92857W209 5592 201300 SH PUT DEFINED 14,15,23 201300 0 0 VODAFONE GROUP PLC N SPONS ADR N 92857W209 55903 2012333 SH DEFINED 15,23,24 1722598 0 289735 VODAFONE GROUP PLC N SPONS ADR N 92857W209 156 5600 SH DEFINED 15,18,23,25,26 5600 0 0 VODAFONE GROUP PLC N SPONS ADR N 92857W209 23706 853333 SH DEFINED 15,18,23,25,28 853333 0 0 VODAFONE GROUP PLC N SPONS ADR N 92857W209 331 11912 SH DEFINED 29 11912 0 0 VODAFONE GROUP PLC N SPONS ADR N 92857W209 820 29517 SH DEFINED 30,38 29517 0 0 VOLCOM INC COM 92864N101 430 14536 SH DEFINED 15,23,24 11372 0 3164 VOLCANO CORPORATION COM 928645100 169 10300 SH DEFINED 15,23,24 5500 0 4800 VOLCANO CORPORATION COM 928645100 84 5100 SH DEFINED 29 5100 0 0 VOLT INFORMATION SCI COM 928703107 163 3237 SH DEFINED 6,10 3237 0 0 VOLT INFORMATION SCI COM 928703107 35 703 SH DEFINED 12 703 0 0 VOLT INFORMATION SCI COM 928703107 1109 22093 SH DEFINED 15,23,24 22093 0 0 VOLTERRA SEMICONDUCT COM 928708106 26 1700 SH CALL DEFINED 14,15,23 1700 0 0 VOLTERRA SEMICONDUCT COM 928708106 17 1100 SH PUT DEFINED 14,15,23 1100 0 0 VOLTERRA SEMICONDUCT COM 928708106 409 27281 SH DEFINED 15,23,24 20124 0 7157 VOLTERRA SEMICONDUCT COM 928708106 0 5 SH DEFINED 30,38 5 0 0 VOLVO AKTIEBOLAGET ADR B 928856400 2549 37075 SH DEFINED 15,23,24 14241 0 22834 VONAGE HLDGS CORP COM 92886T201 151 21800 SH DEFINED 14,15,23 21800 0 0 VONAGE HLDGS CORP COM 92886T201 1 100 SH CALL DEFINED 14,15,23 100 0 0 VONAGE HLDGS CORP COM 92886T201 111 16000 SH PUT DEFINED 14,15,23 16000 0 0 VONAGE HLDGS CORP COM 92886T201 5249 756349 SH DEFINED 15,23,24 743709 0 12640 VONAGE HLDGS CORP COM 92886T201 68 9800 SH DEFINED 29 9800 0 0 VORNADO RLTY TR SH BEN INT 929042109 10906 89760 SH DEFINED 6,10 89760 0 0 VORNADO RLTY TR SH BEN INT 929042109 6 50 SH DEFINED 6,10,11 50 0 0 VORNADO RLTY TR SH BEN INT 929042109 1427 11746 SH DEFINED 12 11746 0 0 VORNADO RLTY TR SH BEN INT 929042109 13474 110900 SH DEFINED 13,30 110900 0 0 VORNADO RLTY TR SH BEN INT 929042109 14745 121355 SH DEFINED 15,23,24 107796 0 13559 VORNADO RLTY TR SH BEN INT 929042109 249 2046 SH DEFINED 15,18,23,25,26 2046 0 0 VORNADO RLTY L P DEB 3.875 929043AC1 47 34000 PRN DEFINED 12 34000 0 0 VORNADO RLTY L P DBCV 3.625 929043AE7 982 983000 PRN DEFINED 15,23,24 983000 0 0 VOTORANTIM CELULOSE SPONSORED A 92906P106 296 15101 SH DEFINED 15,23,24 12438 0 2663 VOTORANTIM CELULOSE SPONSORED A 92906P106 714 36400 SH DEFINED 30,38 36400 0 0 VULCAN MATLS CO COM 929160109 791 8800 SH DEFINED 6,10 8800 0 0 VULCAN MATLS CO COM 929160109 13 150 SH DEFINED 6,10,11 150 0 0 VULCAN MATLS CO COM 929160109 6629 73757 SH DEFINED 12 73757 0 0 VULCAN MATLS CO COM 929160109 7256 80736 SH DEFINED 15,23,24 75104 0 5632 VULCAN MATLS CO COM 929160109 248 2763 SH DEFINED 15,18,23,25,26 2763 0 0 WCI CMNTYS INC COM 92923C104 29805 1553951 SH DEFINED 6,10 1553951 0 0 WCI CMNTYS INC COM 92923C104 105607 5506100 SH CALL DEFINED 6,10 5506100 0 0 WCI CMNTYS INC COM 92923C104 25 1300 SH DEFINED 12 1300 0 0 WCI CMNTYS INC COM 92923C104 1341 69900 SH DEFINED 14,15,23 69900 0 0 WCI CMNTYS INC COM 92923C104 5198 271000 SH CALL DEFINED 14,15,23 271000 0 0 WCI CMNTYS INC COM 92923C104 10754 560700 SH PUT DEFINED 14,15,23 560700 0 0 WCI CMNTYS INC COM 92923C104 2036 106140 SH DEFINED 15,23,24 76758 0 29382 WD-40 CO COM 929236107 151 4336 SH DEFINED 6,10 4336 0 0 WD-40 CO COM 929236107 886 25405 SH DEFINED 6,10,11 25155 0 250 WD-40 CO COM 929236107 8 240 SH DEFINED 12 240 0 0 WD-40 CO COM 929236107 552 15829 SH DEFINED 15,23,24 11062 0 4767 WD-40 CO COM 929236107 77 2200 SH DEFINED 29 2200 0 0 WGL HLDGS INC COM 92924F106 0 6 SH DEFINED 6,10 6 0 0 WGL HLDGS INC COM 92924F106 26 800 SH DEFINED 6,10,11 800 0 0 WGL HLDGS INC COM 92924F106 41 1260 SH DEFINED 12 1260 0 0 WGL HLDGS INC COM 92924F106 8069 247673 SH DEFINED 15,23,24 238950 0 8723 WGL HLDGS INC COM 92924F106 81 2500 SH DEFINED 29 2500 0 0 WGL HLDGS INC COM 92924F106 186 5700 SH DEFINED 30,38 5700 0 0 W-H ENERGY SVCS INC COM 92925E108 369 7587 SH DEFINED 6,10 7587 0 0 W-H ENERGY SVCS INC COM 92925E108 6 130 SH DEFINED 6,10,11 130 0 0 W-H ENERGY SVCS INC COM 92925E108 59 1215 SH DEFINED 12 1215 0 0 W-H ENERGY SVCS INC COM 92925E108 706 14509 SH DEFINED 15,23,24 14203 0 306 W-H ENERGY SVCS INC COM 92925E108 351 7200 SH DEFINED 30,38 7200 0 0 W HLDG CO INC COM 929251106 125 21030 SH DEFINED 12 21030 0 0 W HLDG CO INC COM 929251106 226 37861 SH DEFINED 15,23,24 33412 0 4449 W HLDG CO INC COM 929251106 162 27100 SH DEFINED 30,38 27100 0 0 WCA WASTE CORP COM 92926K103 95 11800 SH DEFINED 15,23,24 11800 0 0 WMS INDS INC COM 929297109 212 6087 SH DEFINED 6,10 6087 0 0 WMS INDS INC COM 929297109 88 2518 SH DEFINED 12 2518 0 0 WMS INDS INC COM 929297109 407 11676 SH DEFINED 15,23,24 10976 0 700 W P CAREY & CO LLC COM 92930Y107 1644 54660 SH DEFINED 15,23,24 44066 0 10594 WPP GROUP PLC SPON ADR 09 929309409 136 2000 SH DEFINED 6,10,11 2000 0 0 WPP GROUP PLC SPON ADR 09 929309409 1062 15662 SH DEFINED 12 15662 0 0 WPP GROUP PLC SPON ADR 09 929309409 2880 42486 SH DEFINED 15,23,24 30070 0 12415 WPP GROUP PLC SPON ADR 09 929309409 23160 341700 SH DEFINED 15,18,23,25,28 341700 0 0 WPP GROUP PLC SPON ADR 09 929309409 922 13600 SH DEFINED 29 13600 0 0 WPS RESOURCES CORP COM 92931B106 0 5 SH DEFINED 6,10 5 0 0 WPS RESOURCES CORP COM 92931B106 22 400 SH DEFINED 6,10,11 400 0 0 WPS RESOURCES CORP COM 92931B106 91 1687 SH DEFINED 12 1687 0 0 WPS RESOURCES CORP COM 92931B106 882 16328 SH DEFINED 15,23,24 13175 0 3152 WPCS INTL INC COM NEW 92931L203 1358 131953 SH DEFINED 15,23,24 109553 0 22400 WSFS FINL CORP COM 929328102 466 6966 SH DEFINED 15,23,24 5926 0 1040 WABASH NATL CORP COM 929566107 119 7848 SH DEFINED 6,10 7848 0 0 WABASH NATL CORP COM 929566107 11 725 SH DEFINED 12 725 0 0 WABASH NATL CORP COM 929566107 167 11083 SH DEFINED 15,23,24 11083 0 0 WABTEC CORP COM 929740108 3 99 SH DEFINED 6,10 99 0 0 WABTEC CORP COM 929740108 1221 40200 SH DEFINED 6,10,11 40200 0 0 WABTEC CORP COM 929740108 288 9485 SH DEFINED 12 9485 0 0 WABTEC CORP COM 929740108 983 32354 SH DEFINED 15,23,24 25850 0 6504 WABTEC CORP COM 929740108 258 8500 SH DEFINED 29 8500 0 0 WABTEC CORP COM 929740108 419 13800 SH DEFINED 30,38 13800 0 0 WACHOVIA CORP 2ND NE COM 929903102 14065 246970 SH DEFINED 6,10 246970 0 0 WACHOVIA CORP 2ND NE COM 929903102 4271 75000 SH CALL DEFINED 6,10 75000 0 0 WACHOVIA CORP 2ND NE COM 929903102 4271 75000 SH PUT DEFINED 6,10 75000 0 0 WACHOVIA CORP 2ND NE COM 929903102 2326 40843 SH DEFINED 6,10,11 40843 0 0 WACHOVIA CORP 2ND NE COM 929903102 16255 285433 SH DEFINED 12 285433 0 0 WACHOVIA CORP 2ND NE COM 929903102 43197 758500 SH CALL DEFINED 14,15,23 758500 0 0 WACHOVIA CORP 2ND NE COM 929903102 29876 524600 SH PUT DEFINED 14,15,23 524600 0 0 WACHOVIA CORP 2ND NE COM 929903102 104790 1840029 SH DEFINED 15,23,24 1541283 0 298745 WACHOVIA CORP 2ND NE COM 929903102 4195 73654 SH CALL DEFINED 15,23,24 73654 0 0 WACHOVIA CORP 2ND NE COM 929903102 89605 1573400 SH PUT DEFINED 15,23,24 1573400 0 0 WACHOVIA CORP 2ND NE COM 929903102 90 1576 SH DEFINED 15,18,23,25,26 1576 0 0 WACHOVIA CORP 2ND NE COM 929903102 564 9900 SH DEFINED 29 9900 0 0 WACHOVIA CORP 2ND NE COM 929903102 179 3135 SH DEFINED 30,38 3135 0 0 WACOAL HOLDINGS CORP ADR 930004205 244 3589 SH DEFINED 12 3589 0 0 WACOAL HOLDINGS CORP ADR 930004205 6 85 SH DEFINED 15,23,24 85 0 0 WADDELL & REED FINL CL A 930059100 0 10 SH DEFINED 6,10 10 0 0 WADDELL & REED FINL CL A 930059100 112 4079 SH DEFINED 12 4079 0 0 WADDELL & REED FINL CL A 930059100 175 6394 SH DEFINED 15,23,24 6394 0 0 WADDELL & REED FINL CL A 930059100 159 5800 SH DEFINED 30,38 5800 0 0 WAL MART STORES INC COM 931142103 212 4600 SH DEFINED 3,8 0 0 4600 WAL MART STORES INC COM 931142103 40339 873506 SH DEFINED 6,10 873506 0 0 WAL MART STORES INC COM 931142103 1732 37500 SH CALL DEFINED 6,10 37500 0 0 WAL MART STORES INC COM 931142103 10391 225000 SH PUT DEFINED 6,10 225000 0 0 WAL MART STORES INC COM 931142103 2081 45065 SH DEFINED 6,10,11 44815 0 250 WAL MART STORES INC COM 931142103 43781 948053 SH DEFINED 12 948053 0 0 WAL MART STORES INC COM 931142103 81582 1766600 SH CALL DEFINED 14,15,23 1766600 0 0 WAL MART STORES INC COM 931142103 49824 1078900 SH PUT DEFINED 14,15,23 1078900 0 0 WAL MART STORES INC COM 931142103 2034 44041 SH DEFINED 2,5,6,9,10,17,19,20,27 44041 0 0 WAL MART STORES INC COM 931142103 181890 3938707 SH DEFINED 15,23,24 3125397 0 813310 WAL MART STORES INC COM 931142103 59383 1285900 SH CALL DEFINED 15,23,24 1284400 0 1500 WAL MART STORES INC COM 931142103 33148 717800 SH PUT DEFINED 15,23,24 717800 0 0 WAL MART STORES INC COM 931142103 4316 93456 SH DEFINED 15,18,23,25,26 93456 0 0 WALGREEN CO COM 931422109 5008 109136 SH DEFINED 6,10 109136 0 0 WALGREEN CO COM 931422109 496 10800 SH CALL DEFINED 6,10 10800 0 0 WALGREEN CO COM 931422109 303 6607 SH DEFINED 6,10,11 6607 0 0 WALGREEN CO COM 931422109 41207 897947 SH DEFINED 12 897947 0 0 WALGREEN CO COM 931422109 14065 306500 SH CALL DEFINED 14,15,23 306500 0 0 WALGREEN CO COM 931422109 12556 273600 SH PUT DEFINED 14,15,23 273600 0 0 WALGREEN CO COM 931422109 52740 1149269 SH DEFINED 15,23,24 927501 0 221768 WALGREEN CO COM 931422109 7884 171800 SH CALL DEFINED 15,23,24 171800 0 0 WALGREEN CO COM 931422109 244 5327 SH DEFINED 15,18,23,25,26 5327 0 0 WALTER INDS INC COM 93317Q105 3 98 SH DEFINED 6,10 98 0 0 WALTER INDS INC COM 93317Q105 743 27460 SH DEFINED 6,10,11 27460 0 0 WALTER INDS INC COM 93317Q105 24 897 SH DEFINED 12 897 0 0 WALTER INDS INC COM 93317Q105 134 4940 SH DEFINED 14,15,23 4940 0 0 WALTER INDS INC COM 93317Q105 1601 59200 SH CALL DEFINED 14,15,23 59200 0 0 WALTER INDS INC COM 93317Q105 1596 59000 SH PUT DEFINED 14,15,23 59000 0 0 WALTER INDS INC COM 93317Q105 4238 156685 SH DEFINED 15,23,24 92206 0 64479 WALTER INDS INC COM 93317Q105 3311 122400 SH CALL DEFINED 15,23,24 122400 0 0 WALTER INDS INC COM 93317Q105 23907 883800 SH DEFINED 30,38 883800 0 0 WARNACO GROUP INC COM NEW 934390402 43 1675 SH DEFINED 12 1675 0 0 WARNACO GROUP INC COM NEW 934390402 1141 44969 SH DEFINED 15,23,24 41354 0 3615 WARNACO GROUP INC COM NEW 934390402 77 3033 SH DEFINED 30,38 3033 0 0 WARNER MUSIC GROUP C COM 934550104 2 99 SH DEFINED 6,10 99 0 0 WARNER MUSIC GROUP C COM 934550104 185 8054 SH DEFINED 15,23,24 7314 0 740 WARNER MUSIC GROUP C COM 934550104 191 8304 SH DEFINED 15,18,23,25,26 8304 0 0 WARREN RES INC COM 93564A100 17 1490 SH DEFINED 12 1490 0 0 WARREN RES INC COM 93564A100 165 14068 SH DEFINED 15,23,24 13158 0 910 WASHINGTON FED INC COM 938824109 0 10 SH DEFINED 6,10 10 0 0 WASHINGTON FED INC COM 938824109 7 300 SH DEFINED 6,10,11 300 0 0 WASHINGTON FED INC COM 938824109 8 339 SH DEFINED 12 339 0 0 WASHINGTON FED INC COM 938824109 1287 54713 SH DEFINED 15,23,24 51364 0 3349 WASHINGTON FED INC COM 938824109 83 3546 SH DEFINED 29 3546 0 0 WASHINGTON FED INC COM 938824109 173 7363 SH DEFINED 30,38 7363 0 0 WASHINGTON GROUP INT COM NEW 938862208 4 66 SH DEFINED 6,10 66 0 0 WASHINGTON GROUP INT COM NEW 938862208 66 1105 SH DEFINED 12 1105 0 0 WASHINGTON GROUP INT COM NEW 938862208 1456 24349 SH DEFINED 15,23,24 23949 0 400 WASHINGTON MUT INC COM 939322103 202 4436 SH DEFINED 3,8 0 0 4436 WASHINGTON MUT INC COM 939322103 6242 137214 SH DEFINED 6,10 137214 0 0 WASHINGTON MUT INC COM 939322103 4299 94500 SH CALL DEFINED 6,10 94500 0 0 WASHINGTON MUT INC COM 939322103 491 10800 SH DEFINED 6,10,11 10800 0 0 WASHINGTON MUT INC COM 939322103 7195 158159 SH DEFINED 12 158159 0 0 WASHINGTON MUT INC COM 939322103 12578 276500 SH CALL DEFINED 14,15,23 276500 0 0 WASHINGTON MUT INC COM 939322103 15417 338900 SH PUT DEFINED 14,15,23 338900 0 0 WASHINGTON MUT INC COM 939322103 113370 2492192 SH DEFINED 15,23,24 2248666 0 243525 WASHINGTON MUT INC COM 939322103 41 900 SH CALL DEFINED 15,23,24 900 0 0 WASHINGTON MUT INC COM 939322103 18232 400800 SH PUT DEFINED 15,23,24 400800 0 0 WASHINGTON MUT INC COM 939322103 36796 808875 SH DEFINED 15,18,23,25,26 808875 0 0 WASHINGTON MUT INC COM 939322103 2174 47800 SH DEFINED 29 47800 0 0 WASHINGTON POST CO CL B 939640108 101 135 SH DEFINED 6,10 135 0 0 WASHINGTON POST CO CL B 939640108 9 12 SH DEFINED 6,10,11 12 0 0 WASHINGTON POST CO CL B 939640108 56 75 SH DEFINED 12 75 0 0 WASHINGTON POST CO CL B 939640108 2291 3072 SH DEFINED 15,23,24 2258 0 813 WASHINGTON REAL ESTA SH BEN INT 939653101 209 5232 SH DEFINED 6,10,11 5232 0 0 WASHINGTON REAL ESTA SH BEN INT 939653101 44 1091 SH DEFINED 12 1091 0 0 WASHINGTON REAL ESTA SH BEN INT 939653101 1581 39530 SH DEFINED 15,23,24 27217 0 12312 WASHINGTON TR BANCOR COM 940610108 278 9959 SH DEFINED 15,23,24 9759 0 200 WASTE CONNECTIONS IN COM 941053100 478 11508 SH DEFINED 6,10 11508 0 0 WASTE CONNECTIONS IN COM 941053100 88 2118 SH DEFINED 12 2118 0 0 WASTE CONNECTIONS IN COM 941053100 2524 60744 SH DEFINED 15,23,24 54068 0 6676 WASTE CONNECTIONS IN COM 941053100 369 8890 SH DEFINED 29 8890 0 0 WASTE MGMT INC DEL COM 94106L109 136 3702 SH DEFINED 3,8 0 0 3702 WASTE MGMT INC DEL COM 94106L109 3021 82160 SH DEFINED 6,10 82160 0 0 WASTE MGMT INC DEL COM 94106L109 188 5101 SH DEFINED 6,10,11 5101 0 0 WASTE MGMT INC DEL COM 94106L109 1941 52800 SH DEFINED 12 52800 0 0 WASTE MGMT INC DEL COM 94106L109 6067 165000 SH CALL DEFINED 14,15,23 165000 0 0 WASTE MGMT INC DEL COM 94106L109 500 13600 SH PUT DEFINED 14,15,23 13600 0 0 WASTE MGMT INC DEL COM 94106L109 112698 3064941 SH DEFINED 15,23,24 2826306 0 238634 WASTE MGMT INC DEL COM 94106L109 305 8300 SH PUT DEFINED 15,23,24 7700 0 600 WASTE MGMT INC DEL COM 94106L109 2629 71500 SH DEFINED 15,18,23,25,26 71500 0 0 WASTE MGMT INC DEL COM 94106L109 3111 84600 SH DEFINED 30,38 84600 0 0 WASTE SERVICES INC D COM NEW 941075202 173 17552 SH DEFINED 15,23,24 16247 0 1305 WATERS CORP COM 941848103 468 9560 SH DEFINED 6,10 9560 0 0 WATERS CORP COM 941848103 111 2275 SH DEFINED 6,10,11 2275 0 0 WATERS CORP COM 941848103 195 3990 SH DEFINED 12 3990 0 0 WATERS CORP COM 941848103 537 10969 SH DEFINED 14,15,23 10969 0 0 WATERS CORP COM 941848103 588 12000 SH CALL DEFINED 14,15,23 12000 0 0 WATERS CORP COM 941848103 3624 74000 SH PUT DEFINED 14,15,23 74000 0 0 WATERS CORP COM 941848103 6420 131093 SH DEFINED 15,23,24 126781 0 4312 WATERS CORP COM 941848103 411 8400 SH DEFINED 30,38 8400 0 0 WATSCO INC COM 942622200 292 6200 SH DEFINED 6,10 6200 0 0 WATSCO INC COM 942622200 59 1249 SH DEFINED 12 1249 0 0 WATSCO INC COM 942622200 355 7528 SH DEFINED 15,23,24 6638 0 890 WATSCO INC COM 942622200 2169 46000 SH CALL DEFINED 15,23,24 46000 0 0 WATSCO INC COM 942622200 104 2215 SH DEFINED 29 2215 0 0 WATSON PHARMACEUTICA DBCV 1.750 942683AC7 92 100000 PRN DEFINED 15,23,24 100000 0 0 WATSON PHARMACEUTICA COM 942683103 272 10465 SH DEFINED 6,10 10465 0 0 WATSON PHARMACEUTICA COM 942683103 475 18240 SH DEFINED 6,10,11 17715 0 525 WATSON PHARMACEUTICA COM 942683103 424 16302 SH DEFINED 12 16302 0 0 WATSON PHARMACEUTICA COM 942683103 1575 60523 SH DEFINED 14,15,23 60523 0 0 WATSON PHARMACEUTICA COM 942683103 1950 74900 SH CALL DEFINED 14,15,23 74900 0 0 WATSON PHARMACEUTICA COM 942683103 2731 104900 SH PUT DEFINED 14,15,23 104900 0 0 WATSON PHARMACEUTICA COM 942683103 1009 38769 SH DEFINED 15,23,24 35897 0 2872 WATSON PHARMACEUTICA COM 942683103 124 4748 SH DEFINED 15,18,23,25,26 4748 0 0 WATSON PHARMACEUTICA COM 942683103 1385 53200 SH DEFINED 30,38 53200 0 0 WATSON WYATT WORLDWI CL A 942712100 611 13541 SH DEFINED 6,10 13541 0 0 WATSON WYATT WORLDWI CL A 942712100 70 1542 SH DEFINED 12 1542 0 0 WATSON WYATT WORLDWI CL A 942712100 4522 100156 SH DEFINED 15,23,24 90472 0 9683 WATTS WATER TECHNOLO CL A 942749102 386 9388 SH DEFINED 6,10 9388 0 0 WATTS WATER TECHNOLO CL A 942749102 41 1000 SH DEFINED 6,10,11 1000 0 0 WATTS WATER TECHNOLO CL A 942749102 61 1484 SH DEFINED 12 1484 0 0 WATTS WATER TECHNOLO CL A 942749102 11644 283229 SH DEFINED 15,23,24 231153 0 52076 WAUSAU PAPER CORP COM 943315101 169 11261 SH DEFINED 6,10 11261 0 0 WAUSAU PAPER CORP COM 943315101 58 3900 SH DEFINED 6,10,11 3900 0 0 WAUSAU PAPER CORP COM 943315101 85 5646 SH DEFINED 15,23,24 5646 0 0 WAUSAU PAPER CORP COM 943315101 193 12900 SH DEFINED 30,38 12900 0 0 WEBEX COMMUNICATIONS COM 94767L109 391 11204 SH DEFINED 6,10 11204 0 0 WEBEX COMMUNICATIONS COM 94767L109 16 450 SH DEFINED 6,10,11 450 0 0 WEBEX COMMUNICATIONS COM 94767L109 101 2907 SH DEFINED 12 2907 0 0 WEBEX COMMUNICATIONS COM 94767L109 813 23300 SH CALL DEFINED 14,15,23 23300 0 0 WEBEX COMMUNICATIONS COM 94767L109 590 16900 SH PUT DEFINED 14,15,23 16900 0 0 WEBEX COMMUNICATIONS COM 94767L109 623 17852 SH DEFINED 15,23,24 17653 0 199 WEBEX COMMUNICATIONS COM 94767L109 18 513 SH DEFINED 30,38 513 0 0 WEBMETHODS INC COM 94768C108 62 8436 SH DEFINED 6,10 8436 0 0 WEBMETHODS INC COM 94768C108 148 20046 SH DEFINED 15,23,24 20046 0 0 WEBMETHODS INC COM 94768C108 0 2 SH DEFINED 30,38 2 0 0 WEBSENSE INC COM 947684106 528 23145 SH DEFINED 6,10 23145 0 0 WEBSENSE INC COM 947684106 92 4028 SH DEFINED 12 4028 0 0 WEBSENSE INC COM 947684106 462 20236 SH DEFINED 15,23,24 20236 0 0 WEBSENSE INC COM 947684106 653 28609 SH DEFINED 30,38 28609 0 0 WEBMD CORP NOTE 3.125 94769MAG0 24781 25000000 PRN DEFINED 15,23,24 25000000 0 0 WEBMD HEALTH CORP CL A 94770V102 2474 61827 SH DEFINED 15,23,24 9822 0 52005 WEBSTER FINL CORP CO COM 947890109 1 20 SH DEFINED 3,8 0 0 20 WEBSTER FINL CORP CO COM 947890109 0 6 SH DEFINED 6,10 6 0 0 WEBSTER FINL CORP CO COM 947890109 722 14818 SH DEFINED 15,23,24 12248 0 2570 WEIGHT WATCHERS INTL COM 948626106 116 2207 SH DEFINED 6,10 2207 0 0 WEIGHT WATCHERS INTL COM 948626106 3 50 SH DEFINED 12 50 0 0 WEIGHT WATCHERS INTL COM 948626106 168 3206 SH DEFINED 14,15,23 3206 0 0 WEIGHT WATCHERS INTL COM 948626106 63 1200 SH PUT DEFINED 14,15,23 1200 0 0 WEIGHT WATCHERS INTL COM 948626106 349 6652 SH DEFINED 15,23,24 6290 0 362 WEIGHT WATCHERS INTL COM 948626106 110 2100 SH DEFINED 30,38 2100 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 5251 113883 SH DEFINED 6,10 113883 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 200 4337 SH DEFINED 6,10,11 4337 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 70 1517 SH DEFINED 12 1517 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 9163 198717 SH DEFINED 15,23,24 162204 0 36513 WEINGARTEN RLTY INVS SH BEN INT 948741103 373 8100 SH DEFINED 30,38 8100 0 0 WEIS MKTS INC COM 948849104 1037 25854 SH DEFINED 6,10,11 25854 0 0 WEIS MKTS INC COM 948849104 144 3601 SH DEFINED 12 3601 0 0 WEIS MKTS INC COM 948849104 228 5684 SH DEFINED 15,23,24 4984 0 700 WEIS MKTS INC COM 948849104 76 1900 SH DEFINED 29 1900 0 0 WELLCARE HEALTH PLAN COM 94946T106 70 1018 SH DEFINED 6,10 1018 0 0 WELLCARE HEALTH PLAN COM 94946T106 102 1476 SH DEFINED 12 1476 0 0 WELLCARE HEALTH PLAN COM 94946T106 1363 19779 SH DEFINED 15,23,24 19073 0 706 WELLMAN INC COM 949702104 26 8238 SH DEFINED 6,10 8238 0 0 WELLMAN INC COM 949702104 5955 1866791 SH DEFINED 15,23,24 1526692 0 340099 WELLPOINT INC COM 94973V107 554 7040 SH DEFINED 3,8 0 0 7040 WELLPOINT INC COM 94973V107 11612 147571 SH DEFINED 6,10 147571 0 0 WELLPOINT INC COM 94973V107 1589 20197 SH DEFINED 6,10,11 20157 0 40 WELLPOINT INC COM 94973V107 12945 164512 SH DEFINED 12 164512 0 0 WELLPOINT INC COM 94973V107 877 11149 SH DEFINED 14,15,23 11149 0 0 WELLPOINT INC COM 94973V107 27345 347500 SH CALL DEFINED 14,15,23 347500 0 0 WELLPOINT INC COM 94973V107 41792 531100 SH PUT DEFINED 14,15,23 531100 0 0 WELLPOINT INC COM 94973V107 200479 2547704 SH DEFINED 15,23,24 2214977 0 332726 WELLPOINT INC COM 94973V107 87 1100 SH CALL DEFINED 15,23,24 1100 0 0 WELLPOINT INC COM 94973V107 94 1200 SH PUT DEFINED 15,23,24 1200 0 0 WELLPOINT INC COM 94973V107 1692 21500 SH DEFINED 15,18,23,25,26 21500 0 0 WELLPOINT INC COM 94973V107 1495 19000 SH DEFINED 29 19000 0 0 WELLPOINT INC COM 94973V107 67 850 SH DEFINED 30,38 850 0 0 WELLS FARGO & CO NEW DBCV 949746FA4 60 60000 PRN DEFINED 12 60000 0 0 WELLS FARGO & CO NEW DBCV 949746FA4 57087 56903000 PRN DEFINED 15,23,24 56653000 0 250000 WELLS FARGO & CO NEW COM 949746101 106 2986 SH DEFINED 3,8 0 0 2986 WELLS FARGO & CO NEW COM 949746101 17714 498143 SH DEFINED 6,10 498143 0 0 WELLS FARGO & CO NEW COM 949746101 4223 118757 SH DEFINED 6,10,11 118657 0 100 WELLS FARGO & CO NEW COM 949746101 92502 2601295 SH DEFINED 12 2601295 0 0 WELLS FARGO & CO NEW COM 949746101 1769 49752 SH DEFINED 14,15,23 49752 0 0 WELLS FARGO & CO NEW COM 949746101 12144 341500 SH CALL DEFINED 14,15,23 341500 0 0 WELLS FARGO & CO NEW COM 949746101 28736 808100 SH PUT DEFINED 14,15,23 808100 0 0 WELLS FARGO & CO NEW COM 949746101 173387 4875904 SH DEFINED 15,23,24 3757313 0 1118591 WELLS FARGO & CO NEW COM 949746101 82 2300 SH CALL DEFINED 15,23,24 2300 0 0 WELLS FARGO & CO NEW COM 949746101 34945 982700 SH PUT DEFINED 15,23,24 981900 0 800 WELLS FARGO & CO NEW COM 949746101 1873 52664 SH DEFINED 15,18,23,25,26 52664 0 0 WELLS FARGO & CO NEW COM 949746101 2508 70540 SH DEFINED 30,38 70540 0 0 WENDYS INTL INC COM 950590109 321 9715 SH DEFINED 6,10 9715 0 0 WENDYS INTL INC COM 950590109 3 100 SH DEFINED 6,10,11 100 0 0 WENDYS INTL INC COM 950590109 1 16 SH DEFINED 12 16 0 0 WENDYS INTL INC COM 950590109 18630 563000 SH CALL DEFINED 14,15,23 563000 0 0 WENDYS INTL INC COM 950590109 11902 359700 SH PUT DEFINED 14,15,23 359700 0 0 WENDYS INTL INC COM 950590109 3584 108303 SH DEFINED 15,23,24 68917 0 39385 WENDYS INTL INC COM 950590109 13 400 SH CALL DEFINED 15,23,24 400 0 0 WENDYS INTL INC COM 950590109 437 13220 SH DEFINED 30,38 13220 0 0 WERNER ENTERPRISES I COM 950755108 2 104 SH DEFINED 6,10 104 0 0 WERNER ENTERPRISES I COM 950755108 11 625 SH DEFINED 6,10,11 625 0 0 WERNER ENTERPRISES I COM 950755108 7 395 SH DEFINED 12 395 0 0 WERNER ENTERPRISES I COM 950755108 151 8649 SH DEFINED 15,23,24 6986 0 1662 WERNER ENTERPRISES I COM 950755108 70 4000 SH DEFINED 29 4000 0 0 WERNER ENTERPRISES I COM 950755108 850 48628 SH DEFINED 30,38 48628 0 0 WESCO FINL CORP COM 950817106 28 61 SH DEFINED 6,10 61 0 0 WESCO FINL CORP COM 950817106 1734 3770 SH DEFINED 15,23,24 1728 0 2042 WESCO INTL INC COM 95082P105 418 7100 SH DEFINED 3,8 0 0 7100 WESCO INTL INC COM 95082P105 12 204 SH DEFINED 6,10 204 0 0 WESCO INTL INC COM 95082P105 104 1766 SH DEFINED 12 1766 0 0 WESCO INTL INC COM 95082P105 693 11781 SH DEFINED 15,23,24 8546 0 3235 WESCO INTL INC COM 95082P105 111 1885 SH DEFINED 29 1885 0 0 WEST BANCORPORATION CAP STK 95123P106 280 15765 SH DEFINED 15,23,24 15765 0 0 WEST COAST BANCORP O COM 952145100 203 5856 SH DEFINED 15,23,24 4933 0 923 WEST PHARMACEUTICAL COM 955306105 3 66 SH DEFINED 6,10 66 0 0 WEST PHARMACEUTICAL COM 955306105 32 619 SH DEFINED 12 619 0 0 WEST PHARMACEUTICAL COM 955306105 1137 22184 SH DEFINED 15,23,24 20962 0 1222 WEST PHARMACEUTICAL COM 955306105 92 1800 SH DEFINED 29 1800 0 0 WESTAR ENERGY INC COM 95709T100 556 21410 SH DEFINED 6,10 21410 0 0 WESTAR ENERGY INC COM 95709T100 99 3800 SH DEFINED 12 3800 0 0 WESTAR ENERGY INC COM 95709T100 1154 44467 SH DEFINED 15,23,24 38719 0 5748 WESTAR ENERGY INC COM 95709T100 97 3735 SH DEFINED 29 3735 0 0 WESTAR ENERGY INC COM 95709T100 1031 39720 SH DEFINED 30,38 39720 0 0 WESTAMERICA BANCORPO COM 957090103 0 3 SH DEFINED 6,10 3 0 0 WESTAMERICA BANCORPO COM 957090103 764 15097 SH DEFINED 15,23,24 3532 0 11565 WESTELL TECHNOLOGIES CL A 957541105 217 86673 SH DEFINED 15,23,24 85973 0 700 WESTERN ALLIANCE BAN COM 957638109 266 7644 SH DEFINED 15,23,24 7144 0 500 WESTERN ASSET EMRG M COM 95766A101 19 1078 SH DEFINED 12 1078 0 0 WESTERN ASSET EMRG M COM 95766A101 2249 126215 SH DEFINED 15,23,24 98336 0 27879 WESTERN ASSET EMRG M COM 95766A101 526 29500 SH DEFINED 15,18,23,25,26 29500 0 0 WESTERN ASSET GLB HI COM 95766B109 5462 403718 SH DEFINED 15,23,24 333441 0 70277 WESTERN AST EMRG MKT COM 95766C107 529 38578 SH DEFINED 15,23,24 37393 0 1185 WESTERN ASSET EMRG M COM 95766E103 769 59765 SH DEFINED 15,23,24 57736 0 2029 WESTERN ASSET EMRG M COM 95766E103 393 30500 SH DEFINED 15,18,23,25,26 30500 0 0 WESTERN ASSET GLB PT COM 95766G108 57 4490 SH DEFINED 12 4490 0 0 WESTERN ASSET GLB PT COM 95766G108 519 40734 SH DEFINED 15,23,24 40734 0 0 WESTERN ASSET HIGH I COM 95766H106 408 41209 SH DEFINED 15,23,24 36109 0 5100 WESTERN ASSET HIGH I COM 95766H106 75 7550 SH DEFINED 15,18,23,25,26 7550 0 0 WESTERN ASSET HIGH I COM 95766J102 12 1100 SH DEFINED 12 1100 0 0 WESTERN ASSET HIGH I COM 95766J102 4211 379698 SH DEFINED 15,23,24 319463 0 60234 WESTERN ASSET HIGH I COM 95766J102 175 15800 SH DEFINED 15,18,23,25,26 15800 0 0 WESTERN ASSET HIGH I COM 95766K109 2144 317574 SH DEFINED 15,23,24 294386 0 23187 WESTERN ASSET HIGH I COM 95766K109 72 10700 SH DEFINED 15,18,23,25,26 10700 0 0 WESTERN ASSETT MGD H COM 95766L107 1479 219054 SH DEFINED 15,23,24 157489 0 61564 WESTERN ASST MNG MUN COM 95766M105 38 3425 SH DEFINED 12 3425 0 0 WESTERN ASST MNG MUN COM 95766M105 4725 426852 SH DEFINED 15,23,24 319757 0 107094 WESTERN ASSET MUN HI COM 95766N103 12 1500 SH DEFINED 6,10,11 1500 0 0 WESTERN ASSET MUN HI COM 95766N103 12 1521 SH DEFINED 12 1521 0 0 WESTERN ASSET MUN HI COM 95766N103 95 12077 SH DEFINED 15,23,24 8998 0 3079 WESTERN ASSET CLAYMO COM SH BEN 95766Q106 245 21475 SH DEFINED 6,10,11 21475 0 0 WESTERN ASSET CLAYMO COM SH BEN 95766Q106 30 2603 SH DEFINED 12 2603 0 0 WESTERN ASSET CLAYMO COM SH BEN 95766Q106 3241 283768 SH DEFINED 15,23,24 213668 0 70100 WESTERN ASSET CLAYMO COM SH BEN 95766Q106 508 44500 SH DEFINED 15,18,23,25,26 44500 0 0 WSTRN ASSET/CLYMRE U COM 95766R104 1190 102853 SH DEFINED 6,10,11 102853 0 0 WSTRN ASSET/CLYMRE U COM 95766R104 12923 1116899 SH DEFINED 15,23,24 932046 0 184853 WSTRN ASSET/CLYMRE U COM 95766R104 190 16400 SH DEFINED 15,18,23,25,26 16400 0 0 WESTERN ASSET INCOME COM 95766T100 23 1500 SH DEFINED 6,10,11 1500 0 0 WESTERN ASSET INCOME COM 95766T100 1486 95734 SH DEFINED 15,23,24 46978 0 48756 WESTERN ASSET INFL M COM 95766U107 499 31363 SH DEFINED 15,23,24 29905 0 1457 WESTERN ASST MUN PRT COM 95766V105 55 4222 SH DEFINED 6,10,11 4222 0 0 WESTERN ASST MUN PRT COM 95766V105 2214 169558 SH DEFINED 15,23,24 164658 0 4900 WESTERN ASSET 2008 W COM 95766W103 58 5500 SH DEFINED 6,10,11 5500 0 0 WESTERN ASSET 2008 W COM 95766W103 2240 213558 SH DEFINED 15,23,24 196749 0 16809 WESTERN ASSET PREMIE SHS BEN INT 957664105 110 7255 SH DEFINED 6,10,11 7255 0 0 WESTERN ASSET PREMIE SHS BEN INT 957664105 2415 159400 SH DEFINED 15,23,24 91084 0 68315 WESTERN ASSET VAR RT COM 957667108 963 54451 SH DEFINED 15,23,24 48232 0 6218 WESTERN ASSET VAR RT COM 957667108 212 12000 SH DEFINED 15,18,23,25,26 12000 0 0 WESTERN ASSET WORLDW COM 957668106 78 5700 SH DEFINED 12 5700 0 0 WESTERN ASSET WORLDW COM 957668106 686 50072 SH DEFINED 15,23,24 47066 0 3006 WESTERN ASSET WORLDW COM 957668106 284 20700 SH DEFINED 15,18,23,25,26 20700 0 0 WESTERN DIGITAL CORP COM 958102105 4937 241280 SH DEFINED 3,8 0 0 241280 WESTERN DIGITAL CORP COM 958102105 5974 291992 SH DEFINED 6,10 139691 0 152301 WESTERN DIGITAL CORP COM 958102105 5 250 SH DEFINED 6,10,11 250 0 0 WESTERN DIGITAL CORP COM 958102105 15653 765038 SH DEFINED 12 765038 0 0 WESTERN DIGITAL CORP COM 958102105 3083 150686 SH DEFINED 14,15,23 150686 0 0 WESTERN DIGITAL CORP COM 958102105 2224 108700 SH CALL DEFINED 14,15,23 108700 0 0 WESTERN DIGITAL CORP COM 958102105 4724 230900 SH PUT DEFINED 14,15,23 230900 0 0 WESTERN DIGITAL CORP COM 958102105 4581 223897 SH DEFINED 15,23,24 172005 0 51892 WESTERN DIGITAL CORP COM 958102105 2251 110000 SH CALL DEFINED 15,23,24 110000 0 0 WESTERN DIGITAL CORP COM 958102105 1755 85800 SH DEFINED 30,38 85800 0 0 WESTERN ASSET INTM M COM 958435109 744 82654 SH DEFINED 15,23,24 61419 0 21234 WESTERN REFNG INC COM 959319104 8 310 SH DEFINED 12 310 0 0 WESTERN REFNG INC COM 959319104 206 8079 SH DEFINED 15,23,24 3643 0 4436 WESTERN REFNG INC COM 959319104 87 3400 SH DEFINED 29 3400 0 0 WESTERN UN CO COM 959802109 2175 97027 SH DEFINED 6,10 97027 0 0 WESTERN UN CO COM 959802109 5778 257700 SH CALL DEFINED 6,10 257700 0 0 WESTERN UN CO COM 959802109 1406 62709 SH DEFINED 6,10,11 62709 0 0 WESTERN UN CO COM 959802109 3707 165342 SH DEFINED 12 165342 0 0 WESTERN UN CO COM 959802109 2403 107189 SH DEFINED 14,15,23 107189 0 0 WESTERN UN CO COM 959802109 818 36500 SH CALL DEFINED 14,15,23 36500 0 0 WESTERN UN CO COM 959802109 2576 114900 SH PUT DEFINED 14,15,23 114900 0 0 WESTERN UN CO COM 959802109 61965 2763838 SH DEFINED 15,23,24 2507442 0 256396 WESTERN UN CO COM 959802109 1157 51600 SH DEFINED 29 51600 0 0 WESTERN UN CO COM 959802109 785 35000 SH DEFINED 30,38 35000 0 0 WESTLAKE CHEM CORP COM 960413102 39 1248 SH DEFINED 12 1248 0 0 WESTLAKE CHEM CORP COM 960413102 303 9663 SH DEFINED 15,23,24 7193 0 2470 WESTLAKE CHEM CORP COM 960413102 69 2200 SH DEFINED 29 2200 0 0 WESTLAKE CHEM CORP COM 960413102 160 5100 SH DEFINED 30,38 5100 0 0 WESTPAC BKG CORP SPONSORED A 961214301 885 9254 SH DEFINED 15,23,24 8005 0 1248 WESTWOOD ONE INC COM 961815107 0 8 SH DEFINED 6,10 8 0 0 WESTWOOD ONE INC COM 961815107 619 87694 SH DEFINED 15,23,24 83692 0 4002 WESTWOOD ONE INC COM 961815107 346 49000 SH DEFINED 30,38 49000 0 0 WET SEAL INC CL A 961840105 374 56146 SH DEFINED 14,15,23 56146 0 0 WET SEAL INC CL A 961840105 67 10000 SH CALL DEFINED 14,15,23 10000 0 0 WET SEAL INC CL A 961840105 81 12100 SH PUT DEFINED 14,15,23 12100 0 0 WET SEAL INC CL A 961840105 476 71301 SH DEFINED 15,23,24 56749 0 14552 WET SEAL INC CL A 961840105 1334 200000 SH DEFINED 30,38 200000 0 0 WEYERHAEUSER CO COM 962166104 1556 22024 SH DEFINED 6,10 22024 0 0 WEYERHAEUSER CO COM 962166104 21 302 SH DEFINED 6,10,11 302 0 0 WEYERHAEUSER CO COM 962166104 1639 23197 SH DEFINED 12 23197 0 0 WEYERHAEUSER CO COM 962166104 11283 159700 SH CALL DEFINED 14,15,23 159700 0 0 WEYERHAEUSER CO COM 962166104 12993 183900 SH PUT DEFINED 14,15,23 183900 0 0 WEYERHAEUSER CO COM 962166104 90057 1274688 SH DEFINED 15,23,24 1087153 0 187534 WEYERHAEUSER CO COM 962166104 4345 61500 SH PUT DEFINED 15,23,24 61500 0 0 WEYERHAEUSER CO COM 962166104 210 2966 SH DEFINED 15,18,23,25,26 2966 0 0 WEYERHAEUSER CO COM 962166104 2120 30000 SH DEFINED 30,38 30000 0 0 WHIRLPOOL CORP COM 963320106 607 7311 SH DEFINED 6,10 7311 0 0 WHIRLPOOL CORP COM 963320106 9 112 SH DEFINED 6,10,11 112 0 0 WHIRLPOOL CORP COM 963320106 3725 44873 SH DEFINED 12 44873 0 0 WHIRLPOOL CORP COM 963320106 6251 75297 SH DEFINED 14,15,23 75297 0 0 WHIRLPOOL CORP COM 963320106 31830 383400 SH CALL DEFINED 14,15,23 383400 0 0 WHIRLPOOL CORP COM 963320106 36512 439800 SH PUT DEFINED 14,15,23 439800 0 0 WHIRLPOOL CORP COM 963320106 5935 71490 SH DEFINED 15,23,24 67665 0 3825 WHIRLPOOL CORP COM 963320106 2034 24500 SH PUT DEFINED 15,23,24 24500 0 0 WHIRLPOOL CORP COM 963320106 548 6600 SH DEFINED 29 6600 0 0 WHIRLPOOL CORP COM 963320106 1519 18300 SH DEFINED 30,38 18300 0 0 WHITING PETE CORP NE COM 966387102 116 2485 SH DEFINED 12 2485 0 0 WHITING PETE CORP NE COM 966387102 205 4396 SH DEFINED 15,23,24 3915 0 481 WHITNEY HLDG CORP COM 966612103 665 20400 SH DEFINED 3,8 0 0 20400 WHITNEY HLDG CORP COM 966612103 541 16598 SH DEFINED 6,10 16598 0 0 WHITNEY HLDG CORP COM 966612103 137 4191 SH DEFINED 12 4191 0 0 WHITNEY HLDG CORP COM 966612103 412 12624 SH DEFINED 15,23,24 8421 0 4203 WHITNEY HLDG CORP COM 966612103 2 58 SH DEFINED 30,38 58 0 0 WHOLE FOODS MKT INC SDCV 966837AC0 10 10000 PRN DEFINED 15,23,24 10000 0 0 WHOLE FOODS MKT INC COM 966837106 617 13142 SH DEFINED 6,10 13142 0 0 WHOLE FOODS MKT INC COM 966837106 659 14042 SH DEFINED 12 14042 0 0 WHOLE FOODS MKT INC COM 966837106 17247 367500 SH CALL DEFINED 14,15,23 367500 0 0 WHOLE FOODS MKT INC COM 966837106 21616 460600 SH PUT DEFINED 14,15,23 460600 0 0 WHOLE FOODS MKT INC COM 966837106 23692 504846 SH DEFINED 15,23,24 406751 0 98095 WHOLE FOODS MKT INC COM 966837106 9 200 SH CALL DEFINED 15,23,24 200 0 0 WILD OATS MARKETS IN COM 96808B107 16 1144 SH DEFINED 12 1144 0 0 WILD OATS MARKETS IN COM 96808B107 4320 300382 SH DEFINED 15,23,24 259932 0 40450 WILD OATS MARKETS IN COM 96808B107 1 58 SH DEFINED 30,38 58 0 0 WILEY JOHN & SONS IN CL A 968223206 3 69 SH DEFINED 6,10 69 0 0 WILEY JOHN & SONS IN CL A 968223206 92 2400 SH DEFINED 12 2400 0 0 WILEY JOHN & SONS IN CL A 968223206 771 20039 SH DEFINED 15,23,24 10775 0 9264 WILEY JOHN & SONS IN CL B 968223305 120 3100 SH DEFINED 12 3100 0 0 WILEY JOHN & SONS IN CL B 968223305 290 7500 SH DEFINED 15,23,24 7500 0 0 WILLIAMS COAL SEAM G TR UNIT 969450105 152 14010 SH DEFINED 15,23,24 9248 0 4762 WILLIAMS COS INC DEL COM 969457100 2845 108904 SH DEFINED 6,10 108904 0 0 WILLIAMS COS INC DEL COM 969457100 1000 38300 SH CALL DEFINED 6,10 38300 0 0 WILLIAMS COS INC DEL COM 969457100 77 2930 SH DEFINED 6,10,11 2930 0 0 WILLIAMS COS INC DEL COM 969457100 1556 59584 SH DEFINED 12 59584 0 0 WILLIAMS COS INC DEL COM 969457100 10457 400331 SH DEFINED 14,15,23 400331 0 0 WILLIAMS COS INC DEL COM 969457100 19958 764100 SH CALL DEFINED 14,15,23 764100 0 0 WILLIAMS COS INC DEL COM 969457100 22813 873400 SH PUT DEFINED 14,15,23 873400 0 0 WILLIAMS COS INC DEL COM 969457100 46162 1767305 SH DEFINED 15,23,24 1489732 0 277572 WILLIAMS COS INC DEL COM 969457100 993 38000 SH PUT DEFINED 15,23,24 38000 0 0 WILLIAMS COS INC DEL COM 969457100 0 8 SH DEFINED 15,18,23,25,26 8 0 0 WILLIAMS COS INC DEL COM 969457100 846 32400 SH DEFINED 29 32400 0 0 WILLIAMS COS INC DEL COM 969457100 1738 66550 SH DEFINED 30,38 66550 0 0 WILLIAMS PARTNERS L COM UNIT L 96950F104 5654 146086 SH DEFINED 15,23,24 136586 0 9500 WILLIAMS SCOTSMAN IN COM 96950G102 25 1298 SH DEFINED 12 1298 0 0 WILLIAMS SCOTSMAN IN COM 96950G102 1166 59445 SH DEFINED 15,23,24 57024 0 2421 WILLIAMS SONOMA INC COM 969904101 163 5173 SH DEFINED 6,10 5173 0 0 WILLIAMS SONOMA INC COM 969904101 94 2999 SH DEFINED 12 2999 0 0 WILLIAMS SONOMA INC COM 969904101 720 22900 SH DEFINED 14,15,23 22900 0 0 WILLIAMS SONOMA INC COM 969904101 1346 42800 SH CALL DEFINED 14,15,23 42800 0 0 WILLIAMS SONOMA INC COM 969904101 1311 41700 SH PUT DEFINED 14,15,23 41700 0 0 WILLIAMS SONOMA INC COM 969904101 15479 492325 SH DEFINED 15,23,24 393795 0 98530 WILLOW FINANCIAL BAN COM 97111W101 195 13102 SH DEFINED 15,23,24 8602 0 4500 WILMINGTON TRUST COR COM 971807102 0 8 SH DEFINED 6,10 8 0 0 WILMINGTON TRUST COR COM 971807102 1467 34782 SH DEFINED 6,10,11 34307 0 475 WILMINGTON TRUST COR COM 971807102 35 840 SH DEFINED 12 840 0 0 WILMINGTON TRUST COR COM 971807102 2762 65507 SH DEFINED 15,23,24 39601 0 25906 WILSHIRE BANCORP INC COM 97186T108 74 3894 SH DEFINED 6,10 3894 0 0 WILSHIRE BANCORP INC COM 97186T108 118 6238 SH DEFINED 15,23,24 6238 0 0 WILSHIRE BANCORP INC COM 97186T108 87 4608 SH DEFINED 30,38 4608 0 0 WILSONS THE LEATHER COM 972463103 51 25100 SH DEFINED 15,23,24 20900 0 4200 WIMM BILL DANN FOODS SPONSORED A 97263M109 341 5119 SH DEFINED 15,23,24 4419 0 700 WIMM BILL DANN FOODS SPONSORED A 97263M109 204 3069 SH DEFINED 15,18,23,25,26 3069 0 0 WIND RIVER SYSTEMS I COM 973149107 8 733 SH DEFINED 6,10 733 0 0 WIND RIVER SYSTEMS I COM 973149107 8 795 SH DEFINED 12 795 0 0 WIND RIVER SYSTEMS I COM 973149107 902 88036 SH DEFINED 15,23,24 76399 0 11637 WINDSTREAM CORP COM 97381W104 498 35032 SH DEFINED 6,10 35032 0 0 WINDSTREAM CORP COM 97381W104 111 7839 SH DEFINED 6,10,11 7839 0 0 WINDSTREAM CORP COM 97381W104 2160 151866 SH DEFINED 12 151866 0 0 WINDSTREAM CORP COM 97381W104 1039 73034 SH DEFINED 14,15,23 73034 0 0 WINDSTREAM CORP COM 97381W104 51477 3620037 SH DEFINED 15,23,24 3420749 0 199287 WINDSTREAM CORP COM 97381W104 572 40200 SH DEFINED 29 40200 0 0 WINN DIXIE STORES IN COM NEW 974280307 35 2588 SH DEFINED 6,10,11 2588 0 0 WINN DIXIE STORES IN COM NEW 974280307 1666 123400 SH DEFINED 13,30 123400 0 0 WINN DIXIE STORES IN COM NEW 974280307 7101 526028 SH DEFINED 15,23,24 526028 0 0 WINNEBAGO INDS INC COM 974637100 262 7973 SH DEFINED 6,10 7973 0 0 WINNEBAGO INDS INC COM 974637100 25 750 SH DEFINED 12 750 0 0 WINNEBAGO INDS INC COM 974637100 81 2461 SH DEFINED 15,23,24 2461 0 0 WINSTON HOTELS INC COM 97563A102 4145 312865 SH DEFINED 15,23,24 299787 0 13077 WINTRUST FINANCIAL C COM 97650W108 310 6455 SH DEFINED 6,10 6455 0 0 WINTRUST FINANCIAL C COM 97650W108 141 2942 SH DEFINED 12 2942 0 0 WINTRUST FINANCIAL C COM 97650W108 313 6512 SH DEFINED 15,23,24 6212 0 300 WIPRO LTD SPON ADR 1 97651M109 57 3500 SH DEFINED 12 3500 0 0 WIPRO LTD SPON ADR 1 97651M109 36 2200 SH DEFINED 15,16,21-23 2200 0 0 WIPRO LTD SPON ADR 1 97651M109 3250 201233 SH DEFINED 15,23,24 190551 0 10682 WIPRO LTD SPON ADR 1 97651M109 199 12300 SH DEFINED 30,38 12300 0 0 WIRELESS FACILITIES COM 97653A103 264 92738 SH DEFINED 15,23,24 92613 0 125 WIRELESS HOLDRS TR DEPOSITRY R 97653L208 12500 207639 SH DEFINED 15,23,24 205539 0 2100 WISCONSIN ENERGY COR COM 976657106 240 5065 SH DEFINED 6,10 5065 0 0 WISCONSIN ENERGY COR COM 976657106 45 939 SH DEFINED 6,10,11 939 0 0 WISCONSIN ENERGY COR COM 976657106 2117 44612 SH DEFINED 12 44612 0 0 WISCONSIN ENERGY COR COM 976657106 1521 32056 SH DEFINED 15,23,24 23826 0 8230 WISDOMTREE TRUST TOTAL DIVID 97717W109 2937 50976 SH DEFINED 15,23,24 12059 0 38917 WISDOMTREE TRUST HG-YIELDING 97717W208 3422 59278 SH DEFINED 15,23,24 48982 0 10296 WISDOMTREE TRUST LARGECAP DI 97717W307 4471 77235 SH DEFINED 15,23,24 48333 0 28902 WISDOMTREE TRUST DIVID TOP 1 97717W406 2503 43118 SH DEFINED 15,23,24 30336 0 12782 WISDOMTREE TRUST MIDCAP DIVI 97717W505 2268 39898 SH DEFINED 15,23,24 20975 0 18923 WISDOMTREE TRUST SMALLCAP DI 97717W604 1594 27787 SH DEFINED 15,23,24 17484 0 10303 WISDOMTREE TRUST DIEFA FD 97717W703 1416 22925 SH DEFINED 15,23,24 22296 0 629 WISDOMTREE TRUST INTL SMCAP 97717W760 1426 22649 SH DEFINED 15,23,24 18063 0 4586 WISDOMTREE TRUST INTL MIDCAP 97717W778 2489 39033 SH DEFINED 15,23,24 28056 0 10977 WISDOMTREE TRUST INTL DV TOP 97717W786 7930 124548 SH DEFINED 15,23,24 88339 0 36209 WISDOMTREE TRUST INTL LRGCAP 97717W794 383 6275 SH DEFINED 15,23,24 4547 0 1728 WISDOMTREE TRUST DIEFA HG YD 97717W802 1640 26556 SH DEFINED 15,23,24 25858 0 698 WISDOMTREE TRUST PAC EXJP HG 97717W810 1109 17945 SH DEFINED 15,23,24 9923 0 8022 WISDOMTREE TRUST PAC EXJP TO 97717W828 1662 26409 SH DEFINED 15,23,24 18344 0 8065 WISDOMTREE TRUST JP SMALLCP 97717W836 567 11163 SH DEFINED 15,23,24 10547 0 616 WISDOMTREE TRUST JP HG-YIELD 97717W844 322 5581 SH DEFINED 15,23,24 5395 0 186 WISDOMTREE TRUST JP TOTAL DI 97717W851 1884 34039 SH DEFINED 15,23,24 20430 0 13609 WISDOMTREE TRUST EUROPE SMCP 97717W869 525 8046 SH DEFINED 15,23,24 7586 0 460 WISDOMTREE TRUST EUROPE HG-Y 97717W877 1430 23198 SH DEFINED 15,23,24 22023 0 1175 WISDOMTREE TRUST EUROPE TOT 97717W885 1407 22790 SH DEFINED 15,23,24 14732 0 8058 WITNESS SYS INC COM 977424100 17 949 SH DEFINED 12 949 0 0 WITNESS SYS INC COM 977424100 662 37791 SH DEFINED 15,23,24 35219 0 2572 WITNESS SYS INC COM 977424100 26 1500 SH CALL DEFINED 15,23,24 1500 0 0 WITNESS SYS INC COM 977424100 84 4800 SH DEFINED 29 4800 0 0 WITNESS SYS INC COM 977424100 56 3208 SH DEFINED 30,38 3208 0 0 WOLSELEY PLC SPONSORED A 97786P100 225 9200 SH DEFINED 12 9200 0 0 WOLSELEY PLC SPONSORED A 97786P100 966 39566 SH DEFINED 15,23,24 30925 0 8641 WOLVERINE TUBE INC COM 978093102 122 100250 SH DEFINED 15,23,24 74450 0 25800 WOLVERINE WORLD WIDE COM 978097103 404 14166 SH DEFINED 6,10 14166 0 0 WOLVERINE WORLD WIDE COM 978097103 134 4692 SH DEFINED 12 4692 0 0 WOLVERINE WORLD WIDE COM 978097103 489 17150 SH DEFINED 15,23,24 10290 0 6860 WOLVERINE WORLD WIDE COM 978097103 408 14300 SH DEFINED 30,38 14300 0 0 WOODWARD GOVERNOR CO COM 980745103 307 7740 SH DEFINED 6,10 7740 0 0 WOODWARD GOVERNOR CO COM 980745103 124 3114 SH DEFINED 12 3114 0 0 WOODWARD GOVERNOR CO COM 980745103 188 4729 SH DEFINED 15,23,24 4069 0 660 WOODWARD GOVERNOR CO COM 980745103 11 282 SH DEFINED 30,38 282 0 0 WORLD ACCEP CORP DEL COM 981419104 207 4416 SH DEFINED 6,10 4416 0 0 WORLD ACCEP CORP DEL COM 981419104 29 616 SH DEFINED 12 616 0 0 WORLD ACCEP CORP DEL COM 981419104 747 15903 SH DEFINED 15,23,24 15235 0 668 WORLD COLOR PRESS IN NOTE 6.000 981443AA2 6174 6236000 PRN DEFINED 15,23,24 6236000 0 0 WORLD FUEL SVCS CORP COM 981475106 320 7207 SH DEFINED 6,10 7207 0 0 WORLD FUEL SVCS CORP COM 981475106 342 7684 SH DEFINED 12 7684 0 0 WORLD FUEL SVCS CORP COM 981475106 150 3369 SH DEFINED 15,23,24 3184 0 185 WORLD FUEL SVCS CORP COM 981475106 36 800 SH DEFINED 29 800 0 0 WORLDGATE COMMUNICAT COM 98156L307 32 23841 SH DEFINED 15,23,24 23841 0 0 WORLD WRESTLING ENTM CL A 98156Q108 165 10145 SH DEFINED 15,23,24 9625 0 520 WORTHINGTON INDS INC COM 981811102 0 9 SH DEFINED 6,10 9 0 0 WORTHINGTON INDS INC COM 981811102 1155 65170 SH DEFINED 6,10,11 65170 0 0 WORTHINGTON INDS INC COM 981811102 80 4518 SH DEFINED 12 4518 0 0 WORTHINGTON INDS INC COM 981811102 2778 156767 SH DEFINED 15,23,24 104646 0 52120 WORTHINGTON INDS INC COM 981811102 520 29320 SH DEFINED 30,38 29320 0 0 WRIGHT EXPRESS CORP COM 98233Q105 2 50 SH DEFINED 12 50 0 0 WRIGHT EXPRESS CORP COM 98233Q105 1544 49520 SH DEFINED 15,23,24 46392 0 3128 WRIGHT MED GROUP INC COM 98235T107 77 3307 SH DEFINED 12 3307 0 0 WRIGHT MED GROUP INC COM 98235T107 125 5358 SH DEFINED 15,23,24 5358 0 0 WRIGLEY WM JR CO COM 982526105 195 3778 SH DEFINED 3,8 0 0 3778 WRIGLEY WM JR CO COM 982526105 932 18011 SH DEFINED 6,10 18011 0 0 WRIGLEY WM JR CO COM 982526105 2939 56828 SH DEFINED 6,10,11 55399 0 1429 WRIGLEY WM JR CO COM 982526105 8995 173924 SH DEFINED 12 173924 0 0 WRIGLEY WM JR CO COM 982526105 89619 1732776 SH DEFINED 15,23,24 1413693 0 319083 WRIGLEY WM JR CO COM 982526105 50 970 SH DEFINED 30,38 970 0 0 WYETH DBCV 983024AD2 320 295000 PRN DEFINED 12 295000 0 0 WYETH DBCV 983024AD2 1860 1713000 PRN DEFINED 15,23,24 1381000 0 332000 WYETH COM 983024100 4392 86244 SH DEFINED 3,8 0 0 86244 WYETH COM 983024100 53902 1058558 SH DEFINED 6,10 1004180 0 54378 WYETH COM 983024100 1113 21863 SH DEFINED 6,10,11 21863 0 0 WYETH COM 983024100 50172 985306 SH DEFINED 12 985306 0 0 WYETH COM 983024100 2340 45950 SH DEFINED 14,15,23 45950 0 0 WYETH COM 983024100 9721 190900 SH CALL DEFINED 14,15,23 190900 0 0 WYETH COM 983024100 13056 256400 SH PUT DEFINED 14,15,23 256400 0 0 WYETH COM 983024100 137 2700 SH DEFINED 2,5,6,9,10,17,19,20,27 2700 0 0 WYETH COM 983024100 164718 3234843 SH DEFINED 15,23,24 2757853 0 476990 WYETH COM 983024100 15974 313700 SH CALL DEFINED 15,23,24 313700 0 0 WYETH COM 983024100 2801 55000 SH PUT DEFINED 15,23,24 55000 0 0 WYETH COM 983024100 2683 52695 SH DEFINED 15,18,23,25,26 52695 0 0 WYETH COM 983024100 1907 37450 SH DEFINED 29 37450 0 0 WYETH COM 983024100 4328 85000 SH DEFINED 30,38 85000 0 0 WYNDHAM WORLDWIDE CO COM 98310W108 75 2342 SH DEFINED 3,8 0 0 2342 WYNDHAM WORLDWIDE CO COM 98310W108 581 18142 SH DEFINED 6,10 18142 0 0 WYNDHAM WORLDWIDE CO COM 98310W108 78 2446 SH DEFINED 6,10,11 1781 0 665 WYNDHAM WORLDWIDE CO COM 98310W108 699 21820 SH DEFINED 12 21820 0 0 WYNDHAM WORLDWIDE CO COM 98310W108 464 14500 SH CALL DEFINED 14,15,23 14500 0 0 WYNDHAM WORLDWIDE CO COM 98310W108 730 22800 SH PUT DEFINED 14,15,23 22800 0 0 WYNDHAM WORLDWIDE CO COM 98310W108 38424 1200000 SH DEFINED 15,23 1200000 0 0 WYNDHAM WORLDWIDE CO COM 98310W108 14101 440390 SH DEFINED 15,23,24 402034 0 38356 WYNDHAM WORLDWIDE CO COM 98310W108 419 13100 SH DEFINED 29 13100 0 0 WYNN RESORTS LTD COM 983134107 138 1468 SH DEFINED 6,10 1468 0 0 WYNN RESORTS LTD COM 983134107 71 760 SH DEFINED 12 760 0 0 WYNN RESORTS LTD COM 983134107 26250 279700 SH CALL DEFINED 14,15,23 279700 0 0 WYNN RESORTS LTD COM 983134107 45132 480900 SH PUT DEFINED 14,15,23 480900 0 0 WYNN RESORTS LTD COM 983134107 12819 136593 SH DEFINED 15,23,24 131140 0 5453 WYNN RESORTS LTD COM 983134107 484 5153 SH DEFINED 30,38 5153 0 0 XM SATELLITE RADIO H CL A 983759101 135 9364 SH DEFINED 6,10 9364 0 0 XM SATELLITE RADIO H CL A 983759101 38 2600 SH DEFINED 6,10,11 2600 0 0 XM SATELLITE RADIO H CL A 983759101 185 12773 SH DEFINED 12 12773 0 0 XM SATELLITE RADIO H CL A 983759101 12995 899300 SH CALL DEFINED 14,15,23 899300 0 0 XM SATELLITE RADIO H CL A 983759101 7436 514600 SH PUT DEFINED 14,15,23 514600 0 0 XM SATELLITE RADIO H CL A 983759101 5919 409610 SH DEFINED 15,23,24 300462 0 109148 XM SATELLITE RADIO H CL A 983759101 2906 201100 SH CALL DEFINED 15,23,24 201100 0 0 XTO ENERGY INC COM 98385X106 8 165 SH DEFINED 3,8 0 0 165 XTO ENERGY INC COM 98385X106 1560 33163 SH DEFINED 6,10 33163 0 0 XTO ENERGY INC COM 98385X106 5 116 SH DEFINED 6,10,11 116 0 0 XTO ENERGY INC COM 98385X106 878 18670 SH DEFINED 12 18670 0 0 XTO ENERGY INC COM 98385X106 4914 104432 SH DEFINED 14,15,23 104432 0 0 XTO ENERGY INC COM 98385X106 16390 348357 SH CALL DEFINED 14,15,23 348357 0 0 XTO ENERGY INC COM 98385X106 18713 397722 SH PUT DEFINED 14,15,23 397722 0 0 XTO ENERGY INC COM 98385X106 27324 580738 SH DEFINED 15,23,24 504560 0 76177 XTO ENERGY INC COM 98385X106 376 8000 SH DEFINED 15,18,23,25,26 8000 0 0 X-RITE INC COM 983857103 89 7218 SH DEFINED 6,10 7218 0 0 X-RITE INC COM 983857103 843 68563 SH DEFINED 15,23,24 21773 0 46790 XCEL ENERGY INC COM 98389B100 848 36780 SH DEFINED 6,10 36780 0 0 XCEL ENERGY INC COM 98389B100 89 3868 SH DEFINED 6,10,11 3868 0 0 XCEL ENERGY INC COM 98389B100 235 10191 SH DEFINED 12 10191 0 0 XCEL ENERGY INC COM 98389B100 7535 326776 SH DEFINED 15,23,24 266245 0 60530 XCEL ENERGY INC COM 98389B100 1195 51800 SH DEFINED 30,38 51800 0 0 XILINX INC COM 983919101 2525 106053 SH DEFINED 6,10 106053 0 0 XILINX INC COM 983919101 29 1200 SH DEFINED 6,10,11 1200 0 0 XILINX INC COM 983919101 320 13457 SH DEFINED 12 13457 0 0 XILINX INC COM 983919101 4172 175200 SH CALL DEFINED 14,15,23 175200 0 0 XILINX INC COM 983919101 2026 85100 SH PUT DEFINED 14,15,23 85100 0 0 XILINX INC COM 983919101 5638 236774 SH DEFINED 15,23,24 111340 0 125433 XILINX INC COM 983919101 71 3000 SH DEFINED 15,18,23,25,26 3000 0 0 XILINX INC COM 983919101 257 10800 SH DEFINED 29 10800 0 0 XILINX INC COM 983919101 194 8133 SH DEFINED 30,38 8133 0 0 XEROX CORP COM 984121103 681 40148 SH DEFINED 3,8 0 0 40148 XEROX CORP COM 984121103 1576 93007 SH DEFINED 6,10 93007 0 0 XEROX CORP COM 984121103 56 3322 SH DEFINED 6,10,11 3322 0 0 XEROX CORP COM 984121103 371 21879 SH DEFINED 12 21879 0 0 XEROX CORP COM 984121103 1797 105999 SH DEFINED 14,15,23 105999 0 0 XEROX CORP COM 984121103 1285 75800 SH CALL DEFINED 14,15,23 75800 0 0 XEROX CORP COM 984121103 4256 251100 SH PUT DEFINED 14,15,23 251100 0 0 XEROX CORP COM 984121103 11150 657840 SH DEFINED 15,23,24 507059 0 150780 XEROX CORP COM 984121103 1762 103970 SH DEFINED 30,38 103970 0 0 XERIUM TECHNOLOGIES COM 98416J100 4955 506173 SH DEFINED 15,23,24 448948 0 57225 YRC WORLDWIDE INC COM 984249102 4 105 SH DEFINED 6,10 105 0 0 YRC WORLDWIDE INC COM 984249102 74 1965 SH DEFINED 12 1965 0 0 YRC WORLDWIDE INC COM 984249102 1926 51041 SH DEFINED 14,15,23 51041 0 0 YRC WORLDWIDE INC COM 984249102 3411 90400 SH CALL DEFINED 14,15,23 90400 0 0 YRC WORLDWIDE INC COM 984249102 2856 75700 SH PUT DEFINED 14,15,23 75700 0 0 YRC WORLDWIDE INC COM 984249102 6556 173759 SH DEFINED 15,23,24 158107 0 15652 YRC WORLDWIDE INC COM 984249102 2264 60000 SH CALL DEFINED 15,23,24 60000 0 0 YRC WORLDWIDE INC COM 984249102 1075 28483 SH DEFINED 30,38 28483 0 0 YAHOO INC FRNT 984332AB2 19 15000 PRN DEFINED 12 15000 0 0 YAHOO INC FRNT 984332AB2 31726 24499000 PRN DEFINED 15,23,24 24499000 0 0 YAHOO INC COM 984332106 269 10538 SH DEFINED 3,8 0 0 10538 YAHOO INC COM 984332106 59563 2332131 SH DEFINED 6,10 2332131 0 0 YAHOO INC COM 984332106 44695 1750000 SH CALL DEFINED 6,10 1750000 0 0 YAHOO INC COM 984332106 61763 2418300 SH PUT DEFINED 6,10 2418300 0 0 YAHOO INC COM 984332106 35 1376 SH DEFINED 6,10,11 1376 0 0 YAHOO INC COM 984332106 1796 70311 SH DEFINED 12 70311 0 0 YAHOO INC COM 984332106 15966 625127 SH DEFINED 14,15,23 625127 0 0 YAHOO INC COM 984332106 41847 1638500 SH CALL DEFINED 14,15,23 1638500 0 0 YAHOO INC COM 984332106 67137 2628700 SH PUT DEFINED 14,15,23 2628700 0 0 YAHOO INC COM 984332106 41203 1613270 SH DEFINED 2,5,6,9,10,17,19,20,27 1613270 0 0 YAHOO INC COM 984332106 114575 4486095 SH DEFINED 15,23,24 3655482 0 830613 YAHOO INC COM 984332106 47361 1854400 SH CALL DEFINED 15,23,24 1854400 0 0 YAHOO INC COM 984332106 36589 1432600 SH PUT DEFINED 15,23,24 1432600 0 0 YAHOO INC COM 984332106 26 1001 SH DEFINED 15,18,23,25,26 1001 0 0 YAHOO INC COM 984332106 914 35800 SH DEFINED 29 35800 0 0 YAMANA GOLD INC COM 98462Y100 56 4270 SH DEFINED 6,10 4270 0 0 YAMANA GOLD INC COM 98462Y100 3187 241787 SH DEFINED 14,15,23 241787 0 0 YAMANA GOLD INC COM 98462Y100 1549 117500 SH CALL DEFINED 14,15,23 117500 0 0 YAMANA GOLD INC COM 98462Y100 4001 303600 SH PUT DEFINED 14,15,23 303600 0 0 YAMANA GOLD INC COM 98462Y100 3824 290140 SH DEFINED 15,23,24 239205 0 50935 YANKEE CANDLE INC COM 984757104 3 98 SH DEFINED 6,10 98 0 0 YANKEE CANDLE INC COM 984757104 9185 267933 SH DEFINED 15,23,24 267471 0 462 YANZHOU COAL MNG CO SPON ADR H 984846105 139 3418 SH DEFINED 12 3418 0 0 YANZHOU COAL MNG CO SPON ADR H 984846105 689 17000 SH DEFINED 15,16,21-23 17000 0 0 YANZHOU COAL MNG CO SPON ADR H 984846105 835 20609 SH DEFINED 15,23,24 8511 0 12098 YANZHOU COAL MNG CO SPON ADR H 984846105 12 296 SH DEFINED 15,18,23,25,26 296 0 0 YARDVILLE NATL BANCO COM 985021104 332 8796 SH DEFINED 15,23,24 4906 0 3890 YOUBET COM INC COM 987413101 51 13800 SH DEFINED 15,23,24 11000 0 2800 YUM BRANDS INC COM 988498101 3564 60608 SH DEFINED 6,10 60608 0 0 YUM BRANDS INC COM 988498101 298 5070 SH DEFINED 6,10,11 5070 0 0 YUM BRANDS INC COM 988498101 1035 17610 SH DEFINED 12 17610 0 0 YUM BRANDS INC COM 988498101 5033 85600 SH CALL DEFINED 14,15,23 85600 0 0 YUM BRANDS INC COM 988498101 4927 83800 SH PUT DEFINED 14,15,23 83800 0 0 YUM BRANDS INC COM 988498101 10939 186034 SH DEFINED 15,23,24 139735 0 46299 YUM BRANDS INC COM 988498101 5468 93000 SH CALL DEFINED 15,23,24 93000 0 0 YUM BRANDS INC COM 988498101 8291 141000 SH PUT DEFINED 15,23,24 141000 0 0 YUM BRANDS INC COM 988498101 1405 23900 SH DEFINED 15,18,23,25,26 23900 0 0 YUM BRANDS INC COM 988498101 376 6400 SH DEFINED 30,38 6400 0 0 ZALE CORP NEW COM 988858106 348 12337 SH DEFINED 6,10 12337 0 0 ZALE CORP NEW COM 988858106 114 4040 SH DEFINED 12 4040 0 0 ZALE CORP NEW COM 988858106 657 23298 SH DEFINED 15,23,24 22324 0 974 ZEBRA TECHNOLOGIES C CL A 989207105 111 3178 SH DEFINED 6,10 3178 0 0 ZEBRA TECHNOLOGIES C CL A 989207105 312 8962 SH DEFINED 12 8962 0 0 ZEBRA TECHNOLOGIES C CL A 989207105 1947 55975 SH DEFINED 15,23,24 53759 0 2216 ZENITH NATL INS CORP COM 989390109 437 9319 SH DEFINED 6,10 9319 0 0 ZENITH NATL INS CORP COM 989390109 34 721 SH DEFINED 12 721 0 0 ZENITH NATL INS CORP COM 989390109 211 4506 SH DEFINED 15,23,24 4506 0 0 ZENITH NATL INS CORP COM 989390109 141 3000 SH DEFINED 30,38 3000 0 0 ZEVEX INTL INC COM PAR $0. 98950E400 172 17500 SH DEFINED 15,23,24 17250 0 250 ZIMMER HLDGS INC COM 98956P102 4631 59079 SH DEFINED 6,10 59079 0 0 ZIMMER HLDGS INC COM 98956P102 1548 19748 SH DEFINED 6,10,11 19708 0 40 ZIMMER HLDGS INC COM 98956P102 4438 56622 SH DEFINED 12 56622 0 0 ZIMMER HLDGS INC COM 98956P102 13019 166100 SH CALL DEFINED 14,15,23 166100 0 0 ZIMMER HLDGS INC COM 98956P102 12972 165500 SH PUT DEFINED 14,15,23 165500 0 0 ZIMMER HLDGS INC COM 98956P102 24831 316806 SH DEFINED 15,23,24 268943 0 47863 ZIMMER HLDGS INC COM 98956P102 784 10000 SH DEFINED 30,38 10000 0 0 ZIONS BANCORPORATION COM 989701107 795 9647 SH DEFINED 6,10 9647 0 0 ZIONS BANCORPORATION COM 989701107 18 219 SH DEFINED 6,10,11 219 0 0 ZIONS BANCORPORATION COM 989701107 17 207 SH DEFINED 12 207 0 0 ZIONS BANCORPORATION COM 989701107 3101 37617 SH DEFINED 15,23,24 31724 0 5893 ZIONS BANCORPORATION COM 989701107 3602 43698 SH DEFINED 30,38 43698 0 0 ZIX CORP COM 98974P100 30 24997 SH DEFINED 15,23,24 23381 0 1616 ZORAN CORP COM 98975F101 56 3824 SH DEFINED 15,23,24 3199 0 625 ZORAN CORP COM 98975F101 267 18301 SH DEFINED 30,38 18301 0 0 ZOLTEK COS INC COM 98975W104 9 477 SH DEFINED 6,10 477 0 0 ZOLTEK COS INC COM 98975W104 376 19125 SH DEFINED 14,15,23 19125 0 0 ZOLTEK COS INC COM 98975W104 1340 68100 SH CALL DEFINED 14,15,23 68100 0 0 ZOLTEK COS INC COM 98975W104 423 21500 SH PUT DEFINED 14,15,23 21500 0 0 ZOLTEK COS INC COM 98975W104 1236 62835 SH DEFINED 15,23,24 50940 0 11895 ZUMIEZ INC COM 989817101 1 45 SH DEFINED 12 45 0 0 ZUMIEZ INC COM 989817101 1405 47553 SH DEFINED 15,23,24 44756 0 2797 ZWEIG FD COM 989834106 341 57872 SH DEFINED 6,10,11 57872 0 0 ZWEIG FD COM 989834106 32 5380 SH DEFINED 12 5380 0 0 ZWEIG FD COM 989834106 593 100583 SH DEFINED 15,23,24 86455 0 14128 ZWEIG TOTAL RETURN F COM 989837109 1 204 SH DEFINED 6,10,11 204 0 0 ZWEIG TOTAL RETURN F COM 989837109 1108 188076 SH DEFINED 15,23,24 178126 0 9950 ZYMOGENETICS INC COM 98985T109 2 105 SH DEFINED 12 105 0 0 ZYMOGENETICS INC COM 98985T109 562 36100 SH CALL DEFINED 14,15,23 36100 0 0 ZYMOGENETICS INC COM 98985T109 520 33400 SH PUT DEFINED 14,15,23 33400 0 0 ZYMOGENETICS INC COM 98985T109 156 10024 SH DEFINED 15,23,24 10024 0 0 ZYGO CORP COM 989855101 3 200 SH DEFINED 6,10,11 200 0 0 ZYGO CORP COM 989855101 1 42 SH DEFINED 12 42 0 0 ZYGO CORP COM 989855101 279 16989 SH DEFINED 15,23,24 9989 0 7000 ZOLL MED CORP COM 989922109 44 750 SH DEFINED 12 750 0 0 ZOLL MED CORP COM 989922109 1561 26811 SH DEFINED 15,23,24 26591 0 220
-----END PRIVACY-ENHANCED MESSAGE-----