-----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, Eu86WolF+Vdu2q1y98/qpUHmqlgo2Pf735QVH72SSKOOzxx8iTEMmbl21opVtyRx IgA4SYJaaakEfjeMU/BEFQ== 0000929638-09-001521.txt : 20091113 0000929638-09-001521.hdr.sgml : 20091113 20091113134206 ACCESSION NUMBER: 0000929638-09-001521 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091113 DATE AS OF CHANGE: 20091113 EFFECTIVENESS DATE: 20091113 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Ionic Capital Management LLC CENTRAL INDEX KEY: 0001386462 IRS NUMBER: 680629832 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12913 FILM NUMBER: 091180581 BUSINESS ADDRESS: STREET 1: 366 MADISON AVENUE STREET 2: 9TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 212-294-8505 MAIL ADDRESS: STREET 1: 366 MADISON AVENUE STREET 2: 9TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10017 13F-HR 1 ionic13f_112009.txt 13F REPORT FOR PERIOD ENDING 09/30/2009 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2009 Check here if Amendment [ ]; Amendment Number: ____ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Ionic Capital Management LLC Address: 366 Madison Avenue, 9th Floor New York, NY 10017 Form 13F File Number: 028-12913 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: John C. Richardson Title: General Counsel Phone: 212-294-8505 Signature, Place, and Date of Signing: /s/ John C. Richardson New York, NY November 13, 2009 [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report). [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the 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: 1 Form 13F Information Table Entry Total: 237 Form 13F Information Table Value Total: 1,982,164 (x$1000) 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. No.: Form 13F File Number: Name: 1 028-12955 Ionic Capital Partners LP FORM 13F INFORMATION TABLE NAME OF REPORTING MANAGER: IONIC CAPITAL MANAGEMENT LLC As of 09/30/09
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Shares or Name of Title of CUSIP Value Principal SH/ PUT/ Investment Other Voting Issuer Class Number (x$1000) Amount PRN CALL Discretion Managers Authority Sole Shared None 3M CO COM 88579Y101 10,332 140,000 PUT DEFINED 1 140,000 ABAXIS INC COM 002567105 3,603 134,700 CALL DEFINED 1 134,700 ABAXIS INC COM 002567105 214 8,000 PUT DEFINED 1 8,000 ADVANCED MICRO DEVICES INC COM 007903107 1,132 200,000 SH DEFINED 1 200,000 ADVANCED MICRO DEVICES INC COM 007903107 1,132 200,000 PUT DEFINED 1 200,000 AGFEED INDUSTRIES INC COM 00846L101 109 20,500 CALL DEFINED 1 20,500 ALTERA CORP COM 021441100 6,701 326,700 CALL DEFINED 1 326,700 AMAZON COM INC COM 023135106 5,630 60,300 CALL DEFINED 1 60,300 AMERICAN EXPRESS CO COM 025816109 4,712 139,000 PUT DEFINED 1 139,000 AMR CORP COM 001765106 3,666 461,100 PUT DEFINED 1 461,100 APOLLO GROUP INC CL A 037604105 7,367 100,000 PUT DEFINED 1 100,000 APOLLO GROUP INC CL A 037604105 3,271 44,400 SH DEFINED 1 44,400 APPLE INC COM 037833100 96,475 520,500 CALL DEFINED 1 520,500 APPLE INC COM 037833100 18,535 100,000 PUT DEFINED 1 100,000 ARVINMERITOR INC NOTE 4.625% 3/0043353AF8 12,684 16,635,000 PRN DEFINED 1 16,635,000 ATHEROS COMMUNICATIONS INC COM 04743P108 11,084 417,800 CALL DEFINED 1 417,800 ATHEROS COMMUNICATIONS INC COM 04743P108 9,286 350,000 PUT DEFINED 1 350,000 AVERY DENNISON CORP COM 053611109 2,726 75,700 CALL DEFINED 1 75,700 AVON PRODS INC COM 054303102 5,366 158,000 CALL DEFINED 1 158,000 BAIDU INC SPON ADR REP A 056752108 27,374 70,000 CALL DEFINED 1 70,000 BANCORP INC DEL COM 05969A105 934 163,355 SH DEFINED 1 163,355 BANK OF AMERICA CORPORATION COM 060505104 5,117 302,400 CALL DEFINED 1 302,400 BANRO CORP *W EXP 09/17/201066800111 223 140,000 SH DEFINED 1 140,000 BAXTER INTL INC COM 071813109 5,701 100,000 PUT DEFINED 1 100,000 BHP BILLITON PLC SPONSORED ADR 05545E209 13,053 236,900 SH DEFINED 1 236,900 BLACK BOX CORP DEL COM 091826107 1,734 69,100 CALL DEFINED 1 69,100 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 2,242 157,906 SH DEFINED 1 157,906 BOISE INC *W EXP 06/18/20109746Y113 1,162 1,903,628 SH DEFINED 1 1,903,628 BOSTON SCIENTIFIC CORP COM 101137107 2,648 250,000 SH DEFINED 1 250,000 BRIDGEPOINT ED INC COM 10807M105 70 4,555 SH DEFINED 1 4,555 BRIDGEPOINT ED INC COM 10807M105 331 21,700 CALL DEFINED 1 21,700 BRIDGEPOINT ED INC COM 10807M105 122 8,000 PUT DEFINED 1 8,000 BRINKS HOME SEC HLDGS INC COM 109699108 3,615 117,400 PUT DEFINED 1 117,400 BRINKS HOME SEC HLDGS INC COM 109699108 915 29,710 SH DEFINED 1 29,710 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 8,112 1,032,000 CALL DEFINED 1 1,032,000 BUFFALO WILD WINGS INC COM 119848109 4,739 113,900 CALL DEFINED 1 113,900 BUFFALO WILD WINGS INC COM 119848109 5,534 133,000 PUT DEFINED 1 133,000 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5,249 90,900 CALL DEFINED 1 90,900 CARNIVAL CORP PAIRED CTF 143658300 3,661 110,000 SH DEFINED 1 110,000 CAVIUM NETWORKS INC COM 14965A101 16,431 765,300 CALL DEFINED 1 765,300 CAVIUM NETWORKS INC COM 14965A101 18,127 844,300 PUT DEFINED 1 844,300 CBS CORP NEW CL B 124857202 3,302 273,998 SH DEFINED 1 273,998 CEPHALON INC COM 156708109 6,028 103,500 CALL DEFINED 1 103,500 CHENIERE ENERGY INC COM NEW 16411R208 366 125,000 CALL DEFINED 1 125,000 CHINA HLDGS ACQUISITION CORP *W EXP 11/16/20116942N114 121 378,800 SH DEFINED 1 378,800 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 36,627 557,400 CALL DEFINED 1 557,400 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 22,716 345,700 PUT DEFINED 1 345,700 CHINA SUNERGY CO LTD SPON ADR 16942X104 1,760 406,500 SH DEFINED 1 406,500 CIT GROUP INC COM 125581108 2,420 2,000,000 CALL DEFINED 1 2,000,000 CIT GROUP INC COM 125581108 605 500,000 PUT DEFINED 1 500,000 CITIGROUP INC COM 172967101 1,782 368,200 CALL DEFINED 1 368,200 CLARK HLDGS INC *W EXP 02/15/20118145M117 2 215,300 SH DEFINED 1 215,300 CNINSURE INC SPONSORED ADR 18976M103 1,148 50,000 CALL DEFINED 1 50,000 CNINSURE INC SPONSORED ADR 18976M103 1,433 62,400 PUT DEFINED 1 62,400 CNINSURE INC SPONSORED ADR 18976M103 1,893 82,458 SH DEFINED 1 82,458 COMCAST CORP NEW CL A 20030N101 1,688 100,000 CALL DEFINED 1 100,000 COMCAST CORP NEW CL A SPL 20030N200 1,047 65,100 SH DEFINED 1 65,100 COMCAST CORP NEW CL A 20030N101 2,026 120,000 PUT DEFINED 1 120,000 COMPLETE PRODUCTION SERVICES COM 20453E109 565 50,000 CALL DEFINED 1 50,000 CONAGRA FOODS INC COM 205887102 4,117 189,900 CALL DEFINED 1 189,900 CUBIC CORP COM 229669106 943 23,900 CALL DEFINED 1 23,900 CUBIC CORP COM 229669106 343 8,700 PUT DEFINED 1 8,700 DEVELOPERS DIVERSIFIED RLTY COM 251591103 965 104,453 SH DEFINED 1 104,453 DEVELOPERS DIVERSIFIED RLTY NOTE 3.000% 3/1251591AS2 14,280 16,000,000 PRN DEFINED 1 16,000,000 DIANA SHIPPING INC COM Y2066G104 7,918 609,100 CALL DEFINED 1 609,100 DIREXION SHS ETF TR DLY ENRGY BEAR3X25459W870 101 7,000 CALL DEFINED 1 7,000 DIREXION SHS ETF TR DLY ENRGY BEAR3X25459W870 251 17,400 PUT DEFINED 1 17,400 DIREXION SHS ETF TR DLY EMRGMKDLY EMRGMKT BULL25459W300 30,842 227,300 PUT DEFINED 1 227,300 DIREXION SHS ETF TR DLY EMRGMKDLY EMRGMKT BULL25459W300 1,133 8,348 SH DEFINED 1 8,348 DIREXION SHS ETF TR DLY ENRGY DLY ENRGY BULL3X25459W888 794 20,300 CALL DEFINED 1 20,300 DIREXION SHS ETF TR DLY ENRGY DLY ENRGY BULL3X25459W888 180 4,600 PUT DEFINED 1 4,600 DIREXION SHS ETF TR DLY FIN BUDLY FIN BULL NEW25459W516 79,995 974,000 CALL DEFINED 1 974,000 DIREXION SHS ETF TR DLY FIN BUDLY FIN BULL NEW25459W516 42,527 517,800 PUT DEFINED 1 517,800 DIREXION SHS ETF TR DLY SMCAP DLY SMCAP BULL3X25459W847 1,354 30,000 PUT DEFINED 1 30,000 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 3,167 121,682 SH DEFINED 1 121,682 DOW CHEM CO COM 260543103 2,352 90,200 CALL DEFINED 1 90,200 DRYSHIPS INC SHS Y2109Q101 10,650 1,606,300 CALL DEFINED 1 1,606,300 DRYSHIPS INC SHS Y2109Q101 1,326 200,000 SH DEFINED 1 200,000 DUKE REALTY CORP COM NEW 264411505 2,282 190,000 SH DEFINED 1 190,000 E HOUSE CHINA HLDGS LTD ADR 26852W103 5,865 274,600 CALL DEFINED 1 274,600 E HOUSE CHINA HLDGS LTD ADR 26852W103 1,664 77,900 PUT DEFINED 1 77,900 EBAY INC COM 278642103 11,979 507,600 CALL DEFINED 1 507,600 EL PASO CORP COM 28336L109 1,858 180,000 CALL DEFINED 1 180,000 ETHAN ALLEN INTERIORS INC COM 297602104 2,470 149,700 CALL DEFINED 1 149,700 ETHAN ALLEN INTERIORS INC COM 297602104 3,371 204,300 PUT DEFINED 1 204,300 EXELIXIS INC COM 30161Q104 3,609 565,600 CALL DEFINED 1 565,600 EXPRESS SCRIPTS INC COM 302182100 7,758 100,000 CALL DEFINED 1 100,000 EXXON MOBIL CORP COM 30231G102 7,746 112,900 CALL DEFINED 1 112,900 FLOWERS FOODS INC COM 343498101 5,970 227,100 CALL DEFINED 1 227,100 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 2,060 20,000 SH DEFINED 1 20,000 FREEPORT-MCMORAN COPPER & GO COM 35671D857 3,431 50,000 CALL DEFINED 1 50,000 FREEPORT-MCMORAN COPPER & GO COM 35671D857 27,444 400,000 PUT DEFINED 1 400,000 GATX CORP COM 361448103 2,236 80,000 SH DEFINED 1 80,000 GENZYME CORP COM 372917104 8,510 150,000 PUT DEFINED 1 150,000 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 4,326 109,500 CALL DEFINED 1 109,500 GOLDCORP INC NEW COM 380956409 48 1,200 SH DEFINED 1 1,200 GOLDCORP INC NEW *W EXP 06/09/201380956177 2,379 263,800 SH DEFINED 1 263,800 GOLDMAN SACHS GROUP INC COM 38141G104 37,644 204,200 CALL DEFINED 1 204,200 GOOGLE INC CL A 38259P508 30,594 61,700 CALL DEFINED 1 61,700 HANSEN NAT CORP COM 411310105 8,355 227,400 CALL DEFINED 1 227,400 HDFC BANK LTD ADR ADR REPS 3 SHS 40415F101 30,149 254,700 CALL DEFINED 1 254,700 HDFC BANK LTD ADR ADR REPS 3 SHS 40415F101 8,534 72,100 PUT DEFINED 1 72,100 HEALTH CARE REIT INC NOTE 4.750% 7/142217KAQ9 32,513 30,000,000 PRN DEFINED 1 30,000,000 HECLA MNG CO 6.5% CONV PFD 422704304 137 2,585 SH DEFINED 1 2,585 HECLA MNG CO COM 422704106 814 185,500 PUT DEFINED 1 185,500 HEICO CORP NEW CL A 422806208 7,599 224,101 SH DEFINED 1 224,101 HESS CORP COM 42809H107 35,925 672,000 CALL DEFINED 1 672,000 HOME DEPOT INC COM 437076102 9,324 350,000 CALL DEFINED 1 350,000 HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 60 2,000 CALL DEFINED 1 2,000 HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 17,489 585,900 PUT DEFINED 1 585,900 HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 1,946 65,209 SH DEFINED 1 65,209 HUMANA INC COM 444859102 3,491 93,600 CALL DEFINED 1 93,600 HUNTSMAN CORP COM 447011107 1,230 135,000 CALL DEFINED 1 135,000 INFORMATION SERVICES GROUP I *W EXP 01/31/20145675Y112 81 684,077 SH DEFINED 1 684,077 ISHARES SILVER TRUST ISHARES 46428Q109 170 10,400 CALL DEFINED 1 10,400 ISHARES SILVER TRUST ISHARES 46428Q109 6,757 412,500 PUT DEFINED 1 412,500 ISHARES SILVER TRUST ISHARES 46428Q109 1,367 83,473 SH DEFINED 1 83,473 ISHARES TR INDEX FTSE XNHUA IDX 464287184 27,744 678,000 CALL DEFINED 1 678,000 ISHARES TR INDEX MSCI EMERG MKT 464287234 40,856 1,050,000 CALL DEFINED 1 1,050,000 ISHARES TR INDEX BARCLYS 20+ YR 464287432 20,719 210,000 CALL DEFINED 1 210,000 ISTAR FINL INC FRNT 10/045031UBF7 3,611 7,000,000 PRN DEFINED 1 7,000,000 JETBLUE AIRWAYS CORP COM 477143101 2,691 450,000 CALL DEFINED 1 450,000 KB HOME COM 48666K109 2,344 141,091 SH DEFINED 1 141,091 KIMBERLY CLARK CORP COM 494368103 4,718 80,000 CALL DEFINED 1 80,000 KINROSS GOLD CORP COM NO PAR 496902404 423 19,500 SH DEFINED 1 19,500 LAS VEGAS SANDS CORP COM 517834107 3,856 229,000 CALL DEFINED 1 229,000 LAUDER ESTEE COS INC CL A 518439104 4,023 108,500 PUT DEFINED 1 108,500 LIBERTY GLOBAL INC COM SER A 530555101 339 15,000 SH DEFINED 1 15,000 LOEWS CORP COM 540424108 6,336 185,000 SH DEFINED 1 185,000 M D C HLDGS INC COM 552676108 1,737 50,000 CALL DEFINED 1 50,000 MCDONALDS CORP COM 580135101 2,340 41,000 CALL DEFINED 1 41,000 MEDTRONIC INC NOTE 1.500% 4/1585055AL0 20 20,000 PRN DEFINED 1 20,000 MEDTRONIC INC NOTE 1.625% 4/1585055AM8 89 90,000 PRN DEFINED 1 90,000 MGIC INVT CORP WIS COM 552848103 2,907 392,300 SH DEFINED 1 392,300 MGM MIRAGE COM 552953101 144 12,000 SH DEFINED 1 12,000 MGM MIRAGE COM 552953101 7,722 641,400 PUT DEFINED 1 641,400 MIDDLEBY CORP COM 596278101 8,582 156,000 CALL DEFINED 1 156,000 MIDDLEBY CORP COM 596278101 1,606 29,200 PUT DEFINED 1 29,200 MILLENNIUM INDIA ACQS COM IN *W EXP 07/19/20160039Q119 13 233,575 SH DEFINED 1 233,575 MILLENNIUM INDIA ACQS COM IN COM 60039Q101 499 246,006 SH DEFINED 1 246,006 MONSANTO CO NEW COM 61166W101 11,610 150,000 CALL DEFINED 1 150,000 MORGAN STANLEY N Y QULTY MUN 61745P528 5,440 400,000 CALL DEFINED 1 400,000 MYLAN INC PFD CONV 628530206 287 280 SH DEFINED 1 280 MYLAN INC COM 628530107 5,176 323,300 PUT DEFINED 1 323,300 NATIONAL RETAIL PROPERTIES I NOTE 3.950% 9/1637417AA4 5,327 5,000,000 PRN DEFINED 1 5,000,000 NETLOGIC MICROSYSTEMS INC COM 64118B100 8,973 199,400 CALL DEFINED 1 199,400 NETLOGIC MICROSYSTEMS INC COM 64118B100 900 20,000 PUT DEFINED 1 20,000 NEWMARKET CORP COM 651587107 16,049 172,500 CALL DEFINED 1 172,500 NEWMARKET CORP COM 651587107 11,472 123,300 PUT DEFINED 1 123,300 NEWS CORP CL A 65248E104 1,374 114,900 SH DEFINED 1 114,900 NFJ DIVID INT & PREM STRTGY COM SHS 65337H109 1,395 104,071 SH DEFINED 1 104,071 NORTH AMERN PALLADIUM LTD COM 656912102 1,594 535,000 SH DEFINED 1 535,000 NUCOR CORP COM 670346105 8,462 180,000 CALL DEFINED 1 180,000 ORBITZ WORLDWIDE INC COM 68557K109 1,545 250,000 CALL DEFINED 1 250,000 ORBITZ WORLDWIDE INC COM 68557K109 4,043 654,200 PUT DEFINED 1 654,200 ORBITZ WORLDWIDE INC COM 68557K109 22 3,600 SH DEFINED 1 3,600 OWENS CORNING NEW COM 690742101 88 3,900 CALL DEFINED 1 3,900 OWENS CORNING NEW *W EXP 10/30/201690742127 409 236,302 SH DEFINED 1 236,302 PANERA BREAD CO CL A 69840W108 41,910 762,000 CALL DEFINED 1 762,000 PANERA BREAD CO CL A 69840W108 14,680 266,900 PUT DEFINED 1 266,900 PEPSICO INC COM 713448108 23,464 400,000 CALL DEFINED 1 400,000 PERFECT WORLD CO LTD SPON ADR REP B 71372U104 29,692 617,300 CALL DEFINED 1 617,300 PERFECT WORLD CO LTD SPON ADR REP B 71372U104 14,858 308,900 PUT DEFINED 1 308,900 PETROQUEST ENERGY INC COM 716748108 1,947 300,000 CALL DEFINED 1 300,000 PIONEER NAT RES CO NOTE 2.875% 1/1723787AH0 8,651 8,900,000 PRN DEFINED 1 8,900,000 PMI GROUP INC COM 69344M101 7,737 1,820,557 SH DEFINED 1 1,820,557 PRICELINE COM INC COM NEW 741503403 30,644 184,800 CALL DEFINED 1 184,800 PRICELINE COM INC COM NEW 741503403 16,582 100,000 PUT DEFINED 1 100,000 PROCTER & GAMBLE CO COM 742718109 2,896 50,000 CALL DEFINED 1 50,000 PROLOGIS NOTE 1.875%11/1743410AR3 3,434 4,000,000 PRN DEFINED 1 4,000,000 PROSHARES TR PSHS ULT BASMATL74347R776 1,370 50,000 CALL DEFINED 1 50,000 PROSHARES TR PSHS ULT BASMATL74347R776 1,003 36,600 PUT DEFINED 1 36,600 PULTE HOMES INC COM 745867101 6,442 586,139 SH DEFINED 1 586,139 QWEST COMMUNICATIONS INTL IN COM 749121109 5,613 1,473,100 SH DEFINED 1 1,473,100 RADISYS CORP COM 750459109 2,779 319,800 SH DEFINED 1 319,800 RAYTHEON CO *W EXP 06/16/201755111119 4,231 369,523 SH DEFINED 1 369,523 RESEARCH IN MOTION LTD COM 760975102 9,678 143,100 CALL DEFINED 1 143,100 RESEARCH IN MOTION LTD COM 760975102 111,927 1,655,000 PUT DEFINED 1 1,655,000 ROBERT HALF INTL INC COM 770323103 2,652 106,000 CALL DEFINED 1 106,000 ROCK-TENN CO CL A 772739207 18,905 401,300 CALL DEFINED 1 401,300 ROCK-TENN CO CL A 772739207 2,690 57,100 PUT DEFINED 1 57,100 ROSS STORES INC COM 778296103 14,331 300,000 PUT DEFINED 1 300,000 SANDRIDGE ENERGY INC COM 80007P307 4,640 358,000 CALL DEFINED 1 358,000 SEANERGY MARITIME HLDGS CORP *W EXP 09/24/201Y73760111 53 296,798 SH DEFINED 1 296,798 SIGMA DESIGNS INC COM 826565103 1,777 122,300 CALL DEFINED 1 122,300 SIGMA DESIGNS INC COM 826565103 145 10,000 PUT DEFINED 1 10,000 SILVER STD RES INC COM 82823L106 880 41,200 CALL DEFINED 1 41,200 SILVER WHEATON CORP COM 828336107 944 75,000 SH DEFINED 1 75,000 SINA CORP ORD G81477104 1,898 50,000 CALL DEFINED 1 50,000 SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1829226AW9 7,364 8,000,000 PRN DEFINED 1 8,000,000 SMITHFIELD FOODS INC COM 832248108 3 200 SH DEFINED 1 200 SMITHFIELD FOODS INC COM 832248108 6,900 500,000 PUT DEFINED 1 500,000 SOHU COM INC COM 83408W103 956 13,898 SH DEFINED 1 13,898 SOHU COM INC COM 83408W103 172 2,500 CALL DEFINED 1 2,500 SOHU COM INC COM 83408W103 3,900 56,700 PUT DEFINED 1 56,700 SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U108 1,722 300,000 CALL DEFINED 1 300,000 SOUTHWEST AIRLS CO COM 844741108 2,950 307,278 SH DEFINED 1 307,278 SPRINT NEXTEL CORP COM SER 1 852061100 593 150,000 CALL DEFINED 1 150,000 STAPLES INC COM 855030102 2,466 106,200 CALL DEFINED 1 106,200 STARENT NETWORKS CORP COM 85528P108 6,101 240,000 CALL DEFINED 1 240,000 STARENT NETWORKS CORP COM 85528P108 6,045 237,800 PUT DEFINED 1 237,800 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 879 26,602 SH DEFINED 1 26,602 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 37,083 1,122,700 PUT DEFINED 1 1,122,700 STREAM GLOBAL SVCS INC *W EXP 10/17/20186323M118 40 158,345 SH DEFINED 1 158,345 SUPERTEX INC COM 868532102 5,769 192,300 CALL DEFINED 1 192,300 SUPERTEX INC COM 868532102 8,349 278,300 PUT DEFINED 1 278,300 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 23,874 472,200 CALL DEFINED 1 472,200 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 10,112 200,000 PUT DEFINED 1 200,000 TEXTRON INC COM 883203101 1,506 79,336 SH DEFINED 1 79,336 TRACTOR SUPPLY CO COM 892356106 189 3,900 CALL DEFINED 1 3,900 TRACTOR SUPPLY CO COM 892356106 809 16,700 PUT DEFINED 1 16,700 TRINA SOLAR LIMITED SPON ADR 89628E104 10,307 320,400 PUT DEFINED 1 320,400 TRINA SOLAR LIMITED NOTE 4.000% 7/189628EAA2 12,568 11,000,000 PRN DEFINED 1 11,000,000 TRINA SOLAR LIMITED SPON ADR 89628E104 5,118 159,087 SH DEFINED 1 159,087 TYSON FOODS INC NOTE 3.250%10/1902494AP8 18,148 17,000,000 PRN DEFINED 1 17,000,000 UNITED DOMINION REALTY TR IN NOTE 3.625% 9/1910197AM4 81 84,000 PRN DEFINED 1 84,000 UNITED PARCEL SERVICE INC CL B 911312106 3,106 55,000 CALL DEFINED 1 55,000 UNITED REFINING ENERGY CORP *W EXP 12/11/201911360113 184 611,799 SH DEFINED 1 611,799 UNITED STATES NATL GAS FUND UNIT 912318102 7,660 652,500 PUT DEFINED 1 652,500 UNITED STATES NATL GAS FUND UNIT 912318102 2,090 178,000 SH DEFINED 1 178,000 URBAN OUTFITTERS INC COM 917047102 519 17,200 CALL DEFINED 1 17,200 VALE S A ADR 91912E105 6,553 283,300 PUT DEFINED 1 283,300 VALERO ENERGY CORP NEW COM 91913Y100 2,909 150,000 PUT DEFINED 1 150,000 VALERO ENERGY CORP NEW COM 91913Y100 4,211 217,192 SH DEFINED 1 217,192 VALMONT INDS INC COM 920253101 6,925 81,300 CALL DEFINED 1 81,300 VISA INC COM COM CL A 92826C839 27,043 391,300 CALL DEFINED 1 391,300 VISA INC COM COM CL A 92826C839 14,161 204,900 PUT DEFINED 1 204,900 VOLCANO CORPORATION COM 928645100 7,905 470,000 CALL DEFINED 1 470,000 WATSON PHARMACEUTICALS INC COM 942683103 11,849 323,400 PUT DEFINED 1 323,400 WEINGARTEN RLTY INVS SH BEN INT 948741103 2,191 110,000 SH DEFINED 1 110,000 WELLS FARGO & CO NEW COM 949746101 226 8,031 SH DEFINED 1 8,031 WELLS FARGO & CO NEW COM 949746101 14,090 500,000 CALL DEFINED 1 500,000 WELLS FARGO & CO NEW COM 949746101 2,114 75,000 PUT DEFINED 1 75,000 WENDYS ARBYS GROUP INC COM 950587105 2,997 633,548 SH DEFINED 1 633,548 WYETH COM 983024100 103,028 2,120,800 CALL DEFINED 1 2,120,800 XEROX CORP COM 984121103 2,207 285,173 SH DEFINED 1 285,173 YAHOO INC COM 984332106 11,183 627,900 CALL DEFINED 1 627,900
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