UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2010
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: Jefferies Group Inc.
Address: 520 Madison Ave., 12th Floor
New York, NY 10022
13F File Number: 028-10917
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: Roland Kelly
Title: Assistant Secretary
Phone: 310- 914-1373
Signature, Place, and Date of Signing:
/s/ Roland Kelly Los Angeles, CA August 16, 2010
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 1157
Form 13F Information Table Value Total: $2,351,091 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.
No. 13F File Number Name
01 028-13184 Jefferies & Company, Inc.
02 028-11239 Jefferies Asset Management, LLC
03 028-13012 Jefferies High Yield Trading, LLC
04 028-13965 Jefferies Investment Advisers LLC
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3M CO NOTE 11/2 88579YAB7 56 62000 PRN SOLE 01 62000 0 0
A D C TELECOMMUNICATIONS FRNT 6/1 000886AB7 18 20000 PRN SOLE 01 20000 0 0
A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AE1 61 75000 PRN SOLE 01 75000 0 0
A POWER ENERGY GENERAT SYS L COM G04136100 85 11925 SH SOLE 01 04 11925 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1388 45240 SH SOLE 04 45240 0 0
ABERCROMBIE & FITCH CO CL A 002896207 4208 137100 SH CALL SOLE 01 137100 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1273 32921 SH SOLE 01 04 32921 0 0
ACETO CORP COM 004446100 61 10568 SH SOLE 04 10568 0 0
ADOBE SYS INC COM 00724F101 7549 285598 SH SOLE 01 04 285598 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 546 10872 SH SOLE 01 04 10872 0 0
ADVANCED MICRO DEVICES INC COM 007903107 319 43557 SH SOLE 01 04 43557 0 0
ADVANCED MICRO DEVICES INC COM 007903107 660 90200 SH CALL SOLE 01 90200 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 999 50000 SH CALL SOLE 01 50000 0 0
AEROVIRONMENT INC COM 008073108 263 12100 SH CALL SOLE 01 12100 0 0
AES CORP COM 00130H105 97 10500 SH CALL SOLE 01 10500 0 0
AES CORP COM 00130H105 2890 312705 SH SOLE 01 04 312705 0 0
AETNA INC NEW COM 00817Y108 4353 165000 SH CALL SOLE 01 165000 0 0
AETNA INC NEW COM 00817Y108 4372 165720 SH SOLE 01 04 165720 0 0
AFFILIATED MANAGERS GROUP COM 008252108 315 5165 SH SOLE 01 04 5165 0 0
AGCO CORP NOTE 1.750%12/3 001084AL6 13 10000 PRN SOLE 01 10000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 3327 117011 SH SOLE 01 04 117011 0 0
AIR PRODS & CHEMS INC COM 009158106 1747 26947 SH SOLE 01 04 26947 0 0
AIRGAS INC COM 009363102 1381 22200 SH CALL SOLE 01 22200 0 0
AIRGAS INC COM 009363102 809 13012 SH SOLE 01 13012 0 0
AIRTRAN HLDGS INC COM 00949P108 161 33100 SH SOLE 01 33100 0 0
AK STL HLDG CORP COM 001547108 777 65186 SH SOLE 01 04 65186 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 661 16294 SH SOLE 01 04 16294 0 0
ALAMO GROUP INC COM 011311107 262 12081 SH SOLE 04 12081 0 0
ALBANY INTL CORP NOTE 2.250% 3/1 012348AC2 17 20000 PRN SOLE 01 20000 0 0
ALBERTO CULVER CO NEW COM 013078100 823 30366 SH SOLE 01 04 30366 0 0
ALCOA INC COM 013817101 1142 113500 SH PUT SOLE 01 113500 0 0
ALCOA INC COM 013817101 3227 320726 SH SOLE 01 02 04 320726 0 0
ALCOA INC COM 013817101 527 52400 SH CALL SOLE 01 52400 0 0
ALCON INC COM SHS H01301102 3453 23300 SH PUT SOLE 01 23300 0 0
ALCON INC COM SHS H01301102 6372 43000 SH CALL SOLE 01 43000 0 0
ALCON INC COM SHS H01301102 10043 67770 SH SOLE 01 67770 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 274 4331 SH SOLE 01 04 4331 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 5150 100600 SH CALL SOLE 01 100600 0 0
ALKERMES INC COM 01642T108 1432 115000 SH CALL SOLE 01 115000 0 0
ALKERMES INC COM 01642T108 374 30000 SH PUT SOLE 01 30000 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 884 20000 SH CALL SOLE 01 20000 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 2329 52704 SH SOLE 01 04 52704 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 69 54000 PRN SOLE 01 54000 0 0
ALLERGAN INC COM 018490102 449 7700 SH SOLE 01 7700 0 0
ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 23 24000 PRN SOLE 01 24000 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 5585 90000 SH CALL SOLE 01 90000 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 7488 120673 SH SOLE 01 04 120673 0 0
ALLOS THERAPEUTICS INC COM 019777101 575 93793 SH SOLE 01 93793 0 0
ALLOS THERAPEUTICS INC COM 019777101 2299 375000 SH PUT SOLE 01 375000 0 0
ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 906 56300 SH SOLE 01 56300 0 0
ALLSTATE CORP COM 020002101 1580 55000 SH CALL SOLE 01 55000 0 0
ALLSTATE CORP COM 020002101 1541 53619 SH SOLE 01 04 53619 0 0
AMAZON COM INC COM 023135106 1051 9612 SH SOLE 01 04 9612 0 0
AMEDISYS INC COM 023436108 2573 58500 SH SOLE 01 58500 0 0
AMERICAN CAP LTD COM 02503Y103 64 13195 SH SOLE 04 13195 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 333 12600 SH SOLE 01 04 12600 0 0
AMERICAN DENTAL PARTNERS COM 025353103 144 11903 SH SOLE 04 11903 0 0
AMERICAN ELEC PWR INC COM 025537101 1615 50000 SH PUT SOLE 01 50000 0 0
AMERICAN ELEC PWR INC COM 025537101 1417 43863 SH SOLE 01 04 43863 0 0
AMERICAN ELEC PWR INC COM 025537101 323 10000 SH CALL SOLE 01 10000 0 0
AMERICAN EXPRESS CO COM 025816109 794 20000 SH CALL SOLE 01 20000 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 517 15000 SH CALL SOLE 01 15000 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 689 20000 SH PUT SOLE 01 20000 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1021 29655 SH SOLE 01 29655 0 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 610 22838 SH SOLE 01 04 22838 0 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 240 9000 SH CALL SOLE 01 9000 0 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 240 9000 SH PUT SOLE 01 9000 0 0
AMERIGROUP CORP COM 03073T102 393 12085 SH SOLE 01 04 12085 0 0
AMERIPRISE FINL INC COM 03076C106 511 14167 SH SOLE 01 02 04 14167 0 0
AMGEN INC COM 031162100 1256 23890 SH SOLE 01 04 23890 0 0
AMYLIN PHARMACEUTICALS INC COM 032346108 455 24223 SH SOLE 01 04 24223 0 0
AMYLIN PHARMACEUTICALS INC COM 032346108 226 12000 SH PUT SOLE 01 12000 0 0
AMYLIN PHARMACEUTICALS INC COM 032346108 6858 364800 SH CALL SOLE 01 364800 0 0
ANADARKO PETE CORP COM 032511107 10556 292500 SH CALL SOLE 01 292500 0 0
ANADARKO PETE CORP COM 032511107 7089 196436 SH SOLE 01 02 04 196436 0 0
ANADIGICS INC COM 032515108 46 10600 SH SOLE 04 10600 0 0
ANADYS PHARMACEUTICALS INC COM 03252Q408 559 291100 SH CALL SOLE 01 291100 0 0
ANADYS PHARMACEUTICALS INC COM 03252Q408 94 48807 SH SOLE 01 48807 0 0
ANALOG DEVICES INC COM 032654105 330 11872 SH SOLE 01 04 11872 0 0
ANALOGIC CORP COM PAR $0.05 032657207 2048 45000 SH CALL SOLE 01 45000 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 4318 100000 SH CALL SOLE 01 100000 0 0
ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 219 241000 PRN SOLE 01 241000 0 0
ANIXTER INTL INC NOTE 7/0 035290AG0 1929 3008000 PRN SOLE 01 3008000 0 0
ANNALY CAP MGMT INC COM 035710409 2465 143772 SH SOLE 01 143772 0 0
ANNALY CAP MGMT INC COM 035710409 1628 94900 SH PUT SOLE 01 94900 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 890 125000 SH CALL SOLE 01 125000 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 321 45100 SH SOLE 02 04 45100 0 0
AOL INC COM 00184X105 1453 69874 SH SOLE 02 69874 0 0
AOL INC COM 00184X105 2184 105000 SH CALL SOLE 01 02 105000 0 0
AON CORP COM 037389103 284 7644 SH SOLE 01 04 7644 0 0
APACHE CORP COM 037411105 842 10000 SH PUT SOLE 01 10000 0 0
APACHE CORP COM 037411105 3491 41478 SH SOLE 01 02 04 41478 0 0
APACHE CORP COM 037411105 421 5000 SH CALL SOLE 01 5000 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 656 33860 SH SOLE 01 04 33860 0 0
APOLLO GROUP INC CL A 037604105 5788 136265 SH SOLE 01 04 136265 0 0
APOLLO GROUP INC CL A 037604105 1266 29800 SH PUT SOLE 01 29800 0 0
APPLE INC COM 037833100 3567 14180 SH SOLE 01 02 14180 0 0
APPLE INC COM 037833100 1761 7000 SH PUT SOLE 01 7000 0 0
APPLE INC COM 037833100 22185 88200 SH CALL SOLE 01 88200 0 0
APPLIED MATLS INC COM 038222105 2551 212200 SH CALL SOLE 01 212200 0 0
APPLIED MATLS INC COM 038222105 518 43045 SH SOLE 01 04 43045 0 0
AQUA AMERICA INC COM 03836W103 1599 90412 SH SOLE 01 04 90412 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 666 24885 SH SOLE 01 02 04 24885 0 0
ARENA PHARMACEUTICALS INC COM 040047102 2593 844500 SH PUT SOLE 01 844500 0 0
ARENA PHARMACEUTICALS INC COM 040047102 482 157000 SH CALL SOLE 01 157000 0 0
ARENA PHARMACEUTICALS INC COM 040047102 515 167600 SH SOLE 01 167600 0 0
ARENA RESOURCES INC COM 040049108 575 18006 SH SOLE 01 18006 0 0
ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 120 126000 PRN SOLE 01 126000 0 0
ARTIO GLOBAL INVS INC COM CL A 04315B107 431 27364 SH SOLE 01 02 04 27364 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 157 14936 SH SOLE 04 14936 0 0
ASHLAND INC NEW COM 044209104 281 6050 SH SOLE 01 04 6050 0 0
ASHLAND INC NEW COM 044209104 418 9000 SH CALL SOLE 01 9000 0 0
ASPENBIO PHARMA INC COM 045346103 30 30825 SH SOLE 01 30825 0 0
ASSOCIATED BANC CORP COM 045487105 211 17267 SH SOLE 01 04 17267 0 0
ASTORIA FINL CORP COM 046265104 487 35400 SH SOLE 01 35400 0 0
ASTORIA FINL CORP COM 046265104 574 41700 SH PUT SOLE 01 41700 0 0
ASTORIA FINL CORP COM 046265104 413 30000 SH CALL SOLE 01 30000 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 6683 141800 SH CALL SOLE 01 141800 0 0
AT&T INC COM 00206R102 432 17852 SH SOLE 01 04 17852 0 0
AT&T INC COM 00206R102 1524 63000 SH CALL SOLE 01 63000 0 0
ATHENAHEALTH INC COM 04685W103 4348 166400 SH CALL SOLE 01 166400 0 0
ATHEROS COMMUNICATIONS INC COM 04743P108 229 8289 SH SOLE 01 04 8289 0 0
ATP OIL & GAS CORP COM 00208J108 657 62000 SH CALL SOLE 01 62000 0 0
AUTODESK INC COM 052769106 292 12000 SH PUT SOLE 01 12000 0 0
AUTODESK INC COM 052769106 2656 109033 SH SOLE 01 04 109033 0 0
AUTOLIV INC COM 052800109 779 16273 SH SOLE 01 04 16273 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2464 61207 SH SOLE 01 04 61207 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1007 25000 SH PUT SOLE 01 25000 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 350 8700 SH CALL SOLE 01 8700 0 0
AUTONATION INC COM 05329W102 584 29919 SH SOLE 01 04 29919 0 0
AUTOZONE INC COM 053332102 2812 14555 SH SOLE 01 14555 0 0
AUTOZONE INC COM 053332102 1932 10000 SH PUT SOLE 01 10000 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 353 15000 SH SOLE 01 15000 0 0
AVERY DENNISON CORP COM 053611109 2603 81000 SH CALL SOLE 01 81000 0 0
AVON PRODS INC COM 054303102 1019 38450 SH SOLE 01 04 38450 0 0
BAIDU INC SPON ADR REP A 056752108 1507 22137 SH SOLE 01 04 22137 0 0
BALLY TECHNOLOGIES INC COM 05874B107 648 20000 SH PUT SOLE 02 20000 0 0
BALLY TECHNOLOGIES INC COM 05874B107 766 23676 SH SOLE 01 23676 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 314 30400 SH SOLE 01 04 30400 0 0
BANK OF AMERICA CORPORATION COM 060505104 3610 251200 SH PUT SOLE 01 251200 0 0
BANK OF AMERICA CORPORATION COM 060505104 385 26808 SH SOLE 01 04 26808 0 0
BANK OF AMERICA CORPORATION COM 060505104 1390 96700 SH CALL SOLE 01 96700 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 1710 69268 SH SOLE 01 02 04 69268 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 528 21400 SH CALL SOLE 01 21400 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 859 34800 SH PUT SOLE 01 34800 0 0
BANK OF THE OZARKS INC COM 063904106 256 7227 SH SOLE 04 7227 0 0
BARCLAYS BK PLC IPATH S&P ST ETN 06740C527 2652 85000 SH SOLE 01 85000 0 0
BARNES & NOBLE INC COM 067774109 2525 195700 SH CALL SOLE 02 195700 0 0
BARRICK GOLD CORP COM 067901108 2280 50200 SH CALL SOLE 01 50200 0 0
BARRICK GOLD CORP COM 067901108 2266 49900 SH PUT SOLE 01 49900 0 0
BARRICK GOLD CORP COM 067901108 217 4776 SH SOLE 02 04 4776 0 0
BAXTER INTL INC COM 071813109 1788 44000 SH CALL SOLE 01 44000 0 0
BAXTER INTL INC COM 071813109 2196 54038 SH SOLE 01 04 54038 0 0
BB&T CORP COM 054937107 3280 124648 SH SOLE 01 04 124648 0 0
BED BATH & BEYOND INC COM 075896100 4916 132562 SH SOLE 01 04 132562 0 0
BEMIS INC COM 081437105 466 17243 SH SOLE 01 04 17243 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 781 9787 SH SOLE 01 04 9787 0 0
BEST BUY INC COM 086516101 1011 29885 SH SOLE 01 04 29885 0 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 73 70000 PRN SOLE 01 70000 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 249 4026 SH SOLE 01 04 4026 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 2562 49800 SH SOLE 01 49800 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 414 70100 SH PUT SOLE 01 70100 0 0
BIOGEN IDEC INC COM 09062X103 736 15507 SH SOLE 01 04 15507 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 283 14924 SH SOLE 04 14924 0 0
BIOMIMETIC THERAPEUTICS INC COM 09064X101 141 12700 SH CALL SOLE 01 12700 0 0
BLACK HILLS CORP COM 092113109 287 10082 SH SOLE 01 10082 0 0
BLACKROCK INC COM 09247X101 388 2711 SH SOLE 01 04 2711 0 0
BLACKROCK INC DBCV 2.625% 2/1 09247XAB7 155 107000 PRN SOLE 01 107000 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 481 50364 SH SOLE 02 04 50364 0 0
BLOCK H & R INC COM 093671105 1609 102500 SH PUT SOLE 02 102500 0 0
BLOCK H & R INC COM 093671105 1526 97257 SH SOLE 01 04 97257 0 0
BMC SOFTWARE INC COM 055921100 220 6343 SH SOLE 01 04 6343 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 252 8395 SH SOLE 01 8395 0 0
BOISE INC *W EXP 06/18/201 09746Y113 171 372200 SH SOLE 01 372200 0 0
BOISE INC COM 09746Y105 554 101042 SH SOLE 01 04 101042 0 0
BORGWARNER INC NOTE 3.500% 4/1 099724AF3 37 29000 PRN SOLE 01 29000 0 0
BOSTON PROPERTIES INC COM 101121101 811 11357 SH SOLE 01 04 11357 0 0
BOSTON SCIENTIFIC CORP COM 101137107 263 45366 SH SOLE 01 04 45366 0 0
BOSTON SCIENTIFIC CORP COM 101137107 762 131300 SH PUT SOLE 01 131300 0 0
BOSTON SCIENTIFIC CORP COM 101137107 638 110000 SH CALL SOLE 01 02 110000 0 0
BP PLC SPONSORED ADR 055622104 4034 139707 SH SOLE 01 04 139707 0 0
BP PLC SPONSORED ADR 055622104 7956 275500 SH CALL SOLE 01 275500 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 300 27964 SH SOLE 01 04 27964 0 0
BRASIL TELECOM SA SPON ADR COM 10553M200 186 21530 SH SOLE 01 21530 0 0
BRIGHAM EXPLORATION CO COM 109178103 692 45000 SH PUT SOLE 01 45000 0 0
BRIGHAM EXPLORATION CO COM 109178103 222 14432 SH SOLE 01 14432 0 0
BRINKS CO COM 109696104 1064 55895 SH SOLE 01 55895 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 450 7097 SH SOLE 01 04 7097 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 643 124600 SH CALL SOLE 01 124600 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 159 30724 SH SOLE 01 04 30724 0 0
BROWN & BROWN INC COM 115236101 1479 77263 SH SOLE 01 04 77263 0 0
BUCKLE INC COM 118440106 547 16873 SH SOLE 01 16873 0 0
BUCYRUS INTL INC NEW COM 118759109 244 5139 SH SOLE 01 04 5139 0 0
CA INC COM 12673P105 1183 64317 SH SOLE 01 02 04 64317 0 0
CABOT CORP COM 127055101 225 9305 SH SOLE 01 04 9305 0 0
CABOT OIL & GAS CORP COM 127097103 2314 73902 SH SOLE 01 04 73902 0 0
CADENCE DESIGN SYSTEM INC NOTE 1.375%12/1 127387AD0 98 100000 PRN SOLE 01 100000 0 0
CALGON CARBON CORP COM 129603106 141 10500 SH SOLE 01 10500 0 0
CAMDEN PPTY TR SH BEN INT 133131102 516 12631 SH SOLE 01 04 12631 0 0
CAMECO CORP COM 13321L108 388 18211 SH SOLE 01 02 04 18211 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 813 25000 SH CALL SOLE 01 25000 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 207 6354 SH SOLE 01 02 04 6354 0 0
CANADIAN NAT RES LTD COM 136385101 1129 33949 SH SOLE 01 04 33949 0 0
CANON INC ADR 138006309 355 9500 SH SOLE 01 04 9500 0 0
CAPITAL ONE FINL CORP COM 14040H105 2232 55369 SH SOLE 01 04 55369 0 0
CAPITAL ONE FINL CORP COM 14040H105 447 11100 SH CALL SOLE 01 11100 0 0
CAPITAL ONE FINL CORP COM 14040H105 2015 50000 SH PUT SOLE 01 50000 0 0
CAREER EDUCATION CORP COM 141665109 251 10904 SH SOLE 01 04 10904 0 0
CAREFUSION CORP COM 14170T101 1830 80595 SH SOLE 01 04 80595 0 0
CARMAX INC COM 143130102 2215 111271 SH SOLE 01 04 111271 0 0
CARNIVAL CORP PAIRED CTF 143658300 12308 407014 SH SOLE 01 04 407014 0 0
CATERPILLAR INC DEL COM 149123101 1081 18000 SH PUT SOLE 01 18000 0 0
CATERPILLAR INC DEL COM 149123101 541 9000 SH CALL SOLE 01 9000 0 0
CATERPILLAR INC DEL COM 149123101 5027 83690 SH SOLE 01 83690 0 0
CB RICHARD ELLIS GROUP INC CL A 12497T101 481 35280 SH SOLE 01 04 35280 0 0
CBS CORP NEW CL B 124857202 235 18145 SH SOLE 01 04 18145 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 710 11400 SH SOLE 01 04 11400 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 2710 220000 SH SOLE 01 220000 0 0
CELGENE CORP COM 151020104 688 13544 SH SOLE 01 04 13544 0 0
CELL THERAPEUTICS INC COM NO PAR 150934503 54 145100 SH CALL SOLE 01 145100 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 323 33400 SH SOLE 01 04 33400 0 0
CENOVUS ENERGY INC COM 15135U109 258 10000 SH CALL SOLE 01 10000 0 0
CENTERPOINT ENERGY INC COM 15189T107 602 45711 SH SOLE 01 04 45711 0 0
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 1355 101400 SH SOLE 01 101400 0 0
CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 328 394000 PRN SOLE 01 394000 0 0
CENTURYLINK INC COM 156700106 1993 59811 SH SOLE 01 04 59811 0 0
CEPHALON INC COM 156708109 2667 47000 SH CALL SOLE 01 47000 0 0
CERADYNE INC COM 156710105 214 10000 SH CALL SOLE 01 10000 0 0
CERNER CORP COM 156782104 835 11000 SH PUT SOLE 02 11000 0 0
CF INDS HLDGS INC COM 125269100 1066 16800 SH CALL SOLE 01 16800 0 0
CF INDS HLDGS INC COM 125269100 952 15000 SH PUT SOLE 01 15000 0 0
CHARLES RIV LABS INTL INC NOTE 2.250% 6/1 159864AB3 3347 3500000 PRN SOLE 01 3500000 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 1607 54500 SH SOLE 02 54500 0 0
CHEESECAKE FACTORY INC COM 163072101 412 18500 SH CALL SOLE 01 18500 0 0
CHELSEA THERAPEUTICS INTL LT COM 163428105 50 17100 SH SOLE 01 17100 0 0
CHESAPEAKE ENERGY CORP COM 165167107 3073 146700 SH PUT SOLE 01 146700 0 0
CHESAPEAKE ENERGY CORP COM 165167107 2294 109500 SH CALL SOLE 01 109500 0 0
CHESAPEAKE ENERGY CORP COM 165167107 4472 213461 SH SOLE 01 02 04 213461 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 55 71000 PRN SOLE 01 71000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 34 45000 PRN SOLE 01 45000 0 0
CHEVRON CORP NEW COM 166764100 2416 35600 SH CALL SOLE 01 35600 0 0
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 365 19443 SH SOLE 01 04 19443 0 0
CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 426 40500 SH CALL SOLE 01 40500 0 0
CHINA NUOKANG BIO-PHARM INC SPONSORED ADS 16949B113 408 85304 SH SOLE 01 85304 0 0
CHINA PRECISION STEEL INC COM 16941J106 14 10100 SH SOLE 01 04 10100 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1245 9100 SH PUT SOLE 01 9100 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1245 9100 SH CALL SOLE 01 9100 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1190 8699 SH SOLE 01 04 8699 0 0
CIENA CORP COM NEW 171779309 718 56600 SH SOLE 01 56600 0 0
CIGNA CORP COM 125509109 1332 42882 SH SOLE 01 04 42882 0 0
CIMAREX ENERGY CO COM 171798101 820 11449 SH SOLE 01 04 11449 0 0
CINCINNATI FINL CORP COM 172062101 696 26884 SH SOLE 01 04 26884 0 0
CISCO SYS INC COM 17275R102 1634 76688 SH SOLE 01 02 04 76688 0 0
CISCO SYS INC COM 17275R102 2789 130900 SH CALL SOLE 01 130900 0 0
CISCO SYS INC COM 17275R102 980 46000 SH PUT SOLE 01 46000 0 0
CIT GROUP INC COM NEW 125581801 5042 148905 SH SOLE 01 148905 0 0
CIT GROUP INC COM NEW 125581801 2143 63300 SH PUT SOLE 01 63300 0 0
CITIGROUP INC COM 172967101 1128 300000 SH SOLE 02 300000 0 0
CITIGROUP INC COM 172967101 1184 315000 SH CALL SOLE 01 315000 0 0
CITRIX SYS INC COM 177376100 359 8498 SH SOLE 01 04 8498 0 0
CLEAN HARBORS INC COM 184496107 1992 30000 SH PUT SOLE 01 30000 0 0
CLECO CORP NEW COM 12561W105 754 28545 SH SOLE 01 04 28545 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 1695 35974 SH SOLE 01 02 04 35974 0 0
CME GROUP INC COM 12572Q105 728 2586 SH SOLE 01 04 2586 0 0
CMS ENERGY CORP COM 125896100 939 64099 SH SOLE 01 04 64099 0 0
CNH GLOBAL N V SHS NEW N20935206 289 12749 SH SOLE 01 02 04 12749 0 0
CNO FINL GROUP INC COM 12621E103 563 113800 SH SOLE 01 113800 0 0
COACH INC COM 189754104 6563 179557 SH SOLE 01 04 179557 0 0
COCA COLA CO COM 191216100 543 10826 SH SOLE 04 10826 0 0
COCA COLA ENTERPRISES INC COM 191219104 6271 242500 SH SOLE 01 242500 0 0
COCA COLA ENTERPRISES INC COM 191219104 2327 90000 SH PUT SOLE 01 90000 0 0
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