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, 2008
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: 28-10917
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 February 11, 2009
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: 3
Form13F Information Table Entry Total: 935
Form13F Information Table Value Total: $1,219,361 (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 28-13184 Jefferies & Company, Inc.
02 28-11239 Jefferies Asset Management, LLC
04 28-13012 Jefferies High Yield Trading, 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 COM 88579Y101 985 1670 SH PUT SOLE 01 1670 0 0
3M CO COM 88579Y101 9739 169255 SH SOLE 01 169255 0 0
ABBOTT LABS COM 002824100 1139 21336 SH SOLE 01 21336 0 0
ABBOTT LABS COM 002824100 395 250000 SH CALL SOLE 01 250000 0 0
ABBOTT LABS COM 002824100 360 250000 SH PUT SOLE 01 250000 0 0
ABERCROMBIE & FITCH CO CL A 002896207 4267 192100 SH SOLE 02 192100 0 0
ABITIBIBOWATER INC COM 003687100 10 21833 SH SOLE 01 21833 0 0
ADOBE SYS INC COM 00724F101 524 24601 SH SOLE 01 24601 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 61 30000 SH CALL SOLE 01 30000 0 0
AEROPOSTALE COM 007865108 1913 235800 SH SOLE 01 02 235800 0 0
AEROPOSTALE COM 007865108 506 31000 SH CALL SOLE 02 31000 0 0
AEROPOSTALE COM 007865108 1680 192900 SH PUT SOLE 01 192900 0 0
AFFILIATED COMPUTER SERVICES CL A 008190100 540 97600 SH PUT SOLE 01 97600 0 0
AFFILIATED COMPUTER SERVICES CL A 008190100 1319 28712 SH SOLE 01 28712 0 0
AFFILIATED MANAGERS GROUP COM 008252108 4 77500 SH CALL SOLE 01 77500 0 0
AFFYMETRIX INC NOTE 3.500% 1/1 00826TAG3 17 45000 PRN SOLE 01 45000 0 0
AFLAC INC COM 001055102 389 8493 SH SOLE 01 8493 0 0
AGCO CORP COM 001084102 296 85900 SH PUT SOLE 01 85900 0 0
AGCO CORP NOTE 1.250%12/1 001084AM4 25 35000 PRN SOLE 01 35000 0 0
AGERE SYS INC NOTE 6.500%12/1 00845VAA8 645 657000 PRN SOLE 01 657000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1183 75662 SH SOLE 01 75662 0 0
AGL RES INC COM 001204106 251 8007 SH SOLE 01 8007 0 0
AGNICO EAGLE MINES LTD COM 008474108 647 12605 SH SOLE 01 12605 0 0
AIR PRODS & CHEMS INC COM 009158106 733 14584 SH SOLE 01 14584 0 0
ALBEMARLE CORP COM 012653101 32 20000 SH CALL SOLE 01 20000 0 0
ALBEMARLE CORP COM 012653101 42 15900 SH PUT SOLE 01 15900 0 0
ALBERTO CULVER CO NEW COM 013078100 369 15062 SH SOLE 01 15062 0 0
ALCATEL-LUCENT SPONSORED ADR 013904305 15 1520000 SH CALL SOLE 01 1520000 0 0
ALCOA INC COM 013817101 346 30716 SH SOLE 01 30716 0 0
ALCOA INC COM 013817101 1 23500 SH CALL SOLE 01 23500 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 822 22700 SH SOLE 01 22700 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 91 20000 SH CALL SOLE 01 20000 0 0
ALLERGAN INC NOTE 1.500% 4/0 018490AL6 206 206000 PRN SOLE 01 206000 0 0
ALLIANCE ONE INTL INC COM 018772103 39 13340 SH SOLE 01 13340 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 212 2468 SH SOLE 01 2468 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 160 15000 SH CALL SOLE 01 15000 0 0
ALLSTATE CORP COM 020002101 857 26151 SH SOLE 01 26151 0 0
ALLSTATE CORP COM 020002101 422 37000 SH CALL SOLE 01 37000 0 0
ALLSTATE CORP COM 020002101 3242 540300 SH PUT SOLE 01 540300 0 0
ALON USA ENERGY INC COM 020520102 154 16800 SH SOLE 01 16800 0 0
ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 10 16000 PRN SOLE 01 16000 0 0
ALPHARMA INC CL A 020813101 7 32600 SH PUT SOLE 01 32600 0 0
ALTERA CORP COM 021441100 1027 61433 SH SOLE 01 61433 0 0
ALTERA CORP COM 021441100 70 80000 SH CALL SOLE 01 80000 0 0
ALTERNATIVE ASSET MGMT ACQU COM 02149U101 924 100000 SH SOLE 02 100000 0 0
ALTRIA GROUP INC COM 02209S103 611 40595 SH SOLE 01 40595 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 1148 32025 SH SOLE 01 32025 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 1405 51800 SH PUT SOLE 01 51800 0 0
AMAZON COM INC COM 023135106 436 8509 SH SOLE 01 8509 0 0
AMAZON COM INC COM 023135106 502 20000 SH PUT SOLE 01 20000 0 0
AMDOCS LTD NOTE 0.500% 3/1 02342TAD1 14 14000 PRN SOLE 01 14000 0 0
AMDOCS LTD ORD G02602103 2 30400 SH CALL SOLE 01 30400 0 0
AMERICAN CAP LTD COM 02503Y103 44 13598 SH SOLE 01 13598 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3958 125522 SH SOLE 01 02 125522 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 228 25000 SH PUT SOLE 02 25000 0 0
AMERICAN ELEC PWR INC COM 025537101 820 24639 SH SOLE 01 24639 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 137 19600 SH SOLE 01 19600 0 0
AMERICAN EXPRESS CO COM 025816109 1108 59720 SH SOLE 01 59720 0 0
AMERICAN EXPRESS CO COM 025816109 894 382700 SH PUT SOLE 01 382700 0 0
AMERICAN EXPRESS CO COM 025816109 266 96000 SH CALL SOLE 01 96000 0 0
AMERICAN INTL GROUP INC COM 026874107 1 2000000 SH CALL SOLE 01 2000000 0 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 198 12116 SH SOLE 01 12116 0 0
AMERICAN TOWER CORP CL A 029912201 284 9700 SH SOLE 01 9700 0 0
AMERICAN TOWER CORP CL A 029912201 17 111200 SH CALL SOLE 01 111200 0 0
AMERICREDIT CORP COM 03060R101 168 22000 SH SOLE 01 22000 0 0
AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 2559 5750000 PRN SOLE 04 5750000 0 0
AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR2 5495 14000000 PRN SOLE 04 14000000 0 0
AMERIGROUP CORP COM 03073T102 6 25300 SH CALL SOLE 01 25300 0 0
AMGEN INC COM 031162100 333 5758 SH SOLE 01 5758 0 0
AMGEN INC COM 031162100 1274 693800 SH CALL SOLE 01 693800 0 0
AMGEN INC COM 031162100 293 352800 SH PUT SOLE 01 352800 0 0
AMKOR TECHNOLOGY INC COM 031652100 52 24050 SH SOLE 01 24050 0 0
AMPHENOL CORP NEW CL A 032095101 260 10845 SH SOLE 01 10845 0 0
AMPHENOL CORP NEW CL A 032095101 187 25000 SH CALL SOLE 01 25000 0 0
AMR CORP COM 001765106 57 119500 SH CALL SOLE 01 119500 0 0
AMSURG CORP COM 03232P405 65 50000 SH CALL SOLE 01 50000 0 0
AMTRUST FINANCIAL SERVICES I COM 032359309 181 15600 SH SOLE 01 15600 0 0
ANADARKO PETE CORP COM 032511107 17 15000 SH CALL SOLE 01 15000 0 0
ANALOG DEVICES INC COM 032654105 342 17989 SH SOLE 01 17989 0 0
ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 113 181000 PRN SOLE 01 181000 0 0
ANIXTER INTL INC NOTE 7/0 035290AG0 3355 6500000 PRN SOLE 01 6500000 0 0
ANNALY CAP MGMT INC COM 035710409 64 20000 SH CALL SOLE 01 20000 0 0
ANNALY CAP MGMT INC COM 035710409 26 20000 SH PUT SOLE 01 20000 0 0
ANNTAYLOR STORES CORP COM 036115103 185 32136 SH SOLE 01 32136 0 0
ANNTAYLOR STORES CORP COM 036115103 623 30400 SH PUT SOLE 01 30400 0 0
AON CORP COM 037389103 256 5600 SH SOLE 01 5600 0 0
APACHE CORP COM 037411105 493 6620 SH SOLE 01 6620 0 0
APACHE CORP COM 037411105 77 221400 SH PUT SOLE 01 221400 0 0
APOGEE ENTERPRISES INC COM 037598109 159 15388 SH SOLE 01 15388 0 0
APOLLO GROUP INC CL A 037604105 97047 1266595 SH SOLE 01 1266595 0 0
APOLLO GROUP INC CL A 037604105 19928 1392300 SH CALL SOLE 01 1392300 0 0
APOLLO GROUP INC CL A 037604105 6833 1530300 SH PUT SOLE 01 1530300 0 0
APPLE INC COM 037833100 6820 79911 SH SOLE 01 02 79911 0 0
APPLE INC COM 037833100 5 127400 SH CALL SOLE 01 127400 0 0
APPLE INC COM 037833100 866 90600 SH PUT SOLE 01 90600 0 0
APPLIED MATLS INC COM 038222105 119 11794 SH SOLE 01 11794 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 30147 1226000 SH SOLE 01 1226000 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 7 100000 SH CALL SOLE 01 100000 0 0
ARCH CAP GROUP LTD ORD G0450A105 890 12700 SH SOLE 01 12700 0 0
ARCH CAP GROUP LTD ORD G0450A105 54 14300 SH CALL SOLE 01 14300 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 644 22342 SH SOLE 01 22342 0 0
ARCTIC CAT INC COM 039670104 84 17548 SH SOLE 01 17548 0 0
ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 547 850000 PRN SOLE 01 850000 0 0
ARVINMERITOR INC COM 043353101 1735 608777 SH SOLE 01 608777 0 0
ARVINMERITOR INC COM 043353101 71 947500 SH CALL SOLE 01 947500 0 0
ARVINMERITOR INC COM 043353101 10661 959200 SH PUT SOLE 01 959200 0 0
ASM INTL N V COM N07045102 1663 190985 SH SOLE 01 190985 0 0
AT&T INC COM 00206R102 358 212800 SH CALL SOLE 01 212800 0 0
AT&T INC COM 00206R102 654 225900 SH PUT SOLE 01 225900 0 0
ATLAS ACQUISITION HLDGS CORP COM 049162100 621 68500 SH SOLE 02 68500 0 0
ATMOS ENERGY CORP COM 049560105 363 15328 SH SOLE 01 15328 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1225 31137 SH SOLE 01 31137 0 0
AUTONATION INC COM 05329W102 144 14600 SH SOLE 01 14600 0 0
AVERY DENNISON CORP COM 053611109 665 20313 SH SOLE 01 20313 0 0
AVERY DENNISON CORP COM 053611109 25 25000 SH PUT SOLE 01 25000 0 0
AVNET INC DBCV 2.000% 3/1 053807AL7 160 163000 PRN SOLE 01 163000 0 0
BAKER HUGHES INC COM 057224107 1 15000 SH CALL SOLE 01 15000 0 0
BAKER HUGHES INC COM 057224107 294 9178 SH SOLE 01 9178 0 0
BANCO SANTANDER SA ADR 05964H105 4745 500000 SH SOLE 01 500000 0 0
BANK OF AMERICA CORPORATION COM 060505104 1342 95339 SH SOLE 01 95339 0 0
BANK OF AMERICA CORPORATION COM 060505104 20 264700 SH CALL SOLE 01 264700 0 0
BANK OF AMERICA CORPORATION COM 060505104 3825 200000 SH PUT SOLE 01 200000 0 0
BARD C R INC COM 067383109 871 10333 SH SOLE 01 10333 0 0
BARD C R INC COM 067383109 376 40000 SH CALL SOLE 01 40000 0 0
BARRICK GOLD CORP COM 067901108 368 10000 SH SOLE 01 10000 0 0
BARRICK GOLD CORP COM 067901108 88 80800 SH CALL SOLE 01 80800 0 0
BAXTER INTL INC COM 071813109 1333 24879 SH SOLE 01 24879 0 0
BB&T CORP COM 054937107 514 18700 SH SOLE 01 18700 0 0
BEAZER HOMES USA INC COM 07556Q105 520 83800 SH PUT SOLE 01 83800 0 0
BEAZER HOMES USA INC COM 07556Q105 11 143300 SH CALL SOLE 01 143300 0 0
BECTON DICKINSON & CO COM 075887109 280 4100 SH SOLE 01 4100 0 0
BED BATH & BEYOND INC COM 075896100 2723 504200 SH PUT SOLE 01 504200 0 0
BED BATH & BEYOND INC COM 075896100 886 34842 SH SOLE 01 34842 0 0
BEMIS INC COM 081437105 1732 73154 SH SOLE 01 73154 0 0
BEST BUY INC COM 086516101 6532 232358 SH SOLE 01 232358 0 0
BEST BUY INC COM 086516101 16 92600 SH CALL SOLE 01 92600 0 0
BEST BUY INC COM 086516101 1176 270000 SH PUT SOLE 01 270000 0 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 203 227000 PRN SOLE 01 227000 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 5 50000 SH CALL SOLE 01 50000 0 0
BIG LOTS INC COM 089302103 798 55105 SH SOLE 01 55105 0 0
BIGBAND NETWORKS INC COM 089750509 115 20900 SH SOLE 01 20900 0 0
BIOGEN IDEC INC COM 09062X103 661 13869 SH SOLE 01 13869 0 0
BIOGEN IDEC INC COM 09062X103 85 30000 SH CALL SOLE 01 30000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 9 15000 SH PUT SOLE 01 15000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 25 23000 SH CALL SOLE 01 23000 0 0
BJ SVCS CO COM 055482103 1 34900 SH CALL SOLE 01 34900 0 0
BJS WHOLESALE CLUB INC COM 05548J106 502 14655 SH SOLE 01 14655 0 0
BJS WHOLESALE CLUB INC COM 05548J106 145 73800 SH PUT SOLE 01 73800 0 0
BLACK & DECKER CORP COM 091797100 1225 29307 SH SOLE 01 29307 0 0
BLACKROCK INC DBCV 2.625% 2/1 09247XAB7 701 501000 PRN SOLE 01 501000 0 0
BLOCKBUSTER INC CL A 093679108 1 42400 SH CALL SOLE 01 42400 0 0
BMC SOFTWARE INC COM 055921100 231 8573 SH SOLE 01 8573 0 0
BOEING CO COM 097023105 4171 97740 SH SOLE 01 97740 0 0
BOEING CO COM 097023105 3831 189000 SH PUT SOLE 01 189000 0 0
BOSTON PROPERTIES INC COM 101121101 825 15000 SH SOLE 01 15000 0 0
BOSTON SCIENTIFIC CORP COM 101137107 38 693000 SH CALL SOLE 01 693000 0 0
BPW ACQUISITION CORP COM 055637102 762 85000 SH SOLE 02 85000 0 0
BRINKS CO COM 109696104 9 563900 SH CALL SOLE 01 563900 0 0
BRINKS CO COM 109696104 401 25800 SH PUT SOLE 01 25800 0 0
BRINKS CO COM 109696104 434 16143 SH SOLE 01 16143 0 0
BRINKS HOME SEC HLDGS INC COM 109699108 300 13700 SH SOLE 01 13700 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 61 211400 SH CALL SOLE 01 211400 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 230 489600 SH PUT SOLE 01 489600 0 0
BROADCOM CORP CL A 111320107 983 57952 SH SOLE 01 57952 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 12 166600 SH CALL SOLE 01 166600 0 0
BROWN SHOE INC NEW COM 115736100 106 12525 SH SOLE 01 12525 0 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 1538 20309 SH SOLE 01 20309 0 0
C&D TECHNOLOGIES INC NOTE 5.250%11/0 124661AD1 32 51000 PRN SOLE 01 51000 0 0
CA INC COM 12673P105 1481 79948 SH SOLE 02 79948 0 0
CABOT CORP COM 127055101 332 90000 SH CALL SOLE 01 90000 0 0
CACI INTL INC NOTE 2.125% 5/0 127190AD8 5893 6269000 PRN SOLE 01 6269000 0 0
CAMDEN PPTY TR SH BEN INT 133131102 381 12155 SH SOLE 01 12155 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 297 14511 SH SOLE 01 14511 0 0
CAPITOL ACQUISITION CORP DEL COM 14055E104 960 105500 SH SOLE 02 105500 0 0
CARMAX INC COM 143130102 1 28400 SH CALL SOLE 01 28400 0 0
CARNIVAL CORP DBCV 4/2 143658AV4 68 110000 PRN SOLE 01 110000 0 0
CARNIVAL CORP PAIRED CTF 143658300 377 15518 SH SOLE 01 15518 0 0
CARRIZO OIL & CO INC NOTE 4.375% 6/0 144577AA1 23 50000 PRN SOLE 01 50000 0 0
CATERPILLAR INC DEL COM 149123101 576 12902 SH SOLE 01 12902 0 0
CATERPILLAR INC DEL COM 149123101 15 184800 SH CALL SOLE 01 184800 0 0
CBS CORP NEW CL B 124857202 408 49768 SH SOLE 01 49768 0 0
CBS CORP NEW CL B 124857202 847 52400 SH PUT SOLE 01 52400 0 0
CELGENE CORP COM 151020104 203 3666 SH SOLE 01 3666 0 0
CELGENE CORP COM 151020104 127 97500 SH CALL SOLE 01 97500 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 213 172500 SH CALL SOLE 01 172500 0 0
CENTERPOINT ENERGY INC COM 15189T107 418 33140 SH SOLE 01 33140 0 0
CENTRAL VT PUB SVC CORP COM 155771108 222 9300 SH SOLE 01 9300 0 0
CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 588 1113000 PRN SOLE 01 1113000 0 0
CENTURYTEL INC COM 156700106 250 9147 SH SOLE 01 9147 0 0
CENVEO INC COM 15670S105 89 20100 SH SOLE 01 20100 0 0
CEPHALON INC COM 156708109 1013 13154 SH SOLE 01 13154 0 0
CHARLES RIV LABS INTL INC NOTE 2.250% 6/1 159864AB3 580 750000 PRN SOLE 01 750000 0 0
CHECKPOINT SYS INC COM 162825103 1297 68314 SH SOLE 02 68314 0 0
CHESAPEAKE ENERGY CORP COM 165167107 593 36685 SH SOLE 01 36685 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1 25000 SH CALL SOLE 01 25000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 315 703000 PRN SOLE 01 703000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 63 100000 PRN SOLE 01 100000 0 0
CHEVRON CORP NEW COM 166764100 1554 21004 SH SOLE 01 21004 0 0
CHICOS FAS INC COM 168615102 42 10000 SH CALL SOLE 02 10000 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 3090 50000 SH SOLE 01 50000 0 0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 4279 350700 SH SOLE 01 350700 0 0
CHIPOTLE MEXICAN GRILL INC CL A 169656105 66 15900 SH CALL SOLE 01 15900 0 0
CHUBB CORP COM 171232101 328 6438 SH SOLE 01 6438 0 0
CHUBB CORP COM 171232101 395 42000 SH PUT SOLE 01 42000 0 0
CIENA CORP COM NEW 171779309 15 12800 SH PUT SOLE 01 12800 0 0
CIGNA CORP COM 125509109 180 10706 SH SOLE 01 10706 0 0
CINCINNATI FINL CORP COM 172062101 380 13080 SH SOLE 01 13080 0 0
CINTAS CORP COM 172908105 559 24075 SH SOLE 01 24075 0 0
CISCO SYS INC COM 17275R102 6597 404731 SH SOLE 01 02 404731 0 0
CISCO SYS INC COM 17275R102 138 2676100 SH CALL SOLE 01 2676100 0 0
CISCO SYS INC COM 17275R102 533 396400 SH PUT SOLE 01 396400 0 0
CIT GROUP INC COM 125581108 9 267500 SH CALL SOLE 01 267500 0 0
CITIGROUP INC COM 172967101 3580 533445 SH SOLE 01 533445 0 0
CITIGROUP INC COM 172967101 5624 608000 SH PUT SOLE 01 608000 0 0
CITRIX SYS INC COM 177376100 276 11691 SH SOLE 01 11691 0 0
CLAUDE RES INC COM 182873109 13 40000 SH SOLE 01 40000 0 0
CME GROUP INC COM 12572Q105 437 2100 SH SOLE 01 2100 0 0
COACH INC COM 189754104 688 33107 SH SOLE 01 33107 0 0
COACH INC COM 189754104 86 128800 SH CALL SOLE 01 128800 0 0
COCA COLA CO COM 191216100 2559 1422300 SH CALL SOLE 01 1422300 0 0
COCA COLA CO COM 191216100 521 11500 SH SOLE 01 11500 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1441 79780 SH SOLE 01 79780 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 10 100800 SH CALL SOLE 01 100800 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1452 171800 SH PUT SOLE 01 171800 0 0
COLEMAN CABLE INC COM 193459302 64 14200 SH SOLE 01 14200 0 0
COLGATE PALMOLIVE CO COM 194162103 590 8601 SH SOLE 01 8601 0 0
COMCAST CORP NEW CL A 20030N101 243 14400 SH SOLE 01 14400 0 0
COMCAST CORP NEW CL A 20030N101 253 49100 SH CALL SOLE 01 49100 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 316 21700 SH SOLE 01 21700 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 205 20500 SH PUT SOLE 01 20500 0 0
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 74 12500 SH PUT SOLE 01 12500 0 0
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 610 50400 SH SOLE 01 50400 0 0
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 38 124400 SH CALL SOLE 01 124400 0 0
COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 53 49000 PRN SOLE 01 49000 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 1458 31818 SH SOLE 01 31818 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 22 29200 SH CALL SOLE 01 29200 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 43 38200 SH PUT SOLE 01 38200 0 0
CONAGRA FOODS INC COM 205887102 1610 97560 SH SOLE 01 97560 0 0
CONAGRA FOODS INC COM 205887102 7 50000 SH CALL SOLE 01 50000 0 0
CONAGRA FOODS INC COM 205887102 280 50000 SH PUT SOLE 01 50000 0 0
CONEXANT SYSTEMS INC COM NEW 207142308 202 296903 SH SOLE 01 296903 0 0
CONOCOPHILLIPS COM 20825C104 3278 63286 SH SOLE 01 63286 0 0
CONOCOPHILLIPS COM 20825C104 7 150000 SH CALL SOLE 01 150000 0 0
CONOCOPHILLIPS COM 20825C104 1620 50000 SH PUT SOLE 01 50000 0 0
CONSOL ENERGY INC COM 20854P109 509 17806 SH SOLE 01 17806 0 0
CONSOLIDATED EDISON INC COM 209115104 1182 30369 SH SOLE 01 30369 0 0
CONSOLIDATED GRAPHICS INC COM 209341106 312 13800 SH SOLE 01 13800 0 0
CONSTELLATION ENERGY GROUP I COM 210371100 124 87000 SH CALL SOLE 01 87000 0 0
CONSTELLATION ENERGY GROUP I COM 210371100 12 10000 SH PUT SOLE 01 10000 0 0
CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ3 103 100000 PRN SOLE 01 100000 0 0
CONTINENTAL RESOURCES INC COM 212015101 19 151500 SH CALL SOLE 01 151500 0 0
COOPER COS INC COM NEW 216648402 328 19992 SH SOLE 01 19992 0 0
COOPER COS INC COM NEW 216648402 4 29700 SH CALL SOLE 01 29700 0 0
COOPER COS INC COM NEW 216648402 200 27100 SH PUT SOLE 01 27100 0 0
CORE LABORATORIES N V COM N22717107 572 9555 SH SOLE 01 9555 0 0
CORE LABORATORIES N V COM N22717107 636 10000 SH PUT SOLE 01 10000 0 0
CORINTHIAN COLLEGES INC COM 218868107 367 22400 SH SOLE 01 22400 0 0
CORN PRODS INTL INC COM 219023108 41 15700 SH CALL SOLE 01 15700 0 0
CORNING INC COM 219350105 595 62395 SH SOLE 02 62395 0 0
CORNING INC COM 219350105 491 130000 SH CALL SOLE 01 130000 0 0
COSTCO COMPANIES INC NOTE 8/1 22160QAC6 882 741000 PRN SOLE 01 741000 0 0
COSTCO WHSL CORP NEW COM 22160K105 1194 22741 SH SOLE 01 22741 0 0
COVANCE INC COM 222816100 3 20000 SH CALL SOLE 01 20000 0 0
COVANTA HLDG CORP COM 22282E102 1 20200 SH CALL SOLE 01 20200 0 0
COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 137 150000 PRN SOLE 01 150000 0 0
COVIDIEN LTD COM G2552X108 603 16629 SH SOLE 01 16629 0 0
CROCS INC COM 227046109 7 361900 SH CALL SOLE 01 361900 0 0
CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 520 593000 PRN SOLE 01 593000 0 0
CSX CORP COM 126408103 625 19245 SH SOLE 01 19245 0 0
CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 2082 2230000 PRN SOLE 01 2230000 0 0
CURTISS WRIGHT CORP COM 231561101 20 12000 SH PUT SOLE 01 12000 0 0
CVR ENERGY INC COM 12662P108 100 25100 SH SOLE 01 25100 0 0
CVS CAREMARK CORPORATION COM 126650100 22734 791019 SH SOLE 01 791019 0 0
CVS CAREMARK CORPORATION COM 126650100 1094 1837100 SH CALL SOLE 01 1837100 0 0
CVS CAREMARK CORPORATION COM 126650100 17018 1960700 SH PUT SOLE 01 1960700 0 0
DAIMLER AG REG SHS D1668R123 3074 80300 SH SOLE 01 80300 0 0
DAKTRONICS INC COM 234264109 189 20200 SH SOLE 01 20200 0 0
DANAHER CORP DEL NOTE 1/2 235851AF9 823 938000 PRN SOLE 01 938000 0 0
DANAHER CORP DEL COM 235851102 748 13209 SH SOLE 01 13209 0 0
DARDEN RESTAURANTS INC COM 237194105 608 21587 SH SOLE 01 21587 0 0
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MELLANOX TECHNOLOGIES LTD SHS M51363113 548 69697 SH SOLE 02 69697 0 0
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MERCK & CO INC COM 589331107 8746 287700 SH SOLE 01 287700 0 0
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